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A

absolute(double...) - Static method in class com.opengamma.strata.market.curve.CurveParallelShifts
Creates a shift that adds a fixed amount to the value at every node in the curve.
absolute(Curve, double) - Static method in class com.opengamma.strata.market.curve.ParallelShiftedCurve
Returns a curve based on an underlying curve with a fixed amount added to the Y values.
absoluteTolerance(double) - Method in class com.opengamma.strata.measure.curve.RootFinderConfig.Builder
Sets the absolute tolerance for the root finder.
absoluteTolerance() - Method in class com.opengamma.strata.measure.curve.RootFinderConfig.Meta
The meta-property for the absoluteTolerance property.
AbstractBoundCurveInterpolator - Class in com.opengamma.strata.market.curve.interpolator
Abstract interpolator implementation.
AbstractBoundCurveInterpolator(DoubleArray, DoubleArray) - Constructor for class com.opengamma.strata.market.curve.interpolator.AbstractBoundCurveInterpolator
Creates an instance.
AbstractBoundCurveInterpolator(AbstractBoundCurveInterpolator, BoundCurveExtrapolator, BoundCurveExtrapolator) - Constructor for class com.opengamma.strata.market.curve.interpolator.AbstractBoundCurveInterpolator
Creates an instance.
AbstractDerivedCalculationFunction<T extends CalculationTarget,R> - Class in com.opengamma.strata.calc.runner
Abstract derived calculation function with fields for the target type, measure and required measures.
AbstractDerivedCalculationFunction(Class<T>, Measure, Measure...) - Constructor for class com.opengamma.strata.calc.runner.AbstractDerivedCalculationFunction
Creates a new function which calculates one measure for targets of one type.
AbstractDerivedCalculationFunction(Class<T>, Measure, Set<Measure>) - Constructor for class com.opengamma.strata.calc.runner.AbstractDerivedCalculationFunction
Creates a new function which calculates one measure for targets of one type.
accept(T, U) - Method in interface com.opengamma.strata.collect.function.CheckedBiConsumer
Performs this operation on the given arguments.
accept(T) - Method in interface com.opengamma.strata.collect.function.CheckedConsumer
Performs this operation on the given argument.
accept(int, double) - Method in interface com.opengamma.strata.collect.function.IntDoubleConsumer
Consumes the values, performing an action.
accept(int, int) - Method in interface com.opengamma.strata.collect.function.IntIntConsumer
Consumes the values, performing an action.
accept(int, int, double) - Method in interface com.opengamma.strata.collect.function.IntIntDoubleConsumer
Consumes the values, performing an action.
ACCRUAL_DAY_COUNT - Static variable in class com.opengamma.strata.market.explain.ExplainKey
The day count used to calculate the year fraction.
ACCRUAL_DAYS - Static variable in class com.opengamma.strata.market.explain.ExplainKey
The number of accrual days between the start and end dates.
ACCRUAL_PERIODS - Static variable in class com.opengamma.strata.market.explain.ExplainKey
The list of accrual periods.
ACCRUAL_YEAR_FRACTION - Static variable in class com.opengamma.strata.market.explain.ExplainKey
The year fraction between the start and end dates.
accrualBusinessDayAdjustment(BusinessDayAdjustment) - Method in class com.opengamma.strata.product.swap.type.FixedRateSwapLegConvention.Builder
Sets the business day adjustment to apply to accrual schedule dates.
accrualBusinessDayAdjustment() - Method in class com.opengamma.strata.product.swap.type.FixedRateSwapLegConvention.Meta
The meta-property for the accrualBusinessDayAdjustment property.
accrualBusinessDayAdjustment(BusinessDayAdjustment) - Method in class com.opengamma.strata.product.swap.type.IborRateSwapLegConvention.Builder
Sets the business day adjustment to apply to accrual schedule dates.
accrualBusinessDayAdjustment() - Method in class com.opengamma.strata.product.swap.type.IborRateSwapLegConvention.Meta
The meta-property for the accrualBusinessDayAdjustment property.
accrualBusinessDayAdjustment(BusinessDayAdjustment) - Method in class com.opengamma.strata.product.swap.type.InflationRateSwapLegConvention.Builder
Sets the business day adjustment to apply to accrual schedule dates.
accrualBusinessDayAdjustment() - Method in class com.opengamma.strata.product.swap.type.InflationRateSwapLegConvention.Meta
The meta-property for the accrualBusinessDayAdjustment property.
accrualBusinessDayAdjustment(BusinessDayAdjustment) - Method in class com.opengamma.strata.product.swap.type.OvernightRateSwapLegConvention.Builder
Sets the business day adjustment to apply to accrual schedule dates.
accrualBusinessDayAdjustment() - Method in class com.opengamma.strata.product.swap.type.OvernightRateSwapLegConvention.Meta
The meta-property for the accrualBusinessDayAdjustment property.
accrualFactor(double) - Method in class com.opengamma.strata.product.index.IborFuture.Builder
Sets the accrual factor, defaulted from the index if not set.
accrualFactor() - Method in class com.opengamma.strata.product.index.IborFuture.Meta
The meta-property for the accrualFactor property.
accrualFactor(double) - Method in class com.opengamma.strata.product.index.OvernightFuture.Builder
Sets the accrual factor, defaulted from the index if not set.
accrualFactor() - Method in class com.opengamma.strata.product.index.OvernightFuture.Meta
The meta-property for the accrualFactor property.
accrualFactor(double) - Method in class com.opengamma.strata.product.index.OvernightFutureSecurity.Builder
Sets the accrual factor, defaulted from the index if not set.
accrualFactor() - Method in class com.opengamma.strata.product.index.OvernightFutureSecurity.Meta
The meta-property for the accrualFactor property.
accrualFactor(double) - Method in class com.opengamma.strata.product.index.ResolvedIborFuture.Builder
Sets the accrual factor, defaulted from the index if not set.
accrualFactor() - Method in class com.opengamma.strata.product.index.ResolvedIborFuture.Meta
The meta-property for the accrualFactor property.
accrualFactor(double) - Method in class com.opengamma.strata.product.index.ResolvedOvernightFuture.Builder
Sets the accrual factor, defaulted from the index if not set.
accrualFactor() - Method in class com.opengamma.strata.product.index.ResolvedOvernightFuture.Meta
The meta-property for the accrualFactor property.
accrualFrequency(Frequency) - Method in class com.opengamma.strata.product.swap.type.FixedRateSwapLegConvention.Builder
Sets the periodic frequency of accrual.
accrualFrequency() - Method in class com.opengamma.strata.product.swap.type.FixedRateSwapLegConvention.Meta
The meta-property for the accrualFrequency property.
accrualFrequency(Frequency) - Method in class com.opengamma.strata.product.swap.type.IborRateSwapLegConvention.Builder
Sets the periodic frequency of accrual.
accrualFrequency() - Method in class com.opengamma.strata.product.swap.type.IborRateSwapLegConvention.Meta
The meta-property for the accrualFrequency property.
accrualFrequency(Frequency) - Method in class com.opengamma.strata.product.swap.type.OvernightRateSwapLegConvention.Builder
Sets the periodic frequency of accrual.
accrualFrequency() - Method in class com.opengamma.strata.product.swap.type.OvernightRateSwapLegConvention.Meta
The meta-property for the accrualFrequency property.
accrualMethod(OvernightAccrualMethod) - Method in class com.opengamma.strata.product.index.OvernightFuture.Builder
Sets the method of accruing Overnight interest.
accrualMethod() - Method in class com.opengamma.strata.product.index.OvernightFuture.Meta
The meta-property for the accrualMethod property.
accrualMethod(OvernightAccrualMethod) - Method in class com.opengamma.strata.product.index.OvernightFutureSecurity.Builder
Sets the method of accruing Overnight interest.
accrualMethod() - Method in class com.opengamma.strata.product.index.OvernightFutureSecurity.Meta
The meta-property for the accrualMethod property.
accrualMethod(OvernightAccrualMethod) - Method in class com.opengamma.strata.product.swap.OvernightRateCalculation.Builder
Sets the method of accruing overnight interest, defaulted to 'Compounded'.
accrualMethod() - Method in class com.opengamma.strata.product.swap.OvernightRateCalculation.Meta
The meta-property for the accrualMethod property.
accrualMethod(OvernightAccrualMethod) - Method in class com.opengamma.strata.product.swap.type.OvernightRateSwapLegConvention.Builder
Sets the method of accruing overnight interest, defaulted to 'Compounded'.
accrualMethod() - Method in class com.opengamma.strata.product.swap.type.OvernightRateSwapLegConvention.Meta
The meta-property for the accrualMethod property.
AccrualOnDefaultFormula - Enum in com.opengamma.strata.pricer.credit
The formula for accrual on default.
accrualPeriods(List<RateAccrualPeriod>) - Method in class com.opengamma.strata.product.swap.RatePaymentPeriod.Builder
Sets the accrual periods that combine to form the payment period.
accrualPeriods(RateAccrualPeriod...) - Method in class com.opengamma.strata.product.swap.RatePaymentPeriod.Builder
Sets the accrualPeriods property in the builder from an array of objects.
accrualPeriods() - Method in class com.opengamma.strata.product.swap.RatePaymentPeriod.Meta
The meta-property for the accrualPeriods property.
accrualSchedule(PeriodicSchedule) - Method in class com.opengamma.strata.product.bond.CapitalIndexedBond.Builder
Sets the accrual schedule.
accrualSchedule() - Method in class com.opengamma.strata.product.bond.CapitalIndexedBond.Meta
The meta-property for the accrualSchedule property.
accrualSchedule(PeriodicSchedule) - Method in class com.opengamma.strata.product.bond.CapitalIndexedBondSecurity.Builder
Sets the accrual schedule.
accrualSchedule() - Method in class com.opengamma.strata.product.bond.CapitalIndexedBondSecurity.Meta
The meta-property for the accrualSchedule property.
accrualSchedule(PeriodicSchedule) - Method in class com.opengamma.strata.product.bond.FixedCouponBond.Builder
Sets the accrual schedule.
accrualSchedule() - Method in class com.opengamma.strata.product.bond.FixedCouponBond.Meta
The meta-property for the accrualSchedule property.
accrualSchedule(PeriodicSchedule) - Method in class com.opengamma.strata.product.bond.FixedCouponBondSecurity.Builder
Sets the accrual schedule.
accrualSchedule() - Method in class com.opengamma.strata.product.bond.FixedCouponBondSecurity.Meta
The meta-property for the accrualSchedule property.
accrualSchedule(PeriodicSchedule) - Method in class com.opengamma.strata.product.swap.KnownAmountSwapLeg.Builder
Sets the accrual period schedule.
accrualSchedule() - Method in class com.opengamma.strata.product.swap.KnownAmountSwapLeg.Meta
The meta-property for the accrualSchedule property.
accrualSchedule(PeriodicSchedule) - Method in class com.opengamma.strata.product.swap.RateCalculationSwapLeg.Builder
Sets the accrual schedule.
accrualSchedule() - Method in class com.opengamma.strata.product.swap.RateCalculationSwapLeg.Meta
The meta-property for the accrualSchedule property.
AccrualStart - Enum in com.opengamma.strata.product.credit.type
The accrual start for credit default swaps.
accrualStart() - Method in class com.opengamma.strata.product.credit.type.TenorCdsTemplate.Meta
The meta-property for the accrualStart property.
ACCRUED_INTEREST - Static variable in class com.opengamma.strata.measure.Measures
Measure representing the accrued interest of the calculation target.
accruedInterest(ResolvedSwapTrade, RatesMarketDataLookup, ScenarioMarketData) - Method in class com.opengamma.strata.measure.swap.SwapTradeCalculations
Calculates accrued interest across one or more scenarios.
accruedInterest(ResolvedSwapTrade, RatesProvider) - Method in class com.opengamma.strata.measure.swap.SwapTradeCalculations
Calculates accrued interest for a single set of market data.
accruedInterest(ResolvedFixedCouponBond, LocalDate) - Method in class com.opengamma.strata.pricer.bond.DiscountingFixedCouponBondProductPricer
Calculates the accrued interest of the fixed coupon bond with the specified settlement date.
accruedInterest(ResolvedSwapLeg, RatesProvider) - Method in class com.opengamma.strata.pricer.swap.DiscountingSwapLegPricer
Calculates the accrued interest since the last payment.
accruedInterest(ResolvedSwap, RatesProvider) - Method in class com.opengamma.strata.pricer.swap.DiscountingSwapProductPricer
Calculates the accrued interest since the last payment.
accruedInterest(ResolvedSwapTrade, RatesProvider) - Method in class com.opengamma.strata.pricer.swap.DiscountingSwapTradePricer
Calculates the accrued interest since the last payment.
accruedInterest(T, RatesProvider) - Method in interface com.opengamma.strata.pricer.swap.SwapPaymentPeriodPricer
Calculates the accrued interest since the last payment.
accruedInterest(LocalDate) - Method in class com.opengamma.strata.product.bond.ResolvedCapitalIndexedBond
Calculates the accrued interest of the bond with the specified date.
accruedYearFraction(ResolvedFixedCouponBond, LocalDate) - Method in class com.opengamma.strata.pricer.bond.DiscountingFixedCouponBondProductPricer
Calculates the accrued year fraction of the fixed coupon bond with the specified settlement date.
accruedYearFraction(LocalDate) - Method in class com.opengamma.strata.product.credit.ResolvedCds
Calculates the accrued premium per fractional spread for unit notional.
accruedYearFraction(LocalDate) - Method in class com.opengamma.strata.product.credit.ResolvedCdsIndex
Calculates the accrued premium per fractional spread for unit notional.
ACT_360 - Static variable in class com.opengamma.strata.basics.date.DayCounts
The 'Act/360' day count, which divides the actual number of days by 360.
ACT_364 - Static variable in class com.opengamma.strata.basics.date.DayCounts
The 'Act/364' day count, which divides the actual number of days by 364.
ACT_365_25 - Static variable in class com.opengamma.strata.basics.date.DayCounts
The 'Act/365.25' day count, which divides the actual number of days by 365.25.
ACT_365_ACTUAL - Static variable in class com.opengamma.strata.basics.date.DayCounts
The 'Act/365 Actual' day count, which divides the actual number of days by 366 if a leap day is contained, or by 365 if not.
ACT_365F - Static variable in class com.opengamma.strata.basics.date.DayCounts
The 'Act/365F' day count, which divides the actual number of days by 365 (fixed).
ACT_365L - Static variable in class com.opengamma.strata.basics.date.DayCounts
The 'Act/365L' day count, which divides the actual number of days by 365 or 366.
ACT_ACT_AFB - Static variable in class com.opengamma.strata.basics.date.DayCounts
The 'Act/Act AFB' day count, which divides the actual number of days by 366 if a leap day is contained, or by 365 if not, with additional rules for periods over one year.
ACT_ACT_ICMA - Static variable in class com.opengamma.strata.basics.date.DayCounts
The 'Act/Act ICMA' day count, which divides the actual number of days by the actual number of days in the coupon period multiplied by the frequency.
ACT_ACT_ISDA - Static variable in class com.opengamma.strata.basics.date.DayCounts
The 'Act/Act ISDA' day count, which divides the actual number of days in a leap year by 366 and the actual number of days in a standard year by 365.
ACT_ACT_YEAR - Static variable in class com.opengamma.strata.basics.date.DayCounts
The 'Act/Act Year' day count, which divides the actual number of days by the number of days in the year from the start date.
action() - Method in class com.opengamma.strata.market.curve.CurveNodeDateOrder.Meta
The meta-property for the action property.
active(boolean) - Method in class com.opengamma.strata.basics.index.ImmutableIborIndex.Builder
Sets whether the index is active, defaulted to true.
active() - Method in class com.opengamma.strata.basics.index.ImmutableIborIndex.Meta
The meta-property for the active property.
active(boolean) - Method in class com.opengamma.strata.basics.index.ImmutableOvernightIndex.Builder
Sets whether the index is active, defaulted to true.
active() - Method in class com.opengamma.strata.basics.index.ImmutableOvernightIndex.Meta
The meta-property for the active property.
active(boolean) - Method in class com.opengamma.strata.basics.index.ImmutablePriceIndex.Builder
Sets whether the index is active, defaulted to true.
active() - Method in class com.opengamma.strata.basics.index.ImmutablePriceIndex.Meta
The meta-property for the active property.
active(boolean) - Method in class com.opengamma.strata.product.swap.ImmutableSwapIndex.Builder
Sets whether the index is active, defaulted to true.
active() - Method in class com.opengamma.strata.product.swap.ImmutableSwapIndex.Meta
The meta-property for the active property.
add(String, Object) - Method in class com.opengamma.strata.calc.marketdata.MarketDataConfigBuilder
Adds an item of configuration under the specified name.
add(TypedString<?>, Object) - Method in class com.opengamma.strata.calc.marketdata.MarketDataConfigBuilder
Adds an item of configuration under the specified name.
add(PointSensitivity) - Method in class com.opengamma.strata.market.sensitivity.MutablePointSensitivities
Adds a point sensitivity, mutating the internal list.
addAll(List<PointSensitivity>) - Method in class com.opengamma.strata.market.sensitivity.MutablePointSensitivities
Adds a list of point sensitivities, mutating the internal list.
addAll(MutablePointSensitivities) - Method in class com.opengamma.strata.market.sensitivity.MutablePointSensitivities
Merges the list of point sensitivities from another instance, mutating the internal list.
addAllFailures(List<FailureItem>) - Method in class com.opengamma.strata.collect.result.FailureItemsBuilder
Adds a list of failures to the list.
addAttribute(AttributeType<T>, T) - Method in class com.opengamma.strata.product.etd.EtdContractSpecBuilder
Adds an attribute to the builder.
addAttribute(AttributeType<T>, T) - Method in class com.opengamma.strata.product.PositionInfoBuilder
Adds a position attribute to the map of attributes.
addAttribute(AttributeType<T>, T) - Method in class com.opengamma.strata.product.SecurityInfoBuilder
Adds a security attribute to the map of attributes.
addAttribute(AttributeType<T>, T) - Method in class com.opengamma.strata.product.TradeInfoBuilder
Adds a trade attribute to the map of attributes.
addBox(MarketDataId<T>, MarketDataBox<? extends T>) - Method in class com.opengamma.strata.data.scenario.ImmutableScenarioMarketDataBuilder
Adds market data wrapped in a box.
addBoxMap(Map<? extends MarketDataId<?>, ? extends MarketDataBox<?>>) - Method in class com.opengamma.strata.data.scenario.ImmutableScenarioMarketDataBuilder
Adds market data values for each scenario.
addCurve(CurveDefinition, Currency, RateIndex, RateIndex...) - Method in class com.opengamma.strata.market.curve.RatesCurveGroupDefinitionBuilder
Adds the definition of a curve to the curve group definition which is used to provide discount rates and forward rates.
addCurve(CurveName, Currency, RateIndex, RateIndex...) - Method in class com.opengamma.strata.market.curve.RatesCurveGroupDefinitionBuilder
Adds a curve to the curve group definition which is used to provide discount rates and forward rates.
addDefault(T) - Method in class com.opengamma.strata.calc.marketdata.MarketDataConfigBuilder
Adds an item of configuration that is the default of its type.
addDiscountCurve(CurveDefinition, Currency, Currency...) - Method in class com.opengamma.strata.market.curve.RatesCurveGroupDefinitionBuilder
Adds the definition of a discount curve to the curve group definition.
addDiscountCurve(CurveName, Currency, Currency...) - Method in class com.opengamma.strata.market.curve.RatesCurveGroupDefinitionBuilder
Adds the definition of a discount curve to the curve group definition.
addFailure(FailureItem) - Method in class com.opengamma.strata.collect.result.FailureItemsBuilder
Adds a failure to the list.
AddFixedCurve - Class in com.opengamma.strata.market.curve
A curve formed from two curves, the fixed curve and the spread curve.
AddFixedCurve.Meta - Class in com.opengamma.strata.market.curve
The meta-bean for AddFixedCurve.
addForwardCurve(CurveDefinition, Index, Index...) - Method in class com.opengamma.strata.market.curve.RatesCurveGroupDefinitionBuilder
Adds the definition of a forward curve to the curve group definition.
addForwardCurve(CurveName, Index, Index...) - Method in class com.opengamma.strata.market.curve.RatesCurveGroupDefinitionBuilder
Adds the definition of a forward curve to the curve group definition.
addInfo(CurveInfoType<T>, T) - Method in class com.opengamma.strata.market.curve.DefaultCurveMetadataBuilder
Adds a single piece of additional information.
addInfo(SurfaceInfoType<T>, T) - Method in class com.opengamma.strata.market.surface.DefaultSurfaceMetadataBuilder
Adds a single piece of additional information.
additionalSpread(double) - Method in class com.opengamma.strata.market.curve.node.FixedIborSwapCurveNode.Builder
Sets the additional spread added to the rate.
additionalSpread() - Method in class com.opengamma.strata.market.curve.node.FixedIborSwapCurveNode.Meta
The meta-property for the additionalSpread property.
additionalSpread(double) - Method in class com.opengamma.strata.market.curve.node.FixedInflationSwapCurveNode.Builder
Sets the additional spread added to the fixed rate.
additionalSpread() - Method in class com.opengamma.strata.market.curve.node.FixedInflationSwapCurveNode.Meta
The meta-property for the additionalSpread property.
additionalSpread(double) - Method in class com.opengamma.strata.market.curve.node.FixedOvernightSwapCurveNode.Builder
Sets the additional spread added to the rate.
additionalSpread() - Method in class com.opengamma.strata.market.curve.node.FixedOvernightSwapCurveNode.Meta
The meta-property for the additionalSpread property.
additionalSpread(double) - Method in class com.opengamma.strata.market.curve.node.FraCurveNode.Builder
Sets the additional spread added to the rate.
additionalSpread() - Method in class com.opengamma.strata.market.curve.node.FraCurveNode.Meta
The meta-property for the additionalSpread property.
additionalSpread(double) - Method in class com.opengamma.strata.market.curve.node.IborFixingDepositCurveNode.Builder
Sets the additional spread added to the rate.
additionalSpread() - Method in class com.opengamma.strata.market.curve.node.IborFixingDepositCurveNode.Meta
The meta-property for the additionalSpread property.
additionalSpread(double) - Method in class com.opengamma.strata.market.curve.node.IborFutureCurveNode.Builder
Sets the additional spread added to the price.
additionalSpread() - Method in class com.opengamma.strata.market.curve.node.IborFutureCurveNode.Meta
The meta-property for the additionalSpread property.
additionalSpread(double) - Method in class com.opengamma.strata.market.curve.node.IborIborSwapCurveNode.Builder
Sets the additional spread added to the market quote.
additionalSpread() - Method in class com.opengamma.strata.market.curve.node.IborIborSwapCurveNode.Meta
The meta-property for the additionalSpread property.
additionalSpread(double) - Method in class com.opengamma.strata.market.curve.node.OvernightIborSwapCurveNode.Builder
Sets the additional spread added to the rate.
additionalSpread() - Method in class com.opengamma.strata.market.curve.node.OvernightIborSwapCurveNode.Meta
The meta-property for the additionalSpread property.
additionalSpread(double) - Method in class com.opengamma.strata.market.curve.node.TermDepositCurveNode.Builder
Sets the additional spread added to the rate.
additionalSpread() - Method in class com.opengamma.strata.market.curve.node.TermDepositCurveNode.Meta
The meta-property for the additionalSpread property.
additionalSpread(double) - Method in class com.opengamma.strata.market.curve.node.ThreeLegBasisSwapCurveNode.Builder
Sets the additional spread added to the market quote.
additionalSpread() - Method in class com.opengamma.strata.market.curve.node.ThreeLegBasisSwapCurveNode.Meta
The meta-property for the additionalSpread property.
additionalSpread(double) - Method in class com.opengamma.strata.market.curve.node.XCcyIborIborSwapCurveNode.Builder
Sets the additional spread added to the market quote.
additionalSpread() - Method in class com.opengamma.strata.market.curve.node.XCcyIborIborSwapCurveNode.Meta
The meta-property for the additionalSpread property.
additionConvention(PeriodAdditionConvention) - Method in class com.opengamma.strata.basics.date.PeriodAdjustment.Builder
Sets the addition convention to apply.
additionConvention() - Method in class com.opengamma.strata.basics.date.PeriodAdjustment.Meta
The meta-property for the additionConvention property.
additionConvention(PeriodAdditionConvention) - Method in class com.opengamma.strata.basics.date.TenorAdjustment.Builder
Sets the addition convention to apply.
additionConvention() - Method in class com.opengamma.strata.basics.date.TenorAdjustment.Meta
The meta-property for the additionConvention property.
addListEntry(ExplainKey<R>, Consumer<ExplainMapBuilder>) - Method in class com.opengamma.strata.market.explain.ExplainMapBuilder
Adds a list entry using a consumer callback function.
addListEntryWithIndex(ExplainKey<R>, Consumer<ExplainMapBuilder>) - Method in class com.opengamma.strata.market.explain.ExplainMapBuilder
Adds a list entry using a consumer callback function, including the list index.
addOutputCurrencies(Currency...) - Method in class com.opengamma.strata.calc.marketdata.MarketDataRequirementsBuilder
Adds the output currencies.
addRate(CurrencyPair, double) - Method in class com.opengamma.strata.basics.currency.FxMatrixBuilder
Adds a new rate for a currency pair to the builder.
addRate(Currency, Currency, double) - Method in class com.opengamma.strata.basics.currency.FxMatrixBuilder
Add a new pair of currencies to the builder.
addRates(Map<CurrencyPair, Double>) - Method in class com.opengamma.strata.basics.currency.FxMatrixBuilder
Adds a collection of new rates for currency pairs to the builder.
addRequirements(MarketDataRequirements) - Method in class com.opengamma.strata.calc.marketdata.MarketDataRequirementsBuilder
Adds all requirements from an instance of MarketDataRequirements to this builder.
addScenarioValue(MarketDataId<T>, List<? extends T>) - Method in class com.opengamma.strata.data.scenario.ImmutableScenarioMarketDataBuilder
Adds market data for each scenario.
addScenarioValue(MarketDataId<T>, ScenarioArray<? extends T>) - Method in class com.opengamma.strata.data.scenario.ImmutableScenarioMarketDataBuilder
Adds market data for each scenario.
addScenarioValueMap(Map<? extends MarketDataId<?>, ? extends ScenarioArray<?>>) - Method in class com.opengamma.strata.data.scenario.ImmutableScenarioMarketDataBuilder
Adds market data values for each scenario.
addSeasonality(CurveName, SeasonalityDefinition) - Method in class com.opengamma.strata.market.curve.RatesCurveGroupDefinitionBuilder
Adds a seasonality to the curve group definition.
addShift(int, Object, double) - Method in class com.opengamma.strata.market.param.PointShiftsBuilder
Adds a shift for a parameter to the builder.
addShifts(int, Map<?, Double>) - Method in class com.opengamma.strata.market.param.PointShiftsBuilder
Adds multiple shifts to the builder.
addTimeSeries(Collection<? extends ObservableId>) - Method in class com.opengamma.strata.calc.marketdata.MarketDataRequirementsBuilder
Adds requirements for time series of observable market data.
addTimeSeries(ObservableId...) - Method in class com.opengamma.strata.calc.marketdata.MarketDataRequirementsBuilder
Adds requirements for time series of observable market data.
addTimeSeries(ObservableId, LocalDateDoubleTimeSeries) - Method in class com.opengamma.strata.data.ImmutableMarketDataBuilder
Adds a time-series of observable market data values.
addTimeSeries(ObservableId, LocalDateDoubleTimeSeries) - Method in class com.opengamma.strata.data.scenario.ImmutableScenarioMarketDataBuilder
Adds a time-series of observable market data values.
addTimeSeriesMap(Map<? extends ObservableId, LocalDateDoubleTimeSeries>) - Method in class com.opengamma.strata.data.ImmutableMarketDataBuilder
Adds multiple time-series of observable market data values to the builder.
addTimeSeriesMap(Map<? extends ObservableId, LocalDateDoubleTimeSeries>) - Method in class com.opengamma.strata.data.scenario.ImmutableScenarioMarketDataBuilder
Adds multiple time-series of observable market data values to the builder.
addTo(Temporal) - Method in class com.opengamma.strata.basics.date.Tenor
Adds this tenor to the specified date.
addTo(Temporal) - Method in class com.opengamma.strata.basics.schedule.Frequency
Adds the period of this frequency to the specified date.
addValue(MarketDataId<T>, T) - Method in class com.opengamma.strata.data.ImmutableMarketDataBuilder
Adds a value to the builder.
addValue(MarketDataId<T>, T) - Method in class com.opengamma.strata.data.scenario.ImmutableScenarioMarketDataBuilder
Adds market data that is valid for all scenarios.
addValueMap(Map<? extends MarketDataId<?>, ?>) - Method in class com.opengamma.strata.data.ImmutableMarketDataBuilder
Adds multiple values to the builder.
addValueMap(Map<? extends MarketDataId<?>, ?>) - Method in class com.opengamma.strata.data.scenario.ImmutableScenarioMarketDataBuilder
Adds market data values that are valid for all scenarios.
addValues(Collection<? extends MarketDataId<?>>) - Method in class com.opengamma.strata.calc.marketdata.MarketDataRequirementsBuilder
Adds requirements for single values of market data.
addValues(MarketDataId<?>...) - Method in class com.opengamma.strata.calc.marketdata.MarketDataRequirementsBuilder
Adds requirements for single values of market data.
addValueUnsafe(MarketDataId<?>, Object) - Method in class com.opengamma.strata.data.ImmutableMarketDataBuilder
Adds a value to the builder when the types are not known at compile time.
adjust(LocalDate, ReferenceData) - Method in class com.opengamma.strata.basics.date.BusinessDayAdjustment
Adjusts the date as necessary if it is not a business day.
adjust(LocalDate, HolidayCalendar) - Method in interface com.opengamma.strata.basics.date.BusinessDayConvention
Adjusts the date as necessary if it is not a business day.
adjust(LocalDate) - Method in interface com.opengamma.strata.basics.date.DateAdjuster
Adjusts the date according to the rules of the implementation.
adjust(LocalDate, ReferenceData) - Method in class com.opengamma.strata.basics.date.DaysAdjustment
Adjusts the date, adding the period in days using the holiday calendar and then applying the business day adjustment.
adjust(LocalDate, Period, HolidayCalendar) - Method in interface com.opengamma.strata.basics.date.PeriodAdditionConvention
Adjusts the base date, adding the period and applying the convention rule.
adjust(LocalDate, ReferenceData) - Method in class com.opengamma.strata.basics.date.PeriodAdjustment
Adjusts the date, adding the period and then applying the business day adjustment.
adjust(LocalDate, ReferenceData) - Method in class com.opengamma.strata.basics.date.TenorAdjustment
Adjusts the date, adding the tenor and then applying the business day adjustment.
adjust(LocalDate) - Method in interface com.opengamma.strata.basics.schedule.RollConvention
Adjusts the date according to the rules of the roll convention.
adjust(double) - Method in class com.opengamma.strata.basics.value.ValueAdjustment
Adjusts the base value based on the criteria of this adjustment.
adjust(double, double) - Method in enum com.opengamma.strata.basics.value.ValueAdjustmentType
Adjusts the base value based on the type and the modifying value.
adjust(double) - Method in enum com.opengamma.strata.product.swap.NegativeRateMethod
Adjusts the specified rate according to the rate method rule.
ADJUSTABLE_DATE - Static variable in class com.opengamma.strata.report.framework.format.ValueFormatters
The formatter to be used for AdjustableDate, printing the unadjusted date.
AdjustableDate - Class in com.opengamma.strata.basics.date
An adjustable date.
AdjustableDate.Meta - Class in com.opengamma.strata.basics.date
The meta-bean for AdjustableDate.
AdjustablePayment - Class in com.opengamma.strata.basics.currency
A single payment of a known amount on a date, with business day adjustment rules.
AdjustablePayment.Meta - Class in com.opengamma.strata.basics.currency
The meta-bean for AdjustablePayment.
adjustBy(int) - Method in interface com.opengamma.strata.basics.date.HolidayCalendar
Returns an adjuster that changes the date.
adjustDate(TemporalAdjuster) - Method in class com.opengamma.strata.basics.currency.Payment
Adjusts the payment date using the rules of the specified adjuster.
adjusted(ReferenceData) - Method in class com.opengamma.strata.basics.date.AdjustableDate
Adjusts the date using the business day adjustment.
adjustedForwardRate(CmsPeriod, RatesProvider, SabrSwaptionVolatilities) - Method in class com.opengamma.strata.pricer.cms.SabrExtrapolationReplicationCmsPeriodPricer
Computes the adjusted forward rate for a CMS coupon.
adjustInto(Temporal) - Method in interface com.opengamma.strata.basics.date.DateAdjuster
Adjusts the temporal according to the rules of the implementation.
adjustment() - Method in class com.opengamma.strata.basics.date.AdjustableDate.Meta
The meta-property for the adjustment property.
adjustment(BusinessDayAdjustment) - Method in class com.opengamma.strata.basics.date.DaysAdjustment.Builder
Sets the business day adjustment that is performed to the result of the addition.
adjustment() - Method in class com.opengamma.strata.basics.date.DaysAdjustment.Meta
The meta-property for the adjustment property.
adjustment(BusinessDayAdjustment) - Method in class com.opengamma.strata.basics.date.PeriodAdjustment.Builder
Sets the business day adjustment that is performed to the result of the addition.
adjustment() - Method in class com.opengamma.strata.basics.date.PeriodAdjustment.Meta
The meta-property for the adjustment property.
adjustment(BusinessDayAdjustment) - Method in class com.opengamma.strata.basics.date.TenorAdjustment.Builder
Sets the business day adjustment that is performed to the result of the addition.
adjustment() - Method in class com.opengamma.strata.basics.date.TenorAdjustment.Meta
The meta-property for the adjustment property.
adjustment() - Method in class com.opengamma.strata.basics.value.ValueStepSequence.Meta
The meta-property for the adjustment property.
adjustmentToForwardRate(CmsPeriod, RatesProvider, SabrSwaptionVolatilities) - Method in class com.opengamma.strata.pricer.cms.SabrExtrapolationReplicationCmsPeriodPricer
Computes the adjustment to the forward rate for a CMS coupon.
adjustmentType() - Method in class com.opengamma.strata.market.curve.InflationNodalCurve.Meta
The meta-property for the adjustmentType property.
adjustmentType() - Method in class com.opengamma.strata.market.curve.SeasonalityDefinition.Meta
The meta-property for the adjustmentType property.
adjustPaymentDate(TemporalAdjuster) - Method in interface com.opengamma.strata.product.bond.BondPaymentPeriod
Adjusts the payment date using the rules of the specified adjuster.
adjustPaymentDate(TemporalAdjuster) - Method in class com.opengamma.strata.product.bond.CapitalIndexedBondPaymentPeriod
 
adjustPaymentDate(TemporalAdjuster) - Method in class com.opengamma.strata.product.bond.FixedCouponBondPaymentPeriod
 
adjustPaymentDate(TemporalAdjuster) - Method in class com.opengamma.strata.product.bond.KnownAmountBondPaymentPeriod
 
adjustPaymentDate(TemporalAdjuster) - Method in class com.opengamma.strata.product.swap.FxResetNotionalExchange
 
adjustPaymentDate(TemporalAdjuster) - Method in class com.opengamma.strata.product.swap.KnownAmountNotionalSwapPaymentPeriod
 
adjustPaymentDate(TemporalAdjuster) - Method in class com.opengamma.strata.product.swap.KnownAmountSwapPaymentPeriod
 
adjustPaymentDate(TemporalAdjuster) - Method in class com.opengamma.strata.product.swap.NotionalExchange
 
adjustPaymentDate(TemporalAdjuster) - Method in class com.opengamma.strata.product.swap.RatePaymentPeriod
 
adjustPaymentDate(TemporalAdjuster) - Method in interface com.opengamma.strata.product.swap.SwapPaymentEvent
Adjusts the payment date using the rules of the specified adjuster.
adjustPaymentDate(TemporalAdjuster) - Method in interface com.opengamma.strata.product.swap.SwapPaymentPeriod
Adjusts the payment date using the rules of the specified adjuster.
AdvancedMeasures - Class in com.opengamma.strata.measure
The advanced set of measures which can be calculated by Strata.
AED - Static variable in class com.opengamma.strata.basics.currency.Currency
The currency 'AED' - UAE Dirham.
AggregatingCalculationListener<T> - Class in com.opengamma.strata.calc.runner
Superclass for mutable calculation listeners that collect the results of individual calculations and create a single aggregate result when the calculations are complete.
AggregatingCalculationListener() - Constructor for class com.opengamma.strata.calc.runner.AggregatingCalculationListener
 
agreedFxRate(FxRate) - Method in class com.opengamma.strata.product.fx.FxNdf.Builder
Sets the FX rate agreed for the value date at the inception of the trade.
agreedFxRate() - Method in class com.opengamma.strata.product.fx.FxNdf.Meta
The meta-property for the agreedFxRate property.
agreedFxRate(FxRate) - Method in class com.opengamma.strata.product.fx.ResolvedFxNdf.Builder
Sets the FX rate agreed for the value date at the inception of the trade.
agreedFxRate() - Method in class com.opengamma.strata.product.fx.ResolvedFxNdf.Meta
The meta-property for the agreedFxRate property.
allCurrencies() - Method in class com.opengamma.strata.product.capfloor.IborCapFloor
 
allCurrencies() - Method in class com.opengamma.strata.product.cms.Cms
 
allCurrencies() - Method in class com.opengamma.strata.product.credit.Cds
 
allCurrencies() - Method in class com.opengamma.strata.product.credit.CdsIndex
 
allCurrencies() - Method in class com.opengamma.strata.product.deposit.IborFixingDeposit
 
allCurrencies() - Method in class com.opengamma.strata.product.deposit.TermDeposit
 
allCurrencies() - Method in class com.opengamma.strata.product.fra.Fra
 
allCurrencies() - Method in interface com.opengamma.strata.product.fx.FxProduct
 
allCurrencies() - Method in class com.opengamma.strata.product.payment.BulletPayment
 
allCurrencies() - Method in interface com.opengamma.strata.product.Product
Returns the set of currencies the product refers to.
allCurrencies() - Method in interface com.opengamma.strata.product.SecuritizedProduct
 
allCurrencies() - Method in class com.opengamma.strata.product.swap.Swap
Returns the set of currencies referred to by the swap.
allCurrencies() - Method in interface com.opengamma.strata.product.swap.SwapLeg
Returns the set of currencies referred to by the leg.
allCurrencies() - Method in class com.opengamma.strata.product.swaption.Swaption
 
allIndices() - Method in class com.opengamma.strata.product.capfloor.IborCapFloor
Returns the set of indices referred to by the cap/floor.
allIndices() - Method in class com.opengamma.strata.product.capfloor.ResolvedIborCapFloor
Returns the set of indices referred to by the cap/floor.
allIndices() - Method in class com.opengamma.strata.product.fra.ResolvedFra
Returns the set of indices referred to by the FRA.
allIndices() - Method in class com.opengamma.strata.product.swap.ResolvedSwap
Returns the set of indices referred to by the swap.
allIndices() - Method in class com.opengamma.strata.product.swap.Swap
Returns the set of indices referred to by the swap.
allIndices() - Method in interface com.opengamma.strata.product.swap.SwapLeg
Returns the set of indices referred to by the leg.
allMatch(Predicate<? super Map.Entry<K, V>>) - Method in class com.opengamma.strata.collect.MapStream
 
allPaymentCurrencies() - Method in class com.opengamma.strata.product.capfloor.IborCapFloor
 
allPaymentCurrencies() - Method in class com.opengamma.strata.product.capfloor.ResolvedIborCapFloor
Returns the set of payment currencies referred to by the cap/floor.
allPaymentCurrencies() - Method in class com.opengamma.strata.product.cms.Cms
 
allPaymentCurrencies() - Method in class com.opengamma.strata.product.cms.ResolvedCms
Returns the set of currencies referred to by the CMS.
allPaymentCurrencies() - Method in class com.opengamma.strata.product.fx.FxNdf
 
allPaymentCurrencies() - Method in interface com.opengamma.strata.product.Product
Returns the set of currencies that the product pays in.
allPaymentCurrencies() - Method in class com.opengamma.strata.product.swap.ResolvedSwap
Returns the set of payment currencies referred to by the swap.
allPaymentCurrencies() - Method in class com.opengamma.strata.product.swap.Swap
Returns the set of payment currencies referred to by the swap.
allRateIndices() - Method in class com.opengamma.strata.product.cms.Cms
Returns the set of rate indices referred to by the CMS.
allSuccessful(Result<?>...) - Static method in class com.opengamma.strata.collect.result.Result
Checks if all the results are successful.
allSuccessful(Iterable<? extends Result<?>>) - Static method in class com.opengamma.strata.collect.result.Result
Checks if all the results are successful.
alpha(double) - Method in interface com.opengamma.strata.pricer.capfloor.SabrIborCapletFloorletVolatilities
Calculates the alpha parameter for a pair of time to expiry.
alpha(double) - Method in class com.opengamma.strata.pricer.capfloor.SabrParametersIborCapletFloorletVolatilities
 
alpha(LocalDate, LocalDate, LocalDate, LocalDate) - Method in class com.opengamma.strata.pricer.model.HullWhiteOneFactorPiecewiseConstantParametersProvider
Calculates the alpha value for the specified period with respect to the maturity date.
alpha(double, double) - Method in class com.opengamma.strata.pricer.model.SabrInterestRateParameters
Calculates the alpha parameter for a pair of time to expiry and instrument tenor.
alpha(double) - Method in class com.opengamma.strata.pricer.model.SabrParameters
Calculates the alpha parameter for time to expiry.
alpha(double, double) - Method in class com.opengamma.strata.pricer.swaption.SabrParametersSwaptionVolatilities
 
alpha(double, double) - Method in interface com.opengamma.strata.pricer.swaption.SabrSwaptionVolatilities
Calculates the alpha parameter for a pair of time to expiry and instrument tenor.
alphaAdjoint(LocalDate, LocalDate, LocalDate, LocalDate) - Method in class com.opengamma.strata.pricer.model.HullWhiteOneFactorPiecewiseConstantParametersProvider
Calculates the alpha and its derivative values for the specified period with respect to the maturity date.
alternateNames() - Method in class com.opengamma.strata.collect.named.ExtendedEnum
Returns the complete map of alternate name to standard name.
ALWAYS_0 - Static variable in class com.opengamma.strata.basics.value.ValueSchedule
A value schedule that always has the value zero.
ALWAYS_1 - Static variable in class com.opengamma.strata.basics.value.ValueSchedule
A value schedule that always has the value one.
ambiguousTokenFailure(T, String) - Method in class com.opengamma.strata.report.framework.expression.TokenEvaluator
Generates a failure result for an ambiguous token.
amount(CurrencyAmount) - Method in class com.opengamma.strata.market.amount.SwapLegAmount.Builder
Sets the amount associated with the leg.
amount() - Method in class com.opengamma.strata.market.amount.SwapLegAmount.Meta
The meta-property for the amount property.
amount(CurrencyAmount) - Static method in class com.opengamma.strata.product.common.SummarizerUtils
Converts an amount to a string.
amount(Currency, double) - Static method in class com.opengamma.strata.product.common.SummarizerUtils
Converts an amount to a string.
amount(ValueSchedule) - Method in class com.opengamma.strata.product.swap.KnownAmountSwapLeg.Builder
Sets the known amount schedule.
amount() - Method in class com.opengamma.strata.product.swap.KnownAmountSwapLeg.Meta
The meta-property for the amount property.
amount(ValueSchedule) - Method in class com.opengamma.strata.product.swap.NotionalSchedule.Builder
Sets the notional amount.
amount() - Method in class com.opengamma.strata.product.swap.NotionalSchedule.Meta
The meta-property for the amount property.
amounts() - Method in class com.opengamma.strata.basics.currency.MultiCurrencyAmount.Meta
The meta-property for the amounts property.
amounts() - Method in class com.opengamma.strata.data.scenario.CurrencyScenarioArray.Meta
The meta-property for the amounts property.
amounts() - Method in class com.opengamma.strata.data.scenario.MultiCurrencyScenarioArray.Meta
The meta-property for the amounts property.
amounts() - Method in class com.opengamma.strata.market.amount.LegAmounts.Meta
The meta-property for the amounts property.
amounts() - Method in class com.opengamma.strata.pricer.credit.JumpToDefault.Meta
The meta-property for the amounts property.
AnalyticSpreadSensitivityCalculator - Class in com.opengamma.strata.pricer.credit
Analytic spread sensitivity calculator.
AnalyticSpreadSensitivityCalculator(AccrualOnDefaultFormula) - Constructor for class com.opengamma.strata.pricer.credit.AnalyticSpreadSensitivityCalculator
Constructor with the accrual-on-default formula specified.
and(ObjDoublePredicate<? super T>) - Method in interface com.opengamma.strata.collect.function.ObjDoublePredicate
Returns a new predicate that returns true if both predicates return true.
and(ObjIntPredicate<? super T>) - Method in interface com.opengamma.strata.collect.function.ObjIntPredicate
Returns a new predicate that returns true if both predicates return true.
and(ObjLongPredicate<? super T>) - Method in interface com.opengamma.strata.collect.function.ObjLongPredicate
Returns a new predicate that returns true if both predicates return true.
andThen(Function<? super R, ? extends V>) - Method in interface com.opengamma.strata.collect.function.ObjDoubleFunction
Returns a new function that composes this function and the specified function.
andThen(Function<? super R, ? extends V>) - Method in interface com.opengamma.strata.collect.function.ObjIntFunction
Returns a new function that composes this function and the specified function.
andThen(Function<? super R, ? extends V>) - Method in interface com.opengamma.strata.collect.function.ObjLongFunction
Returns a new function that composes this function and the specified function.
annuityCash(ResolvedSwapLeg, double) - Method in class com.opengamma.strata.pricer.swap.DiscountingSwapLegPricer
Computes the conventional cash annuity from a swap leg.
annuityCash(int, int, double) - Method in class com.opengamma.strata.pricer.swap.DiscountingSwapLegPricer
Computes the conventional cash annuity for a given yield.
annuityCash1(int, int, double) - Method in class com.opengamma.strata.pricer.swap.DiscountingSwapLegPricer
Computes the conventional cash annuity for a given yield and its first derivative with respect to the yield.
annuityCash2(int, int, double) - Method in class com.opengamma.strata.pricer.swap.DiscountingSwapLegPricer
Computes the conventional cash annuity for a given yield and its first two derivatives with respect to the yield.
annuityCash3(int, int, double) - Method in class com.opengamma.strata.pricer.swap.DiscountingSwapLegPricer
Computes the conventional cash annuity for a given yield and its first three derivatives with respect to the yield.
annuityCashDerivative(ResolvedSwapLeg, double) - Method in class com.opengamma.strata.pricer.swap.DiscountingSwapLegPricer
Computes the derivative of the conventional cash annuity with respect to the yield from a swap leg.
any() - Static method in interface com.opengamma.strata.loader.fpml.FpmlPartySelector
Returns a selector that will choose any party from the trade.
anyFailures(Result<?>...) - Static method in class com.opengamma.strata.collect.result.Result
Checks if any of the results are failures.
anyFailures(Iterable<? extends Result<?>>) - Static method in class com.opengamma.strata.collect.result.Result
Checks if any of the results are failures.
anyMatch(Predicate<? super Map.Entry<K, V>>) - Method in class com.opengamma.strata.collect.MapStream
 
apply(double[], DoubleUnaryOperator) - Static method in class com.opengamma.strata.collect.DoubleArrayMath
Applies an operator to each element in the array, returning a new array.
apply(T, U) - Method in interface com.opengamma.strata.collect.function.CheckedBiFunction
Applies this function to the given arguments.
apply(T) - Method in interface com.opengamma.strata.collect.function.CheckedFunction
Applies this function to the given argument.
apply(T, double) - Method in interface com.opengamma.strata.collect.function.ObjDoubleFunction
Applies the function.
apply(T, int) - Method in interface com.opengamma.strata.collect.function.ObjIntFunction
Applies the function.
apply(T, long) - Method in interface com.opengamma.strata.collect.function.ObjLongFunction
Applies the function.
apply(DoubleMatrix) - Method in interface com.opengamma.strata.math.linearalgebra.Decomposition
Applies this function to the given argument.
applyAddition(double[], double) - Static method in class com.opengamma.strata.collect.DoubleArrayMath
Applies an addition to each element in the array, returning a new array.
applyAsDouble(double, double, double) - Method in interface com.opengamma.strata.collect.function.DoubleTernaryOperator
Applies the function.
applyAsDouble(int, double) - Method in interface com.opengamma.strata.collect.function.IntDoubleToDoubleFunction
Performs an operation on the values.
applyAsDouble(int, int, double) - Method in interface com.opengamma.strata.collect.function.IntIntDoubleToDoubleFunction
Performs an operation on the values.
applyAsDouble(int, int) - Method in interface com.opengamma.strata.collect.function.IntIntToDoubleFunction
Performs an operation on the values.
applyAsInt(int, int, int) - Method in interface com.opengamma.strata.collect.function.IntTernaryOperator
Applies the function.
applyMultiplication(double[], double) - Static method in class com.opengamma.strata.collect.DoubleArrayMath
Applies a multiplication to each element in the array, returning a new array.
applyPerturbation(MarketDataBox<T>, ReferenceData) - Method in class com.opengamma.strata.calc.marketdata.PerturbationMapping
Applies the perturbations in this mapping to an item of market data and returns the results.
applyShift(double, double) - Method in enum com.opengamma.strata.market.ShiftType
Applies the shift to the value using appropriate logic for the shift type.
applyTo(MarketDataBox<T>, ReferenceData) - Method in interface com.opengamma.strata.data.scenario.ScenarioPerturbation
Applies this perturbation to the market data in a box, returning a box containing new, modified data.
applyTo(MarketDataBox<Curve>, ReferenceData) - Method in class com.opengamma.strata.market.curve.CurveParallelShifts
 
applyTo(MarketDataBox<FxRate>, ReferenceData) - Method in class com.opengamma.strata.market.FxRateShifts
 
applyTo(MarketDataBox<Double>, ReferenceData) - Method in class com.opengamma.strata.market.GenericDoubleShifts
 
applyTo(MarketDataBox<ParameterizedData>, ReferenceData) - Method in class com.opengamma.strata.market.param.PointShifts
 
approximateMaturity(LocalDate) - Method in interface com.opengamma.strata.product.index.type.IborFutureTemplate
Calculates the approximate maturity from the trade date.
AR - Static variable in class com.opengamma.strata.basics.location.Country
The country 'AR' - Argentina.
ArbitrageHandling - Enum in com.opengamma.strata.pricer.credit
The formula for accrual on default.
ArgChecker - Class in com.opengamma.strata.collect
Contains utility methods for checking inputs to methods.
array() - Method in class com.opengamma.strata.collect.array.DoubleMatrix.Meta
The meta-property for the array property.
ArrayByteSource - Class in com.opengamma.strata.collect.io
A byte source implementation that explicitly wraps a byte array.
ARS - Static variable in class com.opengamma.strata.basics.currency.Currency
The currency 'ARS' - Argentine Peso.
asCharSourceUtf8UsingBom() - Method in class com.opengamma.strata.collect.io.ArrayByteSource
Returns a CharSource for the same bytes, converted to UTF-8 using a Byte-Order Mark if available.
AsciiTable - Class in com.opengamma.strata.collect.io
An ASCII table generator.
AsciiTableAlignment - Enum in com.opengamma.strata.collect.io
Alignment of the data within an ASCII table.
asMap() - Method in class com.opengamma.strata.collect.io.IniFile
Returns the INI file as a map.
asMap() - Method in class com.opengamma.strata.collect.io.PropertySet
Returns the property set as a map, throwing an exception if any key has multiple values.
asMultimap() - Method in class com.opengamma.strata.collect.io.PropertySet
Returns the property set as a multimap.
asStream() - Method in class com.opengamma.strata.collect.io.CsvIterator
Returns a stream that wraps this iterator.
attributes() - Method in class com.opengamma.strata.collect.result.FailureItem.Meta
The meta-property for the attributes property.
Attributes - Interface in com.opengamma.strata.product
Additional attributes that can be associated with a model object.
attributes() - Method in class com.opengamma.strata.product.etd.EtdContractSpec.Meta
The meta-property for the attributes property.
attributes() - Method in class com.opengamma.strata.product.PositionInfo.Meta
The meta-property for the attributes property.
attributes() - Method in class com.opengamma.strata.product.SecurityInfo.Meta
The meta-property for the attributes property.
attributes() - Method in class com.opengamma.strata.product.TradeInfo.Meta
The meta-property for the attributes property.
AttributeType<T> - Class in com.opengamma.strata.product
The type that provides meaning to an attribute.
AU - Static variable in class com.opengamma.strata.basics.location.Country
The country 'AU' - Australia.
AUD - Static variable in class com.opengamma.strata.basics.currency.Currency
The currency 'AUD' - Australian Dollar.
AUD_AONIA - Static variable in class com.opengamma.strata.basics.index.FloatingRateNames
Constant for AUD-AONIA Overnight index.
AUD_AONIA - Static variable in class com.opengamma.strata.basics.index.OvernightIndices
The AONIA index for AUD.
AUD_BBSW - Static variable in class com.opengamma.strata.basics.index.FloatingRateNames
Constant for AUD-BBSW.
AUD_BBSW_1M - Static variable in class com.opengamma.strata.basics.index.IborIndices
The 1 month BBSW index.
AUD_BBSW_2M - Static variable in class com.opengamma.strata.basics.index.IborIndices
The 2 month BBSW index.
AUD_BBSW_3M - Static variable in class com.opengamma.strata.basics.index.IborIndices
The 3 month BBSW index.
AUD_BBSW_4M - Static variable in class com.opengamma.strata.basics.index.IborIndices
The 4 month BBSW index.
AUD_BBSW_5M - Static variable in class com.opengamma.strata.basics.index.IborIndices
The 5 month BBSW index.
AUD_BBSW_6M - Static variable in class com.opengamma.strata.basics.index.IborIndices
The 6 month BBSW index.
AUSY - Static variable in class com.opengamma.strata.basics.date.HolidayCalendarIds
An identifier for the holiday calendar of Sydney, Australia, with code 'AUSY'.
availableSmileAtExpiry(Period) - Method in class com.opengamma.strata.pricer.option.RawOptionData
For a given expiration returns all the data available.

B

barrier(Barrier) - Method in class com.opengamma.strata.product.fxopt.FxSingleBarrierOption.Builder
Sets the barrier description.
barrier() - Method in class com.opengamma.strata.product.fxopt.FxSingleBarrierOption.Meta
The meta-property for the barrier property.
barrier() - Method in class com.opengamma.strata.product.fxopt.ResolvedFxSingleBarrierOption.Meta
The meta-property for the barrier property.
Barrier - Interface in com.opengamma.strata.product.option
Definition of barrier event of option instruments.
barrierLevel() - Method in class com.opengamma.strata.product.option.SimpleConstantContinuousBarrier.Meta
The meta-property for the barrierLevel property.
BarrierType - Enum in com.opengamma.strata.product.option
The barrier type of barrier event.
barrierType() - Method in class com.opengamma.strata.product.option.SimpleConstantContinuousBarrier.Meta
The meta-property for the barrierType property.
baseCurrencyDiscountFactors() - Method in class com.opengamma.strata.pricer.fx.DiscountFxForwardRates.Meta
The meta-property for the baseCurrencyDiscountFactors property.
baseCurrencyPayment() - Method in class com.opengamma.strata.product.fx.FxSingle.Meta
The meta-property for the baseCurrencyPayment property.
baseCurrencyPayment() - Method in class com.opengamma.strata.product.fx.ResolvedFxSingle.Meta
The meta-property for the baseCurrencyPayment property.
baseCurve() - Method in class com.opengamma.strata.market.curve.CombinedCurve.Meta
The meta-property for the baseCurve property.
BaseProvider - Interface in com.opengamma.strata.pricer
A provider of data used for pricing.
BE - Static variable in class com.opengamma.strata.basics.location.Country
The country 'BE' - Belgium.
BeanTokenEvaluator - Class in com.opengamma.strata.report.framework.expression
Evaluates a token against a bean to produce another object.
BeanTokenEvaluator() - Constructor for class com.opengamma.strata.report.framework.expression.BeanTokenEvaluator
 
beanType() - Method in class com.opengamma.strata.basics.currency.AdjustablePayment.Meta
 
beanType() - Method in class com.opengamma.strata.basics.currency.CurrencyAmountArray.Meta
 
beanType() - Method in class com.opengamma.strata.basics.currency.FxMatrix.Meta
 
beanType() - Method in class com.opengamma.strata.basics.currency.FxRate.Meta
 
beanType() - Method in class com.opengamma.strata.basics.currency.MultiCurrencyAmount.Meta
 
beanType() - Method in class com.opengamma.strata.basics.currency.MultiCurrencyAmountArray.Meta
 
beanType() - Method in class com.opengamma.strata.basics.currency.Payment.Meta
 
beanType() - Method in class com.opengamma.strata.basics.date.AdjustableDate.Meta
 
beanType() - Method in class com.opengamma.strata.basics.date.BusinessDayAdjustment.Meta
 
beanType() - Method in class com.opengamma.strata.basics.date.DaysAdjustment.Meta
 
beanType() - Method in class com.opengamma.strata.basics.date.ImmutableHolidayCalendar.Meta
 
beanType() - Method in class com.opengamma.strata.basics.date.PeriodAdjustment.Meta
 
beanType() - Method in class com.opengamma.strata.basics.date.TenorAdjustment.Meta
 
beanType() - Method in class com.opengamma.strata.basics.ImmutableReferenceData.Meta
 
beanType() - Method in class com.opengamma.strata.basics.index.FxIndexObservation.Meta
 
beanType() - Method in class com.opengamma.strata.basics.index.IborIndexObservation.Meta
 
beanType() - Method in class com.opengamma.strata.basics.index.ImmutableFloatingRateName.Meta
 
beanType() - Method in class com.opengamma.strata.basics.index.ImmutableFxIndex.Meta
 
beanType() - Method in class com.opengamma.strata.basics.index.ImmutableIborIndex.Meta
 
beanType() - Method in class com.opengamma.strata.basics.index.ImmutableOvernightIndex.Meta
 
beanType() - Method in class com.opengamma.strata.basics.index.ImmutablePriceIndex.Meta
 
beanType() - Method in class com.opengamma.strata.basics.index.OvernightIndexObservation.Meta
 
beanType() - Method in class com.opengamma.strata.basics.index.PriceIndexObservation.Meta
 
beanType() - Method in class com.opengamma.strata.basics.schedule.PeriodicSchedule.Meta
 
beanType() - Method in class com.opengamma.strata.basics.schedule.Schedule.Meta
 
beanType() - Method in class com.opengamma.strata.basics.schedule.SchedulePeriod.Meta
 
beanType() - Method in class com.opengamma.strata.basics.StandardId.Meta
 
beanType() - Method in class com.opengamma.strata.basics.value.ValueAdjustment.Meta
 
beanType() - Method in class com.opengamma.strata.basics.value.ValueSchedule.Meta
 
beanType() - Method in class com.opengamma.strata.basics.value.ValueStep.Meta
 
beanType() - Method in class com.opengamma.strata.basics.value.ValueStepSequence.Meta
 
beanType() - Method in class com.opengamma.strata.calc.CalculationRules.Meta
 
beanType() - Method in class com.opengamma.strata.calc.Column.Meta
 
beanType() - Method in class com.opengamma.strata.calc.ColumnHeader.Meta
 
beanType() - Method in class com.opengamma.strata.calc.ImmutableMeasure.Meta
 
beanType() - Method in class com.opengamma.strata.calc.marketdata.BuiltMarketData.Meta
 
beanType() - Method in class com.opengamma.strata.calc.marketdata.BuiltScenarioMarketData.Meta
 
beanType() - Method in class com.opengamma.strata.calc.marketdata.MarketDataConfig.Meta
 
beanType() - Method in class com.opengamma.strata.calc.marketdata.MarketDataRequirements.Meta
 
beanType() - Method in class com.opengamma.strata.calc.marketdata.PerturbationMapping.Meta
 
beanType() - Method in class com.opengamma.strata.calc.marketdata.ScenarioDefinition.Meta
 
beanType() - Method in class com.opengamma.strata.calc.ReportingCurrency.Meta
 
beanType() - Method in class com.opengamma.strata.calc.Results.Meta
 
beanType() - Method in class com.opengamma.strata.calc.runner.FunctionRequirements.Meta
 
beanType() - Method in class com.opengamma.strata.collect.array.DoubleMatrix.Meta
 
beanType() - Method in class com.opengamma.strata.collect.result.Failure.Meta
 
beanType() - Method in class com.opengamma.strata.collect.result.FailureItem.Meta
 
beanType() - Method in class com.opengamma.strata.collect.result.FailureItems.Meta
 
beanType() - Method in class com.opengamma.strata.collect.result.Result.Meta
 
beanType() - Method in class com.opengamma.strata.collect.result.ValueWithFailures.Meta
 
beanType() - Method in class com.opengamma.strata.collect.tuple.DoublesPair.Meta
 
beanType() - Method in class com.opengamma.strata.collect.tuple.IntDoublePair.Meta
 
beanType() - Method in class com.opengamma.strata.collect.tuple.LongDoublePair.Meta
 
beanType() - Method in class com.opengamma.strata.collect.tuple.ObjDoublePair.Meta
 
beanType() - Method in class com.opengamma.strata.collect.tuple.ObjIntPair.Meta
 
beanType() - Method in class com.opengamma.strata.collect.tuple.Pair.Meta
 
beanType() - Method in class com.opengamma.strata.collect.tuple.Triple.Meta
 
beanType() - Method in class com.opengamma.strata.data.ImmutableMarketData.Meta
 
beanType() - Method in class com.opengamma.strata.data.scenario.CurrencyScenarioArray.Meta
 
beanType() - Method in class com.opengamma.strata.data.scenario.DoubleScenarioArray.Meta
 
beanType() - Method in class com.opengamma.strata.data.scenario.FxRateScenarioArray.Meta
 
beanType() - Method in class com.opengamma.strata.data.scenario.ImmutableScenarioMarketData.Meta
 
beanType() - Method in class com.opengamma.strata.data.scenario.MultiCurrencyScenarioArray.Meta
 
beanType() - Method in class com.opengamma.strata.market.amount.CashFlow.Meta
 
beanType() - Method in class com.opengamma.strata.market.amount.CashFlows.Meta
 
beanType() - Method in class com.opengamma.strata.market.amount.LegAmounts.Meta
 
beanType() - Method in class com.opengamma.strata.market.amount.SwapLegAmount.Meta
 
beanType() - Method in class com.opengamma.strata.market.curve.AddFixedCurve.Meta
 
beanType() - Method in class com.opengamma.strata.market.curve.CombinedCurve.Meta
 
beanType() - Method in class com.opengamma.strata.market.curve.ConstantCurve.Meta
 
beanType() - Method in class com.opengamma.strata.market.curve.ConstantNodalCurve.Meta
 
beanType() - Method in class com.opengamma.strata.market.curve.CurveNodeDate.Meta
 
beanType() - Method in class com.opengamma.strata.market.curve.CurveNodeDateOrder.Meta
 
beanType() - Method in class com.opengamma.strata.market.curve.CurveParallelShifts.Meta
 
beanType() - Method in class com.opengamma.strata.market.curve.CurveParameterSize.Meta
 
beanType() - Method in class com.opengamma.strata.market.curve.DefaultCurveMetadata.Meta
 
beanType() - Method in class com.opengamma.strata.market.curve.DepositIsdaCreditCurveNode.Meta
 
beanType() - Method in class com.opengamma.strata.market.curve.InflationNodalCurve.Meta
 
beanType() - Method in class com.opengamma.strata.market.curve.InterpolatedNodalCurve.Meta
 
beanType() - Method in class com.opengamma.strata.market.curve.InterpolatedNodalCurveDefinition.Meta
 
beanType() - Method in class com.opengamma.strata.market.curve.IsdaCreditCurveDefinition.Meta
 
beanType() - Method in class com.opengamma.strata.market.curve.JacobianCalibrationMatrix.Meta
 
beanType() - Method in class com.opengamma.strata.market.curve.LegalEntityCurveGroup.Meta
 
beanType() - Method in class com.opengamma.strata.market.curve.node.CdsIndexIsdaCreditCurveNode.Meta
 
beanType() - Method in class com.opengamma.strata.market.curve.node.CdsIsdaCreditCurveNode.Meta
 
beanType() - Method in class com.opengamma.strata.market.curve.node.FixedIborSwapCurveNode.Meta
 
beanType() - Method in class com.opengamma.strata.market.curve.node.FixedInflationSwapCurveNode.Meta
 
beanType() - Method in class com.opengamma.strata.market.curve.node.FixedOvernightSwapCurveNode.Meta
 
beanType() - Method in class com.opengamma.strata.market.curve.node.FraCurveNode.Meta
 
beanType() - Method in class com.opengamma.strata.market.curve.node.FxSwapCurveNode.Meta
 
beanType() - Method in class com.opengamma.strata.market.curve.node.IborFixingDepositCurveNode.Meta
 
beanType() - Method in class com.opengamma.strata.market.curve.node.IborFutureCurveNode.Meta
 
beanType() - Method in class com.opengamma.strata.market.curve.node.IborIborSwapCurveNode.Meta
 
beanType() - Method in class com.opengamma.strata.market.curve.node.OvernightIborSwapCurveNode.Meta
 
beanType() - Method in class com.opengamma.strata.market.curve.node.TermDepositCurveNode.Meta
 
beanType() - Method in class com.opengamma.strata.market.curve.node.ThreeLegBasisSwapCurveNode.Meta
 
beanType() - Method in class com.opengamma.strata.market.curve.node.XCcyIborIborSwapCurveNode.Meta
 
beanType() - Method in class com.opengamma.strata.market.curve.ParallelShiftedCurve.Meta
 
beanType() - Method in class com.opengamma.strata.market.curve.ParameterizedFunctionalCurve.Meta
 
beanType() - Method in class com.opengamma.strata.market.curve.ParameterizedFunctionalCurveDefinition.Meta
 
beanType() - Method in class com.opengamma.strata.market.curve.RatesCurveGroup.Meta
 
beanType() - Method in class com.opengamma.strata.market.curve.RatesCurveGroupDefinition.Meta
 
beanType() - Method in class com.opengamma.strata.market.curve.RatesCurveGroupEntry.Meta
 
beanType() - Method in class com.opengamma.strata.market.curve.RatesCurveInputs.Meta
 
beanType() - Method in class com.opengamma.strata.market.curve.SeasonalityDefinition.Meta
 
beanType() - Method in class com.opengamma.strata.market.curve.SimpleCurveParameterMetadata.Meta
 
beanType() - Method in class com.opengamma.strata.market.curve.SwapIsdaCreditCurveNode.Meta
 
beanType() - Method in class com.opengamma.strata.market.explain.ExplainMap.Meta
 
beanType() - Method in class com.opengamma.strata.market.FxRateShifts.Meta
 
beanType() - Method in class com.opengamma.strata.market.GenericDoubleShifts.Meta
 
beanType() - Method in class com.opengamma.strata.market.observable.LegalEntityInformation.Meta
 
beanType() - Method in class com.opengamma.strata.market.observable.Quote.Meta
 
beanType() - Method in class com.opengamma.strata.market.observable.QuoteScenarioArray.Meta
 
beanType() - Method in class com.opengamma.strata.market.observable.QuoteScenarioArrayId.Meta
 
beanType() - Method in class com.opengamma.strata.market.option.DeltaStrike.Meta
 
beanType() - Method in class com.opengamma.strata.market.option.LogMoneynessStrike.Meta
 
beanType() - Method in class com.opengamma.strata.market.option.MoneynessStrike.Meta
 
beanType() - Method in class com.opengamma.strata.market.option.SimpleStrike.Meta
 
beanType() - Method in class com.opengamma.strata.market.param.CrossGammaParameterSensitivities.Meta
 
beanType() - Method in class com.opengamma.strata.market.param.CrossGammaParameterSensitivity.Meta
 
beanType() - Method in class com.opengamma.strata.market.param.CurrencyParameterSensitivities.Meta
 
beanType() - Method in class com.opengamma.strata.market.param.CurrencyParameterSensitivity.Meta
 
beanType() - Method in class com.opengamma.strata.market.param.LabelDateParameterMetadata.Meta
 
beanType() - Method in class com.opengamma.strata.market.param.LabelParameterMetadata.Meta
 
beanType() - Method in class com.opengamma.strata.market.param.ParameterSize.Meta
 
beanType() - Method in class com.opengamma.strata.market.param.PointShifts.Meta
 
beanType() - Method in class com.opengamma.strata.market.param.ResolvedTradeParameterMetadata.Meta
 
beanType() - Method in class com.opengamma.strata.market.param.TenorDateParameterMetadata.Meta
 
beanType() - Method in class com.opengamma.strata.market.param.TenorParameterMetadata.Meta
 
beanType() - Method in class com.opengamma.strata.market.param.UnitParameterSensitivities.Meta
 
beanType() - Method in class com.opengamma.strata.market.param.UnitParameterSensitivity.Meta
 
beanType() - Method in class com.opengamma.strata.market.param.YearMonthDateParameterMetadata.Meta
 
beanType() - Method in class com.opengamma.strata.market.sensitivity.PointSensitivities.Meta
 
beanType() - Method in class com.opengamma.strata.market.surface.ConstantSurface.Meta
 
beanType() - Method in class com.opengamma.strata.market.surface.DefaultSurfaceMetadata.Meta
 
beanType() - Method in class com.opengamma.strata.market.surface.DeformedSurface.Meta
 
beanType() - Method in class com.opengamma.strata.market.surface.InterpolatedNodalSurface.Meta
 
beanType() - Method in class com.opengamma.strata.market.surface.interpolator.GridSurfaceInterpolator.Meta
 
beanType() - Method in class com.opengamma.strata.market.surface.SimpleSurfaceParameterMetadata.Meta
 
beanType() - Method in class com.opengamma.strata.measure.curve.RootFinderConfig.Meta
 
beanType() - Method in class com.opengamma.strata.measure.fx.FxRateConfig.Meta
 
beanType() - Method in class com.opengamma.strata.measure.fxopt.BlackFxOptionInterpolatedNodalSurfaceVolatilitiesSpecification.Meta
 
beanType() - Method in class com.opengamma.strata.measure.fxopt.BlackFxOptionSmileVolatilitiesSpecification.Meta
 
beanType() - Method in class com.opengamma.strata.measure.fxopt.FxOptionVolatilitiesDefinition.Meta
 
beanType() - Method in class com.opengamma.strata.measure.fxopt.FxOptionVolatilitiesNode.Meta
 
beanType() - Method in class com.opengamma.strata.measure.ValuationZoneTimeDefinition.Meta
 
beanType() - Method in class com.opengamma.strata.pricer.bond.BlackBondFutureExpiryLogMoneynessVolatilities.Meta
 
beanType() - Method in class com.opengamma.strata.pricer.bond.BondFutureOptionSensitivity.Meta
 
beanType() - Method in class com.opengamma.strata.pricer.bond.ImmutableLegalEntityDiscountingProvider.Meta
 
beanType() - Method in class com.opengamma.strata.pricer.bond.IssuerCurveDiscountFactors.Meta
 
beanType() - Method in class com.opengamma.strata.pricer.bond.IssuerCurveZeroRateSensitivity.Meta
 
beanType() - Method in class com.opengamma.strata.pricer.bond.RepoCurveDiscountFactors.Meta
 
beanType() - Method in class com.opengamma.strata.pricer.bond.RepoCurveZeroRateSensitivity.Meta
 
beanType() - Method in class com.opengamma.strata.pricer.capfloor.BlackIborCapletFloorletExpiryStrikeVolatilities.Meta
 
beanType() - Method in class com.opengamma.strata.pricer.capfloor.DirectIborCapletFloorletVolatilityDefinition.Meta
 
beanType() - Method in class com.opengamma.strata.pricer.capfloor.IborCapletFloorletSabrSensitivity.Meta
 
beanType() - Method in class com.opengamma.strata.pricer.capfloor.IborCapletFloorletSensitivity.Meta
 
beanType() - Method in class com.opengamma.strata.pricer.capfloor.IborCapletFloorletVolatilityCalibrationResult.Meta
 
beanType() - Method in class com.opengamma.strata.pricer.capfloor.NormalIborCapletFloorletExpiryStrikeVolatilities.Meta
 
beanType() - Method in class com.opengamma.strata.pricer.capfloor.SabrIborCapletFloorletVolatilityBootstrapDefinition.Meta
 
beanType() - Method in class com.opengamma.strata.pricer.capfloor.SabrIborCapletFloorletVolatilityCalibrationDefinition.Meta
 
beanType() - Method in class com.opengamma.strata.pricer.capfloor.SabrParametersIborCapletFloorletVolatilities.Meta
 
beanType() - Method in class com.opengamma.strata.pricer.capfloor.ShiftedBlackIborCapletFloorletExpiryStrikeVolatilities.Meta
 
beanType() - Method in class com.opengamma.strata.pricer.capfloor.SurfaceIborCapletFloorletVolatilityBootstrapDefinition.Meta
 
beanType() - Method in class com.opengamma.strata.pricer.common.GenericVolatilitySurfacePeriodParameterMetadata.Meta
 
beanType() - Method in class com.opengamma.strata.pricer.common.GenericVolatilitySurfaceYearFractionParameterMetadata.Meta
 
beanType() - Method in class com.opengamma.strata.pricer.credit.ConstantRecoveryRates.Meta
 
beanType() - Method in class com.opengamma.strata.pricer.credit.CreditCurveZeroRateSensitivity.Meta
 
beanType() - Method in class com.opengamma.strata.pricer.credit.ImmutableCreditRatesProvider.Meta
 
beanType() - Method in class com.opengamma.strata.pricer.credit.IsdaCreditDiscountFactors.Meta
 
beanType() - Method in class com.opengamma.strata.pricer.credit.JumpToDefault.Meta
 
beanType() - Method in class com.opengamma.strata.pricer.credit.LegalEntitySurvivalProbabilities.Meta
 
beanType() - Method in class com.opengamma.strata.pricer.fx.DiscountFxForwardRates.Meta
 
beanType() - Method in class com.opengamma.strata.pricer.fx.ForwardFxIndexRates.Meta
 
beanType() - Method in class com.opengamma.strata.pricer.fx.FxForwardSensitivity.Meta
 
beanType() - Method in class com.opengamma.strata.pricer.fx.FxIndexSensitivity.Meta
 
beanType() - Method in class com.opengamma.strata.pricer.fxopt.BlackFxOptionFlatVolatilities.Meta
 
beanType() - Method in class com.opengamma.strata.pricer.fxopt.BlackFxOptionSmileVolatilities.Meta
 
beanType() - Method in class com.opengamma.strata.pricer.fxopt.BlackFxOptionSurfaceVolatilities.Meta
 
beanType() - Method in class com.opengamma.strata.pricer.fxopt.FxOptionSensitivity.Meta
 
beanType() - Method in class com.opengamma.strata.pricer.fxopt.FxVolatilitySurfaceYearFractionParameterMetadata.Meta
 
beanType() - Method in class com.opengamma.strata.pricer.fxopt.InterpolatedStrikeSmileDeltaTermStructure.Meta
 
beanType() - Method in class com.opengamma.strata.pricer.fxopt.RecombiningTrinomialTreeData.Meta
 
beanType() - Method in class com.opengamma.strata.pricer.fxopt.SmileDeltaParameters.Meta
 
beanType() - Method in class com.opengamma.strata.pricer.fxopt.VolatilityAndBucketedSensitivities.Meta
 
beanType() - Method in class com.opengamma.strata.pricer.index.IborFutureOptionSensitivity.Meta
 
beanType() - Method in class com.opengamma.strata.pricer.index.NormalIborFutureOptionExpirySimpleMoneynessVolatilities.Meta
 
beanType() - Method in class com.opengamma.strata.pricer.model.HullWhiteOneFactorPiecewiseConstantParametersProvider.Meta
 
beanType() - Method in class com.opengamma.strata.pricer.rate.DiscountIborIndexRates.Meta
 
beanType() - Method in class com.opengamma.strata.pricer.rate.DiscountOvernightIndexRates.Meta
 
beanType() - Method in class com.opengamma.strata.pricer.rate.IborRateSensitivity.Meta
 
beanType() - Method in class com.opengamma.strata.pricer.rate.ImmutableRatesProvider.Meta
 
beanType() - Method in class com.opengamma.strata.pricer.rate.InflationRateSensitivity.Meta
 
beanType() - Method in class com.opengamma.strata.pricer.rate.OvernightRateSensitivity.Meta
 
beanType() - Method in class com.opengamma.strata.pricer.rate.SimpleIborIndexRates.Meta
 
beanType() - Method in class com.opengamma.strata.pricer.rate.SimplePriceIndexValues.Meta
 
beanType() - Method in class com.opengamma.strata.pricer.SimpleDiscountFactors.Meta
 
beanType() - Method in class com.opengamma.strata.pricer.swaption.BlackSwaptionExpiryTenorVolatilities.Meta
 
beanType() - Method in class com.opengamma.strata.pricer.swaption.NormalSwaptionExpirySimpleMoneynessVolatilities.Meta
 
beanType() - Method in class com.opengamma.strata.pricer.swaption.NormalSwaptionExpiryStrikeVolatilities.Meta
 
beanType() - Method in class com.opengamma.strata.pricer.swaption.NormalSwaptionExpiryTenorVolatilities.Meta
 
beanType() - Method in class com.opengamma.strata.pricer.swaption.SabrParametersSwaptionVolatilities.Meta
 
beanType() - Method in class com.opengamma.strata.pricer.swaption.SabrSwaptionDefinition.Meta
 
beanType() - Method in class com.opengamma.strata.pricer.swaption.SwaptionSabrSensitivity.Meta
 
beanType() - Method in class com.opengamma.strata.pricer.swaption.SwaptionSensitivity.Meta
 
beanType() - Method in class com.opengamma.strata.pricer.swaption.SwaptionSurfaceExpirySimpleMoneynessParameterMetadata.Meta
 
beanType() - Method in class com.opengamma.strata.pricer.swaption.SwaptionSurfaceExpiryStrikeParameterMetadata.Meta
 
beanType() - Method in class com.opengamma.strata.pricer.swaption.SwaptionSurfaceExpiryTenorParameterMetadata.Meta
 
beanType() - Method in class com.opengamma.strata.pricer.ZeroRateDiscountFactors.Meta
 
beanType() - Method in class com.opengamma.strata.pricer.ZeroRatePeriodicDiscountFactors.Meta
 
beanType() - Method in class com.opengamma.strata.pricer.ZeroRateSensitivity.Meta
 
beanType() - Method in class com.opengamma.strata.product.bond.Bill.Meta
 
beanType() - Method in class com.opengamma.strata.product.bond.BillPosition.Meta
 
beanType() - Method in class com.opengamma.strata.product.bond.BillSecurity.Meta
 
beanType() - Method in class com.opengamma.strata.product.bond.BillTrade.Meta
 
beanType() - Method in class com.opengamma.strata.product.bond.BondFuture.Meta
 
beanType() - Method in class com.opengamma.strata.product.bond.BondFutureOption.Meta
 
beanType() - Method in class com.opengamma.strata.product.bond.BondFutureOptionPosition.Meta
 
beanType() - Method in class com.opengamma.strata.product.bond.BondFutureOptionSecurity.Meta
 
beanType() - Method in class com.opengamma.strata.product.bond.BondFutureOptionTrade.Meta
 
beanType() - Method in class com.opengamma.strata.product.bond.BondFuturePosition.Meta
 
beanType() - Method in class com.opengamma.strata.product.bond.BondFutureSecurity.Meta
 
beanType() - Method in class com.opengamma.strata.product.bond.BondFutureTrade.Meta
 
beanType() - Method in class com.opengamma.strata.product.bond.CapitalIndexedBond.Meta
 
beanType() - Method in class com.opengamma.strata.product.bond.CapitalIndexedBondPaymentPeriod.Meta
 
beanType() - Method in class com.opengamma.strata.product.bond.CapitalIndexedBondPosition.Meta
 
beanType() - Method in class com.opengamma.strata.product.bond.CapitalIndexedBondSecurity.Meta
 
beanType() - Method in class com.opengamma.strata.product.bond.CapitalIndexedBondTrade.Meta
 
beanType() - Method in class com.opengamma.strata.product.bond.FixedCouponBond.Meta
 
beanType() - Method in class com.opengamma.strata.product.bond.FixedCouponBondPaymentPeriod.Meta
 
beanType() - Method in class com.opengamma.strata.product.bond.FixedCouponBondPosition.Meta
 
beanType() - Method in class com.opengamma.strata.product.bond.FixedCouponBondSecurity.Meta
 
beanType() - Method in class com.opengamma.strata.product.bond.FixedCouponBondTrade.Meta
 
beanType() - Method in class com.opengamma.strata.product.bond.KnownAmountBondPaymentPeriod.Meta
 
beanType() - Method in class com.opengamma.strata.product.bond.ResolvedBill.Meta
 
beanType() - Method in class com.opengamma.strata.product.bond.ResolvedBillTrade.Meta
 
beanType() - Method in class com.opengamma.strata.product.bond.ResolvedBondFuture.Meta
 
beanType() - Method in class com.opengamma.strata.product.bond.ResolvedBondFutureOption.Meta
 
beanType() - Method in class com.opengamma.strata.product.bond.ResolvedBondFutureOptionTrade.Meta
 
beanType() - Method in class com.opengamma.strata.product.bond.ResolvedBondFutureTrade.Meta
 
beanType() - Method in class com.opengamma.strata.product.bond.ResolvedCapitalIndexedBond.Meta
 
beanType() - Method in class com.opengamma.strata.product.bond.ResolvedCapitalIndexedBondTrade.Meta
 
beanType() - Method in class com.opengamma.strata.product.bond.ResolvedFixedCouponBond.Meta
 
beanType() - Method in class com.opengamma.strata.product.bond.ResolvedFixedCouponBondTrade.Meta
 
beanType() - Method in class com.opengamma.strata.product.capfloor.IborCapFloor.Meta
 
beanType() - Method in class com.opengamma.strata.product.capfloor.IborCapFloorLeg.Meta
 
beanType() - Method in class com.opengamma.strata.product.capfloor.IborCapFloorTrade.Meta
 
beanType() - Method in class com.opengamma.strata.product.capfloor.IborCapletFloorletPeriod.Meta
 
beanType() - Method in class com.opengamma.strata.product.capfloor.ResolvedIborCapFloor.Meta
 
beanType() - Method in class com.opengamma.strata.product.capfloor.ResolvedIborCapFloorLeg.Meta
 
beanType() - Method in class com.opengamma.strata.product.capfloor.ResolvedIborCapFloorTrade.Meta
 
beanType() - Method in class com.opengamma.strata.product.cms.Cms.Meta
 
beanType() - Method in class com.opengamma.strata.product.cms.CmsLeg.Meta
 
beanType() - Method in class com.opengamma.strata.product.cms.CmsPeriod.Meta
 
beanType() - Method in class com.opengamma.strata.product.cms.CmsTrade.Meta
 
beanType() - Method in class com.opengamma.strata.product.cms.ResolvedCms.Meta
 
beanType() - Method in class com.opengamma.strata.product.cms.ResolvedCmsLeg.Meta
 
beanType() - Method in class com.opengamma.strata.product.cms.ResolvedCmsTrade.Meta
 
beanType() - Method in class com.opengamma.strata.product.credit.Cds.Meta
 
beanType() - Method in class com.opengamma.strata.product.credit.CdsCalibrationTrade.Meta
 
beanType() - Method in class com.opengamma.strata.product.credit.CdsIndex.Meta
 
beanType() - Method in class com.opengamma.strata.product.credit.CdsIndexCalibrationTrade.Meta
 
beanType() - Method in class com.opengamma.strata.product.credit.CdsIndexTrade.Meta
 
beanType() - Method in class com.opengamma.strata.product.credit.CdsQuote.Meta
 
beanType() - Method in class com.opengamma.strata.product.credit.CdsTrade.Meta
 
beanType() - Method in class com.opengamma.strata.product.credit.CreditCouponPaymentPeriod.Meta
 
beanType() - Method in class com.opengamma.strata.product.credit.ResolvedCds.Meta
 
beanType() - Method in class com.opengamma.strata.product.credit.ResolvedCdsIndex.Meta
 
beanType() - Method in class com.opengamma.strata.product.credit.ResolvedCdsIndexTrade.Meta
 
beanType() - Method in class com.opengamma.strata.product.credit.ResolvedCdsTrade.Meta
 
beanType() - Method in class com.opengamma.strata.product.credit.type.DatesCdsTemplate.Meta
 
beanType() - Method in class com.opengamma.strata.product.credit.type.ImmutableCdsConvention.Meta
 
beanType() - Method in class com.opengamma.strata.product.credit.type.TenorCdsTemplate.Meta
 
beanType() - Method in class com.opengamma.strata.product.deposit.IborFixingDeposit.Meta
 
beanType() - Method in class com.opengamma.strata.product.deposit.IborFixingDepositTrade.Meta
 
beanType() - Method in class com.opengamma.strata.product.deposit.ResolvedIborFixingDeposit.Meta
 
beanType() - Method in class com.opengamma.strata.product.deposit.ResolvedIborFixingDepositTrade.Meta
 
beanType() - Method in class com.opengamma.strata.product.deposit.ResolvedTermDeposit.Meta
 
beanType() - Method in class com.opengamma.strata.product.deposit.ResolvedTermDepositTrade.Meta
 
beanType() - Method in class com.opengamma.strata.product.deposit.TermDeposit.Meta
 
beanType() - Method in class com.opengamma.strata.product.deposit.TermDepositTrade.Meta
 
beanType() - Method in class com.opengamma.strata.product.deposit.type.IborFixingDepositTemplate.Meta
 
beanType() - Method in class com.opengamma.strata.product.deposit.type.ImmutableIborFixingDepositConvention.Meta
 
beanType() - Method in class com.opengamma.strata.product.deposit.type.ImmutableTermDepositConvention.Meta
 
beanType() - Method in class com.opengamma.strata.product.deposit.type.TermDepositTemplate.Meta
 
beanType() - Method in class com.opengamma.strata.product.dsf.Dsf.Meta
 
beanType() - Method in class com.opengamma.strata.product.dsf.DsfPosition.Meta
 
beanType() - Method in class com.opengamma.strata.product.dsf.DsfSecurity.Meta
 
beanType() - Method in class com.opengamma.strata.product.dsf.DsfTrade.Meta
 
beanType() - Method in class com.opengamma.strata.product.dsf.ResolvedDsf.Meta
 
beanType() - Method in class com.opengamma.strata.product.dsf.ResolvedDsfTrade.Meta
 
beanType() - Method in class com.opengamma.strata.product.etd.EtdContractSpec.Meta
 
beanType() - Method in class com.opengamma.strata.product.etd.EtdFuturePosition.Meta
 
beanType() - Method in class com.opengamma.strata.product.etd.EtdFutureSecurity.Meta
 
beanType() - Method in class com.opengamma.strata.product.etd.EtdFutureTrade.Meta
 
beanType() - Method in class com.opengamma.strata.product.etd.EtdOptionPosition.Meta
 
beanType() - Method in class com.opengamma.strata.product.etd.EtdOptionSecurity.Meta
 
beanType() - Method in class com.opengamma.strata.product.etd.EtdOptionTrade.Meta
 
beanType() - Method in class com.opengamma.strata.product.fra.Fra.Meta
 
beanType() - Method in class com.opengamma.strata.product.fra.FraTrade.Meta
 
beanType() - Method in class com.opengamma.strata.product.fra.ResolvedFra.Meta
 
beanType() - Method in class com.opengamma.strata.product.fra.ResolvedFraTrade.Meta
 
beanType() - Method in class com.opengamma.strata.product.fra.type.FraTemplate.Meta
 
beanType() - Method in class com.opengamma.strata.product.fra.type.ImmutableFraConvention.Meta
 
beanType() - Method in class com.opengamma.strata.product.fx.FxNdf.Meta
 
beanType() - Method in class com.opengamma.strata.product.fx.FxNdfTrade.Meta
 
beanType() - Method in class com.opengamma.strata.product.fx.FxSingle.Meta
 
beanType() - Method in class com.opengamma.strata.product.fx.FxSingleTrade.Meta
 
beanType() - Method in class com.opengamma.strata.product.fx.FxSwap.Meta
 
beanType() - Method in class com.opengamma.strata.product.fx.FxSwapTrade.Meta
 
beanType() - Method in class com.opengamma.strata.product.fx.ResolvedFxNdf.Meta
 
beanType() - Method in class com.opengamma.strata.product.fx.ResolvedFxNdfTrade.Meta
 
beanType() - Method in class com.opengamma.strata.product.fx.ResolvedFxSingle.Meta
 
beanType() - Method in class com.opengamma.strata.product.fx.ResolvedFxSingleTrade.Meta
 
beanType() - Method in class com.opengamma.strata.product.fx.ResolvedFxSwap.Meta
 
beanType() - Method in class com.opengamma.strata.product.fx.ResolvedFxSwapTrade.Meta
 
beanType() - Method in class com.opengamma.strata.product.fx.type.FxSwapTemplate.Meta
 
beanType() - Method in class com.opengamma.strata.product.fx.type.ImmutableFxSwapConvention.Meta
 
beanType() - Method in class com.opengamma.strata.product.fxopt.FxSingleBarrierOption.Meta
 
beanType() - Method in class com.opengamma.strata.product.fxopt.FxSingleBarrierOptionTrade.Meta
 
beanType() - Method in class com.opengamma.strata.product.fxopt.FxVanillaOption.Meta
 
beanType() - Method in class com.opengamma.strata.product.fxopt.FxVanillaOptionTrade.Meta
 
beanType() - Method in class com.opengamma.strata.product.fxopt.ResolvedFxSingleBarrierOption.Meta
 
beanType() - Method in class com.opengamma.strata.product.fxopt.ResolvedFxSingleBarrierOptionTrade.Meta
 
beanType() - Method in class com.opengamma.strata.product.fxopt.ResolvedFxVanillaOption.Meta
 
beanType() - Method in class com.opengamma.strata.product.fxopt.ResolvedFxVanillaOptionTrade.Meta
 
beanType() - Method in class com.opengamma.strata.product.GenericSecurity.Meta
 
beanType() - Method in class com.opengamma.strata.product.GenericSecurityPosition.Meta
 
beanType() - Method in class com.opengamma.strata.product.GenericSecurityTrade.Meta
 
beanType() - Method in class com.opengamma.strata.product.index.IborFuture.Meta
 
beanType() - Method in class com.opengamma.strata.product.index.IborFutureOption.Meta
 
beanType() - Method in class com.opengamma.strata.product.index.IborFutureOptionPosition.Meta
 
beanType() - Method in class com.opengamma.strata.product.index.IborFutureOptionSecurity.Meta
 
beanType() - Method in class com.opengamma.strata.product.index.IborFutureOptionTrade.Meta
 
beanType() - Method in class com.opengamma.strata.product.index.IborFuturePosition.Meta
 
beanType() - Method in class com.opengamma.strata.product.index.IborFutureSecurity.Meta
 
beanType() - Method in class com.opengamma.strata.product.index.IborFutureTrade.Meta
 
beanType() - Method in class com.opengamma.strata.product.index.OvernightFuture.Meta
 
beanType() - Method in class com.opengamma.strata.product.index.OvernightFuturePosition.Meta
 
beanType() - Method in class com.opengamma.strata.product.index.OvernightFutureSecurity.Meta
 
beanType() - Method in class com.opengamma.strata.product.index.OvernightFutureTrade.Meta
 
beanType() - Method in class com.opengamma.strata.product.index.ResolvedIborFuture.Meta
 
beanType() - Method in class com.opengamma.strata.product.index.ResolvedIborFutureOption.Meta
 
beanType() - Method in class com.opengamma.strata.product.index.ResolvedIborFutureOptionTrade.Meta
 
beanType() - Method in class com.opengamma.strata.product.index.ResolvedIborFutureTrade.Meta
 
beanType() - Method in class com.opengamma.strata.product.index.ResolvedOvernightFuture.Meta
 
beanType() - Method in class com.opengamma.strata.product.index.ResolvedOvernightFutureTrade.Meta
 
beanType() - Method in class com.opengamma.strata.product.index.type.ImmutableIborFutureConvention.Meta
 
beanType() - Method in class com.opengamma.strata.product.option.SimpleConstantContinuousBarrier.Meta
 
beanType() - Method in class com.opengamma.strata.product.payment.BulletPayment.Meta
 
beanType() - Method in class com.opengamma.strata.product.payment.BulletPaymentTrade.Meta
 
beanType() - Method in class com.opengamma.strata.product.payment.ResolvedBulletPayment.Meta
 
beanType() - Method in class com.opengamma.strata.product.payment.ResolvedBulletPaymentTrade.Meta
 
beanType() - Method in class com.opengamma.strata.product.PositionInfo.Meta
 
beanType() - Method in class com.opengamma.strata.product.rate.FixedRateComputation.Meta
 
beanType() - Method in class com.opengamma.strata.product.rate.IborAveragedFixing.Meta
 
beanType() - Method in class com.opengamma.strata.product.rate.IborAveragedRateComputation.Meta
 
beanType() - Method in class com.opengamma.strata.product.rate.IborInterpolatedRateComputation.Meta
 
beanType() - Method in class com.opengamma.strata.product.rate.IborRateComputation.Meta
 
beanType() - Method in class com.opengamma.strata.product.rate.InflationEndInterpolatedRateComputation.Meta
 
beanType() - Method in class com.opengamma.strata.product.rate.InflationEndMonthRateComputation.Meta
 
beanType() - Method in class com.opengamma.strata.product.rate.InflationInterpolatedRateComputation.Meta
 
beanType() - Method in class com.opengamma.strata.product.rate.InflationMonthlyRateComputation.Meta
 
beanType() - Method in class com.opengamma.strata.product.rate.OvernightAveragedDailyRateComputation.Meta
 
beanType() - Method in class com.opengamma.strata.product.rate.OvernightAveragedRateComputation.Meta
 
beanType() - Method in class com.opengamma.strata.product.rate.OvernightCompoundedRateComputation.Meta
 
beanType() - Method in class com.opengamma.strata.product.SecurityInfo.Meta
 
beanType() - Method in class com.opengamma.strata.product.SecurityPosition.Meta
 
beanType() - Method in class com.opengamma.strata.product.SecurityPriceInfo.Meta
 
beanType() - Method in class com.opengamma.strata.product.SecurityTrade.Meta
 
beanType() - Method in class com.opengamma.strata.product.swap.FixedRateCalculation.Meta
 
beanType() - Method in class com.opengamma.strata.product.swap.FixedRateStubCalculation.Meta
 
beanType() - Method in class com.opengamma.strata.product.swap.FxReset.Meta
 
beanType() - Method in class com.opengamma.strata.product.swap.FxResetCalculation.Meta
 
beanType() - Method in class com.opengamma.strata.product.swap.FxResetNotionalExchange.Meta
 
beanType() - Method in class com.opengamma.strata.product.swap.IborRateCalculation.Meta
 
beanType() - Method in class com.opengamma.strata.product.swap.IborRateStubCalculation.Meta
 
beanType() - Method in class com.opengamma.strata.product.swap.ImmutableSwapIndex.Meta
 
beanType() - Method in class com.opengamma.strata.product.swap.InflationRateCalculation.Meta
 
beanType() - Method in class com.opengamma.strata.product.swap.KnownAmountNotionalSwapPaymentPeriod.Meta
 
beanType() - Method in class com.opengamma.strata.product.swap.KnownAmountSwapLeg.Meta
 
beanType() - Method in class com.opengamma.strata.product.swap.KnownAmountSwapPaymentPeriod.Meta
 
beanType() - Method in class com.opengamma.strata.product.swap.NotionalExchange.Meta
 
beanType() - Method in class com.opengamma.strata.product.swap.NotionalSchedule.Meta
 
beanType() - Method in class com.opengamma.strata.product.swap.OvernightRateCalculation.Meta
 
beanType() - Method in class com.opengamma.strata.product.swap.PaymentSchedule.Meta
 
beanType() - Method in class com.opengamma.strata.product.swap.RateAccrualPeriod.Meta
 
beanType() - Method in class com.opengamma.strata.product.swap.RateCalculationSwapLeg.Meta
 
beanType() - Method in class com.opengamma.strata.product.swap.RatePaymentPeriod.Meta
 
beanType() - Method in class com.opengamma.strata.product.swap.RatePeriodSwapLeg.Meta
 
beanType() - Method in class com.opengamma.strata.product.swap.ResetSchedule.Meta
 
beanType() - Method in class com.opengamma.strata.product.swap.ResolvedSwap.Meta
 
beanType() - Method in class com.opengamma.strata.product.swap.ResolvedSwapLeg.Meta
 
beanType() - Method in class com.opengamma.strata.product.swap.ResolvedSwapTrade.Meta
 
beanType() - Method in class com.opengamma.strata.product.swap.Swap.Meta
 
beanType() - Method in class com.opengamma.strata.product.swap.SwapTrade.Meta
 
beanType() - Method in class com.opengamma.strata.product.swap.type.FixedIborSwapTemplate.Meta
 
beanType() - Method in class com.opengamma.strata.product.swap.type.FixedInflationSwapTemplate.Meta
 
beanType() - Method in class com.opengamma.strata.product.swap.type.FixedOvernightSwapTemplate.Meta
 
beanType() - Method in class com.opengamma.strata.product.swap.type.FixedRateSwapLegConvention.Meta
 
beanType() - Method in class com.opengamma.strata.product.swap.type.IborIborSwapTemplate.Meta
 
beanType() - Method in class com.opengamma.strata.product.swap.type.IborRateSwapLegConvention.Meta
 
beanType() - Method in class com.opengamma.strata.product.swap.type.ImmutableFixedIborSwapConvention.Meta
 
beanType() - Method in class com.opengamma.strata.product.swap.type.ImmutableFixedInflationSwapConvention.Meta
 
beanType() - Method in class com.opengamma.strata.product.swap.type.ImmutableFixedOvernightSwapConvention.Meta
 
beanType() - Method in class com.opengamma.strata.product.swap.type.ImmutableIborIborSwapConvention.Meta
 
beanType() - Method in class com.opengamma.strata.product.swap.type.ImmutableOvernightIborSwapConvention.Meta
 
beanType() - Method in class com.opengamma.strata.product.swap.type.ImmutableThreeLegBasisSwapConvention.Meta
 
beanType() - Method in class com.opengamma.strata.product.swap.type.ImmutableXCcyIborIborSwapConvention.Meta
 
beanType() - Method in class com.opengamma.strata.product.swap.type.InflationRateSwapLegConvention.Meta
 
beanType() - Method in class com.opengamma.strata.product.swap.type.OvernightIborSwapTemplate.Meta
 
beanType() - Method in class com.opengamma.strata.product.swap.type.OvernightRateSwapLegConvention.Meta
 
beanType() - Method in class com.opengamma.strata.product.swap.type.ThreeLegBasisSwapTemplate.Meta
 
beanType() - Method in class com.opengamma.strata.product.swap.type.XCcyIborIborSwapTemplate.Meta
 
beanType() - Method in class com.opengamma.strata.product.swaption.CashSwaptionSettlement.Meta
 
beanType() - Method in class com.opengamma.strata.product.swaption.PhysicalSwaptionSettlement.Meta
 
beanType() - Method in class com.opengamma.strata.product.swaption.ResolvedSwaption.Meta
 
beanType() - Method in class com.opengamma.strata.product.swaption.ResolvedSwaptionTrade.Meta
 
beanType() - Method in class com.opengamma.strata.product.swaption.Swaption.Meta
 
beanType() - Method in class com.opengamma.strata.product.swaption.SwaptionTrade.Meta
 
beanType() - Method in class com.opengamma.strata.product.TradeInfo.Meta
 
beanType() - Method in class com.opengamma.strata.report.cashflow.CashFlowReport.Meta
 
beanType() - Method in class com.opengamma.strata.report.framework.format.FormatSettings.Meta
 
beanType() - Method in class com.opengamma.strata.report.ReportCalculationResults.Meta
 
beanType() - Method in class com.opengamma.strata.report.ReportRequirements.Meta
 
beanType() - Method in class com.opengamma.strata.report.trade.TradeReport.Meta
 
beanType() - Method in class com.opengamma.strata.report.trade.TradeReportColumn.Meta
 
beanType() - Method in class com.opengamma.strata.report.trade.TradeReportTemplate.Meta
 
beta(double) - Method in interface com.opengamma.strata.pricer.capfloor.SabrIborCapletFloorletVolatilities
Calculates the beta parameter for a pair of time to expiry.
beta(double) - Method in class com.opengamma.strata.pricer.capfloor.SabrParametersIborCapletFloorletVolatilities
 
beta(double, double) - Method in class com.opengamma.strata.pricer.model.SabrInterestRateParameters
Calculates the beta parameter for a pair of time to expiry and instrument tenor.
beta(double) - Method in class com.opengamma.strata.pricer.model.SabrParameters
Calculates the beta parameter for time to expiry.
beta(double, double) - Method in class com.opengamma.strata.pricer.swaption.SabrParametersSwaptionVolatilities
 
beta(double, double) - Method in interface com.opengamma.strata.pricer.swaption.SabrSwaptionVolatilities
Calculates the beta parameter for a pair of time to expiry and instrument tenor.
betaCurve(Curve) - Method in class com.opengamma.strata.pricer.capfloor.SabrIborCapletFloorletVolatilityBootstrapDefinition.Builder
Sets the beta (elasticity) curve.
betaCurve() - Method in class com.opengamma.strata.pricer.capfloor.SabrIborCapletFloorletVolatilityBootstrapDefinition.Meta
The meta-property for the betaCurve property.
betaCurve(Curve) - Method in class com.opengamma.strata.pricer.capfloor.SabrIborCapletFloorletVolatilityCalibrationDefinition.Builder
Sets the beta (elasticity) curve.
betaCurve() - Method in class com.opengamma.strata.pricer.capfloor.SabrIborCapletFloorletVolatilityCalibrationDefinition.Meta
The meta-property for the betaCurve property.
BGN - Static variable in class com.opengamma.strata.basics.currency.Currency
The currency 'BGN' - Bulgarian Lev.
BHD - Static variable in class com.opengamma.strata.basics.currency.Currency
The currency 'BHD' - Bahraini Dinar.
biConsumer(CheckedBiConsumer<T, U>) - Static method in class com.opengamma.strata.collect.Unchecked
Converts checked exceptions to unchecked based on the BiConsumer interface.
biFunction(CheckedBiFunction<T, U, R>) - Static method in class com.opengamma.strata.collect.Unchecked
Converts checked exceptions to unchecked based on the BiFunction interface.
Bill - Class in com.opengamma.strata.product.bond
A bill.
BILL - Static variable in class com.opengamma.strata.product.ProductType
A Bill.
Bill.Builder - Class in com.opengamma.strata.product.bond
The bean-builder for Bill.
Bill.Meta - Class in com.opengamma.strata.product.bond
The meta-bean for Bill.
BillMeasureCalculations - Class in com.opengamma.strata.measure.bond
Multi-scenario measure calculations for bill trades.
BillPosition - Class in com.opengamma.strata.product.bond
A position in a bill.
BillPosition.Builder - Class in com.opengamma.strata.product.bond
The bean-builder for BillPosition.
BillPosition.Meta - Class in com.opengamma.strata.product.bond
The meta-bean for BillPosition.
BillSecurity - Class in com.opengamma.strata.product.bond
A security representing a bill.
BillSecurity.Builder - Class in com.opengamma.strata.product.bond
The bean-builder for BillSecurity.
BillSecurity.Meta - Class in com.opengamma.strata.product.bond
The meta-bean for BillSecurity.
BillTrade - Class in com.opengamma.strata.product.bond
A trade representing a bill.
BillTrade.Builder - Class in com.opengamma.strata.product.bond
The bean-builder for BillTrade.
BillTrade.Meta - Class in com.opengamma.strata.product.bond
The meta-bean for BillTrade.
BillTradeCalculationFunction<T extends SecuritizedProductPortfolioItem<Bill> & Resolvable<ResolvedBillTrade>> - Class in com.opengamma.strata.measure.bond
Perform calculations on a single BillTrade or BillPosition for each of a set of scenarios.
BillTradeCalculations - Class in com.opengamma.strata.measure.bond
Calculates pricing and risk measures for bill trades.
BillTradeCalculations(DiscountingBillTradePricer) - Constructor for class com.opengamma.strata.measure.bond.BillTradeCalculations
Creates an instance.
BillYieldConvention - Enum in com.opengamma.strata.product.bond
A convention defining how yield is computed for a bill.
binaryOperator(CheckedBinaryOperator<T>) - Static method in class com.opengamma.strata.collect.Unchecked
Converts checked exceptions to unchecked based on the BinaryOperator interface.
bind(BoundCurveExtrapolator, BoundCurveExtrapolator) - Method in interface com.opengamma.strata.market.curve.interpolator.BoundCurveInterpolator
Binds this interpolator to the specified extrapolators.
bind(DoubleArray, DoubleArray, BoundCurveInterpolator) - Method in interface com.opengamma.strata.market.curve.interpolator.CurveExtrapolator
Binds this extrapolator to a curve.
bind(DoubleArray, DoubleArray) - Method in interface com.opengamma.strata.market.curve.interpolator.CurveInterpolator
Binds this interpolator to a curve where no extrapolation is permitted.
bind(DoubleArray, DoubleArray, CurveExtrapolator, CurveExtrapolator) - Method in interface com.opengamma.strata.market.curve.interpolator.CurveInterpolator
Binds this interpolator to a curve specifying the extrapolators to use.
bind(DoubleArray, DoubleArray, DoubleArray) - Method in class com.opengamma.strata.market.surface.interpolator.GridSurfaceInterpolator
 
bind(DoubleArray, DoubleArray, DoubleArray) - Method in interface com.opengamma.strata.market.surface.interpolator.SurfaceInterpolator
Binds this interpolator to a surface.
bindTimeSeries(LocalDate, Map<Index, LocalDateDoubleTimeSeries>) - Method in class com.opengamma.strata.market.curve.RatesCurveGroupDefinition
Returns a definition that is bound to a time-series.
biPredicate(CheckedBiPredicate<T, U>) - Static method in class com.opengamma.strata.collect.Unchecked
Converts checked exceptions to unchecked based on the BiPredicate interface.
BLACK_VOLATILITY - Static variable in class com.opengamma.strata.market.ValueType
Type used when each value is a Black model implied volatility - 'BlackVolatility'.
BlackBondFutureExpiryLogMoneynessVolatilities - Class in com.opengamma.strata.pricer.bond
Data provider of volatility for bond future options in the log-normal or Black model.
BlackBondFutureExpiryLogMoneynessVolatilities.Builder - Class in com.opengamma.strata.pricer.bond
The bean-builder for BlackBondFutureExpiryLogMoneynessVolatilities.
BlackBondFutureExpiryLogMoneynessVolatilities.Meta - Class in com.opengamma.strata.pricer.bond
The meta-bean for BlackBondFutureExpiryLogMoneynessVolatilities.
BlackBondFutureOptionMarginedProductPricer - Class in com.opengamma.strata.pricer.bond
Pricer of options on bond future with a log-normal model on the underlying future price.
BlackBondFutureOptionMarginedProductPricer(DiscountingBondFutureProductPricer) - Constructor for class com.opengamma.strata.pricer.bond.BlackBondFutureOptionMarginedProductPricer
Creates an instance.
BlackBondFutureOptionMarginedTradePricer - Class in com.opengamma.strata.pricer.bond
Pricer implementation for bond future option.
BlackBondFutureOptionMarginedTradePricer(BlackBondFutureOptionMarginedProductPricer) - Constructor for class com.opengamma.strata.pricer.bond.BlackBondFutureOptionMarginedTradePricer
Creates an instance.
BlackBondFutureVolatilities - Interface in com.opengamma.strata.pricer.bond
Volatility for pricing bond futures and their options in the log-normal or Black model.
BlackFxOptionFlatVolatilities - Class in com.opengamma.strata.pricer.fxopt
Volatility for FX options in the log-normal or Black model based on a curve.
BlackFxOptionFlatVolatilities.Builder - Class in com.opengamma.strata.pricer.fxopt
The bean-builder for BlackFxOptionFlatVolatilities.
BlackFxOptionFlatVolatilities.Meta - Class in com.opengamma.strata.pricer.fxopt
The meta-bean for BlackFxOptionFlatVolatilities.
BlackFxOptionInterpolatedNodalSurfaceVolatilitiesSpecification - Class in com.opengamma.strata.measure.fxopt
The specification of how to build FX option volatilities.
BlackFxOptionInterpolatedNodalSurfaceVolatilitiesSpecification.Builder - Class in com.opengamma.strata.measure.fxopt
The bean-builder for BlackFxOptionInterpolatedNodalSurfaceVolatilitiesSpecification.
BlackFxOptionInterpolatedNodalSurfaceVolatilitiesSpecification.Meta - Class in com.opengamma.strata.measure.fxopt
The meta-bean for BlackFxOptionInterpolatedNodalSurfaceVolatilitiesSpecification.
BlackFxOptionSmileVolatilities - Class in com.opengamma.strata.pricer.fxopt
Data provider of volatility for FX options in the log-normal or Black-Scholes model.
BlackFxOptionSmileVolatilities.Builder - Class in com.opengamma.strata.pricer.fxopt
The bean-builder for BlackFxOptionSmileVolatilities.
BlackFxOptionSmileVolatilities.Meta - Class in com.opengamma.strata.pricer.fxopt
The meta-bean for BlackFxOptionSmileVolatilities.
BlackFxOptionSmileVolatilitiesSpecification - Class in com.opengamma.strata.measure.fxopt
The specification of how to build FX option volatilities.
BlackFxOptionSmileVolatilitiesSpecification.Builder - Class in com.opengamma.strata.measure.fxopt
The bean-builder for BlackFxOptionSmileVolatilitiesSpecification.
BlackFxOptionSmileVolatilitiesSpecification.Meta - Class in com.opengamma.strata.measure.fxopt
The meta-bean for BlackFxOptionSmileVolatilitiesSpecification.
BlackFxOptionSurfaceVolatilities - Class in com.opengamma.strata.pricer.fxopt
Volatility for FX options in the log-normal or Black model based on a surface.
BlackFxOptionSurfaceVolatilities.Builder - Class in com.opengamma.strata.pricer.fxopt
The bean-builder for BlackFxOptionSurfaceVolatilities.
BlackFxOptionSurfaceVolatilities.Meta - Class in com.opengamma.strata.pricer.fxopt
The meta-bean for BlackFxOptionSurfaceVolatilities.
BlackFxOptionVolatilities - Interface in com.opengamma.strata.pricer.fxopt
Volatility for FX option in the log-normal or Black model.
BlackFxSingleBarrierOptionProductPricer - Class in com.opengamma.strata.pricer.fxopt
Pricer for FX barrier option products in Black-Scholes world.
BlackFxSingleBarrierOptionProductPricer() - Constructor for class com.opengamma.strata.pricer.fxopt.BlackFxSingleBarrierOptionProductPricer
Creates an instance.
BlackFxSingleBarrierOptionTradePricer - Class in com.opengamma.strata.pricer.fxopt
Pricer for FX barrier option trades in Black-Scholes world.
BlackFxSingleBarrierOptionTradePricer(BlackFxSingleBarrierOptionProductPricer, DiscountingPaymentPricer) - Constructor for class com.opengamma.strata.pricer.fxopt.BlackFxSingleBarrierOptionTradePricer
Creates an instance.
BlackFxVanillaOptionProductPricer - Class in com.opengamma.strata.pricer.fxopt
Pricer for foreign exchange vanilla option transaction products with a lognormal model.
BlackFxVanillaOptionProductPricer(DiscountingFxSingleProductPricer) - Constructor for class com.opengamma.strata.pricer.fxopt.BlackFxVanillaOptionProductPricer
Creates an instance.
BlackFxVanillaOptionTradePricer - Class in com.opengamma.strata.pricer.fxopt
Pricer for FX vanilla option trades with a lognormal model.
BlackFxVanillaOptionTradePricer(BlackFxVanillaOptionProductPricer, DiscountingPaymentPricer) - Constructor for class com.opengamma.strata.pricer.fxopt.BlackFxVanillaOptionTradePricer
Creates an instance.
BlackIborCapFloorLegPricer - Class in com.opengamma.strata.pricer.capfloor
Pricer for cap/floor legs in log-normal or Black model.
BlackIborCapFloorLegPricer(BlackIborCapletFloorletPeriodPricer) - Constructor for class com.opengamma.strata.pricer.capfloor.BlackIborCapFloorLegPricer
Creates an instance.
BlackIborCapFloorProductPricer - Class in com.opengamma.strata.pricer.capfloor
Pricer for cap/floor products in log-normal or Black model.
BlackIborCapFloorProductPricer(BlackIborCapFloorLegPricer, DiscountingSwapLegPricer) - Constructor for class com.opengamma.strata.pricer.capfloor.BlackIborCapFloorProductPricer
Creates an instance.
BlackIborCapFloorTradePricer - Class in com.opengamma.strata.pricer.capfloor
Pricer for cap/floor trades in log-normal or Black model.
BlackIborCapFloorTradePricer(BlackIborCapFloorProductPricer, DiscountingPaymentPricer) - Constructor for class com.opengamma.strata.pricer.capfloor.BlackIborCapFloorTradePricer
Creates an instance.
BlackIborCapletFloorletExpiryStrikeVolatilities - Class in com.opengamma.strata.pricer.capfloor
Volatility for Ibor caplet/floorlet in the log-normal or Black model based on a surface.
BlackIborCapletFloorletExpiryStrikeVolatilities.Meta - Class in com.opengamma.strata.pricer.capfloor
The meta-bean for BlackIborCapletFloorletExpiryStrikeVolatilities.
BlackIborCapletFloorletPeriodPricer - Class in com.opengamma.strata.pricer.capfloor
Pricer for caplet/floorlet in a log-normal or Black model.
BlackIborCapletFloorletPeriodPricer() - Constructor for class com.opengamma.strata.pricer.capfloor.BlackIborCapletFloorletPeriodPricer
 
BlackIborCapletFloorletVolatilities - Interface in com.opengamma.strata.pricer.capfloor
Volatility for Ibor caplet/floorlet in the log-normal or Black model.
BlackSwaptionCashParYieldProductPricer - Class in com.opengamma.strata.pricer.swaption
Pricer for swaption with par yield curve method of cash settlement in a log-normal or Black model on the swap rate.
BlackSwaptionCashParYieldProductPricer(DiscountingSwapProductPricer) - Constructor for class com.opengamma.strata.pricer.swaption.BlackSwaptionCashParYieldProductPricer
Creates an instance.
BlackSwaptionExpiryTenorVolatilities - Class in com.opengamma.strata.pricer.swaption
Volatility for swaptions in the log-normal or Black model.
BlackSwaptionExpiryTenorVolatilities.Meta - Class in com.opengamma.strata.pricer.swaption
The meta-bean for BlackSwaptionExpiryTenorVolatilities.
BlackSwaptionPhysicalProductPricer - Class in com.opengamma.strata.pricer.swaption
Pricer for swaption with physical settlement in a log-normal or Black model on the swap rate.
BlackSwaptionPhysicalProductPricer(DiscountingSwapProductPricer) - Constructor for class com.opengamma.strata.pricer.swaption.BlackSwaptionPhysicalProductPricer
Creates an instance.
BlackSwaptionTradePricer - Class in com.opengamma.strata.pricer.swaption
Pricer for swaption trade in the log-normal or Black model on the swap rate.
BlackSwaptionTradePricer(BlackSwaptionCashParYieldProductPricer, BlackSwaptionPhysicalProductPricer, DiscountingPaymentPricer) - Constructor for class com.opengamma.strata.pricer.swaption.BlackSwaptionTradePricer
Creates an instance.
BlackSwaptionVolatilities - Interface in com.opengamma.strata.pricer.swaption
Volatility for swaptions in the log-normal or Black model.
blackVolatilitiesShiftedFromBlackVolatilitiesShifted(double, double, double, DoubleArray, DoubleArray, double) - Method in class com.opengamma.strata.pricer.swaption.SabrSwaptionCalibrator
Creates an array of shifted Black volatilities from shifted Black volatilities with a different shift and the sensitivities of the Black volatilities outputs with respect to the normal volatilities inputs.
blackVolatilitiesShiftedFromNormalVolatilities(double, double, double, DoubleArray, DoubleArray) - Method in class com.opengamma.strata.pricer.swaption.SabrSwaptionCalibrator
Creates an array of shifted Black volatilities from Normal volatilities and the sensitivities of the Black volatilities with respect to the normal volatilities inputs.
blackVolatilitiesShiftedFromPrices(double, double, double, DoubleArray, DoubleArray) - Method in class com.opengamma.strata.pricer.swaption.SabrSwaptionCalibrator
Creates an array of shifted Black volatilities from option prices and the sensitivities of the Black volatilities with respect to the price inputs.
blackVolatilityByExpiry(String, DayCount) - Static method in class com.opengamma.strata.market.curve.Curves
Creates curve metadata for a curve providing Black volatility by expiry.
blackVolatilityByExpiry(CurveName, DayCount) - Static method in class com.opengamma.strata.market.curve.Curves
Creates curve metadata for a curve providing Black volatility by expiry.
blackVolatilityByExpiry(CurveName, DayCount, List<? extends ParameterMetadata>) - Static method in class com.opengamma.strata.market.curve.Curves
Creates curve metadata for a curve providing Black volatility by expiry.
blackVolatilityByExpiryLogMoneyness(String, DayCount) - Static method in class com.opengamma.strata.market.surface.Surfaces
Creates metadata for a surface providing Black expiry-log moneyness volatility.
blackVolatilityByExpiryLogMoneyness(SurfaceName, DayCount) - Static method in class com.opengamma.strata.market.surface.Surfaces
Creates metadata for a surface providing Black expiry-log moneyness volatility.
blackVolatilityByExpiryStrike(String, DayCount) - Static method in class com.opengamma.strata.market.surface.Surfaces
Creates metadata for a surface providing Black expiry-strike volatility.
blackVolatilityByExpiryStrike(SurfaceName, DayCount) - Static method in class com.opengamma.strata.market.surface.Surfaces
Creates metadata for a surface providing Black expiry-strike volatility.
blackVolatilityByExpiryTenor(String, DayCount) - Static method in class com.opengamma.strata.market.surface.Surfaces
Creates metadata for a surface providing Black expiry-tenor volatility.
blackVolatilityByExpiryTenor(SurfaceName, DayCount) - Static method in class com.opengamma.strata.market.surface.Surfaces
Creates metadata for a surface providing Black expiry-tenor volatility.
BOND - Static variable in class com.opengamma.strata.product.ProductType
BOND_FUTURE - Static variable in class com.opengamma.strata.product.ProductType
BOND_FUTURE_OPTION - Static variable in class com.opengamma.strata.product.ProductType
BondFuture - Class in com.opengamma.strata.product.bond
A futures contract, based on a basket of fixed coupon bonds.
BondFuture.Builder - Class in com.opengamma.strata.product.bond
The bean-builder for BondFuture.
BondFuture.Meta - Class in com.opengamma.strata.product.bond
The meta-bean for BondFuture.
BondFutureOption - Class in com.opengamma.strata.product.bond
A futures option contract, based on bonds.
BondFutureOption.Builder - Class in com.opengamma.strata.product.bond
The bean-builder for BondFutureOption.
BondFutureOption.Meta - Class in com.opengamma.strata.product.bond
The meta-bean for BondFutureOption.
BondFutureOptionMarketData - Interface in com.opengamma.strata.measure.bond
Market data for bond future options.
BondFutureOptionMarketDataLookup - Interface in com.opengamma.strata.measure.bond
The lookup that provides access to bond future volatilities in market data.
BondFutureOptionPosition - Class in com.opengamma.strata.product.bond
A position in a bond future option.
BondFutureOptionPosition.Builder - Class in com.opengamma.strata.product.bond
The bean-builder for BondFutureOptionPosition.
BondFutureOptionPosition.Meta - Class in com.opengamma.strata.product.bond
The meta-bean for BondFutureOptionPosition.
BondFutureOptionScenarioMarketData - Interface in com.opengamma.strata.measure.bond
Market data for bond future options, used for calculation across multiple scenarios.
BondFutureOptionSecurity - Class in com.opengamma.strata.product.bond
A security representing a futures contract, based on a basket of fixed coupon bonds.
BondFutureOptionSecurity.Builder - Class in com.opengamma.strata.product.bond
The bean-builder for BondFutureOptionSecurity.
BondFutureOptionSecurity.Meta - Class in com.opengamma.strata.product.bond
The meta-bean for BondFutureOptionSecurity.
BondFutureOptionSensitivity - Class in com.opengamma.strata.pricer.bond
Point sensitivity to an implied volatility for a bond future option model.
BondFutureOptionSensitivity.Meta - Class in com.opengamma.strata.pricer.bond
The meta-bean for BondFutureOptionSensitivity.
BondFutureOptionTrade - Class in com.opengamma.strata.product.bond
A trade representing an option on a futures contract based on bonds.
BondFutureOptionTrade.Builder - Class in com.opengamma.strata.product.bond
The bean-builder for BondFutureOptionTrade.
BondFutureOptionTrade.Meta - Class in com.opengamma.strata.product.bond
The meta-bean for BondFutureOptionTrade.
BondFutureOptionTradeCalculationFunction<T extends SecuritizedProductPortfolioItem<BondFutureOption> & Resolvable<ResolvedBondFutureOptionTrade>> - Class in com.opengamma.strata.measure.bond
Perform calculations on a single BondFutureOptionTrade or BondFutureOptionPosition for each of a set of scenarios.
BondFutureOptionTradeCalculations - Class in com.opengamma.strata.measure.bond
Calculates pricing and risk measures for trades in an option contract based on an bond future.
BondFutureOptionTradeCalculations(BlackBondFutureOptionMarginedTradePricer) - Constructor for class com.opengamma.strata.measure.bond.BondFutureOptionTradeCalculations
Creates an instance.
BondFuturePosition - Class in com.opengamma.strata.product.bond
A position in a bond future.
BondFuturePosition.Builder - Class in com.opengamma.strata.product.bond
The bean-builder for BondFuturePosition.
BondFuturePosition.Meta - Class in com.opengamma.strata.product.bond
The meta-bean for BondFuturePosition.
BondFutureSecurity - Class in com.opengamma.strata.product.bond
A security representing a futures contract, based on a basket of fixed coupon bonds.
BondFutureSecurity.Builder - Class in com.opengamma.strata.product.bond
The bean-builder for BondFutureSecurity.
BondFutureSecurity.Meta - Class in com.opengamma.strata.product.bond
The meta-bean for BondFutureSecurity.
BondFutureTrade - Class in com.opengamma.strata.product.bond
A trade representing a futures contract based on a fixed coupon bond.
BondFutureTrade.Builder - Class in com.opengamma.strata.product.bond
The bean-builder for BondFutureTrade.
BondFutureTrade.Meta - Class in com.opengamma.strata.product.bond
The meta-bean for BondFutureTrade.
BondFutureTradeCalculationFunction<T extends SecuritizedProductPortfolioItem<BondFuture> & Resolvable<ResolvedBondFutureTrade>> - Class in com.opengamma.strata.measure.bond
Perform calculations on a single BondFutureTrade or BondFuturePosition for each of a set of scenarios.
BondFutureTradeCalculations - Class in com.opengamma.strata.measure.bond
Calculates pricing and risk measures for trades in a futures contract based on a basket of bonds.
BondFutureTradeCalculations(DiscountingBondFutureTradePricer) - Constructor for class com.opengamma.strata.measure.bond.BondFutureTradeCalculations
Creates an instance.
BondFutureVolatilities - Interface in com.opengamma.strata.pricer.bond
Volatilities for pricing bond futures and their options.
BondFutureVolatilitiesId - Class in com.opengamma.strata.pricer.bond
An identifier used to access bond future volatilities by name.
BondFutureVolatilitiesName - Class in com.opengamma.strata.pricer.bond
The name of a set of bond future volatilities.
BondPaymentPeriod - Interface in com.opengamma.strata.product.bond
A period over which interest is accrued with a single payment.
BoundCurveExtrapolator - Interface in com.opengamma.strata.market.curve.interpolator
A curve extrapolator that has been bound to a specific curve.
BoundCurveInterpolator - Interface in com.opengamma.strata.market.curve.interpolator
A curve interpolator that has been bound to a specific curve.
BoundSurfaceInterpolator - Interface in com.opengamma.strata.market.surface.interpolator
A surface interpolator that has been bound to a specific surface.
BR - Static variable in class com.opengamma.strata.basics.location.Country
The country 'BR' - Brazil.
BRBD - Static variable in class com.opengamma.strata.basics.date.HolidayCalendarIds
An identifier for the holiday calendar of Brazil, with code 'BRBD'.
BRL - Static variable in class com.opengamma.strata.basics.currency.Currency
The currency 'BRL' - Brazil Dollar.
BRL_CDI - Static variable in class com.opengamma.strata.basics.index.FloatingRateNames
Constant for BRL-CDI Overnight index.
BRL_CDI - Static variable in class com.opengamma.strata.basics.index.OvernightIndices
The CDI index for BRL.
broyden() - Static method in interface com.opengamma.strata.math.rootfind.NewtonVectorRootFinder
Obtains an instance of the Broyden root finder.
broyden(double, double, int) - Static method in interface com.opengamma.strata.math.rootfind.NewtonVectorRootFinder
Obtains an instance of the Broyden root finder specifying the tolerances.
broyden(double, double, int, Decomposition<?>) - Static method in interface com.opengamma.strata.math.rootfind.NewtonVectorRootFinder
Obtains an instance of the Broyden root finder specifying the tolerances.
bucketedCs01(ResolvedCdsTrade, CreditRatesProvider, ReferenceData) - Method in class com.opengamma.strata.pricer.credit.SpreadSensitivityCalculator
Computes bucketed CS01 for CDS.
bucketedCs01(ResolvedCdsTrade, List<ResolvedCdsTrade>, CreditRatesProvider, ReferenceData) - Method in class com.opengamma.strata.pricer.credit.SpreadSensitivityCalculator
Computes bucketed CS01 for CDS.
bucketedCs01(ResolvedCdsIndexTrade, CreditRatesProvider, ReferenceData) - Method in class com.opengamma.strata.pricer.credit.SpreadSensitivityCalculator
Computes bucketed CS01 for CDS index using a single credit curve.
bucketedCs01(ResolvedCdsIndexTrade, List<ResolvedCdsIndexTrade>, CreditRatesProvider, ReferenceData) - Method in class com.opengamma.strata.pricer.credit.SpreadSensitivityCalculator
Computes bucketed CS01 for CDS index using a single credit curve.
build() - Method in class com.opengamma.strata.basics.currency.FxMatrixBuilder
Build a new FxMatrix from the data in the builder.
build() - Method in class com.opengamma.strata.basics.currency.Payment.Builder
 
build() - Method in class com.opengamma.strata.basics.date.BusinessDayAdjustment.Builder
 
build() - Method in class com.opengamma.strata.basics.date.DaysAdjustment.Builder
 
build() - Method in class com.opengamma.strata.basics.date.PeriodAdjustment.Builder
 
build() - Method in class com.opengamma.strata.basics.date.TenorAdjustment.Builder
 
build() - Method in class com.opengamma.strata.basics.index.ImmutableFxIndex.Builder
 
build() - Method in class com.opengamma.strata.basics.index.ImmutableIborIndex.Builder
 
build() - Method in class com.opengamma.strata.basics.index.ImmutableOvernightIndex.Builder
 
build() - Method in class com.opengamma.strata.basics.index.ImmutablePriceIndex.Builder
 
build() - Method in class com.opengamma.strata.basics.index.OvernightIndexObservation.Builder
 
build() - Method in class com.opengamma.strata.basics.schedule.PeriodicSchedule.Builder
 
build() - Method in class com.opengamma.strata.basics.schedule.Schedule.Builder
 
build() - Method in class com.opengamma.strata.basics.schedule.SchedulePeriod.Builder
 
build() - Method in class com.opengamma.strata.basics.value.ValueSchedule.Builder
 
build() - Method in class com.opengamma.strata.basics.value.ValueStep.Builder
 
build() - Method in class com.opengamma.strata.calc.Column.Builder
 
build() - Method in class com.opengamma.strata.calc.marketdata.MarketDataConfigBuilder
Returns a MarketDataConfig instance built from the data in this builder.
build(I, MarketDataConfig, ScenarioMarketData, ReferenceData) - Method in interface com.opengamma.strata.calc.marketdata.MarketDataFunction
Builds and returns the market data identified by the ID.
build() - Method in class com.opengamma.strata.calc.marketdata.MarketDataRequirementsBuilder
Returns a set of market data requirements built from the data in this builder.
build() - Method in class com.opengamma.strata.calc.marketdata.PerturbationMapping.Builder
 
build() - Method in class com.opengamma.strata.calc.marketdata.ScenarioDefinition.Builder
 
build() - Method in class com.opengamma.strata.calc.runner.FunctionRequirements.Builder
 
build() - Method in class com.opengamma.strata.collect.result.FailureItemsBuilder
Builds the resulting instance.
build() - Method in class com.opengamma.strata.collect.timeseries.LocalDateDoubleTimeSeriesBuilder
Build the time-series from the builder.
build() - Method in class com.opengamma.strata.data.ImmutableMarketDataBuilder
Returns a set of market data built from the data in this builder.
build() - Method in class com.opengamma.strata.data.scenario.ImmutableScenarioMarketDataBuilder
Builds the market data.
build() - Method in class com.opengamma.strata.market.amount.SwapLegAmount.Builder
 
build() - Method in class com.opengamma.strata.market.curve.ConstantNodalCurve.Builder
 
build() - Method in class com.opengamma.strata.market.curve.DefaultCurveMetadataBuilder
Builds the metadata instance.
build() - Method in class com.opengamma.strata.market.curve.DepositIsdaCreditCurveNode.Builder
 
build() - Method in class com.opengamma.strata.market.curve.InterpolatedNodalCurve.Builder
 
build() - Method in class com.opengamma.strata.market.curve.InterpolatedNodalCurveDefinition.Builder
 
build() - Method in class com.opengamma.strata.market.curve.LegalEntityCurveGroup.Builder
 
build() - Method in class com.opengamma.strata.market.curve.node.CdsIndexIsdaCreditCurveNode.Builder
 
build() - Method in class com.opengamma.strata.market.curve.node.CdsIsdaCreditCurveNode.Builder
 
build() - Method in class com.opengamma.strata.market.curve.node.FixedIborSwapCurveNode.Builder
 
build() - Method in class com.opengamma.strata.market.curve.node.FixedInflationSwapCurveNode.Builder
 
build() - Method in class com.opengamma.strata.market.curve.node.FixedOvernightSwapCurveNode.Builder
 
build() - Method in class com.opengamma.strata.market.curve.node.FraCurveNode.Builder
 
build() - Method in class com.opengamma.strata.market.curve.node.FxSwapCurveNode.Builder
 
build() - Method in class com.opengamma.strata.market.curve.node.IborFixingDepositCurveNode.Builder
 
build() - Method in class com.opengamma.strata.market.curve.node.IborFutureCurveNode.Builder
 
build() - Method in class com.opengamma.strata.market.curve.node.IborIborSwapCurveNode.Builder
 
build() - Method in class com.opengamma.strata.market.curve.node.OvernightIborSwapCurveNode.Builder
 
build() - Method in class com.opengamma.strata.market.curve.node.TermDepositCurveNode.Builder
 
build() - Method in class com.opengamma.strata.market.curve.node.ThreeLegBasisSwapCurveNode.Builder
 
build() - Method in class com.opengamma.strata.market.curve.node.XCcyIborIborSwapCurveNode.Builder
 
build() - Method in class com.opengamma.strata.market.curve.ParameterizedFunctionalCurve.Builder
 
build() - Method in class com.opengamma.strata.market.curve.ParameterizedFunctionalCurveDefinition.Builder
 
build() - Method in class com.opengamma.strata.market.curve.RatesCurveGroup.Builder
 
build() - Method in class com.opengamma.strata.market.curve.RatesCurveGroupDefinitionBuilder
Builds the definition of the curve group from the data in this object.
build() - Method in class com.opengamma.strata.market.curve.RatesCurveGroupEntry.Builder
 
build() - Method in class com.opengamma.strata.market.curve.RatesCurveInputs.Builder
 
build() - Method in class com.opengamma.strata.market.curve.SwapIsdaCreditCurveNode.Builder
 
build() - Method in class com.opengamma.strata.market.explain.ExplainMapBuilder
Builds the map.
build() - Method in class com.opengamma.strata.market.param.PointShiftsBuilder
Returns an instance of PointShifts built from the data in this builder.
build() - Method in class com.opengamma.strata.market.param.ResolvedTradeParameterMetadata.Builder
 
build() - Method in class com.opengamma.strata.market.sensitivity.MutablePointSensitivities
 
build() - Method in interface com.opengamma.strata.market.sensitivity.PointSensitivityBuilder
Builds the resulting point sensitivity.
build() - Method in class com.opengamma.strata.market.surface.DefaultSurfaceMetadataBuilder
Builds the metadata instance.
build() - Method in class com.opengamma.strata.market.surface.DeformedSurface.Builder
 
build() - Method in class com.opengamma.strata.market.surface.InterpolatedNodalSurface.Builder
 
build(CurveId, MarketDataConfig, ScenarioMarketData, ReferenceData) - Method in class com.opengamma.strata.measure.curve.CurveMarketDataFunction
 
build() - Method in class com.opengamma.strata.measure.curve.RootFinderConfig.Builder
 
build() - Method in class com.opengamma.strata.measure.fx.FxRateConfig.Builder
 
build(FxRateId, MarketDataConfig, ScenarioMarketData, ReferenceData) - Method in class com.opengamma.strata.measure.fx.FxRateMarketDataFunction
 
build() - Method in class com.opengamma.strata.measure.fxopt.BlackFxOptionInterpolatedNodalSurfaceVolatilitiesSpecification.Builder
 
build() - Method in class com.opengamma.strata.measure.fxopt.BlackFxOptionSmileVolatilitiesSpecification.Builder
 
build(FxOptionVolatilitiesId, MarketDataConfig, ScenarioMarketData, ReferenceData) - Method in class com.opengamma.strata.measure.fxopt.FxOptionVolatilitiesMarketDataFunction
 
build() - Method in class com.opengamma.strata.measure.fxopt.FxOptionVolatilitiesNode.Builder
 
build(RatesCurveGroupId, MarketDataConfig, ScenarioMarketData, ReferenceData) - Method in class com.opengamma.strata.measure.rate.RatesCurveGroupMarketDataFunction
 
build(RatesCurveInputsId, MarketDataConfig, ScenarioMarketData, ReferenceData) - Method in class com.opengamma.strata.measure.rate.RatesCurveInputsMarketDataFunction
 
build() - Method in class com.opengamma.strata.pricer.bond.BlackBondFutureExpiryLogMoneynessVolatilities.Builder
 
build() - Method in class com.opengamma.strata.pricer.bond.ImmutableLegalEntityDiscountingProvider.Builder
 
build() - Method in class com.opengamma.strata.pricer.capfloor.DirectIborCapletFloorletVolatilityDefinition.Builder
 
build() - Method in class com.opengamma.strata.pricer.capfloor.SabrIborCapletFloorletVolatilityBootstrapDefinition.Builder
 
build() - Method in class com.opengamma.strata.pricer.capfloor.SabrIborCapletFloorletVolatilityCalibrationDefinition.Builder
 
build() - Method in class com.opengamma.strata.pricer.capfloor.SabrParametersIborCapletFloorletVolatilities.Builder
 
build() - Method in class com.opengamma.strata.pricer.credit.ImmutableCreditRatesProvider.Builder
 
build() - Method in class com.opengamma.strata.pricer.fxopt.BlackFxOptionFlatVolatilities.Builder
 
build() - Method in class com.opengamma.strata.pricer.fxopt.BlackFxOptionSmileVolatilities.Builder
 
build() - Method in class com.opengamma.strata.pricer.fxopt.BlackFxOptionSurfaceVolatilities.Builder
 
build() - Method in class com.opengamma.strata.pricer.index.NormalIborFutureOptionExpirySimpleMoneynessVolatilities.Builder
 
build() - Method in class com.opengamma.strata.pricer.rate.ImmutableRatesProviderBuilder
Completes the builder, returning the provider.
build() - Method in class com.opengamma.strata.pricer.swaption.SabrParametersSwaptionVolatilities.Builder
 
build() - Method in class com.opengamma.strata.product.bond.Bill.Builder
 
build() - Method in class com.opengamma.strata.product.bond.BillPosition.Builder
 
build() - Method in class com.opengamma.strata.product.bond.BillSecurity.Builder
 
build() - Method in class com.opengamma.strata.product.bond.BillTrade.Builder
 
build() - Method in class com.opengamma.strata.product.bond.BondFuture.Builder
 
build() - Method in class com.opengamma.strata.product.bond.BondFutureOption.Builder
 
build() - Method in class com.opengamma.strata.product.bond.BondFutureOptionPosition.Builder
 
build() - Method in class com.opengamma.strata.product.bond.BondFutureOptionSecurity.Builder
 
build() - Method in class com.opengamma.strata.product.bond.BondFutureOptionTrade.Builder
 
build() - Method in class com.opengamma.strata.product.bond.BondFuturePosition.Builder
 
build() - Method in class com.opengamma.strata.product.bond.BondFutureSecurity.Builder
 
build() - Method in class com.opengamma.strata.product.bond.BondFutureTrade.Builder
 
build() - Method in class com.opengamma.strata.product.bond.CapitalIndexedBond.Builder
 
build() - Method in class com.opengamma.strata.product.bond.CapitalIndexedBondPaymentPeriod.Builder
 
build() - Method in class com.opengamma.strata.product.bond.CapitalIndexedBondPosition.Builder
 
build() - Method in class com.opengamma.strata.product.bond.CapitalIndexedBondSecurity.Builder
 
build() - Method in class com.opengamma.strata.product.bond.CapitalIndexedBondTrade.Builder
 
build() - Method in class com.opengamma.strata.product.bond.FixedCouponBond.Builder
 
build() - Method in class com.opengamma.strata.product.bond.FixedCouponBondPaymentPeriod.Builder
 
build() - Method in class com.opengamma.strata.product.bond.FixedCouponBondPosition.Builder
 
build() - Method in class com.opengamma.strata.product.bond.FixedCouponBondSecurity.Builder
 
build() - Method in class com.opengamma.strata.product.bond.FixedCouponBondTrade.Builder
 
build() - Method in class com.opengamma.strata.product.bond.KnownAmountBondPaymentPeriod.Builder
 
build() - Method in class com.opengamma.strata.product.bond.ResolvedBill.Builder
 
build() - Method in class com.opengamma.strata.product.bond.ResolvedBillTrade.Builder
 
build() - Method in class com.opengamma.strata.product.bond.ResolvedBondFuture.Builder
 
build() - Method in class com.opengamma.strata.product.bond.ResolvedBondFutureOption.Builder
 
build() - Method in class com.opengamma.strata.product.bond.ResolvedBondFutureOptionTrade.Builder
 
build() - Method in class com.opengamma.strata.product.bond.ResolvedBondFutureTrade.Builder
 
build() - Method in class com.opengamma.strata.product.bond.ResolvedCapitalIndexedBond.Builder
 
build() - Method in class com.opengamma.strata.product.bond.ResolvedCapitalIndexedBondTrade.Builder
 
build() - Method in class com.opengamma.strata.product.bond.ResolvedFixedCouponBond.Builder
 
build() - Method in class com.opengamma.strata.product.bond.ResolvedFixedCouponBondTrade.Builder
 
build() - Method in class com.opengamma.strata.product.capfloor.IborCapFloorLeg.Builder
 
build() - Method in class com.opengamma.strata.product.capfloor.IborCapFloorTrade.Builder
 
build() - Method in class com.opengamma.strata.product.capfloor.IborCapletFloorletPeriod.Builder
 
build() - Method in class com.opengamma.strata.product.capfloor.ResolvedIborCapFloorLeg.Builder
 
build() - Method in class com.opengamma.strata.product.capfloor.ResolvedIborCapFloorTrade.Builder
 
build() - Method in class com.opengamma.strata.product.cms.CmsLeg.Builder
 
build() - Method in class com.opengamma.strata.product.cms.CmsPeriod.Builder
 
build() - Method in class com.opengamma.strata.product.cms.CmsTrade.Builder
 
build() - Method in class com.opengamma.strata.product.cms.ResolvedCmsLeg.Builder
 
build() - Method in class com.opengamma.strata.product.cms.ResolvedCmsTrade.Builder
 
build() - Method in class com.opengamma.strata.product.credit.Cds.Builder
 
build() - Method in class com.opengamma.strata.product.credit.CdsIndex.Builder
 
build() - Method in class com.opengamma.strata.product.credit.CdsIndexTrade.Builder
 
build() - Method in class com.opengamma.strata.product.credit.CdsTrade.Builder
 
build() - Method in class com.opengamma.strata.product.credit.CreditCouponPaymentPeriod.Builder
 
build() - Method in class com.opengamma.strata.product.credit.ResolvedCds.Builder
 
build() - Method in class com.opengamma.strata.product.credit.ResolvedCdsIndex.Builder
 
build() - Method in class com.opengamma.strata.product.credit.ResolvedCdsIndexTrade.Builder
 
build() - Method in class com.opengamma.strata.product.credit.ResolvedCdsTrade.Builder
 
build() - Method in class com.opengamma.strata.product.credit.type.ImmutableCdsConvention.Builder
 
build() - Method in class com.opengamma.strata.product.deposit.IborFixingDeposit.Builder
 
build() - Method in class com.opengamma.strata.product.deposit.IborFixingDepositTrade.Builder
 
build() - Method in class com.opengamma.strata.product.deposit.ResolvedIborFixingDeposit.Builder
 
build() - Method in class com.opengamma.strata.product.deposit.ResolvedIborFixingDepositTrade.Builder
 
build() - Method in class com.opengamma.strata.product.deposit.ResolvedTermDeposit.Builder
 
build() - Method in class com.opengamma.strata.product.deposit.ResolvedTermDepositTrade.Builder
 
build() - Method in class com.opengamma.strata.product.deposit.TermDeposit.Builder
 
build() - Method in class com.opengamma.strata.product.deposit.TermDepositTrade.Builder
 
build() - Method in class com.opengamma.strata.product.deposit.type.IborFixingDepositTemplate.Builder
 
build() - Method in class com.opengamma.strata.product.deposit.type.ImmutableIborFixingDepositConvention.Builder
 
build() - Method in class com.opengamma.strata.product.deposit.type.ImmutableTermDepositConvention.Builder
 
build() - Method in class com.opengamma.strata.product.deposit.type.TermDepositTemplate.Builder
 
build() - Method in class com.opengamma.strata.product.dsf.Dsf.Builder
 
build() - Method in class com.opengamma.strata.product.dsf.DsfPosition.Builder
 
build() - Method in class com.opengamma.strata.product.dsf.DsfSecurity.Builder
 
build() - Method in class com.opengamma.strata.product.dsf.DsfTrade.Builder
 
build() - Method in class com.opengamma.strata.product.dsf.ResolvedDsf.Builder
 
build() - Method in class com.opengamma.strata.product.dsf.ResolvedDsfTrade.Builder
 
build() - Method in class com.opengamma.strata.product.etd.EtdContractSpecBuilder
Builds a new specification from the data in this builder.
build() - Method in class com.opengamma.strata.product.etd.EtdFuturePosition.Builder
 
build() - Method in class com.opengamma.strata.product.etd.EtdFutureSecurity.Builder
 
build() - Method in class com.opengamma.strata.product.etd.EtdFutureTrade.Builder
 
build() - Method in class com.opengamma.strata.product.etd.EtdOptionPosition.Builder
 
build() - Method in class com.opengamma.strata.product.etd.EtdOptionSecurity.Builder
 
build() - Method in class com.opengamma.strata.product.etd.EtdOptionTrade.Builder
 
build() - Method in class com.opengamma.strata.product.fra.Fra.Builder
 
build() - Method in class com.opengamma.strata.product.fra.FraTrade.Builder
 
build() - Method in class com.opengamma.strata.product.fra.ResolvedFra.Builder
 
build() - Method in class com.opengamma.strata.product.fra.ResolvedFraTrade.Builder
 
build() - Method in class com.opengamma.strata.product.fra.type.FraTemplate.Builder
 
build() - Method in class com.opengamma.strata.product.fra.type.ImmutableFraConvention.Builder
 
build() - Method in class com.opengamma.strata.product.fx.FxNdf.Builder
 
build() - Method in class com.opengamma.strata.product.fx.FxNdfTrade.Builder
 
build() - Method in class com.opengamma.strata.product.fx.FxSingleTrade.Builder
 
build() - Method in class com.opengamma.strata.product.fx.FxSwapTrade.Builder
 
build() - Method in class com.opengamma.strata.product.fx.ResolvedFxNdf.Builder
 
build() - Method in class com.opengamma.strata.product.fx.ResolvedFxNdfTrade.Builder
 
build() - Method in class com.opengamma.strata.product.fx.ResolvedFxSingleTrade.Builder
 
build() - Method in class com.opengamma.strata.product.fx.ResolvedFxSwapTrade.Builder
 
build() - Method in class com.opengamma.strata.product.fx.type.FxSwapTemplate.Builder
 
build() - Method in class com.opengamma.strata.product.fx.type.ImmutableFxSwapConvention.Builder
 
build() - Method in class com.opengamma.strata.product.fxopt.FxSingleBarrierOption.Builder
 
build() - Method in class com.opengamma.strata.product.fxopt.FxSingleBarrierOptionTrade.Builder
 
build() - Method in class com.opengamma.strata.product.fxopt.FxVanillaOption.Builder
 
build() - Method in class com.opengamma.strata.product.fxopt.FxVanillaOptionTrade.Builder
 
build() - Method in class com.opengamma.strata.product.fxopt.ResolvedFxSingleBarrierOptionTrade.Builder
 
build() - Method in class com.opengamma.strata.product.fxopt.ResolvedFxVanillaOption.Builder
 
build() - Method in class com.opengamma.strata.product.fxopt.ResolvedFxVanillaOptionTrade.Builder
 
build() - Method in class com.opengamma.strata.product.GenericSecurityPosition.Builder
 
build() - Method in class com.opengamma.strata.product.GenericSecurityTrade.Builder
 
build() - Method in class com.opengamma.strata.product.index.IborFuture.Builder
 
build() - Method in class com.opengamma.strata.product.index.IborFutureOption.Builder
 
build() - Method in class com.opengamma.strata.product.index.IborFutureOptionPosition.Builder
 
build() - Method in class com.opengamma.strata.product.index.IborFutureOptionSecurity.Builder
 
build() - Method in class com.opengamma.strata.product.index.IborFutureOptionTrade.Builder
 
build() - Method in class com.opengamma.strata.product.index.IborFuturePosition.Builder
 
build() - Method in class com.opengamma.strata.product.index.IborFutureSecurity.Builder
 
build() - Method in class com.opengamma.strata.product.index.IborFutureTrade.Builder
 
build() - Method in class com.opengamma.strata.product.index.OvernightFuture.Builder
 
build() - Method in class com.opengamma.strata.product.index.OvernightFuturePosition.Builder
 
build() - Method in class com.opengamma.strata.product.index.OvernightFutureSecurity.Builder
 
build() - Method in class com.opengamma.strata.product.index.OvernightFutureTrade.Builder
 
build() - Method in class com.opengamma.strata.product.index.ResolvedIborFuture.Builder
 
build() - Method in class com.opengamma.strata.product.index.ResolvedIborFutureOption.Builder
 
build() - Method in class com.opengamma.strata.product.index.ResolvedIborFutureOptionTrade.Builder
 
build() - Method in class com.opengamma.strata.product.index.ResolvedIborFutureTrade.Builder
 
build() - Method in class com.opengamma.strata.product.index.ResolvedOvernightFuture.Builder
 
build() - Method in class com.opengamma.strata.product.index.ResolvedOvernightFutureTrade.Builder
 
build() - Method in class com.opengamma.strata.product.index.type.ImmutableIborFutureConvention.Builder
 
build() - Method in class com.opengamma.strata.product.payment.BulletPayment.Builder
 
build() - Method in class com.opengamma.strata.product.payment.BulletPaymentTrade.Builder
 
build() - Method in class com.opengamma.strata.product.payment.ResolvedBulletPayment.Builder
 
build() - Method in class com.opengamma.strata.product.payment.ResolvedBulletPaymentTrade.Builder
 
build() - Method in class com.opengamma.strata.product.PortfolioItemSummary.Builder
 
build() - Method in class com.opengamma.strata.product.PositionInfoBuilder
Builds the position information.
build() - Method in class com.opengamma.strata.product.rate.IborAveragedFixing.Builder
 
build() - Method in class com.opengamma.strata.product.rate.OvernightAveragedDailyRateComputation.Builder
 
build() - Method in class com.opengamma.strata.product.rate.OvernightAveragedRateComputation.Builder
 
build() - Method in class com.opengamma.strata.product.rate.OvernightCompoundedRateComputation.Builder
 
build() - Method in class com.opengamma.strata.product.SecurityInfoBuilder
Builds the security information.
build() - Method in class com.opengamma.strata.product.SecurityPosition.Builder
 
build() - Method in class com.opengamma.strata.product.SecurityTrade.Builder
 
build() - Method in class com.opengamma.strata.product.swap.FixedRateCalculation.Builder
 
build() - Method in class com.opengamma.strata.product.swap.FxResetCalculation.Builder
 
build() - Method in class com.opengamma.strata.product.swap.IborRateCalculation.Builder
 
build() - Method in class com.opengamma.strata.product.swap.IborRateStubCalculation.Builder
 
build() - Method in class com.opengamma.strata.product.swap.ImmutableSwapIndex.Builder
 
build() - Method in class com.opengamma.strata.product.swap.InflationRateCalculation.Builder
 
build() - Method in class com.opengamma.strata.product.swap.KnownAmountNotionalSwapPaymentPeriod.Builder
 
build() - Method in class com.opengamma.strata.product.swap.KnownAmountSwapLeg.Builder
 
build() - Method in class com.opengamma.strata.product.swap.KnownAmountSwapPaymentPeriod.Builder
 
build() - Method in class com.opengamma.strata.product.swap.NotionalSchedule.Builder
 
build() - Method in class com.opengamma.strata.product.swap.OvernightRateCalculation.Builder
 
build() - Method in class com.opengamma.strata.product.swap.PaymentSchedule.Builder
 
build() - Method in class com.opengamma.strata.product.swap.RateAccrualPeriod.Builder
 
build() - Method in class com.opengamma.strata.product.swap.RateCalculationSwapLeg.Builder
 
build() - Method in class com.opengamma.strata.product.swap.RatePaymentPeriod.Builder
 
build() - Method in class com.opengamma.strata.product.swap.RatePeriodSwapLeg.Builder
 
build() - Method in class com.opengamma.strata.product.swap.ResetSchedule.Builder
 
build() - Method in class com.opengamma.strata.product.swap.ResolvedSwap.Builder
 
build() - Method in class com.opengamma.strata.product.swap.ResolvedSwapLeg.Builder
 
build() - Method in class com.opengamma.strata.product.swap.ResolvedSwapTrade.Builder
 
build() - Method in class com.opengamma.strata.product.swap.Swap.Builder
 
build() - Method in class com.opengamma.strata.product.swap.SwapTrade.Builder
 
build() - Method in class com.opengamma.strata.product.swap.type.FixedIborSwapTemplate.Builder
 
build() - Method in class com.opengamma.strata.product.swap.type.FixedInflationSwapTemplate.Builder
 
build() - Method in class com.opengamma.strata.product.swap.type.FixedOvernightSwapTemplate.Builder
 
build() - Method in class com.opengamma.strata.product.swap.type.FixedRateSwapLegConvention.Builder
 
build() - Method in class com.opengamma.strata.product.swap.type.IborIborSwapTemplate.Builder
 
build() - Method in class com.opengamma.strata.product.swap.type.IborRateSwapLegConvention.Builder
 
build() - Method in class com.opengamma.strata.product.swap.type.ImmutableFixedIborSwapConvention.Builder
 
build() - Method in class com.opengamma.strata.product.swap.type.ImmutableFixedInflationSwapConvention.Builder
 
build() - Method in class com.opengamma.strata.product.swap.type.ImmutableFixedOvernightSwapConvention.Builder
 
build() - Method in class com.opengamma.strata.product.swap.type.ImmutableIborIborSwapConvention.Builder
 
build() - Method in class com.opengamma.strata.product.swap.type.ImmutableOvernightIborSwapConvention.Builder
 
build() - Method in class com.opengamma.strata.product.swap.type.ImmutableThreeLegBasisSwapConvention.Builder
 
build() - Method in class com.opengamma.strata.product.swap.type.ImmutableXCcyIborIborSwapConvention.Builder
 
build() - Method in class com.opengamma.strata.product.swap.type.InflationRateSwapLegConvention.Builder
 
build() - Method in class com.opengamma.strata.product.swap.type.OvernightIborSwapTemplate.Builder
 
build() - Method in class com.opengamma.strata.product.swap.type.OvernightRateSwapLegConvention.Builder
 
build() - Method in class com.opengamma.strata.product.swap.type.ThreeLegBasisSwapTemplate.Builder
 
build() - Method in class com.opengamma.strata.product.swap.type.XCcyIborIborSwapTemplate.Builder
 
build() - Method in class com.opengamma.strata.product.swaption.ResolvedSwaption.Builder
 
build() - Method in class com.opengamma.strata.product.swaption.ResolvedSwaptionTrade.Builder
 
build() - Method in class com.opengamma.strata.product.swaption.Swaption.Builder
 
build() - Method in class com.opengamma.strata.product.swaption.SwaptionTrade.Builder
 
build() - Method in class com.opengamma.strata.product.TradeInfoBuilder
Builds the trade information.
build() - Method in class com.opengamma.strata.report.cashflow.CashFlowReport.Builder
 
build() - Method in class com.opengamma.strata.report.trade.TradeReport.Builder
 
build() - Method in class com.opengamma.strata.report.trade.TradeReportColumn.Builder
 
build() - Method in class com.opengamma.strata.report.trade.TradeReportTemplate.Builder
 
builder() - Method in class com.opengamma.strata.basics.currency.AdjustablePayment.Meta
 
builder() - Method in class com.opengamma.strata.basics.currency.CurrencyAmountArray.Meta
 
builder() - Static method in class com.opengamma.strata.basics.currency.FxMatrix
Creates a builder that can be used to build instances of FxMatrix.
builder() - Method in class com.opengamma.strata.basics.currency.FxMatrix.Meta
 
builder() - Method in class com.opengamma.strata.basics.currency.FxRate.Meta
 
builder() - Method in class com.opengamma.strata.basics.currency.MultiCurrencyAmount.Meta
 
builder() - Method in class com.opengamma.strata.basics.currency.MultiCurrencyAmountArray.Meta
 
builder() - Static method in class com.opengamma.strata.basics.currency.Payment
Returns a builder used to create an instance of the bean.
builder() - Method in class com.opengamma.strata.basics.currency.Payment.Meta
 
builder() - Method in class com.opengamma.strata.basics.date.AdjustableDate.Meta
 
builder() - Static method in class com.opengamma.strata.basics.date.BusinessDayAdjustment
Returns a builder used to create an instance of the bean.
builder() - Method in class com.opengamma.strata.basics.date.BusinessDayAdjustment.Meta
 
builder() - Static method in class com.opengamma.strata.basics.date.DaysAdjustment
Returns a builder used to create an instance of the bean.
builder() - Method in class com.opengamma.strata.basics.date.DaysAdjustment.Meta
 
builder() - Method in class com.opengamma.strata.basics.date.ImmutableHolidayCalendar.Meta
 
builder() - Static method in class com.opengamma.strata.basics.date.PeriodAdjustment
Returns a builder used to create an instance of the bean.
builder() - Method in class com.opengamma.strata.basics.date.PeriodAdjustment.Meta
 
builder() - Static method in class com.opengamma.strata.basics.date.TenorAdjustment
Returns a builder used to create an instance of the bean.
builder() - Method in class com.opengamma.strata.basics.date.TenorAdjustment.Meta
 
builder() - Method in class com.opengamma.strata.basics.ImmutableReferenceData.Meta
 
builder() - Method in class com.opengamma.strata.basics.index.FxIndexObservation.Meta
 
builder() - Method in class com.opengamma.strata.basics.index.IborIndexObservation.Meta
 
builder() - Method in class com.opengamma.strata.basics.index.ImmutableFloatingRateName.Meta
 
builder() - Static method in class com.opengamma.strata.basics.index.ImmutableFxIndex
Returns a builder used to create an instance of the bean.
builder() - Method in class com.opengamma.strata.basics.index.ImmutableFxIndex.Meta
 
builder() - Static method in class com.opengamma.strata.basics.index.ImmutableIborIndex
Returns a builder used to create an instance of the bean.
builder() - Method in class com.opengamma.strata.basics.index.ImmutableIborIndex.Meta
 
builder() - Static method in class com.opengamma.strata.basics.index.ImmutableOvernightIndex
Returns a builder used to create an instance of the bean.
builder() - Method in class com.opengamma.strata.basics.index.ImmutableOvernightIndex.Meta
 
builder() - Static method in class com.opengamma.strata.basics.index.ImmutablePriceIndex
Returns a builder used to create an instance of the bean.
builder() - Method in class com.opengamma.strata.basics.index.ImmutablePriceIndex.Meta
 
builder() - Static method in class com.opengamma.strata.basics.index.OvernightIndexObservation
Returns a builder used to create an instance of the bean.
builder() - Method in class com.opengamma.strata.basics.index.OvernightIndexObservation.Meta
 
builder() - Method in class com.opengamma.strata.basics.index.PriceIndexObservation.Meta
 
builder() - Static method in class com.opengamma.strata.basics.schedule.PeriodicSchedule
Returns a builder used to create an instance of the bean.
builder() - Method in class com.opengamma.strata.basics.schedule.PeriodicSchedule.Meta
 
builder() - Static method in class com.opengamma.strata.basics.schedule.Schedule
Returns a builder used to create an instance of the bean.
builder() - Method in class com.opengamma.strata.basics.schedule.Schedule.Meta
 
builder() - Static method in class com.opengamma.strata.basics.schedule.SchedulePeriod
Returns a builder used to create an instance of the bean.
builder() - Method in class com.opengamma.strata.basics.schedule.SchedulePeriod.Meta
 
builder() - Method in class com.opengamma.strata.basics.StandardId.Meta
 
builder() - Method in class com.opengamma.strata.basics.value.ValueAdjustment.Meta
 
builder() - Static method in class com.opengamma.strata.basics.value.ValueSchedule
Returns a builder used to create an instance of the bean.
builder() - Method in class com.opengamma.strata.basics.value.ValueSchedule.Meta
 
builder() - Static method in class com.opengamma.strata.basics.value.ValueStep
Returns a builder used to create an instance of the bean.
builder() - Method in class com.opengamma.strata.basics.value.ValueStep.Meta
 
builder() - Method in class com.opengamma.strata.basics.value.ValueStepSequence.Meta
 
builder() - Method in class com.opengamma.strata.calc.CalculationRules.Meta
 
builder() - Static method in class com.opengamma.strata.calc.Column
Returns a builder used to create an instance of the bean.
builder() - Method in class com.opengamma.strata.calc.Column.Meta
 
builder() - Method in class com.opengamma.strata.calc.ColumnHeader.Meta
 
builder() - Method in class com.opengamma.strata.calc.ImmutableMeasure.Meta
 
builder() - Method in class com.opengamma.strata.calc.marketdata.BuiltMarketData.Meta
 
builder() - Method in class com.opengamma.strata.calc.marketdata.BuiltScenarioMarketData.Meta
 
builder() - Static method in class com.opengamma.strata.calc.marketdata.MarketDataConfig
Returns a mutable builder for building an instance of MarketDataConfig.
builder() - Method in class com.opengamma.strata.calc.marketdata.MarketDataConfig.Meta
 
builder() - Static method in class com.opengamma.strata.calc.marketdata.MarketDataRequirements
Returns an empty mutable builder for building up a set of requirements.
builder() - Method in class com.opengamma.strata.calc.marketdata.MarketDataRequirements.Meta
 
builder() - Static method in class com.opengamma.strata.calc.marketdata.PerturbationMapping
Returns a builder used to create an instance of the bean.
builder() - Method in class com.opengamma.strata.calc.marketdata.PerturbationMapping.Meta
 
builder() - Static method in class com.opengamma.strata.calc.marketdata.ScenarioDefinition
Returns a builder used to create an instance of the bean.
builder() - Method in class com.opengamma.strata.calc.marketdata.ScenarioDefinition.Meta
 
builder() - Method in class com.opengamma.strata.calc.ReportingCurrency.Meta
 
builder() - Method in class com.opengamma.strata.calc.Results.Meta
 
builder() - Static method in class com.opengamma.strata.calc.runner.FunctionRequirements
Returns a builder used to create an instance of the bean.
builder() - Method in class com.opengamma.strata.calc.runner.FunctionRequirements.Meta
 
builder() - Method in class com.opengamma.strata.collect.array.DoubleMatrix.Meta
 
builder() - Method in class com.opengamma.strata.collect.result.Failure.Meta
 
builder() - Method in class com.opengamma.strata.collect.result.FailureItem.Meta
 
builder() - Static method in class com.opengamma.strata.collect.result.FailureItems
Creates a builder to create the list of failures.
builder() - Method in class com.opengamma.strata.collect.result.FailureItems.Meta
 
builder() - Method in class com.opengamma.strata.collect.result.Result.Meta
 
builder() - Method in class com.opengamma.strata.collect.result.ValueWithFailures.Meta
 
builder() - Static method in interface com.opengamma.strata.collect.timeseries.LocalDateDoubleTimeSeries
Creates an empty builder, used to create time-series.
builder() - Method in class com.opengamma.strata.collect.tuple.DoublesPair.Meta
 
builder() - Method in class com.opengamma.strata.collect.tuple.IntDoublePair.Meta
 
builder() - Method in class com.opengamma.strata.collect.tuple.LongDoublePair.Meta
 
builder() - Method in class com.opengamma.strata.collect.tuple.ObjDoublePair.Meta
 
builder() - Method in class com.opengamma.strata.collect.tuple.ObjIntPair.Meta
 
builder() - Method in class com.opengamma.strata.collect.tuple.Pair.Meta
 
builder() - Method in class com.opengamma.strata.collect.tuple.Triple.Meta
 
builder(LocalDate) - Static method in class com.opengamma.strata.data.ImmutableMarketData
Creates a builder that can be used to build an instance of MarketData.
builder() - Method in class com.opengamma.strata.data.ImmutableMarketData.Meta
 
builder() - Method in class com.opengamma.strata.data.scenario.CurrencyScenarioArray.Meta
 
builder() - Method in class com.opengamma.strata.data.scenario.DoubleScenarioArray.Meta
 
builder() - Method in class com.opengamma.strata.data.scenario.FxRateScenarioArray.Meta
 
builder(LocalDate) - Static method in class com.opengamma.strata.data.scenario.ImmutableScenarioMarketData
Creates a mutable builder that can be used to create an instance of the market data.
builder(MarketDataBox<LocalDate>) - Static method in class com.opengamma.strata.data.scenario.ImmutableScenarioMarketData
Creates a mutable builder that can be used to create an instance of the market data.
builder() - Method in class com.opengamma.strata.data.scenario.ImmutableScenarioMarketData.Meta
 
builder() - Method in class com.opengamma.strata.data.scenario.MultiCurrencyScenarioArray.Meta
 
builder() - Method in class com.opengamma.strata.market.amount.CashFlow.Meta
 
builder() - Method in class com.opengamma.strata.market.amount.CashFlows.Meta
 
builder() - Method in class com.opengamma.strata.market.amount.LegAmounts.Meta
 
builder() - Static method in class com.opengamma.strata.market.amount.SwapLegAmount
Returns a builder used to create an instance of the bean.
builder() - Method in class com.opengamma.strata.market.amount.SwapLegAmount.Meta
 
builder() - Method in class com.opengamma.strata.market.curve.AddFixedCurve.Meta
 
builder() - Method in class com.opengamma.strata.market.curve.CombinedCurve.Meta
 
builder() - Method in class com.opengamma.strata.market.curve.ConstantCurve.Meta
 
builder() - Static method in class com.opengamma.strata.market.curve.ConstantNodalCurve
Returns a builder used to create an instance of the bean.
builder() - Method in class com.opengamma.strata.market.curve.ConstantNodalCurve.Meta
 
builder() - Method in class com.opengamma.strata.market.curve.CurveNodeDate.Meta
 
builder() - Method in class com.opengamma.strata.market.curve.CurveNodeDateOrder.Meta
 
builder() - Method in class com.opengamma.strata.market.curve.CurveParallelShifts.Meta
 
builder() - Method in class com.opengamma.strata.market.curve.CurveParameterSize.Meta
 
builder() - Static method in class com.opengamma.strata.market.curve.DefaultCurveMetadata
Returns a builder used to create an instance of the bean.
builder() - Method in class com.opengamma.strata.market.curve.DefaultCurveMetadata.Meta
 
builder() - Static method in class com.opengamma.strata.market.curve.DepositIsdaCreditCurveNode
Returns a builder used to create an instance of the bean.
builder() - Method in class com.opengamma.strata.market.curve.DepositIsdaCreditCurveNode.Meta
 
builder() - Method in class com.opengamma.strata.market.curve.InflationNodalCurve.Meta
 
builder() - Static method in class com.opengamma.strata.market.curve.InterpolatedNodalCurve
Returns a builder used to create an instance of the bean.
builder() - Method in class com.opengamma.strata.market.curve.InterpolatedNodalCurve.Meta
 
builder() - Static method in class com.opengamma.strata.market.curve.InterpolatedNodalCurveDefinition
Returns a builder used to create an instance of the bean.
builder() - Method in class com.opengamma.strata.market.curve.InterpolatedNodalCurveDefinition.Meta
 
builder() - Method in class com.opengamma.strata.market.curve.IsdaCreditCurveDefinition.Meta
 
builder() - Method in class com.opengamma.strata.market.curve.JacobianCalibrationMatrix.Meta
 
builder() - Static method in class com.opengamma.strata.market.curve.LegalEntityCurveGroup
Returns a builder used to create an instance of the bean.
builder() - Method in class com.opengamma.strata.market.curve.LegalEntityCurveGroup.Meta
 
builder() - Static method in class com.opengamma.strata.market.curve.node.CdsIndexIsdaCreditCurveNode
Returns a builder used to create an instance of the bean.
builder() - Method in class com.opengamma.strata.market.curve.node.CdsIndexIsdaCreditCurveNode.Meta
 
builder() - Static method in class com.opengamma.strata.market.curve.node.CdsIsdaCreditCurveNode
Returns a builder used to create an instance of the bean.
builder() - Method in class com.opengamma.strata.market.curve.node.CdsIsdaCreditCurveNode.Meta
 
builder() - Static method in class com.opengamma.strata.market.curve.node.FixedIborSwapCurveNode
Returns a builder used to create an instance of the bean.
builder() - Method in class com.opengamma.strata.market.curve.node.FixedIborSwapCurveNode.Meta
 
builder() - Static method in class com.opengamma.strata.market.curve.node.FixedInflationSwapCurveNode
Returns a builder used to create an instance of the bean.
builder() - Method in class com.opengamma.strata.market.curve.node.FixedInflationSwapCurveNode.Meta
 
builder() - Static method in class com.opengamma.strata.market.curve.node.FixedOvernightSwapCurveNode
Returns a builder used to create an instance of the bean.
builder() - Method in class com.opengamma.strata.market.curve.node.FixedOvernightSwapCurveNode.Meta
 
builder() - Static method in class com.opengamma.strata.market.curve.node.FraCurveNode
Returns a builder used to create an instance of the bean.
builder() - Method in class com.opengamma.strata.market.curve.node.FraCurveNode.Meta
 
builder() - Static method in class com.opengamma.strata.market.curve.node.FxSwapCurveNode
Returns a builder used to create an instance of the bean.
builder() - Method in class com.opengamma.strata.market.curve.node.FxSwapCurveNode.Meta
 
builder() - Static method in class com.opengamma.strata.market.curve.node.IborFixingDepositCurveNode
Returns a builder used to create an instance of the bean.
builder() - Method in class com.opengamma.strata.market.curve.node.IborFixingDepositCurveNode.Meta
 
builder() - Static method in class com.opengamma.strata.market.curve.node.IborFutureCurveNode
Returns a builder used to create an instance of the bean.
builder() - Method in class com.opengamma.strata.market.curve.node.IborFutureCurveNode.Meta
 
builder() - Static method in class com.opengamma.strata.market.curve.node.IborIborSwapCurveNode
Returns a builder used to create an instance of the bean.
builder() - Method in class com.opengamma.strata.market.curve.node.IborIborSwapCurveNode.Meta
 
builder() - Static method in class com.opengamma.strata.market.curve.node.OvernightIborSwapCurveNode
Returns a builder used to create an instance of the bean.
builder() - Method in class com.opengamma.strata.market.curve.node.OvernightIborSwapCurveNode.Meta
 
builder() - Static method in class com.opengamma.strata.market.curve.node.TermDepositCurveNode
Returns a builder used to create an instance of the bean.
builder() - Method in class com.opengamma.strata.market.curve.node.TermDepositCurveNode.Meta
 
builder() - Static method in class com.opengamma.strata.market.curve.node.ThreeLegBasisSwapCurveNode
Returns a builder used to create an instance of the bean.
builder() - Method in class com.opengamma.strata.market.curve.node.ThreeLegBasisSwapCurveNode.Meta
 
builder() - Static method in class com.opengamma.strata.market.curve.node.XCcyIborIborSwapCurveNode
Returns a builder used to create an instance of the bean.
builder() - Method in class com.opengamma.strata.market.curve.node.XCcyIborIborSwapCurveNode.Meta
 
builder() - Method in class com.opengamma.strata.market.curve.ParallelShiftedCurve.Meta
 
builder() - Static method in class com.opengamma.strata.market.curve.ParameterizedFunctionalCurve
Returns a builder used to create an instance of the bean.
builder() - Method in class com.opengamma.strata.market.curve.ParameterizedFunctionalCurve.Meta
 
builder() - Static method in class com.opengamma.strata.market.curve.ParameterizedFunctionalCurveDefinition
Returns a builder used to create an instance of the bean.
builder() - Method in class com.opengamma.strata.market.curve.ParameterizedFunctionalCurveDefinition.Meta
 
builder() - Static method in class com.opengamma.strata.market.curve.RatesCurveGroup
Returns a builder used to create an instance of the bean.
builder() - Method in class com.opengamma.strata.market.curve.RatesCurveGroup.Meta
 
builder() - Static method in class com.opengamma.strata.market.curve.RatesCurveGroupDefinition
Returns a mutable builder for building the definition for a curve group.
builder() - Method in class com.opengamma.strata.market.curve.RatesCurveGroupDefinition.Meta
 
builder() - Static method in class com.opengamma.strata.market.curve.RatesCurveGroupEntry
Returns a builder used to create an instance of the bean.
builder() - Method in class com.opengamma.strata.market.curve.RatesCurveGroupEntry.Meta
 
builder() - Static method in class com.opengamma.strata.market.curve.RatesCurveInputs
Returns a builder used to create an instance of the bean.
builder() - Method in class com.opengamma.strata.market.curve.RatesCurveInputs.Meta
 
builder() - Method in class com.opengamma.strata.market.curve.SeasonalityDefinition.Meta
 
builder() - Method in class com.opengamma.strata.market.curve.SimpleCurveParameterMetadata.Meta
 
builder() - Static method in class com.opengamma.strata.market.curve.SwapIsdaCreditCurveNode
Returns a builder used to create an instance of the bean.
builder() - Method in class com.opengamma.strata.market.curve.SwapIsdaCreditCurveNode.Meta
 
builder() - Static method in class com.opengamma.strata.market.explain.ExplainMap
Returns a builder for creating the map.
builder() - Method in class com.opengamma.strata.market.explain.ExplainMap.Meta
 
builder() - Method in class com.opengamma.strata.market.FxRateShifts.Meta
 
builder() - Method in class com.opengamma.strata.market.GenericDoubleShifts.Meta
 
builder() - Method in class com.opengamma.strata.market.observable.LegalEntityInformation.Meta
 
builder() - Method in class com.opengamma.strata.market.observable.Quote.Meta
 
builder() - Method in class com.opengamma.strata.market.observable.QuoteScenarioArray.Meta
 
builder() - Method in class com.opengamma.strata.market.observable.QuoteScenarioArrayId.Meta
 
builder() - Method in class com.opengamma.strata.market.option.DeltaStrike.Meta
 
builder() - Method in class com.opengamma.strata.market.option.LogMoneynessStrike.Meta
 
builder() - Method in class com.opengamma.strata.market.option.MoneynessStrike.Meta
 
builder() - Method in class com.opengamma.strata.market.option.SimpleStrike.Meta
 
builder() - Method in class com.opengamma.strata.market.param.CrossGammaParameterSensitivities.Meta
 
builder() - Method in class com.opengamma.strata.market.param.CrossGammaParameterSensitivity.Meta
 
builder() - Method in class com.opengamma.strata.market.param.CurrencyParameterSensitivities.Meta
 
builder() - Method in class com.opengamma.strata.market.param.CurrencyParameterSensitivity.Meta
 
builder() - Method in class com.opengamma.strata.market.param.LabelDateParameterMetadata.Meta
 
builder() - Method in class com.opengamma.strata.market.param.LabelParameterMetadata.Meta
 
builder() - Method in class com.opengamma.strata.market.param.ParameterSize.Meta
 
builder(ShiftType) - Static method in class com.opengamma.strata.market.param.PointShifts
Returns a new mutable builder for building instances of ParameterizedDataPointShifts.
builder() - Method in class com.opengamma.strata.market.param.PointShifts.Meta
 
builder() - Static method in class com.opengamma.strata.market.param.ResolvedTradeParameterMetadata
Returns a builder used to create an instance of the bean.
builder() - Method in class com.opengamma.strata.market.param.ResolvedTradeParameterMetadata.Meta
 
builder() - Method in class com.opengamma.strata.market.param.TenorDateParameterMetadata.Meta
 
builder() - Method in class com.opengamma.strata.market.param.TenorParameterMetadata.Meta
 
builder() - Method in class com.opengamma.strata.market.param.UnitParameterSensitivities.Meta
 
builder() - Method in class com.opengamma.strata.market.param.UnitParameterSensitivity.Meta
 
builder() - Method in class com.opengamma.strata.market.param.YearMonthDateParameterMetadata.Meta
 
builder() - Method in class com.opengamma.strata.market.sensitivity.PointSensitivities.Meta
 
builder() - Method in class com.opengamma.strata.market.surface.ConstantSurface.Meta
 
builder() - Static method in class com.opengamma.strata.market.surface.DefaultSurfaceMetadata
Returns a builder used to create an instance of the bean.
builder() - Method in class com.opengamma.strata.market.surface.DefaultSurfaceMetadata.Meta
 
builder() - Static method in class com.opengamma.strata.market.surface.DeformedSurface
Returns a builder used to create an instance of the bean.
builder() - Method in class com.opengamma.strata.market.surface.DeformedSurface.Meta
 
builder() - Static method in class com.opengamma.strata.market.surface.InterpolatedNodalSurface
Returns a builder used to create an instance of the bean.
builder() - Method in class com.opengamma.strata.market.surface.InterpolatedNodalSurface.Meta
 
builder() - Method in class com.opengamma.strata.market.surface.interpolator.GridSurfaceInterpolator.Meta
 
builder() - Method in class com.opengamma.strata.market.surface.SimpleSurfaceParameterMetadata.Meta
 
builder() - Static method in class com.opengamma.strata.measure.curve.RootFinderConfig
Returns a builder used to create an instance of the bean.
builder() - Method in class com.opengamma.strata.measure.curve.RootFinderConfig.Meta
 
builder() - Static method in class com.opengamma.strata.measure.fx.FxRateConfig
Returns a builder used to create an instance of the bean.
builder() - Method in class com.opengamma.strata.measure.fx.FxRateConfig.Meta
 
builder() - Static method in class com.opengamma.strata.measure.fxopt.BlackFxOptionInterpolatedNodalSurfaceVolatilitiesSpecification
Returns a builder used to create an instance of the bean.
builder() - Method in class com.opengamma.strata.measure.fxopt.BlackFxOptionInterpolatedNodalSurfaceVolatilitiesSpecification.Meta
 
builder() - Static method in class com.opengamma.strata.measure.fxopt.BlackFxOptionSmileVolatilitiesSpecification
Returns a builder used to create an instance of the bean.
builder() - Method in class com.opengamma.strata.measure.fxopt.BlackFxOptionSmileVolatilitiesSpecification.Meta
 
builder() - Method in class com.opengamma.strata.measure.fxopt.FxOptionVolatilitiesDefinition.Meta
 
builder() - Static method in class com.opengamma.strata.measure.fxopt.FxOptionVolatilitiesNode
Returns a builder used to create an instance of the bean.
builder() - Method in class com.opengamma.strata.measure.fxopt.FxOptionVolatilitiesNode.Meta
 
builder() - Method in class com.opengamma.strata.measure.ValuationZoneTimeDefinition.Meta
 
builder() - Static method in class com.opengamma.strata.pricer.bond.BlackBondFutureExpiryLogMoneynessVolatilities
Returns a builder used to create an instance of the bean.
builder() - Method in class com.opengamma.strata.pricer.bond.BlackBondFutureExpiryLogMoneynessVolatilities.Meta
 
builder() - Method in class com.opengamma.strata.pricer.bond.BondFutureOptionSensitivity.Meta
 
builder() - Static method in class com.opengamma.strata.pricer.bond.ImmutableLegalEntityDiscountingProvider
Returns a builder used to create an instance of the bean.
builder() - Method in class com.opengamma.strata.pricer.bond.ImmutableLegalEntityDiscountingProvider.Meta
 
builder() - Method in class com.opengamma.strata.pricer.bond.IssuerCurveDiscountFactors.Meta
 
builder() - Method in class com.opengamma.strata.pricer.bond.IssuerCurveZeroRateSensitivity.Meta
 
builder() - Method in class com.opengamma.strata.pricer.bond.RepoCurveDiscountFactors.Meta
 
builder() - Method in class com.opengamma.strata.pricer.bond.RepoCurveZeroRateSensitivity.Meta
 
builder() - Method in class com.opengamma.strata.pricer.capfloor.BlackIborCapletFloorletExpiryStrikeVolatilities.Meta
 
builder() - Static method in class com.opengamma.strata.pricer.capfloor.DirectIborCapletFloorletVolatilityDefinition
Returns a builder used to create an instance of the bean.
builder() - Method in class com.opengamma.strata.pricer.capfloor.DirectIborCapletFloorletVolatilityDefinition.Meta
 
builder() - Method in class com.opengamma.strata.pricer.capfloor.IborCapletFloorletSabrSensitivity.Meta
 
builder() - Method in class com.opengamma.strata.pricer.capfloor.IborCapletFloorletSensitivity.Meta
 
builder() - Method in class com.opengamma.strata.pricer.capfloor.IborCapletFloorletVolatilityCalibrationResult.Meta
 
builder() - Method in class com.opengamma.strata.pricer.capfloor.NormalIborCapletFloorletExpiryStrikeVolatilities.Meta
 
builder() - Static method in class com.opengamma.strata.pricer.capfloor.SabrIborCapletFloorletVolatilityBootstrapDefinition
Returns a builder used to create an instance of the bean.
builder() - Method in class com.opengamma.strata.pricer.capfloor.SabrIborCapletFloorletVolatilityBootstrapDefinition.Meta
 
builder() - Static method in class com.opengamma.strata.pricer.capfloor.SabrIborCapletFloorletVolatilityCalibrationDefinition
Returns a builder used to create an instance of the bean.
builder() - Method in class com.opengamma.strata.pricer.capfloor.SabrIborCapletFloorletVolatilityCalibrationDefinition.Meta
 
builder() - Static method in class com.opengamma.strata.pricer.capfloor.SabrParametersIborCapletFloorletVolatilities
Returns a builder used to create an instance of the bean.
builder() - Method in class com.opengamma.strata.pricer.capfloor.SabrParametersIborCapletFloorletVolatilities.Meta
 
builder() - Method in class com.opengamma.strata.pricer.capfloor.ShiftedBlackIborCapletFloorletExpiryStrikeVolatilities.Meta
 
builder() - Method in class com.opengamma.strata.pricer.capfloor.SurfaceIborCapletFloorletVolatilityBootstrapDefinition.Meta
 
builder() - Method in class com.opengamma.strata.pricer.common.GenericVolatilitySurfacePeriodParameterMetadata.Meta
 
builder() - Method in class com.opengamma.strata.pricer.common.GenericVolatilitySurfaceYearFractionParameterMetadata.Meta
 
builder() - Method in class com.opengamma.strata.pricer.credit.ConstantRecoveryRates.Meta
 
builder() - Method in class com.opengamma.strata.pricer.credit.CreditCurveZeroRateSensitivity.Meta
 
builder() - Static method in class com.opengamma.strata.pricer.credit.ImmutableCreditRatesProvider
Returns a builder used to create an instance of the bean.
builder() - Method in class com.opengamma.strata.pricer.credit.ImmutableCreditRatesProvider.Meta
 
builder() - Method in class com.opengamma.strata.pricer.credit.IsdaCreditDiscountFactors.Meta
 
builder() - Method in class com.opengamma.strata.pricer.credit.JumpToDefault.Meta
 
builder() - Method in class com.opengamma.strata.pricer.credit.LegalEntitySurvivalProbabilities.Meta
 
builder() - Method in class com.opengamma.strata.pricer.fx.DiscountFxForwardRates.Meta
 
builder() - Method in class com.opengamma.strata.pricer.fx.ForwardFxIndexRates.Meta
 
builder() - Method in class com.opengamma.strata.pricer.fx.FxForwardSensitivity.Meta
 
builder() - Method in class com.opengamma.strata.pricer.fx.FxIndexSensitivity.Meta
 
builder() - Static method in class com.opengamma.strata.pricer.fxopt.BlackFxOptionFlatVolatilities
Returns a builder used to create an instance of the bean.
builder() - Method in class com.opengamma.strata.pricer.fxopt.BlackFxOptionFlatVolatilities.Meta
 
builder() - Static method in class com.opengamma.strata.pricer.fxopt.BlackFxOptionSmileVolatilities
Returns a builder used to create an instance of the bean.
builder() - Method in class com.opengamma.strata.pricer.fxopt.BlackFxOptionSmileVolatilities.Meta
 
builder() - Static method in class com.opengamma.strata.pricer.fxopt.BlackFxOptionSurfaceVolatilities
Returns a builder used to create an instance of the bean.
builder() - Method in class com.opengamma.strata.pricer.fxopt.BlackFxOptionSurfaceVolatilities.Meta
 
builder() - Method in class com.opengamma.strata.pricer.fxopt.FxOptionSensitivity.Meta
 
builder() - Method in class com.opengamma.strata.pricer.fxopt.FxVolatilitySurfaceYearFractionParameterMetadata.Meta
 
builder() - Method in class com.opengamma.strata.pricer.fxopt.InterpolatedStrikeSmileDeltaTermStructure.Meta
 
builder() - Method in class com.opengamma.strata.pricer.fxopt.RecombiningTrinomialTreeData.Meta
 
builder() - Method in class com.opengamma.strata.pricer.fxopt.SmileDeltaParameters.Meta
 
builder() - Method in class com.opengamma.strata.pricer.fxopt.VolatilityAndBucketedSensitivities.Meta
 
builder() - Method in class com.opengamma.strata.pricer.index.IborFutureOptionSensitivity.Meta
 
builder() - Static method in class com.opengamma.strata.pricer.index.NormalIborFutureOptionExpirySimpleMoneynessVolatilities
Returns a builder used to create an instance of the bean.
builder() - Method in class com.opengamma.strata.pricer.index.NormalIborFutureOptionExpirySimpleMoneynessVolatilities.Meta
 
builder() - Method in class com.opengamma.strata.pricer.model.HullWhiteOneFactorPiecewiseConstantParametersProvider.Meta
 
builder() - Method in class com.opengamma.strata.pricer.rate.DiscountIborIndexRates.Meta
 
builder() - Method in class com.opengamma.strata.pricer.rate.DiscountOvernightIndexRates.Meta
 
builder() - Method in class com.opengamma.strata.pricer.rate.IborRateSensitivity.Meta
 
builder(LocalDate) - Static method in class com.opengamma.strata.pricer.rate.ImmutableRatesProvider
Creates a builder specifying the valuation date.
builder() - Method in class com.opengamma.strata.pricer.rate.ImmutableRatesProvider.Meta
 
builder() - Method in class com.opengamma.strata.pricer.rate.InflationRateSensitivity.Meta
 
builder() - Method in class com.opengamma.strata.pricer.rate.OvernightRateSensitivity.Meta
 
builder() - Method in class com.opengamma.strata.pricer.rate.SimpleIborIndexRates.Meta
 
builder() - Method in class com.opengamma.strata.pricer.rate.SimplePriceIndexValues.Meta
 
builder() - Method in class com.opengamma.strata.pricer.SimpleDiscountFactors.Meta
 
builder() - Method in class com.opengamma.strata.pricer.swaption.BlackSwaptionExpiryTenorVolatilities.Meta
 
builder() - Method in class com.opengamma.strata.pricer.swaption.NormalSwaptionExpirySimpleMoneynessVolatilities.Meta
 
builder() - Method in class com.opengamma.strata.pricer.swaption.NormalSwaptionExpiryStrikeVolatilities.Meta
 
builder() - Method in class com.opengamma.strata.pricer.swaption.NormalSwaptionExpiryTenorVolatilities.Meta
 
builder() - Static method in class com.opengamma.strata.pricer.swaption.SabrParametersSwaptionVolatilities
Returns a builder used to create an instance of the bean.
builder() - Method in class com.opengamma.strata.pricer.swaption.SabrParametersSwaptionVolatilities.Meta
 
builder() - Method in class com.opengamma.strata.pricer.swaption.SabrSwaptionDefinition.Meta
 
builder() - Method in class com.opengamma.strata.pricer.swaption.SwaptionSabrSensitivity.Meta
 
builder() - Method in class com.opengamma.strata.pricer.swaption.SwaptionSensitivity.Meta
 
builder() - Method in class com.opengamma.strata.pricer.swaption.SwaptionSurfaceExpirySimpleMoneynessParameterMetadata.Meta
 
builder() - Method in class com.opengamma.strata.pricer.swaption.SwaptionSurfaceExpiryStrikeParameterMetadata.Meta
 
builder() - Method in class com.opengamma.strata.pricer.swaption.SwaptionSurfaceExpiryTenorParameterMetadata.Meta
 
builder() - Method in class com.opengamma.strata.pricer.ZeroRateDiscountFactors.Meta
 
builder() - Method in class com.opengamma.strata.pricer.ZeroRatePeriodicDiscountFactors.Meta
 
builder() - Method in class com.opengamma.strata.pricer.ZeroRateSensitivity.Meta
 
builder() - Static method in class com.opengamma.strata.product.bond.Bill
Returns a builder used to create an instance of the bean.
builder() - Method in class com.opengamma.strata.product.bond.Bill.Meta
 
builder() - Static method in class com.opengamma.strata.product.bond.BillPosition
Returns a builder used to create an instance of the bean.
builder() - Method in class com.opengamma.strata.product.bond.BillPosition.Meta
 
builder() - Static method in class com.opengamma.strata.product.bond.BillSecurity
Returns a builder used to create an instance of the bean.
builder() - Method in class com.opengamma.strata.product.bond.BillSecurity.Meta
 
builder() - Static method in class com.opengamma.strata.product.bond.BillTrade
Returns a builder used to create an instance of the bean.
builder() - Method in class com.opengamma.strata.product.bond.BillTrade.Meta
 
builder() - Static method in class com.opengamma.strata.product.bond.BondFuture
Returns a builder used to create an instance of the bean.
builder() - Method in class com.opengamma.strata.product.bond.BondFuture.Meta
 
builder() - Static method in class com.opengamma.strata.product.bond.BondFutureOption
Returns a builder used to create an instance of the bean.
builder() - Method in class com.opengamma.strata.product.bond.BondFutureOption.Meta
 
builder() - Static method in class com.opengamma.strata.product.bond.BondFutureOptionPosition
Returns a builder used to create an instance of the bean.
builder() - Method in class com.opengamma.strata.product.bond.BondFutureOptionPosition.Meta
 
builder() - Static method in class com.opengamma.strata.product.bond.BondFutureOptionSecurity
Returns a builder used to create an instance of the bean.
builder() - Method in class com.opengamma.strata.product.bond.BondFutureOptionSecurity.Meta
 
builder() - Static method in class com.opengamma.strata.product.bond.BondFutureOptionTrade
Returns a builder used to create an instance of the bean.
builder() - Method in class com.opengamma.strata.product.bond.BondFutureOptionTrade.Meta
 
builder() - Static method in class com.opengamma.strata.product.bond.BondFuturePosition
Returns a builder used to create an instance of the bean.
builder() - Method in class com.opengamma.strata.product.bond.BondFuturePosition.Meta
 
builder() - Static method in class com.opengamma.strata.product.bond.BondFutureSecurity
Returns a builder used to create an instance of the bean.
builder() - Method in class com.opengamma.strata.product.bond.BondFutureSecurity.Meta
 
builder() - Static method in class com.opengamma.strata.product.bond.BondFutureTrade
Returns a builder used to create an instance of the bean.
builder() - Method in class com.opengamma.strata.product.bond.BondFutureTrade.Meta
 
builder() - Static method in class com.opengamma.strata.product.bond.CapitalIndexedBond
Returns a builder used to create an instance of the bean.
builder() - Method in class com.opengamma.strata.product.bond.CapitalIndexedBond.Meta
 
builder() - Static method in class com.opengamma.strata.product.bond.CapitalIndexedBondPaymentPeriod
Returns a builder used to create an instance of the bean.
builder() - Method in class com.opengamma.strata.product.bond.CapitalIndexedBondPaymentPeriod.Meta
 
builder() - Static method in class com.opengamma.strata.product.bond.CapitalIndexedBondPosition
Returns a builder used to create an instance of the bean.
builder() - Method in class com.opengamma.strata.product.bond.CapitalIndexedBondPosition.Meta
 
builder() - Static method in class com.opengamma.strata.product.bond.CapitalIndexedBondSecurity
Returns a builder used to create an instance of the bean.
builder() - Method in class com.opengamma.strata.product.bond.CapitalIndexedBondSecurity.Meta
 
builder() - Static method in class com.opengamma.strata.product.bond.CapitalIndexedBondTrade
Returns a builder used to create an instance of the bean.
builder() - Method in class com.opengamma.strata.product.bond.CapitalIndexedBondTrade.Meta
 
builder() - Static method in class com.opengamma.strata.product.bond.FixedCouponBond
Returns a builder used to create an instance of the bean.
builder() - Method in class com.opengamma.strata.product.bond.FixedCouponBond.Meta
 
builder() - Static method in class com.opengamma.strata.product.bond.FixedCouponBondPaymentPeriod
Returns a builder used to create an instance of the bean.
builder() - Method in class com.opengamma.strata.product.bond.FixedCouponBondPaymentPeriod.Meta
 
builder() - Static method in class com.opengamma.strata.product.bond.FixedCouponBondPosition
Returns a builder used to create an instance of the bean.
builder() - Method in class com.opengamma.strata.product.bond.FixedCouponBondPosition.Meta
 
builder() - Static method in class com.opengamma.strata.product.bond.FixedCouponBondSecurity
Returns a builder used to create an instance of the bean.
builder() - Method in class com.opengamma.strata.product.bond.FixedCouponBondSecurity.Meta
 
builder() - Static method in class com.opengamma.strata.product.bond.FixedCouponBondTrade
Returns a builder used to create an instance of the bean.
builder() - Method in class com.opengamma.strata.product.bond.FixedCouponBondTrade.Meta
 
builder() - Static method in class com.opengamma.strata.product.bond.KnownAmountBondPaymentPeriod
Returns a builder used to create an instance of the bean.
builder() - Method in class com.opengamma.strata.product.bond.KnownAmountBondPaymentPeriod.Meta
 
builder() - Static method in class com.opengamma.strata.product.bond.ResolvedBill
Returns a builder used to create an instance of the bean.
Builder() - Constructor for class com.opengamma.strata.product.bond.ResolvedBill.Builder
Restricted constructor.
Builder(ResolvedBill) - Constructor for class com.opengamma.strata.product.bond.ResolvedBill.Builder
Restricted copy constructor.
builder() - Method in class com.opengamma.strata.product.bond.ResolvedBill.Meta
 
builder() - Static method in class com.opengamma.strata.product.bond.ResolvedBillTrade
Returns a builder used to create an instance of the bean.
builder() - Method in class com.opengamma.strata.product.bond.ResolvedBillTrade.Meta
 
builder() - Static method in class com.opengamma.strata.product.bond.ResolvedBondFuture
Returns a builder used to create an instance of the bean.
builder() - Method in class com.opengamma.strata.product.bond.ResolvedBondFuture.Meta
 
builder() - Static method in class com.opengamma.strata.product.bond.ResolvedBondFutureOption
Returns a builder used to create an instance of the bean.
builder() - Method in class com.opengamma.strata.product.bond.ResolvedBondFutureOption.Meta
 
builder() - Static method in class com.opengamma.strata.product.bond.ResolvedBondFutureOptionTrade
Returns a builder used to create an instance of the bean.
builder() - Method in class com.opengamma.strata.product.bond.ResolvedBondFutureOptionTrade.Meta
 
builder() - Static method in class com.opengamma.strata.product.bond.ResolvedBondFutureTrade
Returns a builder used to create an instance of the bean.
builder() - Method in class com.opengamma.strata.product.bond.ResolvedBondFutureTrade.Meta
 
builder() - Static method in class com.opengamma.strata.product.bond.ResolvedCapitalIndexedBond
Returns a builder used to create an instance of the bean.
builder() - Method in class com.opengamma.strata.product.bond.ResolvedCapitalIndexedBond.Meta
 
builder() - Static method in class com.opengamma.strata.product.bond.ResolvedCapitalIndexedBondTrade
Returns a builder used to create an instance of the bean.
builder() - Method in class com.opengamma.strata.product.bond.ResolvedCapitalIndexedBondTrade.Meta
 
builder() - Static method in class com.opengamma.strata.product.bond.ResolvedFixedCouponBond
Returns a builder used to create an instance of the bean.
builder() - Method in class com.opengamma.strata.product.bond.ResolvedFixedCouponBond.Meta
 
builder() - Static method in class com.opengamma.strata.product.bond.ResolvedFixedCouponBondTrade
Returns a builder used to create an instance of the bean.
builder() - Method in class com.opengamma.strata.product.bond.ResolvedFixedCouponBondTrade.Meta
 
builder() - Method in class com.opengamma.strata.product.capfloor.IborCapFloor.Meta
 
builder() - Static method in class com.opengamma.strata.product.capfloor.IborCapFloorLeg
Returns a builder used to create an instance of the bean.
builder() - Method in class com.opengamma.strata.product.capfloor.IborCapFloorLeg.Meta
 
builder() - Static method in class com.opengamma.strata.product.capfloor.IborCapFloorTrade
Returns a builder used to create an instance of the bean.
builder() - Method in class com.opengamma.strata.product.capfloor.IborCapFloorTrade.Meta
 
builder() - Static method in class com.opengamma.strata.product.capfloor.IborCapletFloorletPeriod
Returns a builder used to create an instance of the bean.
builder() - Method in class com.opengamma.strata.product.capfloor.IborCapletFloorletPeriod.Meta
 
builder() - Method in class com.opengamma.strata.product.capfloor.ResolvedIborCapFloor.Meta
 
builder() - Static method in class com.opengamma.strata.product.capfloor.ResolvedIborCapFloorLeg
Returns a builder used to create an instance of the bean.
builder() - Method in class com.opengamma.strata.product.capfloor.ResolvedIborCapFloorLeg.Meta
 
builder() - Static method in class com.opengamma.strata.product.capfloor.ResolvedIborCapFloorTrade
Returns a builder used to create an instance of the bean.
builder() - Method in class com.opengamma.strata.product.capfloor.ResolvedIborCapFloorTrade.Meta
 
builder() - Method in class com.opengamma.strata.product.cms.Cms.Meta
 
builder() - Static method in class com.opengamma.strata.product.cms.CmsLeg
Returns a builder used to create an instance of the bean.
builder() - Method in class com.opengamma.strata.product.cms.CmsLeg.Meta
 
builder() - Static method in class com.opengamma.strata.product.cms.CmsPeriod
Returns a builder used to create an instance of the bean.
builder() - Method in class com.opengamma.strata.product.cms.CmsPeriod.Meta
 
builder() - Static method in class com.opengamma.strata.product.cms.CmsTrade
Returns a builder used to create an instance of the bean.
builder() - Method in class com.opengamma.strata.product.cms.CmsTrade.Meta
 
builder() - Method in class com.opengamma.strata.product.cms.ResolvedCms.Meta
 
builder() - Static method in class com.opengamma.strata.product.cms.ResolvedCmsLeg
Returns a builder used to create an instance of the bean.
builder() - Method in class com.opengamma.strata.product.cms.ResolvedCmsLeg.Meta
 
builder() - Static method in class com.opengamma.strata.product.cms.ResolvedCmsTrade
Returns a builder used to create an instance of the bean.
builder() - Method in class com.opengamma.strata.product.cms.ResolvedCmsTrade.Meta
 
builder() - Static method in class com.opengamma.strata.product.credit.Cds
Returns a builder used to create an instance of the bean.
builder() - Method in class com.opengamma.strata.product.credit.Cds.Meta
 
builder() - Method in class com.opengamma.strata.product.credit.CdsCalibrationTrade.Meta
 
builder() - Static method in class com.opengamma.strata.product.credit.CdsIndex
Returns a builder used to create an instance of the bean.
builder() - Method in class com.opengamma.strata.product.credit.CdsIndex.Meta
 
builder() - Method in class com.opengamma.strata.product.credit.CdsIndexCalibrationTrade.Meta
 
builder() - Static method in class com.opengamma.strata.product.credit.CdsIndexTrade
Returns a builder used to create an instance of the bean.
builder() - Method in class com.opengamma.strata.product.credit.CdsIndexTrade.Meta
 
builder() - Method in class com.opengamma.strata.product.credit.CdsQuote.Meta
 
builder() - Static method in class com.opengamma.strata.product.credit.CdsTrade
Returns a builder used to create an instance of the bean.
builder() - Method in class com.opengamma.strata.product.credit.CdsTrade.Meta
 
builder() - Static method in class com.opengamma.strata.product.credit.CreditCouponPaymentPeriod
Returns a builder used to create an instance of the bean.
builder() - Method in class com.opengamma.strata.product.credit.CreditCouponPaymentPeriod.Meta
 
builder() - Static method in class com.opengamma.strata.product.credit.ResolvedCds
Returns a builder used to create an instance of the bean.
builder() - Method in class com.opengamma.strata.product.credit.ResolvedCds.Meta
 
builder() - Static method in class com.opengamma.strata.product.credit.ResolvedCdsIndex
Returns a builder used to create an instance of the bean.
builder() - Method in class com.opengamma.strata.product.credit.ResolvedCdsIndex.Meta
 
builder() - Static method in class com.opengamma.strata.product.credit.ResolvedCdsIndexTrade
Returns a builder used to create an instance of the bean.
builder() - Method in class com.opengamma.strata.product.credit.ResolvedCdsIndexTrade.Meta
 
builder() - Static method in class com.opengamma.strata.product.credit.ResolvedCdsTrade
Returns a builder used to create an instance of the bean.
builder() - Method in class com.opengamma.strata.product.credit.ResolvedCdsTrade.Meta
 
builder() - Method in class com.opengamma.strata.product.credit.type.DatesCdsTemplate.Meta
 
builder() - Static method in class com.opengamma.strata.product.credit.type.ImmutableCdsConvention
Returns a builder used to create an instance of the bean.
builder() - Method in class com.opengamma.strata.product.credit.type.ImmutableCdsConvention.Meta
 
builder() - Method in class com.opengamma.strata.product.credit.type.TenorCdsTemplate.Meta
 
builder() - Static method in class com.opengamma.strata.product.deposit.IborFixingDeposit
Returns a builder used to create an instance of the bean.
builder() - Method in class com.opengamma.strata.product.deposit.IborFixingDeposit.Meta
 
builder() - Static method in class com.opengamma.strata.product.deposit.IborFixingDepositTrade
Returns a builder used to create an instance of the bean.
builder() - Method in class com.opengamma.strata.product.deposit.IborFixingDepositTrade.Meta
 
builder() - Static method in class com.opengamma.strata.product.deposit.ResolvedIborFixingDeposit
Returns a builder used to create an instance of the bean.
builder() - Method in class com.opengamma.strata.product.deposit.ResolvedIborFixingDeposit.Meta
 
builder() - Static method in class com.opengamma.strata.product.deposit.ResolvedIborFixingDepositTrade
Returns a builder used to create an instance of the bean.
builder() - Method in class com.opengamma.strata.product.deposit.ResolvedIborFixingDepositTrade.Meta
 
builder() - Static method in class com.opengamma.strata.product.deposit.ResolvedTermDeposit
Returns a builder used to create an instance of the bean.
builder() - Method in class com.opengamma.strata.product.deposit.ResolvedTermDeposit.Meta
 
builder() - Static method in class com.opengamma.strata.product.deposit.ResolvedTermDepositTrade
Returns a builder used to create an instance of the bean.
builder() - Method in class com.opengamma.strata.product.deposit.ResolvedTermDepositTrade.Meta
 
builder() - Static method in class com.opengamma.strata.product.deposit.TermDeposit
Returns a builder used to create an instance of the bean.
builder() - Method in class com.opengamma.strata.product.deposit.TermDeposit.Meta
 
builder() - Static method in class com.opengamma.strata.product.deposit.TermDepositTrade
Returns a builder used to create an instance of the bean.
builder() - Method in class com.opengamma.strata.product.deposit.TermDepositTrade.Meta
 
builder() - Static method in class com.opengamma.strata.product.deposit.type.IborFixingDepositTemplate
Returns a builder used to create an instance of the bean.
builder() - Method in class com.opengamma.strata.product.deposit.type.IborFixingDepositTemplate.Meta
 
builder() - Static method in class com.opengamma.strata.product.deposit.type.ImmutableIborFixingDepositConvention
Returns a builder used to create an instance of the bean.
builder() - Method in class com.opengamma.strata.product.deposit.type.ImmutableIborFixingDepositConvention.Meta
 
builder() - Static method in class com.opengamma.strata.product.deposit.type.ImmutableTermDepositConvention
Returns a builder used to create an instance of the bean.
builder() - Method in class com.opengamma.strata.product.deposit.type.ImmutableTermDepositConvention.Meta
 
builder() - Static method in class com.opengamma.strata.product.deposit.type.TermDepositTemplate
Returns a builder used to create an instance of the bean.
builder() - Method in class com.opengamma.strata.product.deposit.type.TermDepositTemplate.Meta
 
builder() - Static method in class com.opengamma.strata.product.dsf.Dsf
Returns a builder used to create an instance of the bean.
builder() - Method in class com.opengamma.strata.product.dsf.Dsf.Meta
 
builder() - Static method in class com.opengamma.strata.product.dsf.DsfPosition
Returns a builder used to create an instance of the bean.
builder() - Method in class com.opengamma.strata.product.dsf.DsfPosition.Meta
 
builder() - Static method in class com.opengamma.strata.product.dsf.DsfSecurity
Returns a builder used to create an instance of the bean.
builder() - Method in class com.opengamma.strata.product.dsf.DsfSecurity.Meta
 
builder() - Static method in class com.opengamma.strata.product.dsf.DsfTrade
Returns a builder used to create an instance of the bean.
builder() - Method in class com.opengamma.strata.product.dsf.DsfTrade.Meta
 
builder() - Static method in class com.opengamma.strata.product.dsf.ResolvedDsf
Returns a builder used to create an instance of the bean.
builder() - Method in class com.opengamma.strata.product.dsf.ResolvedDsf.Meta
 
builder() - Static method in class com.opengamma.strata.product.dsf.ResolvedDsfTrade
Returns a builder used to create an instance of the bean.
builder() - Method in class com.opengamma.strata.product.dsf.ResolvedDsfTrade.Meta
 
builder() - Static method in class com.opengamma.strata.product.etd.EtdContractSpec
Returns a builder for building instances of EtdContractSpec.
builder() - Method in class com.opengamma.strata.product.etd.EtdContractSpec.Meta
 
builder() - Static method in class com.opengamma.strata.product.etd.EtdFuturePosition
Returns a builder used to create an instance of the bean.
builder() - Method in class com.opengamma.strata.product.etd.EtdFuturePosition.Meta
 
builder() - Static method in class com.opengamma.strata.product.etd.EtdFutureSecurity
Returns a builder used to create an instance of the bean.
builder() - Method in class com.opengamma.strata.product.etd.EtdFutureSecurity.Meta
 
builder() - Static method in class com.opengamma.strata.product.etd.EtdFutureTrade
Returns a builder used to create an instance of the bean.
builder() - Method in class com.opengamma.strata.product.etd.EtdFutureTrade.Meta
 
builder() - Static method in class com.opengamma.strata.product.etd.EtdOptionPosition
Returns a builder used to create an instance of the bean.
builder() - Method in class com.opengamma.strata.product.etd.EtdOptionPosition.Meta
 
builder() - Static method in class com.opengamma.strata.product.etd.EtdOptionSecurity
Returns a builder used to create an instance of the bean.
builder() - Method in class com.opengamma.strata.product.etd.EtdOptionSecurity.Meta
 
builder() - Static method in class com.opengamma.strata.product.etd.EtdOptionTrade
Returns a builder used to create an instance of the bean.
builder() - Method in class com.opengamma.strata.product.etd.EtdOptionTrade.Meta
 
builder() - Static method in class com.opengamma.strata.product.fra.Fra
Returns a builder used to create an instance of the bean.
builder() - Method in class com.opengamma.strata.product.fra.Fra.Meta
 
builder() - Static method in class com.opengamma.strata.product.fra.FraTrade
Returns a builder used to create an instance of the bean.
builder() - Method in class com.opengamma.strata.product.fra.FraTrade.Meta
 
builder() - Static method in class com.opengamma.strata.product.fra.ResolvedFra
Returns a builder used to create an instance of the bean.
builder() - Method in class com.opengamma.strata.product.fra.ResolvedFra.Meta
 
builder() - Static method in class com.opengamma.strata.product.fra.ResolvedFraTrade
Returns a builder used to create an instance of the bean.
builder() - Method in class com.opengamma.strata.product.fra.ResolvedFraTrade.Meta
 
builder() - Static method in class com.opengamma.strata.product.fra.type.FraTemplate
Returns a builder used to create an instance of the bean.
builder() - Method in class com.opengamma.strata.product.fra.type.FraTemplate.Meta
 
builder() - Static method in class com.opengamma.strata.product.fra.type.ImmutableFraConvention
Returns a builder used to create an instance of the bean.
builder() - Method in class com.opengamma.strata.product.fra.type.ImmutableFraConvention.Meta
 
builder() - Static method in class com.opengamma.strata.product.fx.FxNdf
Returns a builder used to create an instance of the bean.
builder() - Method in class com.opengamma.strata.product.fx.FxNdf.Meta
 
builder() - Static method in class com.opengamma.strata.product.fx.FxNdfTrade
Returns a builder used to create an instance of the bean.
builder() - Method in class com.opengamma.strata.product.fx.FxNdfTrade.Meta
 
builder() - Method in class com.opengamma.strata.product.fx.FxSingle.Meta
 
builder() - Static method in class com.opengamma.strata.product.fx.FxSingleTrade
Returns a builder used to create an instance of the bean.
builder() - Method in class com.opengamma.strata.product.fx.FxSingleTrade.Meta
 
builder() - Method in class com.opengamma.strata.product.fx.FxSwap.Meta
 
builder() - Static method in class com.opengamma.strata.product.fx.FxSwapTrade
Returns a builder used to create an instance of the bean.
builder() - Method in class com.opengamma.strata.product.fx.FxSwapTrade.Meta
 
builder() - Static method in class com.opengamma.strata.product.fx.ResolvedFxNdf
Returns a builder used to create an instance of the bean.
builder() - Method in class com.opengamma.strata.product.fx.ResolvedFxNdf.Meta
 
builder() - Static method in class com.opengamma.strata.product.fx.ResolvedFxNdfTrade
Returns a builder used to create an instance of the bean.
builder() - Method in class com.opengamma.strata.product.fx.ResolvedFxNdfTrade.Meta
 
builder() - Method in class com.opengamma.strata.product.fx.ResolvedFxSingle.Meta
 
builder() - Static method in class com.opengamma.strata.product.fx.ResolvedFxSingleTrade
Returns a builder used to create an instance of the bean.
builder() - Method in class com.opengamma.strata.product.fx.ResolvedFxSingleTrade.Meta
 
builder() - Method in class com.opengamma.strata.product.fx.ResolvedFxSwap.Meta
 
builder() - Static method in class com.opengamma.strata.product.fx.ResolvedFxSwapTrade
Returns a builder used to create an instance of the bean.
builder() - Method in class com.opengamma.strata.product.fx.ResolvedFxSwapTrade.Meta
 
builder() - Static method in class com.opengamma.strata.product.fx.type.FxSwapTemplate
Returns a builder used to create an instance of the bean.
builder() - Method in class com.opengamma.strata.product.fx.type.FxSwapTemplate.Meta
 
builder() - Static method in class com.opengamma.strata.product.fx.type.ImmutableFxSwapConvention
Returns a builder used to create an instance of the bean.
builder() - Method in class com.opengamma.strata.product.fx.type.ImmutableFxSwapConvention.Meta
 
builder() - Static method in class com.opengamma.strata.product.fxopt.FxSingleBarrierOption
Returns a builder used to create an instance of the bean.
builder() - Method in class com.opengamma.strata.product.fxopt.FxSingleBarrierOption.Meta
 
builder() - Static method in class com.opengamma.strata.product.fxopt.FxSingleBarrierOptionTrade
Returns a builder used to create an instance of the bean.
builder() - Method in class com.opengamma.strata.product.fxopt.FxSingleBarrierOptionTrade.Meta
 
builder() - Static method in class com.opengamma.strata.product.fxopt.FxVanillaOption
Returns a builder used to create an instance of the bean.
builder() - Method in class com.opengamma.strata.product.fxopt.FxVanillaOption.Meta
 
builder() - Static method in class com.opengamma.strata.product.fxopt.FxVanillaOptionTrade
Returns a builder used to create an instance of the bean.
builder() - Method in class com.opengamma.strata.product.fxopt.FxVanillaOptionTrade.Meta
 
builder() - Method in class com.opengamma.strata.product.fxopt.ResolvedFxSingleBarrierOption.Meta
 
builder() - Static method in class com.opengamma.strata.product.fxopt.ResolvedFxSingleBarrierOptionTrade
Returns a builder used to create an instance of the bean.
builder() - Method in class com.opengamma.strata.product.fxopt.ResolvedFxSingleBarrierOptionTrade.Meta
 
builder() - Static method in class com.opengamma.strata.product.fxopt.ResolvedFxVanillaOption
Returns a builder used to create an instance of the bean.
builder() - Method in class com.opengamma.strata.product.fxopt.ResolvedFxVanillaOption.Meta
 
builder() - Static method in class com.opengamma.strata.product.fxopt.ResolvedFxVanillaOptionTrade
Returns a builder used to create an instance of the bean.
builder() - Method in class com.opengamma.strata.product.fxopt.ResolvedFxVanillaOptionTrade.Meta
 
builder() - Method in class com.opengamma.strata.product.GenericSecurity.Meta
 
builder() - Static method in class com.opengamma.strata.product.GenericSecurityPosition
Returns a builder used to create an instance of the bean.
builder() - Method in class com.opengamma.strata.product.GenericSecurityPosition.Meta
 
builder() - Static method in class com.opengamma.strata.product.GenericSecurityTrade
Returns a builder used to create an instance of the bean.
builder() - Method in class com.opengamma.strata.product.GenericSecurityTrade.Meta
 
builder() - Static method in class com.opengamma.strata.product.index.IborFuture
Returns a builder used to create an instance of the bean.
builder() - Method in class com.opengamma.strata.product.index.IborFuture.Meta
 
builder() - Static method in class com.opengamma.strata.product.index.IborFutureOption
Returns a builder used to create an instance of the bean.
builder() - Method in class com.opengamma.strata.product.index.IborFutureOption.Meta
 
builder() - Static method in class com.opengamma.strata.product.index.IborFutureOptionPosition
Returns a builder used to create an instance of the bean.
builder() - Method in class com.opengamma.strata.product.index.IborFutureOptionPosition.Meta
 
builder() - Static method in class com.opengamma.strata.product.index.IborFutureOptionSecurity
Returns a builder used to create an instance of the bean.
builder() - Method in class com.opengamma.strata.product.index.IborFutureOptionSecurity.Meta
 
builder() - Static method in class com.opengamma.strata.product.index.IborFutureOptionTrade
Returns a builder used to create an instance of the bean.
builder() - Method in class com.opengamma.strata.product.index.IborFutureOptionTrade.Meta
 
builder() - Static method in class com.opengamma.strata.product.index.IborFuturePosition
Returns a builder used to create an instance of the bean.
builder() - Method in class com.opengamma.strata.product.index.IborFuturePosition.Meta
 
builder() - Static method in class com.opengamma.strata.product.index.IborFutureSecurity
Returns a builder used to create an instance of the bean.
builder() - Method in class com.opengamma.strata.product.index.IborFutureSecurity.Meta
 
builder() - Static method in class com.opengamma.strata.product.index.IborFutureTrade
Returns a builder used to create an instance of the bean.
builder() - Method in class com.opengamma.strata.product.index.IborFutureTrade.Meta
 
builder() - Static method in class com.opengamma.strata.product.index.OvernightFuture
Returns a builder used to create an instance of the bean.
builder() - Method in class com.opengamma.strata.product.index.OvernightFuture.Meta
 
builder() - Static method in class com.opengamma.strata.product.index.OvernightFuturePosition
Returns a builder used to create an instance of the bean.
builder() - Method in class com.opengamma.strata.product.index.OvernightFuturePosition.Meta
 
builder() - Static method in class com.opengamma.strata.product.index.OvernightFutureSecurity
Returns a builder used to create an instance of the bean.
builder() - Method in class com.opengamma.strata.product.index.OvernightFutureSecurity.Meta
 
builder() - Static method in class com.opengamma.strata.product.index.OvernightFutureTrade
Returns a builder used to create an instance of the bean.
builder() - Method in class com.opengamma.strata.product.index.OvernightFutureTrade.Meta
 
builder() - Static method in class com.opengamma.strata.product.index.ResolvedIborFuture
Returns a builder used to create an instance of the bean.
builder() - Method in class com.opengamma.strata.product.index.ResolvedIborFuture.Meta
 
builder() - Static method in class com.opengamma.strata.product.index.ResolvedIborFutureOption
Returns a builder used to create an instance of the bean.
builder() - Method in class com.opengamma.strata.product.index.ResolvedIborFutureOption.Meta
 
builder() - Static method in class com.opengamma.strata.product.index.ResolvedIborFutureOptionTrade
Returns a builder used to create an instance of the bean.
builder() - Method in class com.opengamma.strata.product.index.ResolvedIborFutureOptionTrade.Meta
 
builder() - Static method in class com.opengamma.strata.product.index.ResolvedIborFutureTrade
Returns a builder used to create an instance of the bean.
builder() - Method in class com.opengamma.strata.product.index.ResolvedIborFutureTrade.Meta
 
builder() - Static method in class com.opengamma.strata.product.index.ResolvedOvernightFuture
Returns a builder used to create an instance of the bean.
builder() - Method in class com.opengamma.strata.product.index.ResolvedOvernightFuture.Meta
 
builder() - Static method in class com.opengamma.strata.product.index.ResolvedOvernightFutureTrade
Returns a builder used to create an instance of the bean.
builder() - Method in class com.opengamma.strata.product.index.ResolvedOvernightFutureTrade.Meta
 
builder() - Static method in class com.opengamma.strata.product.index.type.ImmutableIborFutureConvention
Returns a builder used to create an instance of the bean.
builder() - Method in class com.opengamma.strata.product.index.type.ImmutableIborFutureConvention.Meta
 
builder() - Method in class com.opengamma.strata.product.option.SimpleConstantContinuousBarrier.Meta
 
builder() - Static method in class com.opengamma.strata.product.payment.BulletPayment
Returns a builder used to create an instance of the bean.
builder() - Method in class com.opengamma.strata.product.payment.BulletPayment.Meta
 
builder() - Static method in class com.opengamma.strata.product.payment.BulletPaymentTrade
Returns a builder used to create an instance of the bean.
builder() - Method in class com.opengamma.strata.product.payment.BulletPaymentTrade.Meta
 
builder() - Static method in class com.opengamma.strata.product.payment.ResolvedBulletPayment
Returns a builder used to create an instance of the bean.
builder() - Method in class com.opengamma.strata.product.payment.ResolvedBulletPayment.Meta
 
builder() - Static method in class com.opengamma.strata.product.payment.ResolvedBulletPaymentTrade
Returns a builder used to create an instance of the bean.
builder() - Method in class com.opengamma.strata.product.payment.ResolvedBulletPaymentTrade.Meta
 
builder() - Static method in class com.opengamma.strata.product.PortfolioItemSummary
Returns a builder used to create an instance of the bean.
builder() - Static method in class com.opengamma.strata.product.PositionInfo
Returns a builder used to create an instance of the bean.
builder() - Method in class com.opengamma.strata.product.PositionInfo.Meta
 
builder() - Method in class com.opengamma.strata.product.rate.FixedRateComputation.Meta
 
builder() - Static method in class com.opengamma.strata.product.rate.IborAveragedFixing
Returns a builder used to create an instance of the bean.
builder() - Method in class com.opengamma.strata.product.rate.IborAveragedFixing.Meta
 
builder() - Method in class com.opengamma.strata.product.rate.IborAveragedRateComputation.Meta
 
builder() - Method in class com.opengamma.strata.product.rate.IborInterpolatedRateComputation.Meta
 
builder() - Method in class com.opengamma.strata.product.rate.IborRateComputation.Meta
 
builder() - Method in class com.opengamma.strata.product.rate.InflationEndInterpolatedRateComputation.Meta
 
builder() - Method in class com.opengamma.strata.product.rate.InflationEndMonthRateComputation.Meta
 
builder() - Method in class com.opengamma.strata.product.rate.InflationInterpolatedRateComputation.Meta
 
builder() - Method in class com.opengamma.strata.product.rate.InflationMonthlyRateComputation.Meta
 
builder() - Static method in class com.opengamma.strata.product.rate.OvernightAveragedDailyRateComputation
Returns a builder used to create an instance of the bean.
builder() - Method in class com.opengamma.strata.product.rate.OvernightAveragedDailyRateComputation.Meta
 
builder() - Static method in class com.opengamma.strata.product.rate.OvernightAveragedRateComputation
Returns a builder used to create an instance of the bean.
builder() - Method in class com.opengamma.strata.product.rate.OvernightAveragedRateComputation.Meta
 
builder() - Static method in class com.opengamma.strata.product.rate.OvernightCompoundedRateComputation
Returns a builder used to create an instance of the bean.
builder() - Method in class com.opengamma.strata.product.rate.OvernightCompoundedRateComputation.Meta
 
builder() - Static method in class com.opengamma.strata.product.SecurityInfo
Returns a builder used to create an instance of the bean.
builder() - Method in class com.opengamma.strata.product.SecurityInfo.Meta
 
builder() - Static method in class com.opengamma.strata.product.SecurityPosition
Returns a builder used to create an instance of the bean.
builder() - Method in class com.opengamma.strata.product.SecurityPosition.Meta
 
builder() - Method in class com.opengamma.strata.product.SecurityPriceInfo.Meta
 
builder() - Static method in class com.opengamma.strata.product.SecurityTrade
Returns a builder used to create an instance of the bean.
builder() - Method in class com.opengamma.strata.product.SecurityTrade.Meta
 
builder() - Static method in class com.opengamma.strata.product.swap.FixedRateCalculation
Returns a builder used to create an instance of the bean.
builder() - Method in class com.opengamma.strata.product.swap.FixedRateCalculation.Meta
 
builder() - Method in class com.opengamma.strata.product.swap.FixedRateStubCalculation.Meta
 
builder() - Method in class com.opengamma.strata.product.swap.FxReset.Meta
 
builder() - Static method in class com.opengamma.strata.product.swap.FxResetCalculation
Returns a builder used to create an instance of the bean.
builder() - Method in class com.opengamma.strata.product.swap.FxResetCalculation.Meta
 
builder() - Method in class com.opengamma.strata.product.swap.FxResetNotionalExchange.Meta
 
builder() - Static method in class com.opengamma.strata.product.swap.IborRateCalculation
Returns a builder used to create an instance of the bean.
builder() - Method in class com.opengamma.strata.product.swap.IborRateCalculation.Meta
 
builder() - Static method in class com.opengamma.strata.product.swap.IborRateStubCalculation
Returns a builder used to create an instance of the bean.
builder() - Method in class com.opengamma.strata.product.swap.IborRateStubCalculation.Meta
 
builder() - Static method in class com.opengamma.strata.product.swap.ImmutableSwapIndex
Returns a builder used to create an instance of the bean.
builder() - Method in class com.opengamma.strata.product.swap.ImmutableSwapIndex.Meta
 
builder() - Static method in class com.opengamma.strata.product.swap.InflationRateCalculation
Returns a builder used to create an instance of the bean.
builder() - Method in class com.opengamma.strata.product.swap.InflationRateCalculation.Meta
 
builder() - Static method in class com.opengamma.strata.product.swap.KnownAmountNotionalSwapPaymentPeriod
Returns a builder used to create an instance of the bean.
builder() - Method in class com.opengamma.strata.product.swap.KnownAmountNotionalSwapPaymentPeriod.Meta
 
builder() - Static method in class com.opengamma.strata.product.swap.KnownAmountSwapLeg
Returns a builder used to create an instance of the bean.
builder() - Method in class com.opengamma.strata.product.swap.KnownAmountSwapLeg.Meta
 
builder() - Static method in class com.opengamma.strata.product.swap.KnownAmountSwapPaymentPeriod
Returns a builder used to create an instance of the bean.
builder() - Method in class com.opengamma.strata.product.swap.KnownAmountSwapPaymentPeriod.Meta
 
builder() - Method in class com.opengamma.strata.product.swap.NotionalExchange.Meta
 
builder() - Static method in class com.opengamma.strata.product.swap.NotionalSchedule
Returns a builder used to create an instance of the bean.
builder() - Method in class com.opengamma.strata.product.swap.NotionalSchedule.Meta
 
builder() - Static method in class com.opengamma.strata.product.swap.OvernightRateCalculation
Returns a builder used to create an instance of the bean.
builder() - Method in class com.opengamma.strata.product.swap.OvernightRateCalculation.Meta
 
builder() - Static method in class com.opengamma.strata.product.swap.PaymentSchedule
Returns a builder used to create an instance of the bean.
builder() - Method in class com.opengamma.strata.product.swap.PaymentSchedule.Meta
 
builder(SchedulePeriod) - Static method in class com.opengamma.strata.product.swap.RateAccrualPeriod
Returns a builder used to create an instance of the bean, based on a schedule period.
builder() - Static method in class com.opengamma.strata.product.swap.RateAccrualPeriod
Returns a builder used to create an instance of the bean.
builder() - Method in class com.opengamma.strata.product.swap.RateAccrualPeriod.Meta
 
builder() - Static method in class com.opengamma.strata.product.swap.RateCalculationSwapLeg
Returns a builder used to create an instance of the bean.
builder() - Method in class com.opengamma.strata.product.swap.RateCalculationSwapLeg.Meta
 
builder() - Static method in class com.opengamma.strata.product.swap.RatePaymentPeriod
Returns a builder used to create an instance of the bean.
builder() - Method in class com.opengamma.strata.product.swap.RatePaymentPeriod.Meta
 
builder() - Static method in class com.opengamma.strata.product.swap.RatePeriodSwapLeg
Returns a builder used to create an instance of the bean.
builder() - Method in class com.opengamma.strata.product.swap.RatePeriodSwapLeg.Meta
 
builder() - Static method in class com.opengamma.strata.product.swap.ResetSchedule
Returns a builder used to create an instance of the bean.
builder() - Method in class com.opengamma.strata.product.swap.ResetSchedule.Meta
 
builder() - Static method in class com.opengamma.strata.product.swap.ResolvedSwap
Returns a builder used to create an instance of the bean.
builder() - Method in class com.opengamma.strata.product.swap.ResolvedSwap.Meta
 
builder() - Static method in class com.opengamma.strata.product.swap.ResolvedSwapLeg
Returns a builder used to create an instance of the bean.
builder() - Method in class com.opengamma.strata.product.swap.ResolvedSwapLeg.Meta
 
builder() - Static method in class com.opengamma.strata.product.swap.ResolvedSwapTrade
Returns a builder used to create an instance of the bean.
builder() - Method in class com.opengamma.strata.product.swap.ResolvedSwapTrade.Meta
 
builder() - Static method in class com.opengamma.strata.product.swap.Swap
Returns a builder used to create an instance of the bean.
builder() - Method in class com.opengamma.strata.product.swap.Swap.Meta
 
builder() - Static method in class com.opengamma.strata.product.swap.SwapTrade
Returns a builder used to create an instance of the bean.
builder() - Method in class com.opengamma.strata.product.swap.SwapTrade.Meta
 
builder() - Static method in class com.opengamma.strata.product.swap.type.FixedIborSwapTemplate
Returns a builder used to create an instance of the bean.
builder() - Method in class com.opengamma.strata.product.swap.type.FixedIborSwapTemplate.Meta
 
builder() - Static method in class com.opengamma.strata.product.swap.type.FixedInflationSwapTemplate
Returns a builder used to create an instance of the bean.
builder() - Method in class com.opengamma.strata.product.swap.type.FixedInflationSwapTemplate.Meta
 
builder() - Static method in class com.opengamma.strata.product.swap.type.FixedOvernightSwapTemplate
Returns a builder used to create an instance of the bean.
builder() - Method in class com.opengamma.strata.product.swap.type.FixedOvernightSwapTemplate.Meta
 
builder() - Static method in class com.opengamma.strata.product.swap.type.FixedRateSwapLegConvention
Returns a builder used to create an instance of the bean.
builder() - Method in class com.opengamma.strata.product.swap.type.FixedRateSwapLegConvention.Meta
 
builder() - Static method in class com.opengamma.strata.product.swap.type.IborIborSwapTemplate
Returns a builder used to create an instance of the bean.
builder() - Method in class com.opengamma.strata.product.swap.type.IborIborSwapTemplate.Meta
 
builder() - Static method in class com.opengamma.strata.product.swap.type.IborRateSwapLegConvention
Returns a builder used to create an instance of the bean.
builder() - Method in class com.opengamma.strata.product.swap.type.IborRateSwapLegConvention.Meta
 
builder() - Static method in class com.opengamma.strata.product.swap.type.ImmutableFixedIborSwapConvention
Returns a builder used to create an instance of the bean.
builder() - Method in class com.opengamma.strata.product.swap.type.ImmutableFixedIborSwapConvention.Meta
 
builder() - Static method in class com.opengamma.strata.product.swap.type.ImmutableFixedInflationSwapConvention
Returns a builder used to create an instance of the bean.
builder() - Method in class com.opengamma.strata.product.swap.type.ImmutableFixedInflationSwapConvention.Meta
 
builder() - Static method in class com.opengamma.strata.product.swap.type.ImmutableFixedOvernightSwapConvention
Returns a builder used to create an instance of the bean.
builder() - Method in class com.opengamma.strata.product.swap.type.ImmutableFixedOvernightSwapConvention.Meta
 
builder() - Static method in class com.opengamma.strata.product.swap.type.ImmutableIborIborSwapConvention
Returns a builder used to create an instance of the bean.
builder() - Method in class com.opengamma.strata.product.swap.type.ImmutableIborIborSwapConvention.Meta
 
builder() - Static method in class com.opengamma.strata.product.swap.type.ImmutableOvernightIborSwapConvention
Returns a builder used to create an instance of the bean.
builder() - Method in class com.opengamma.strata.product.swap.type.ImmutableOvernightIborSwapConvention.Meta
 
builder() - Static method in class com.opengamma.strata.product.swap.type.ImmutableThreeLegBasisSwapConvention
Returns a builder used to create an instance of the bean.
builder() - Method in class com.opengamma.strata.product.swap.type.ImmutableThreeLegBasisSwapConvention.Meta
 
builder() - Static method in class com.opengamma.strata.product.swap.type.ImmutableXCcyIborIborSwapConvention
Returns a builder used to create an instance of the bean.
builder() - Method in class com.opengamma.strata.product.swap.type.ImmutableXCcyIborIborSwapConvention.Meta
 
builder() - Static method in class com.opengamma.strata.product.swap.type.InflationRateSwapLegConvention
Returns a builder used to create an instance of the bean.
builder() - Method in class com.opengamma.strata.product.swap.type.InflationRateSwapLegConvention.Meta
 
builder() - Static method in class com.opengamma.strata.product.swap.type.OvernightIborSwapTemplate
Returns a builder used to create an instance of the bean.
builder() - Method in class com.opengamma.strata.product.swap.type.OvernightIborSwapTemplate.Meta
 
builder() - Static method in class com.opengamma.strata.product.swap.type.OvernightRateSwapLegConvention
Returns a builder used to create an instance of the bean.
builder() - Method in class com.opengamma.strata.product.swap.type.OvernightRateSwapLegConvention.Meta
 
builder() - Static method in class com.opengamma.strata.product.swap.type.ThreeLegBasisSwapTemplate
Returns a builder used to create an instance of the bean.
builder() - Method in class com.opengamma.strata.product.swap.type.ThreeLegBasisSwapTemplate.Meta
 
builder() - Static method in class com.opengamma.strata.product.swap.type.XCcyIborIborSwapTemplate
Returns a builder used to create an instance of the bean.
builder() - Method in class com.opengamma.strata.product.swap.type.XCcyIborIborSwapTemplate.Meta
 
builder() - Method in class com.opengamma.strata.product.swaption.CashSwaptionSettlement.Meta
 
builder() - Method in class com.opengamma.strata.product.swaption.PhysicalSwaptionSettlement.Meta
 
builder() - Static method in class com.opengamma.strata.product.swaption.ResolvedSwaption
Returns a builder used to create an instance of the bean.
builder() - Method in class com.opengamma.strata.product.swaption.ResolvedSwaption.Meta
 
builder() - Static method in class com.opengamma.strata.product.swaption.ResolvedSwaptionTrade
Returns a builder used to create an instance of the bean.
builder() - Method in class com.opengamma.strata.product.swaption.ResolvedSwaptionTrade.Meta
 
builder() - Static method in class com.opengamma.strata.product.swaption.Swaption
Returns a builder used to create an instance of the bean.
builder() - Method in class com.opengamma.strata.product.swaption.Swaption.Meta
 
builder() - Static method in class com.opengamma.strata.product.swaption.SwaptionTrade
Returns a builder used to create an instance of the bean.
builder() - Method in class com.opengamma.strata.product.swaption.SwaptionTrade.Meta
 
builder() - Static method in class com.opengamma.strata.product.TradeInfo
Returns a builder used to create an instance of the bean.
builder() - Method in class com.opengamma.strata.product.TradeInfo.Meta
 
builder() - Static method in class com.opengamma.strata.report.cashflow.CashFlowReport
Returns a builder used to create an instance of the bean.
builder() - Method in class com.opengamma.strata.report.cashflow.CashFlowReport.Meta
 
builder() - Method in class com.opengamma.strata.report.framework.format.FormatSettings.Meta
 
builder() - Method in class com.opengamma.strata.report.ReportCalculationResults.Meta
 
builder() - Method in class com.opengamma.strata.report.ReportRequirements.Meta
 
builder() - Static method in class com.opengamma.strata.report.trade.TradeReport
Returns a builder used to create an instance of the bean.
builder() - Method in class com.opengamma.strata.report.trade.TradeReport.Meta
 
builder() - Static method in class com.opengamma.strata.report.trade.TradeReportColumn
Returns a builder used to create an instance of the bean.
builder() - Method in class com.opengamma.strata.report.trade.TradeReportColumn.Meta
 
builder() - Static method in class com.opengamma.strata.report.trade.TradeReportTemplate
Returns a builder used to create an instance of the bean.
builder() - Method in class com.opengamma.strata.report.trade.TradeReportTemplate.Meta
 
buildInto(MutablePointSensitivities) - Method in class com.opengamma.strata.market.sensitivity.MutablePointSensitivities
 
buildInto(MutablePointSensitivities) - Method in interface com.opengamma.strata.market.sensitivity.PointSensitivityBuilder
Builds the point sensitivity, adding to the specified mutable instance.
buildInto(MutablePointSensitivities) - Method in class com.opengamma.strata.pricer.bond.BondFutureOptionSensitivity
 
buildInto(MutablePointSensitivities) - Method in class com.opengamma.strata.pricer.bond.IssuerCurveZeroRateSensitivity
 
buildInto(MutablePointSensitivities) - Method in class com.opengamma.strata.pricer.bond.RepoCurveZeroRateSensitivity
 
buildInto(MutablePointSensitivities) - Method in class com.opengamma.strata.pricer.capfloor.IborCapletFloorletSabrSensitivity
 
buildInto(MutablePointSensitivities) - Method in class com.opengamma.strata.pricer.capfloor.IborCapletFloorletSensitivity
 
buildInto(MutablePointSensitivities) - Method in class com.opengamma.strata.pricer.credit.CreditCurveZeroRateSensitivity
 
buildInto(MutablePointSensitivities) - Method in class com.opengamma.strata.pricer.fx.FxForwardSensitivity
 
buildInto(MutablePointSensitivities) - Method in class com.opengamma.strata.pricer.fx.FxIndexSensitivity
 
buildInto(MutablePointSensitivities) - Method in class com.opengamma.strata.pricer.fxopt.FxOptionSensitivity
 
buildInto(MutablePointSensitivities) - Method in class com.opengamma.strata.pricer.index.IborFutureOptionSensitivity
 
buildInto(MutablePointSensitivities) - Method in class com.opengamma.strata.pricer.rate.IborRateSensitivity
 
buildInto(MutablePointSensitivities) - Method in class com.opengamma.strata.pricer.rate.InflationRateSensitivity
 
buildInto(MutablePointSensitivities) - Method in class com.opengamma.strata.pricer.rate.OvernightRateSensitivity
 
buildInto(MutablePointSensitivities) - Method in class com.opengamma.strata.pricer.swaption.SwaptionSabrSensitivity
 
buildInto(MutablePointSensitivities) - Method in class com.opengamma.strata.pricer.swaption.SwaptionSensitivity
 
buildInto(MutablePointSensitivities) - Method in class com.opengamma.strata.pricer.ZeroRateSensitivity
 
BuiltMarketData - Class in com.opengamma.strata.calc.marketdata
Market data that has been built.
BuiltMarketData.Meta - Class in com.opengamma.strata.calc.marketdata
The meta-bean for BuiltMarketData.
BuiltScenarioMarketData - Class in com.opengamma.strata.calc.marketdata
Market data that has been built.
BuiltScenarioMarketData.Meta - Class in com.opengamma.strata.calc.marketdata
The meta-bean for BuiltScenarioMarketData.
BULLET_PAYMENT - Static variable in class com.opengamma.strata.product.ProductType
BulletPayment - Class in com.opengamma.strata.product.payment
A bullet payment.
BulletPayment.Builder - Class in com.opengamma.strata.product.payment
The bean-builder for BulletPayment.
BulletPayment.Meta - Class in com.opengamma.strata.product.payment
The meta-bean for BulletPayment.
BulletPaymentTrade - Class in com.opengamma.strata.product.payment
A bullet payment trade.
BulletPaymentTrade.Builder - Class in com.opengamma.strata.product.payment
The bean-builder for BulletPaymentTrade.
BulletPaymentTrade.Meta - Class in com.opengamma.strata.product.payment
The meta-bean for BulletPaymentTrade.
BulletPaymentTradeCalculationFunction - Class in com.opengamma.strata.measure.payment
Perform calculations on a single BulletPaymentTrade for each of a set of scenarios.
BulletPaymentTradeCalculationFunction() - Constructor for class com.opengamma.strata.measure.payment.BulletPaymentTradeCalculationFunction
Creates an instance.
BulletPaymentTradeCalculations - Class in com.opengamma.strata.measure.payment
Calculates pricing and risk measures for bullet payment trades.
BulletPaymentTradeCalculations(DiscountingBulletPaymentTradePricer) - Constructor for class com.opengamma.strata.measure.payment.BulletPaymentTradeCalculations
Creates an instance.
BusinessDayAdjustment - Class in com.opengamma.strata.basics.date
An adjustment that alters a date if it falls on a day other than a business day.
businessDayAdjustment(BusinessDayAdjustment) - Method in class com.opengamma.strata.basics.schedule.PeriodicSchedule.Builder
Sets the business day adjustment to apply.
businessDayAdjustment() - Method in class com.opengamma.strata.basics.schedule.PeriodicSchedule.Meta
The meta-property for the businessDayAdjustment property.
businessDayAdjustment(BusinessDayAdjustment) - Method in class com.opengamma.strata.market.curve.DepositIsdaCreditCurveNode.Builder
Sets the business day adjustment to apply to the start and end date.
businessDayAdjustment() - Method in class com.opengamma.strata.market.curve.DepositIsdaCreditCurveNode.Meta
The meta-property for the businessDayAdjustment property.
businessDayAdjustment(BusinessDayAdjustment) - Method in class com.opengamma.strata.market.curve.SwapIsdaCreditCurveNode.Builder
Sets the business day adjustment to apply to the start date, end date and accrual schedule.
businessDayAdjustment() - Method in class com.opengamma.strata.market.curve.SwapIsdaCreditCurveNode.Meta
The meta-property for the businessDayAdjustment property.
businessDayAdjustment(BusinessDayAdjustment) - Method in class com.opengamma.strata.measure.fxopt.FxOptionVolatilitiesNode.Builder
Sets the business day adjustment to apply to the delivery date.
businessDayAdjustment() - Method in class com.opengamma.strata.measure.fxopt.FxOptionVolatilitiesNode.Meta
The meta-property for the businessDayAdjustment property.
businessDayAdjustment(BusinessDayAdjustment) - Method in class com.opengamma.strata.product.credit.type.ImmutableCdsConvention.Builder
Sets the business day adjustment to apply to payment schedule dates.
businessDayAdjustment() - Method in class com.opengamma.strata.product.credit.type.ImmutableCdsConvention.Meta
The meta-property for the businessDayAdjustment property.
businessDayAdjustment(BusinessDayAdjustment) - Method in class com.opengamma.strata.product.deposit.IborFixingDeposit.Builder
Sets the business day adjustment to apply to the start and end date, optional.
businessDayAdjustment() - Method in class com.opengamma.strata.product.deposit.IborFixingDeposit.Meta
The meta-property for the businessDayAdjustment property.
businessDayAdjustment(BusinessDayAdjustment) - Method in class com.opengamma.strata.product.deposit.TermDeposit.Builder
Sets the business day adjustment to apply to the start and end date, optional.
businessDayAdjustment() - Method in class com.opengamma.strata.product.deposit.TermDeposit.Meta
The meta-property for the businessDayAdjustment property.
businessDayAdjustment(BusinessDayAdjustment) - Method in class com.opengamma.strata.product.deposit.type.ImmutableIborFixingDepositConvention.Builder
Sets the business day adjustment to apply to the start and end date, optional with defaulting getter.
businessDayAdjustment() - Method in class com.opengamma.strata.product.deposit.type.ImmutableIborFixingDepositConvention.Meta
The meta-property for the businessDayAdjustment property.
businessDayAdjustment(BusinessDayAdjustment) - Method in class com.opengamma.strata.product.deposit.type.ImmutableTermDepositConvention.Builder
Sets the business day adjustment to apply to the start and end date.
businessDayAdjustment() - Method in class com.opengamma.strata.product.deposit.type.ImmutableTermDepositConvention.Meta
The meta-property for the businessDayAdjustment property.
businessDayAdjustment(BusinessDayAdjustment) - Method in class com.opengamma.strata.product.fra.Fra.Builder
Sets the business day adjustment to apply to the start and end date, optional.
businessDayAdjustment() - Method in class com.opengamma.strata.product.fra.Fra.Meta
The meta-property for the businessDayAdjustment property.
businessDayAdjustment(BusinessDayAdjustment) - Method in class com.opengamma.strata.product.fra.type.ImmutableFraConvention.Builder
Sets the business day adjustment to apply to the start and end date, optional with defaulting getter.
businessDayAdjustment() - Method in class com.opengamma.strata.product.fra.type.ImmutableFraConvention.Meta
The meta-property for the businessDayAdjustment property.
businessDayAdjustment(BusinessDayAdjustment) - Method in class com.opengamma.strata.product.fx.type.ImmutableFxSwapConvention.Builder
Sets the business day adjustment to apply to the start and end date, optional with defaulting getter.
businessDayAdjustment() - Method in class com.opengamma.strata.product.fx.type.ImmutableFxSwapConvention.Meta
The meta-property for the businessDayAdjustment property.
businessDayAdjustment(BusinessDayAdjustment) - Method in class com.opengamma.strata.product.index.type.ImmutableIborFutureConvention.Builder
Sets the business day adjustment to apply to the reference date.
businessDayAdjustment() - Method in class com.opengamma.strata.product.index.type.ImmutableIborFutureConvention.Meta
The meta-property for the businessDayAdjustment property.
businessDayAdjustment(BusinessDayAdjustment) - Method in class com.opengamma.strata.product.swap.PaymentSchedule.Builder
Sets the business day adjustment to apply, optional.
businessDayAdjustment() - Method in class com.opengamma.strata.product.swap.PaymentSchedule.Meta
The meta-property for the businessDayAdjustment property.
businessDayAdjustment(BusinessDayAdjustment) - Method in class com.opengamma.strata.product.swap.ResetSchedule.Builder
Sets the business day adjustment to apply to each reset date.
businessDayAdjustment() - Method in class com.opengamma.strata.product.swap.ResetSchedule.Meta
The meta-property for the businessDayAdjustment property.
BusinessDayAdjustment.Builder - Class in com.opengamma.strata.basics.date
The bean-builder for BusinessDayAdjustment.
BusinessDayAdjustment.Meta - Class in com.opengamma.strata.basics.date
The meta-bean for BusinessDayAdjustment.
BusinessDayConvention - Interface in com.opengamma.strata.basics.date
A convention defining how to adjust a date if it falls on a day other than a business day.
BusinessDayConventions - Class in com.opengamma.strata.basics.date
Constants and implementations for standard business day conventions.
BuySell - Enum in com.opengamma.strata.product.common
Flag indicating whether a trade is "buy" or "sell".
buySell(BuySell) - Method in class com.opengamma.strata.product.credit.Cds.Builder
Sets whether the CDS is buy or sell.
buySell() - Method in class com.opengamma.strata.product.credit.Cds.Meta
The meta-property for the buySell property.
buySell(BuySell) - Method in class com.opengamma.strata.product.credit.CdsIndex.Builder
Sets whether the CDS index is buy or sell.
buySell() - Method in class com.opengamma.strata.product.credit.CdsIndex.Meta
The meta-property for the buySell property.
buySell(BuySell) - Method in class com.opengamma.strata.product.credit.ResolvedCds.Builder
Sets whether the CDS is buy or sell.
buySell() - Method in class com.opengamma.strata.product.credit.ResolvedCds.Meta
The meta-property for the buySell property.
buySell(BuySell) - Method in class com.opengamma.strata.product.credit.ResolvedCdsIndex.Builder
Sets whether the CDS index is buy or sell.
buySell() - Method in class com.opengamma.strata.product.credit.ResolvedCdsIndex.Meta
The meta-property for the buySell property.
buySell(BuySell) - Method in class com.opengamma.strata.product.deposit.IborFixingDeposit.Builder
Sets whether the Ibor fixing deposit is 'Buy' or 'Sell'.
buySell() - Method in class com.opengamma.strata.product.deposit.IborFixingDeposit.Meta
The meta-property for the buySell property.
buySell(BuySell) - Method in class com.opengamma.strata.product.deposit.TermDeposit.Builder
Sets whether the term deposit is 'Buy' or 'Sell'.
buySell() - Method in class com.opengamma.strata.product.deposit.TermDeposit.Meta
The meta-property for the buySell property.
buySell(BuySell) - Method in class com.opengamma.strata.product.fra.Fra.Builder
Sets whether the FRA is buy or sell.
buySell() - Method in class com.opengamma.strata.product.fra.Fra.Meta
The meta-property for the buySell property.

C

CA - Static variable in class com.opengamma.strata.basics.location.Country
The country 'CA' - Canada.
CAD - Static variable in class com.opengamma.strata.basics.currency.Currency
The currency 'CAD' - Canadian Dollar.
CAD_CDOR - Static variable in class com.opengamma.strata.basics.index.FloatingRateNames
Constant for CAD-CDOR.
CAD_CDOR_12M - Static variable in class com.opengamma.strata.basics.index.IborIndices
The 12 month CDOR index.
CAD_CDOR_1M - Static variable in class com.opengamma.strata.basics.index.IborIndices
The 1 month CDOR index.
CAD_CDOR_2M - Static variable in class com.opengamma.strata.basics.index.IborIndices
The 2 month CDOR index.
CAD_CDOR_3M - Static variable in class com.opengamma.strata.basics.index.IborIndices
The 3 month CDOR index.
CAD_CDOR_6M - Static variable in class com.opengamma.strata.basics.index.IborIndices
The 6 month CDOR index.
CAD_CORRA - Static variable in class com.opengamma.strata.basics.index.FloatingRateNames
Constant for CAD-CORRA Overnight index.
CAD_CORRA - Static variable in class com.opengamma.strata.basics.index.OvernightIndices
The CORRA index for CAD.
calculate(CalculationRules, List<? extends CalculationTarget>, List<Column>, MarketData, ReferenceData) - Method in interface com.opengamma.strata.calc.CalculationRunner
Performs calculations for a single set of market data.
calculate(T, Set<Measure>, CalculationParameters, ScenarioMarketData, ReferenceData) - Method in interface com.opengamma.strata.calc.runner.CalculationFunction
Calculates values of multiple measures for the target using multiple sets of market data.
calculate(CalculationTasks, MarketData, ReferenceData) - Method in interface com.opengamma.strata.calc.runner.CalculationTaskRunner
Performs calculations for a single set of market data.
calculate(T, Map<Measure, Object>, CalculationParameters, ScenarioMarketData, ReferenceData) - Method in interface com.opengamma.strata.calc.runner.DerivedCalculationFunction
Calculates the measure.
calculate(Supplier<LocalDate>, Supplier<LocalDate>) - Method in class com.opengamma.strata.market.curve.CurveNodeDate
Calculates the appropriate date for the node.
calculate(T, Set<Measure>, CalculationParameters, ScenarioMarketData, ReferenceData) - Method in class com.opengamma.strata.measure.bond.BillTradeCalculationFunction
 
calculate(T, Set<Measure>, CalculationParameters, ScenarioMarketData, ReferenceData) - Method in class com.opengamma.strata.measure.bond.BondFutureOptionTradeCalculationFunction
 
calculate(T, Set<Measure>, CalculationParameters, ScenarioMarketData, ReferenceData) - Method in class com.opengamma.strata.measure.bond.BondFutureTradeCalculationFunction
 
calculate(T, Set<Measure>, CalculationParameters, ScenarioMarketData, ReferenceData) - Method in class com.opengamma.strata.measure.bond.CapitalIndexedBondTradeCalculationFunction
 
calculate(T, Set<Measure>, CalculationParameters, ScenarioMarketData, ReferenceData) - Method in class com.opengamma.strata.measure.bond.FixedCouponBondTradeCalculationFunction
 
calculate(IborCapFloorTrade, Set<Measure>, CalculationParameters, ScenarioMarketData, ReferenceData) - Method in class com.opengamma.strata.measure.capfloor.IborCapFloorTradeCalculationFunction
 
calculate(CmsTrade, Set<Measure>, CalculationParameters, ScenarioMarketData, ReferenceData) - Method in class com.opengamma.strata.measure.cms.CmsTradeCalculationFunction
 
calculate(CdsIndexTrade, Set<Measure>, CalculationParameters, ScenarioMarketData, ReferenceData) - Method in class com.opengamma.strata.measure.credit.CdsIndexTradeCalculationFunction
 
calculate(CdsTrade, Set<Measure>, CalculationParameters, ScenarioMarketData, ReferenceData) - Method in class com.opengamma.strata.measure.credit.CdsTradeCalculationFunction
 
calculate(TermDepositTrade, Set<Measure>, CalculationParameters, ScenarioMarketData, ReferenceData) - Method in class com.opengamma.strata.measure.deposit.TermDepositTradeCalculationFunction
 
calculate(T, Set<Measure>, CalculationParameters, ScenarioMarketData, ReferenceData) - Method in class com.opengamma.strata.measure.dsf.DsfTradeCalculationFunction
 
calculate(FraTrade, Set<Measure>, CalculationParameters, ScenarioMarketData, ReferenceData) - Method in class com.opengamma.strata.measure.fra.FraTradeCalculationFunction
 
calculate(FxNdfTrade, Set<Measure>, CalculationParameters, ScenarioMarketData, ReferenceData) - Method in class com.opengamma.strata.measure.fx.FxNdfTradeCalculationFunction
 
calculate(FxSingleTrade, Set<Measure>, CalculationParameters, ScenarioMarketData, ReferenceData) - Method in class com.opengamma.strata.measure.fx.FxSingleTradeCalculationFunction
 
calculate(FxSwapTrade, Set<Measure>, CalculationParameters, ScenarioMarketData, ReferenceData) - Method in class com.opengamma.strata.measure.fx.FxSwapTradeCalculationFunction
 
calculate(FxSingleBarrierOptionTrade, Set<Measure>, CalculationParameters, ScenarioMarketData, ReferenceData) - Method in class com.opengamma.strata.measure.fxopt.FxSingleBarrierOptionTradeCalculationFunction
 
calculate(FxVanillaOptionTrade, Set<Measure>, CalculationParameters, ScenarioMarketData, ReferenceData) - Method in class com.opengamma.strata.measure.fxopt.FxVanillaOptionTradeCalculationFunction
 
calculate(T, Set<Measure>, CalculationParameters, ScenarioMarketData, ReferenceData) - Method in class com.opengamma.strata.measure.index.IborFutureOptionTradeCalculationFunction
 
calculate(T, Set<Measure>, CalculationParameters, ScenarioMarketData, ReferenceData) - Method in class com.opengamma.strata.measure.index.IborFutureTradeCalculationFunction
 
calculate(T, Set<Measure>, CalculationParameters, ScenarioMarketData, ReferenceData) - Method in class com.opengamma.strata.measure.index.OvernightFutureTradeCalculationFunction
 
calculate(BulletPaymentTrade, Set<Measure>, CalculationParameters, ScenarioMarketData, ReferenceData) - Method in class com.opengamma.strata.measure.payment.BulletPaymentTradeCalculationFunction
 
calculate(GenericSecurityPosition, Set<Measure>, CalculationParameters, ScenarioMarketData, ReferenceData) - Method in class com.opengamma.strata.measure.security.GenericSecurityPositionCalculationFunction
 
calculate(GenericSecurityTrade, Set<Measure>, CalculationParameters, ScenarioMarketData, ReferenceData) - Method in class com.opengamma.strata.measure.security.GenericSecurityTradeCalculationFunction
 
calculate(SecurityPosition, Set<Measure>, CalculationParameters, ScenarioMarketData, ReferenceData) - Method in class com.opengamma.strata.measure.security.SecurityPositionCalculationFunction
 
calculate(SecurityTrade, Set<Measure>, CalculationParameters, ScenarioMarketData, ReferenceData) - Method in class com.opengamma.strata.measure.security.SecurityTradeCalculationFunction
 
calculate(SwapTrade, Set<Measure>, CalculationParameters, ScenarioMarketData, ReferenceData) - Method in class com.opengamma.strata.measure.swap.SwapTradeCalculationFunction
 
calculate(SwaptionTrade, Set<Measure>, CalculationParameters, ScenarioMarketData, ReferenceData) - Method in class com.opengamma.strata.measure.swaption.SwaptionTradeCalculationFunction
 
calculateAsync(CalculationRules, List<? extends CalculationTarget>, List<Column>, MarketData, ReferenceData, CalculationListener) - Method in interface com.opengamma.strata.calc.CalculationRunner
Performs calculations asynchronously for a single set of market data, invoking a listener as each calculation completes.
calculateAsync(CalculationTasks, MarketData, ReferenceData, CalculationListener) - Method in interface com.opengamma.strata.calc.runner.CalculationTaskRunner
Performs calculations asynchronously for a single set of market data, invoking a listener as each calculation completes.
calculateCrossGammaCrossCurve(RatesProvider, Function<ImmutableRatesProvider, CurrencyParameterSensitivities>) - Method in class com.opengamma.strata.pricer.sensitivity.CurveGammaCalculator
Computes cross-curve gamma by applying finite difference method to curve delta.
calculateCrossGammaIntraCurve(RatesProvider, Function<ImmutableRatesProvider, CurrencyParameterSensitivities>) - Method in class com.opengamma.strata.pricer.sensitivity.CurveGammaCalculator
Computes intra-curve cross gamma by applying finite difference method to curve delta.
calculateCrossGammaIntraCurve(LegalEntityDiscountingProvider, Function<ImmutableLegalEntityDiscountingProvider, CurrencyParameterSensitivities>) - Method in class com.opengamma.strata.pricer.sensitivity.CurveGammaCalculator
Computes intra-curve cross gamma for bond curves by applying finite difference method to curve delta.
calculatedEndDate() - Method in class com.opengamma.strata.basics.schedule.PeriodicSchedule
Calculates the applicable end date.
calculatedFirstRegularStartDate() - Method in class com.opengamma.strata.basics.schedule.PeriodicSchedule
Calculates the applicable first regular start date.
calculatedLastRegularEndDate() - Method in class com.opengamma.strata.basics.schedule.PeriodicSchedule
Calculates the applicable last regular end date.
calculatedRollConvention() - Method in class com.opengamma.strata.basics.schedule.PeriodicSchedule
Gets the applicable roll convention defining how to roll dates.
calculatedStartDate() - Method in class com.opengamma.strata.basics.schedule.PeriodicSchedule
Calculates the applicable start date.
calculateEffectiveFromFixing(LocalDate, ReferenceData) - Method in interface com.opengamma.strata.basics.index.IborIndex
Calculates the effective date from the fixing date.
calculateEffectiveFromFixing(LocalDate, ReferenceData) - Method in class com.opengamma.strata.basics.index.ImmutableIborIndex
 
calculateEffectiveFromFixing(LocalDate, ReferenceData) - Method in class com.opengamma.strata.basics.index.ImmutableOvernightIndex
 
calculateEffectiveFromFixing(LocalDate, ReferenceData) - Method in interface com.opengamma.strata.basics.index.OvernightIndex
Calculates the effective date from the fixing date.
calculateEffectiveFromFixing(LocalDate) - Method in interface com.opengamma.strata.product.rate.OvernightRateComputation
Calculates the effective date from the fixing date.
calculateEffectiveStartDate(LocalDate) - Method in class com.opengamma.strata.product.credit.ResolvedCds
Obtains the effective start date from the step-in date.
calculateEffectiveStartDate(LocalDate) - Method in class com.opengamma.strata.product.credit.ResolvedCdsIndex
Obtains the effective start date from the step-in date.
calculateFixingDateTime(LocalDate) - Method in interface com.opengamma.strata.basics.index.IborIndex
Converts the fixing date-time from the fixing date.
calculateFixingDateTime(LocalDate) - Method in class com.opengamma.strata.basics.index.ImmutableIborIndex
 
calculateFixingDateTime(LocalDate) - Method in interface com.opengamma.strata.product.swap.SwapIndex
Calculates the fixing date-time from the fixing date.
calculateFixingFromEffective(LocalDate, ReferenceData) - Method in interface com.opengamma.strata.basics.index.IborIndex
Calculates the fixing date from the effective date.
calculateFixingFromEffective(LocalDate, ReferenceData) - Method in class com.opengamma.strata.basics.index.ImmutableIborIndex
 
calculateFixingFromEffective(LocalDate, ReferenceData) - Method in class com.opengamma.strata.basics.index.ImmutableOvernightIndex
 
calculateFixingFromEffective(LocalDate, ReferenceData) - Method in interface com.opengamma.strata.basics.index.OvernightIndex
Calculates the fixing date from the effective date.
calculateFixingFromEffective(LocalDate) - Method in interface com.opengamma.strata.product.rate.OvernightRateComputation
Calculates the fixing date from the effective date.
calculateFixingFromMaturity(LocalDate, ReferenceData) - Method in interface com.opengamma.strata.basics.index.FxIndex
Calculates the fixing date from the maturity date.
calculateFixingFromMaturity(LocalDate, ReferenceData) - Method in class com.opengamma.strata.basics.index.ImmutableFxIndex
 
calculateMaturityFromEffective(LocalDate, ReferenceData) - Method in interface com.opengamma.strata.basics.index.IborIndex
Calculates the maturity date from the effective date.
calculateMaturityFromEffective(LocalDate, ReferenceData) - Method in class com.opengamma.strata.basics.index.ImmutableIborIndex
 
calculateMaturityFromEffective(LocalDate, ReferenceData) - Method in class com.opengamma.strata.basics.index.ImmutableOvernightIndex
 
calculateMaturityFromEffective(LocalDate, ReferenceData) - Method in interface com.opengamma.strata.basics.index.OvernightIndex
Calculates the maturity date from the effective date.
calculateMaturityFromEffective(LocalDate) - Method in interface com.opengamma.strata.product.rate.OvernightRateComputation
Calculates the maturity date from the effective date.
calculateMaturityFromFixing(LocalDate, ReferenceData) - Method in interface com.opengamma.strata.basics.index.FxIndex
Calculates the maturity date from the fixing date.
calculateMaturityFromFixing(LocalDate, ReferenceData) - Method in interface com.opengamma.strata.basics.index.IborIndex
Calculates the maturity date from the fixing date.
calculateMaturityFromFixing(LocalDate, ReferenceData) - Method in class com.opengamma.strata.basics.index.ImmutableFxIndex
 
calculateMaturityFromFixing(LocalDate, ReferenceData) - Method in class com.opengamma.strata.basics.index.ImmutableIborIndex
 
calculateMaturityFromFixing(LocalDate, ReferenceData) - Method in class com.opengamma.strata.basics.index.ImmutableOvernightIndex
 
calculateMaturityFromFixing(LocalDate, ReferenceData) - Method in interface com.opengamma.strata.basics.index.OvernightIndex
Calculates the maturity date from the fixing date.
calculateMaturityFromFixing(LocalDate) - Method in interface com.opengamma.strata.product.rate.OvernightRateComputation
Calculates the maturity date from the fixing date.
calculateMonetaryAmount(double, double) - Method in class com.opengamma.strata.product.SecurityPriceInfo
Calculates the monetary value of the specified quantity and price.
calculateMonetaryValue(double, double) - Method in class com.opengamma.strata.product.SecurityPriceInfo
Calculates the monetary value of the specified quantity and price.
calculateMultiScenario(CalculationRules, List<? extends CalculationTarget>, List<Column>, ScenarioMarketData, ReferenceData) - Method in interface com.opengamma.strata.calc.CalculationRunner
Performs calculations for multiple scenarios, each with a different set of market data.
calculateMultiScenario(CalculationTasks, ScenarioMarketData, ReferenceData) - Method in interface com.opengamma.strata.calc.runner.CalculationTaskRunner
Performs calculations for multiple scenarios, each with a different set of market data.
calculateMultiScenarioAsync(CalculationRules, List<? extends CalculationTarget>, List<Column>, ScenarioMarketData, ReferenceData, CalculationListener) - Method in interface com.opengamma.strata.calc.CalculationRunner
Performs calculations asynchronously for a multiple scenarios, each with a different set of market data, invoking a listener as each calculation completes.
calculateMultiScenarioAsync(CalculationTasks, ScenarioMarketData, ReferenceData, CalculationListener) - Method in interface com.opengamma.strata.calc.runner.CalculationTaskRunner
Performs calculations asynchronously for multiple scenarios, each with a different set of market data, invoking a listener as each calculation completes.
calculateNumeraire(ResolvedSwaption, ResolvedSwapLeg, double, RatesProvider) - Method in class com.opengamma.strata.pricer.swaption.VolatilitySwaptionCashParYieldProductPricer
Calculates the numeraire, used to multiply the results.
calculatePublicationFromFixing(LocalDate, ReferenceData) - Method in class com.opengamma.strata.basics.index.ImmutableOvernightIndex
 
calculatePublicationFromFixing(LocalDate, ReferenceData) - Method in interface com.opengamma.strata.basics.index.OvernightIndex
Calculates the publication date from the fixing date.
calculatePublicationFromFixing(LocalDate) - Method in interface com.opengamma.strata.product.rate.OvernightRateComputation
Calculates the publication date from the fixing date.
calculateReferenceDateFromTradeDate(LocalDate, Period, int, ReferenceData) - Method in interface com.opengamma.strata.product.index.type.IborFutureConvention
Calculates the reference date from the trade date.
calculateReferenceDateFromTradeDate(LocalDate, YearMonth, ReferenceData) - Method in interface com.opengamma.strata.product.index.type.IborFutureConvention
Calculates the reference date from the trade date.
calculateReferenceDateFromTradeDate(LocalDate, ReferenceData) - Method in interface com.opengamma.strata.product.index.type.IborFutureTemplate
Calculates the reference date of the trade.
calculateReferenceDateFromTradeDate(LocalDate, Period, int, ReferenceData) - Method in class com.opengamma.strata.product.index.type.ImmutableIborFutureConvention
 
calculateReferenceDateFromTradeDate(LocalDate, YearMonth, ReferenceData) - Method in class com.opengamma.strata.product.index.type.ImmutableIborFutureConvention
 
calculateSemiParallelGamma(Curve, Currency, Function<Curve, CurrencyParameterSensitivity>) - Method in class com.opengamma.strata.pricer.sensitivity.CurveGammaCalculator
Computes the "sum-of-column gamma" or "semi-parallel gamma" for a sensitivity function.
calculateSettlementDateFromValuation(LocalDate, ReferenceData) - Method in class com.opengamma.strata.product.bond.ResolvedCapitalIndexedBond
Calculates the settlement date from the valuation date.
calculateSettlementDateFromValuation(LocalDate, ReferenceData) - Method in class com.opengamma.strata.product.credit.ResolvedCds
Calculates the settlement date from the valuation date.
calculateSettlementDateFromValuation(LocalDate, ReferenceData) - Method in class com.opengamma.strata.product.credit.ResolvedCdsIndex
Calculates the settlement date from the valuation date.
calculateSpotDateFromTradeDate(LocalDate, ReferenceData) - Method in interface com.opengamma.strata.product.deposit.type.IborFixingDepositConvention
Calculates the spot date from the trade date.
calculateSpotDateFromTradeDate(LocalDate, ReferenceData) - Method in interface com.opengamma.strata.product.deposit.type.TermDepositConvention
Calculates the spot date from the trade date.
calculateSpotDateFromTradeDate(LocalDate, ReferenceData) - Method in interface com.opengamma.strata.product.fra.type.FraConvention
Calculates the spot date from the trade date.
calculateSpotDateFromTradeDate(LocalDate, ReferenceData) - Method in interface com.opengamma.strata.product.fx.type.FxSwapConvention
Calculates the spot date from the trade date.
calculateSpotDateFromTradeDate(LocalDate, ReferenceData) - Method in interface com.opengamma.strata.product.swap.type.FixedIborSwapConvention
Calculates the spot date from the trade date.
calculateSpotDateFromTradeDate(LocalDate, ReferenceData) - Method in interface com.opengamma.strata.product.swap.type.SingleCurrencySwapConvention
Calculates the spot date from the trade date.
calculateSpotDateFromTradeDate(LocalDate, ReferenceData) - Method in interface com.opengamma.strata.product.swap.type.XCcyIborIborSwapConvention
Calculates the spot date from the trade date.
calculateStrike(ResolvedSwapLeg) - Method in class com.opengamma.strata.pricer.swaption.VolatilitySwaptionCashParYieldProductPricer
Calculates the strike.
calculation(IborRateCalculation) - Method in class com.opengamma.strata.product.capfloor.IborCapFloorLeg.Builder
Sets the interest rate accrual calculation.
calculation() - Method in class com.opengamma.strata.product.capfloor.IborCapFloorLeg.Meta
The meta-property for the calculation property.
calculation(RateCalculation) - Method in class com.opengamma.strata.product.swap.RateCalculationSwapLeg.Builder
Sets the interest rate accrual calculation.
calculation() - Method in class com.opengamma.strata.product.swap.RateCalculationSwapLeg.Meta
The meta-property for the calculation property.
CalculationFunction<T extends CalculationTarget> - Interface in com.opengamma.strata.calc.runner
Primary interface for all calculation functions that calculate measures.
CalculationFunctions - Interface in com.opengamma.strata.calc.runner
The calculation functions.
calculationFunctions() - Static method in class com.opengamma.strata.measure.StandardComponents
Returns the standard calculation functions.
calculationFunctions() - Method in class com.opengamma.strata.report.ReportCalculationResults.Meta
The meta-property for the calculationFunctions property.
CalculationListener - Interface in com.opengamma.strata.calc.runner
Listener that is notified when calculations are performed by a CalculationRunner.
CalculationParameter - Interface in com.opengamma.strata.calc.runner
The base interface for calculation parameters.
CalculationParameters - Class in com.opengamma.strata.calc.runner
The calculation parameters.
CalculationResult - Class in com.opengamma.strata.calc.runner
The result of a single calculation.
CalculationResults - Class in com.opengamma.strata.calc.runner
A set of related calculation results for a single calculation target.
calculationResults() - Method in class com.opengamma.strata.report.ReportCalculationResults.Meta
The meta-property for the calculationResults property.
CalculationRules - Class in com.opengamma.strata.calc
A set of rules that define how the calculation runner should perform calculations.
CalculationRules.Meta - Class in com.opengamma.strata.calc
The meta-bean for CalculationRules.
CalculationRunner - Interface in com.opengamma.strata.calc
Component that provides the ability to perform calculations on multiple targets, measures and scenarios.
calculationsComplete() - Method in class com.opengamma.strata.calc.runner.AggregatingCalculationListener
 
calculationsComplete() - Method in interface com.opengamma.strata.calc.runner.CalculationListener
Invoked when all calculations have completed.
calculationsStarted(List<CalculationTarget>, List<Column>) - Method in interface com.opengamma.strata.calc.runner.CalculationListener
calculationsStarted(List<CalculationTarget>, List<Column>) - Method in class com.opengamma.strata.calc.runner.ResultsListener
 
CalculationTarget - Interface in com.opengamma.strata.basics
The target of calculation within a system.
CalculationTargetList - Class in com.opengamma.strata.basics
A list of calculation targets.
CalculationTask - Class in com.opengamma.strata.calc.runner
A single task that will be used to perform a calculation.
CalculationTaskCell - Class in com.opengamma.strata.calc.runner
A single cell within a calculation task.
CalculationTaskRunner - Interface in com.opengamma.strata.calc.runner
Component that provides the ability to run calculation tasks.
CalculationTasks - Class in com.opengamma.strata.calc.runner
The tasks that will be used to perform the calculations.
calendar(HolidayCalendarId) - Method in class com.opengamma.strata.basics.date.BusinessDayAdjustment.Builder
Sets the calendar that defines holidays and business days.
calendar() - Method in class com.opengamma.strata.basics.date.BusinessDayAdjustment.Meta
The meta-property for the calendar property.
calendar(HolidayCalendarId) - Method in class com.opengamma.strata.basics.date.DaysAdjustment.Builder
Sets the holiday calendar that defines the meaning of a day when performing the addition.
calendar() - Method in class com.opengamma.strata.basics.date.DaysAdjustment.Meta
The meta-property for the calendar property.
calibrate(IborCapletFloorletVolatilityDefinition, ZonedDateTime, RawOptionData, RatesProvider) - Method in class com.opengamma.strata.pricer.capfloor.DirectIborCapletFloorletVolatilityCalibrator
 
calibrate(IborCapletFloorletVolatilityDefinition, ZonedDateTime, RawOptionData, RatesProvider) - Method in class com.opengamma.strata.pricer.capfloor.SabrIborCapletFloorletVolatilityBootstrapper
 
calibrate(IborCapletFloorletVolatilityDefinition, ZonedDateTime, RawOptionData, RatesProvider) - Method in class com.opengamma.strata.pricer.capfloor.SabrIborCapletFloorletVolatilityCalibrator
 
calibrate(IborCapletFloorletVolatilityDefinition, ZonedDateTime, RawOptionData, RatesProvider) - Method in class com.opengamma.strata.pricer.capfloor.SurfaceIborCapletFloorletVolatilityBootstrapper
 
calibrate(List<ResolvedCdsTrade>, DoubleArray, DoubleArray, CurveName, LocalDate, CreditDiscountFactors, RecoveryRates, ReferenceData) - Method in class com.opengamma.strata.pricer.credit.FastCreditCurveCalibrator
 
calibrate(IsdaCreditCurveDefinition, MarketData, ImmutableCreditRatesProvider, ReferenceData) - Method in class com.opengamma.strata.pricer.credit.IsdaCompliantCreditCurveCalibrator
Calibrates the ISDA compliant credit curve to the market data.
calibrate(List<ResolvedCdsTrade>, DoubleArray, DoubleArray, CurveName, LocalDate, CreditDiscountFactors, RecoveryRates, ReferenceData) - Method in class com.opengamma.strata.pricer.credit.IsdaCompliantCreditCurveCalibrator
Calibrate the ISDA compliant credit curve to points upfront and fractional spread.
calibrate(IsdaCreditCurveDefinition, MarketData, ReferenceData) - Method in class com.opengamma.strata.pricer.credit.IsdaCompliantDiscountCurveCalibrator
Calibrates the ISDA compliant discount curve to the market data.
calibrate(IsdaCreditCurveDefinition, MarketData, ImmutableCreditRatesProvider, ReferenceData) - Method in class com.opengamma.strata.pricer.credit.IsdaCompliantIndexCurveCalibrator
Calibrates the index curve to the market data.
calibrate(List<ResolvedCdsTrade>, DoubleArray, DoubleArray, CurveName, LocalDate, CreditDiscountFactors, RecoveryRates, ReferenceData) - Method in class com.opengamma.strata.pricer.credit.SimpleCreditCurveCalibrator
 
calibrate(RatesCurveGroupDefinition, MarketData, ReferenceData) - Method in class com.opengamma.strata.pricer.curve.RatesCurveCalibrator
Calibrates a single curve group, containing one or more curves.
calibrate(List<RatesCurveGroupDefinition>, ImmutableRatesProvider, MarketData, ReferenceData) - Method in class com.opengamma.strata.pricer.curve.RatesCurveCalibrator
Calibrates a list of curve groups, each containing one or more curves.
calibrate(RatesCurveGroupDefinition, RatesProvider, ReferenceData) - Method in class com.opengamma.strata.pricer.curve.SyntheticRatesCurveCalibrator
Calibrates synthetic curves from the configuration of the new curves and an existing rates provider.
calibrateAlphaWithAtm(SwaptionVolatilitiesName, SabrParametersSwaptionVolatilities, RatesProvider, SwaptionVolatilities, List<Tenor>, List<Period>, SurfaceInterpolator) - Method in class com.opengamma.strata.pricer.swaption.SabrSwaptionCalibrator
Calibrate SABR alpha parameters to a set of ATM swaption volatilities.
calibrateAtmShiftedFromBlackVolatilities(BusinessDayAdjustment, ZonedDateTime, DayCount, Period, double, double, double, DoubleArray, double) - Method in class com.opengamma.strata.pricer.swaption.SabrSwaptionCalibrator
Calibrate the SABR alpha parameter to an ATM Black volatility and compute the derivative of the result with respect to the input volatility.
calibrateAtmShiftedFromNormalVolatilities(BusinessDayAdjustment, ZonedDateTime, DayCount, Period, double, double, DoubleArray, double) - Method in class com.opengamma.strata.pricer.swaption.SabrSwaptionCalibrator
Calibrate the SABR alpha parameter to an ATM normal volatility and compute the derivative of the result with respect to the input volatility.
calibrateLsShiftedFromBlackVolatilities(BusinessDayAdjustment, ZonedDateTime, DayCount, Period, double, DoubleArray, ValueType, DoubleArray, double, DoubleArray, BitSet, double) - Method in class com.opengamma.strata.pricer.swaption.SabrSwaptionCalibrator
Calibrate the SABR parameters to a set of Black volatilities at given moneyness by least square.
calibrateLsShiftedFromNormalVolatilities(BusinessDayAdjustment, ZonedDateTime, DayCount, Period, double, DoubleArray, ValueType, DoubleArray, DoubleArray, BitSet, double) - Method in class com.opengamma.strata.pricer.swaption.SabrSwaptionCalibrator
Calibrate the SABR parameters to a set of normal volatilities at given moneyness.
calibrateLsShiftedFromPrices(BusinessDayAdjustment, ZonedDateTime, DayCount, Period, double, DoubleArray, ValueType, DoubleArray, DoubleArray, BitSet, double) - Method in class com.opengamma.strata.pricer.swaption.SabrSwaptionCalibrator
Calibrate the SABR parameters to a set of option prices at given moneyness.
calibrateTrinomialTree(ResolvedFxVanillaOption, RatesProvider, BlackFxOptionVolatilities) - Method in class com.opengamma.strata.pricer.fxopt.ImpliedTrinomialTreeFxOptionCalibrator
Calibrate trinomial tree to Black volatilities by using a vanilla option.
calibrateTrinomialTree(double, CurrencyPair, RatesProvider, BlackFxOptionVolatilities) - Method in class com.opengamma.strata.pricer.fxopt.ImpliedTrinomialTreeFxOptionCalibrator
Calibrate trinomial tree to Black volatilities.
calibrateWithFixedBetaAndShift(SabrSwaptionDefinition, ZonedDateTime, TenorRawOptionData, RatesProvider, Surface, Surface) - Method in class com.opengamma.strata.pricer.swaption.SabrSwaptionCalibrator
Calibrate SABR parameters to a set of raw swaption data.
calibrateWithFixedBetaAndShift(SabrSwaptionDefinition, ZonedDateTime, TenorRawOptionData, RatesProvider, Surface, Surface, boolean) - Method in class com.opengamma.strata.pricer.swaption.SabrSwaptionCalibrator
Calibrate SABR parameters to a set of raw swaption data.
CALIBRATION - Static variable in class com.opengamma.strata.product.ProductType
A product only used for calibration.
CalibrationMeasure<T extends ResolvedTrade> - Interface in com.opengamma.strata.pricer.curve
Provides access to the measures needed to perform curve calibration for a single type of trade.
CalibrationMeasures - Class in com.opengamma.strata.pricer.curve
Provides access to the measures needed to perform curve calibration.
CAMO - Static variable in class com.opengamma.strata.basics.date.HolidayCalendarIds
An identifier for the holiday calendar of Montreal, Canada, with code 'CAMO'.
capFloorLeg() - Method in class com.opengamma.strata.product.capfloor.IborCapFloor.Meta
The meta-property for the capFloorLeg property.
capFloorLeg() - Method in class com.opengamma.strata.product.capfloor.ResolvedIborCapFloor.Meta
The meta-property for the capFloorLeg property.
CapitalIndexedBond - Class in com.opengamma.strata.product.bond
A capital indexed bond.
CapitalIndexedBond.Builder - Class in com.opengamma.strata.product.bond
The bean-builder for CapitalIndexedBond.
CapitalIndexedBond.Meta - Class in com.opengamma.strata.product.bond
The meta-bean for CapitalIndexedBond.
CapitalIndexedBondPaymentPeriod - Class in com.opengamma.strata.product.bond
A coupon or nominal payment of capital indexed bonds.
CapitalIndexedBondPaymentPeriod.Builder - Class in com.opengamma.strata.product.bond
The bean-builder for CapitalIndexedBondPaymentPeriod.
CapitalIndexedBondPaymentPeriod.Meta - Class in com.opengamma.strata.product.bond
The meta-bean for CapitalIndexedBondPaymentPeriod.
CapitalIndexedBondPosition - Class in com.opengamma.strata.product.bond
A position in a capital indexed bond.
CapitalIndexedBondPosition.Builder - Class in com.opengamma.strata.product.bond
The bean-builder for CapitalIndexedBondPosition.
CapitalIndexedBondPosition.Meta - Class in com.opengamma.strata.product.bond
The meta-bean for CapitalIndexedBondPosition.
CapitalIndexedBondSecurity - Class in com.opengamma.strata.product.bond
A security representing a capital indexed bond.
CapitalIndexedBondSecurity.Builder - Class in com.opengamma.strata.product.bond
The bean-builder for CapitalIndexedBondSecurity.
CapitalIndexedBondSecurity.Meta - Class in com.opengamma.strata.product.bond
The meta-bean for CapitalIndexedBondSecurity.
CapitalIndexedBondTrade - Class in com.opengamma.strata.product.bond
A trade representing a capital indexed bond.
CapitalIndexedBondTrade.Builder - Class in com.opengamma.strata.product.bond
The bean-builder for CapitalIndexedBondTrade.
CapitalIndexedBondTrade.Meta - Class in com.opengamma.strata.product.bond
The meta-bean for CapitalIndexedBondTrade.
CapitalIndexedBondTradeCalculationFunction<T extends SecuritizedProductPortfolioItem<CapitalIndexedBond> & Resolvable<ResolvedCapitalIndexedBondTrade>> - Class in com.opengamma.strata.measure.bond
Perform calculations on a single CapitalIndexedBondTrade or CapitalIndexedBondPosition for each of a set of scenarios.
CapitalIndexedBondTradeCalculations - Class in com.opengamma.strata.measure.bond
Calculates pricing and risk measures for forward rate agreement (capital indexed bond) trades.
CapitalIndexedBondTradeCalculations(DiscountingCapitalIndexedBondTradePricer) - Constructor for class com.opengamma.strata.measure.bond.CapitalIndexedBondTradeCalculations
Creates an instance.
CapitalIndexedBondYieldConvention - Enum in com.opengamma.strata.product.bond
A convention defining accrued interest calculation type for inflation bond securities.
caplet(Double) - Method in class com.opengamma.strata.product.capfloor.IborCapletFloorletPeriod.Builder
Sets the optional caplet strike.
caplet() - Method in class com.opengamma.strata.product.capfloor.IborCapletFloorletPeriod.Meta
The meta-property for the caplet property.
caplet(Double) - Method in class com.opengamma.strata.product.cms.CmsPeriod.Builder
Sets the optional caplet strike.
caplet() - Method in class com.opengamma.strata.product.cms.CmsPeriod.Meta
The meta-property for the caplet property.
capletFloorletPeriods(List<IborCapletFloorletPeriod>) - Method in class com.opengamma.strata.product.capfloor.ResolvedIborCapFloorLeg.Builder
Sets the periodic payments based on the successive observed values of an Ibor index.
capletFloorletPeriods(IborCapletFloorletPeriod...) - Method in class com.opengamma.strata.product.capfloor.ResolvedIborCapFloorLeg.Builder
Sets the capletFloorletPeriods property in the builder from an array of objects.
capletFloorletPeriods() - Method in class com.opengamma.strata.product.capfloor.ResolvedIborCapFloorLeg.Meta
The meta-property for the capletFloorletPeriods property.
capSchedule(ValueSchedule) - Method in class com.opengamma.strata.product.capfloor.IborCapFloorLeg.Builder
Sets the cap schedule, optional.
capSchedule() - Method in class com.opengamma.strata.product.capfloor.IborCapFloorLeg.Meta
The meta-property for the capSchedule property.
capSchedule(ValueSchedule) - Method in class com.opengamma.strata.product.cms.CmsLeg.Builder
Sets the cap schedule, optional.
capSchedule() - Method in class com.opengamma.strata.product.cms.CmsLeg.Meta
The meta-property for the capSchedule property.
CASH_FLOWS - Static variable in class com.opengamma.strata.measure.Measures
Measure representing the cash flows of the calculation target.
CashFlow - Class in com.opengamma.strata.market.amount
A single cash flow of a currency amount on a specific date.
CashFlow.Meta - Class in com.opengamma.strata.market.amount
The meta-bean for CashFlow.
CashFlowReport - Class in com.opengamma.strata.report.cashflow
Represents a cash flow report.
CashFlowReport.Builder - Class in com.opengamma.strata.report.cashflow
The bean-builder for CashFlowReport.
CashFlowReport.Meta - Class in com.opengamma.strata.report.cashflow
The meta-bean for CashFlowReport.
CashFlowReportFormatter - Class in com.opengamma.strata.report.cashflow
Formatter for cash flow reports.
CashFlowReportRunner - Class in com.opengamma.strata.report.cashflow
Report runner for cash flow reports.
CashFlowReportTemplate - Class in com.opengamma.strata.report.cashflow
Marker for a cash flow report template.
CashFlowReportTemplate() - Constructor for class com.opengamma.strata.report.cashflow.CashFlowReportTemplate
 
CashFlowReportTemplateIniLoader - Class in com.opengamma.strata.report.cashflow
Loads a cash flow report template from the standard INI file format.
CashFlowReportTemplateIniLoader() - Constructor for class com.opengamma.strata.report.cashflow.CashFlowReportTemplateIniLoader
 
CashFlows - Class in com.opengamma.strata.market.amount
A collection of cash flows.
cashFlows() - Method in class com.opengamma.strata.market.amount.CashFlows.Meta
The meta-property for the cashFlows property.
cashFlows(ResolvedFraTrade, RatesMarketDataLookup, ScenarioMarketData) - Method in class com.opengamma.strata.measure.fra.FraTradeCalculations
Calculates cash flows across one or more scenarios.
cashFlows(ResolvedFraTrade, RatesProvider) - Method in class com.opengamma.strata.measure.fra.FraTradeCalculations
Calculates cash flows for a single set of market data.
cashFlows(ResolvedBulletPaymentTrade, RatesMarketDataLookup, ScenarioMarketData) - Method in class com.opengamma.strata.measure.payment.BulletPaymentTradeCalculations
Calculates cash flows across one or more scenarios.
cashFlows(ResolvedBulletPaymentTrade, RatesProvider) - Method in class com.opengamma.strata.measure.payment.BulletPaymentTradeCalculations
Calculates cash flows for a single set of market data.
cashFlows(ResolvedSwapTrade, RatesMarketDataLookup, ScenarioMarketData) - Method in class com.opengamma.strata.measure.swap.SwapTradeCalculations
Calculates cash flows across one or more scenarios.
cashFlows(ResolvedSwapTrade, RatesProvider) - Method in class com.opengamma.strata.measure.swap.SwapTradeCalculations
Calculates cash flows for a single set of market data.
cashFlows(Payment, BaseProvider) - Method in class com.opengamma.strata.pricer.DiscountingPaymentPricer
Calculates the future cash flow of the payment.
cashFlows(ResolvedFra, RatesProvider) - Method in class com.opengamma.strata.pricer.fra.DiscountingFraProductPricer
Calculates the future cash flow of the FRA product.
cashFlows(ResolvedFraTrade, RatesProvider) - Method in class com.opengamma.strata.pricer.fra.DiscountingFraTradePricer
Calculates the future cash flow of the FRA trade.
cashFlows(ResolvedBulletPaymentTrade, BaseProvider) - Method in class com.opengamma.strata.pricer.payment.DiscountingBulletPaymentTradePricer
Calculates the future cash flow of the bullet payment trade.
cashFlows(ResolvedSwapLeg, RatesProvider) - Method in class com.opengamma.strata.pricer.swap.DiscountingSwapLegPricer
Calculates the future cash flows of the swap leg.
cashFlows(ResolvedSwap, RatesProvider) - Method in class com.opengamma.strata.pricer.swap.DiscountingSwapProductPricer
Calculates the future cash flows of the swap product.
cashFlows(ResolvedSwapTrade, RatesProvider) - Method in class com.opengamma.strata.pricer.swap.DiscountingSwapTradePricer
Calculates the future cash flows of the swap trade.
CashFlows.Meta - Class in com.opengamma.strata.market.amount
The meta-bean for CashFlows.
CashSwaptionSettlement - Class in com.opengamma.strata.product.swaption
Defines the settlement type and settlement method of swaptions.
CashSwaptionSettlement.Meta - Class in com.opengamma.strata.product.swaption
The meta-bean for CashSwaptionSettlement.
CashSwaptionSettlementMethod - Enum in com.opengamma.strata.product.swaption
Cash settlement method of cash settled swaptions.
category() - Method in class com.opengamma.strata.report.framework.format.FormatSettings.Meta
The meta-property for the category property.
CATO - Static variable in class com.opengamma.strata.basics.date.HolidayCalendarIds
An identifier for the holiday calendar of Toronto, Canada, with code 'CATO'.
causeType() - Method in class com.opengamma.strata.collect.result.FailureItem.Meta
The meta-property for the causeType property.
Cds - Class in com.opengamma.strata.product.credit
A single-name credit default swap (CDS).
CDS - Static variable in class com.opengamma.strata.product.ProductType
A Cds.
Cds.Builder - Class in com.opengamma.strata.product.credit
The bean-builder for Cds.
Cds.Meta - Class in com.opengamma.strata.product.credit
The meta-bean for Cds.
CDS_INDEX - Static variable in class com.opengamma.strata.product.ProductType
CDS_INDEX_FACTOR - Static variable in class com.opengamma.strata.market.curve.CurveInfoType
Key used to access information about the index factor.
CdsCalibrationTrade - Class in com.opengamma.strata.product.credit
A trade in a single-name credit default swap (CDS) used for credit curve calibration.
CdsCalibrationTrade.Meta - Class in com.opengamma.strata.product.credit
The meta-bean for CdsCalibrationTrade.
CdsConvention - Interface in com.opengamma.strata.product.credit.type
A market convention for credit default swap trades.
CdsConventions - Class in com.opengamma.strata.product.credit.type
Standardized credit default swap conventions.
CdsIndex - Class in com.opengamma.strata.product.credit
A CDS (portfolio) index product.
CdsIndex.Builder - Class in com.opengamma.strata.product.credit
The bean-builder for CdsIndex.
CdsIndex.Meta - Class in com.opengamma.strata.product.credit
The meta-bean for CdsIndex.
CdsIndexCalibrationTrade - Class in com.opengamma.strata.product.credit
A trade in a CDS index used for credit curve calibration.
CdsIndexCalibrationTrade.Meta - Class in com.opengamma.strata.product.credit
The meta-bean for CdsIndexCalibrationTrade.
cdsIndexId(StandardId) - Method in class com.opengamma.strata.market.curve.node.CdsIndexIsdaCreditCurveNode.Builder
Sets the CDS index identifier.
cdsIndexId() - Method in class com.opengamma.strata.market.curve.node.CdsIndexIsdaCreditCurveNode.Meta
The meta-property for the cdsIndexId property.
cdsIndexId(StandardId) - Method in class com.opengamma.strata.product.credit.CdsIndex.Builder
Sets the CDS index identifier.
cdsIndexId() - Method in class com.opengamma.strata.product.credit.CdsIndex.Meta
The meta-property for the cdsIndexId property.
cdsIndexId(StandardId) - Method in class com.opengamma.strata.product.credit.ResolvedCdsIndex.Builder
Sets the CDS index identifier.
cdsIndexId() - Method in class com.opengamma.strata.product.credit.ResolvedCdsIndex.Meta
The meta-property for the cdsIndexId property.
CdsIndexIsdaCreditCurveNode - Class in com.opengamma.strata.market.curve.node
An ISDA compliant curve node whose instrument is a CDS index.
CdsIndexIsdaCreditCurveNode.Builder - Class in com.opengamma.strata.market.curve.node
The bean-builder for CdsIndexIsdaCreditCurveNode.
CdsIndexIsdaCreditCurveNode.Meta - Class in com.opengamma.strata.market.curve.node
The meta-bean for CdsIndexIsdaCreditCurveNode.
CdsIndexTrade - Class in com.opengamma.strata.product.credit
A trade in a CDS index.
CdsIndexTrade.Builder - Class in com.opengamma.strata.product.credit
The bean-builder for CdsIndexTrade.
CdsIndexTrade.Meta - Class in com.opengamma.strata.product.credit
The meta-bean for CdsIndexTrade.
CdsIndexTradeCalculationFunction - Class in com.opengamma.strata.measure.credit
Perform calculations on a single CdsIndexTrade for each of a set of scenarios.
CdsIndexTradeCalculationFunction() - Constructor for class com.opengamma.strata.measure.credit.CdsIndexTradeCalculationFunction
Creates an instance.
CdsIsdaCreditCurveNode - Class in com.opengamma.strata.market.curve.node
An ISDA compliant curve node whose instrument is a credit default swap.
CdsIsdaCreditCurveNode.Builder - Class in com.opengamma.strata.market.curve.node
The bean-builder for CdsIsdaCreditCurveNode.
CdsIsdaCreditCurveNode.Meta - Class in com.opengamma.strata.market.curve.node
The meta-bean for CdsIsdaCreditCurveNode.
CdsMarketQuoteConverter - Class in com.opengamma.strata.pricer.credit
The market quote converter for credit default swaps.
CdsMarketQuoteConverter() - Constructor for class com.opengamma.strata.pricer.credit.CdsMarketQuoteConverter
The default constructor.
CdsMarketQuoteConverter(AccrualOnDefaultFormula) - Constructor for class com.opengamma.strata.pricer.credit.CdsMarketQuoteConverter
The constructor with the accrual-on-default formula specified.
CdsQuote - Class in com.opengamma.strata.product.credit
Market quote for a single-name credit default swap (CDS).
CdsQuote.Meta - Class in com.opengamma.strata.product.credit
The meta-bean for CdsQuote.
CdsQuoteConvention - Enum in com.opengamma.strata.product.credit.type
Market quote conventions for credit default swaps.
CdsTemplate - Interface in com.opengamma.strata.product.credit.type
A template for creating credit default swap trades.
CdsTrade - Class in com.opengamma.strata.product.credit
A trade in a single-name credit default swap (CDS).
CdsTrade.Builder - Class in com.opengamma.strata.product.credit
The bean-builder for CdsTrade.
CdsTrade.Meta - Class in com.opengamma.strata.product.credit
The meta-bean for CdsTrade.
CdsTradeCalculationFunction - Class in com.opengamma.strata.measure.credit
Perform calculations on a single CdsTrade for each of a set of scenarios.
CdsTradeCalculationFunction() - Constructor for class com.opengamma.strata.measure.credit.CdsTradeCalculationFunction
Creates an instance.
cells() - Method in class com.opengamma.strata.calc.Results.Meta
The meta-property for the cells property.
CH - Static variable in class com.opengamma.strata.basics.location.Country
The country 'CH' - Switzerland.
CH_CPI - Static variable in class com.opengamma.strata.basics.index.PriceIndices
The consumer price index for Switzerland, "Non-revised Consumer Price Index".
CharSources - Class in com.opengamma.strata.collect.io
Helper that allows CharSource objects to be created.
checkCdsBucket(ResolvedCdsTrade, List<ResolvedCdsTrade>) - Method in class com.opengamma.strata.pricer.credit.SpreadSensitivityCalculator
 
CheckedBiConsumer<T,U> - Interface in com.opengamma.strata.collect.function
A checked version of BiConsumer.
CheckedBiFunction<T,U,R> - Interface in com.opengamma.strata.collect.function
A checked version of BiFunction.
CheckedBinaryOperator<T> - Interface in com.opengamma.strata.collect.function
A checked version of BinaryOperator.
CheckedBiPredicate<T,U> - Interface in com.opengamma.strata.collect.function
A checked version of BiPredicate.
CheckedConsumer<T> - Interface in com.opengamma.strata.collect.function
A checked version of Consumer.
CheckedFunction<T,R> - Interface in com.opengamma.strata.collect.function
A checked version of Function.
CheckedPredicate<T> - Interface in com.opengamma.strata.collect.function
A checked version of Predicate.
CheckedRunnable - Interface in com.opengamma.strata.collect.function
A checked version of Runnable.
CheckedSupplier<R> - Interface in com.opengamma.strata.collect.function
A checked version of Supplier.
CheckedUnaryOperator<T> - Interface in com.opengamma.strata.collect.function
A checked version of UnaryOperator.
checkEquals(ValueType, String) - Method in class com.opengamma.strata.market.ValueType
Checks that this instance equals the specified instance.
CHF - Static variable in class com.opengamma.strata.basics.currency.Currency
The currency 'CHF' - Swiss Franc.
CHF_DEPOSIT_T2 - Static variable in class com.opengamma.strata.product.deposit.type.TermDepositConventions
The 'CHF-Deposit-T2' term deposit convention with T+2 settlement date.
CHF_FIXED_1Y_LIBOR_3M - Static variable in class com.opengamma.strata.product.swap.type.FixedIborSwapConventions
The 'CHF-FIXED-1Y-LIBOR-3M' swap convention.
CHF_FIXED_1Y_LIBOR_6M - Static variable in class com.opengamma.strata.product.swap.type.FixedIborSwapConventions
The 'CHF-FIXED-1Y-LIBOR-6M' swap convention.
CHF_FIXED_ZC_CH_CPI - Static variable in class com.opengamma.strata.product.swap.type.FixedInflationSwapConventions
CHF vanilla fixed vs Switzerland CPI swap.
CHF_LIBOR - Static variable in class com.opengamma.strata.basics.index.FloatingRateNames
Constant for CHF-LIBOR.
CHF_LIBOR_12M - Static variable in class com.opengamma.strata.basics.index.IborIndices
The 12 month LIBOR index for CHF.
CHF_LIBOR_1M - Static variable in class com.opengamma.strata.basics.index.IborIndices
The 1 month LIBOR index for CHF.
CHF_LIBOR_1W - Static variable in class com.opengamma.strata.basics.index.IborIndices
The 1 week LIBOR index for CHF.
CHF_LIBOR_2M - Static variable in class com.opengamma.strata.basics.index.IborIndices
The 2 month LIBOR index for CHF.
CHF_LIBOR_3M - Static variable in class com.opengamma.strata.basics.index.IborIndices
The 3 month LIBOR index for CHF.
CHF_LIBOR_6M - Static variable in class com.opengamma.strata.basics.index.IborIndices
The 6 month LIBOR index for CHF.
CHF_SARON - Static variable in class com.opengamma.strata.basics.index.FloatingRateNames
Constant for CHF-SARON Overnight index.
CHF_SARON - Static variable in class com.opengamma.strata.basics.index.OvernightIndices
The SARON index for CHF.
CHF_SHORT_DEPOSIT_T0 - Static variable in class com.opengamma.strata.product.deposit.type.TermDepositConventions
The 'CHF-ShortDeposit-T0' term deposit convention with T+0 settlement date.
CHF_SHORT_DEPOSIT_T1 - Static variable in class com.opengamma.strata.product.deposit.type.TermDepositConventions
The 'CHF-ShortDeposit-T1' term deposit convention with T+1 settlement date This has the following business day convention and is typically used for T/N.
CHF_SHORT_DEPOSIT_T2 - Static variable in class com.opengamma.strata.product.deposit.type.TermDepositConventions
The 'CHF-ShortDeposit-T2' term deposit convention with T+2 settlement date This has the following business day convention and is typically used for deposits up to one month.
CHF_TOIS - Static variable in class com.opengamma.strata.basics.index.FloatingRateNames
Constant for CHF-TOIS Overnight index.
CHF_TOIS - Static variable in class com.opengamma.strata.basics.index.OvernightIndices
The TOIS index for CHF.
chiSquare() - Method in class com.opengamma.strata.pricer.capfloor.IborCapletFloorletVolatilityCalibrationResult.Meta
The meta-property for the chiSquare property.
CHZU - Static variable in class com.opengamma.strata.basics.date.HolidayCalendarIds
An identifier for the holiday calendar of Zurich, Switzerland, with code 'EUTA'.
CL - Static variable in class com.opengamma.strata.basics.location.Country
The country 'CL' - Chile.
CLASSPATH_URL_PREFIX - Static variable in class com.opengamma.strata.collect.io.ResourceLocator
The prefix for classpath resource locators.
cleanNominalPriceFromDirtyNominalPrice(ResolvedCapitalIndexedBond, RatesProvider, LocalDate, double) - Method in class com.opengamma.strata.pricer.bond.DiscountingCapitalIndexedBondProductPricer
Calculates the clean nominal price of the bond from its settlement date and dirty nominal price.
cleanPrice(ResolvedCdsTrade, CreditRatesProvider, ReferenceData) - Method in class com.opengamma.strata.pricer.credit.CdsMarketQuoteConverter
Computes the market clean price.
cleanPriceFromDirtyPrice(ResolvedFixedCouponBond, LocalDate, double) - Method in class com.opengamma.strata.pricer.bond.DiscountingFixedCouponBondProductPricer
Calculates the clean price of the fixed coupon bond from its settlement date and dirty price.
cleanPriceFromPointsUpfront(double) - Method in class com.opengamma.strata.pricer.credit.CdsMarketQuoteConverter
Computes market clean price from points upfront.
cleanPriceFromRealYield(ResolvedCapitalIndexedBond, RatesProvider, LocalDate, double) - Method in class com.opengamma.strata.pricer.bond.DiscountingCapitalIndexedBondProductPricer
Computes the clean price from the conventional real yield.
cleanRealPriceFromDirtyRealPrice(ResolvedCapitalIndexedBond, LocalDate, double) - Method in class com.opengamma.strata.pricer.bond.DiscountingCapitalIndexedBondProductPricer
Calculates the clean real price of the bond from its settlement date and dirty real price.
clearParameterMetadata() - Method in class com.opengamma.strata.market.curve.DefaultCurveMetadataBuilder
Clears the parameter-level metadata.
clearParameterMetadata() - Method in class com.opengamma.strata.market.surface.DefaultSurfaceMetadataBuilder
Clears the parameter-level metadata.
cloned() - Method in class com.opengamma.strata.market.sensitivity.MutablePointSensitivities
 
cloned() - Method in interface com.opengamma.strata.market.sensitivity.PointSensitivityBuilder
Clones the point sensitivity builder.
cloned() - Method in class com.opengamma.strata.pricer.bond.BondFutureOptionSensitivity
 
cloned() - Method in class com.opengamma.strata.pricer.bond.IssuerCurveZeroRateSensitivity
 
cloned() - Method in class com.opengamma.strata.pricer.bond.RepoCurveZeroRateSensitivity
 
cloned() - Method in class com.opengamma.strata.pricer.capfloor.IborCapletFloorletSabrSensitivity
 
cloned() - Method in class com.opengamma.strata.pricer.capfloor.IborCapletFloorletSensitivity
 
cloned() - Method in class com.opengamma.strata.pricer.credit.CreditCurveZeroRateSensitivity
 
cloned() - Method in class com.opengamma.strata.pricer.fx.FxForwardSensitivity
 
cloned() - Method in class com.opengamma.strata.pricer.fx.FxIndexSensitivity
 
cloned() - Method in class com.opengamma.strata.pricer.fxopt.FxOptionSensitivity
 
cloned() - Method in class com.opengamma.strata.pricer.index.IborFutureOptionSensitivity
 
cloned() - Method in class com.opengamma.strata.pricer.rate.IborRateSensitivity
 
cloned() - Method in class com.opengamma.strata.pricer.rate.InflationRateSensitivity
 
cloned() - Method in class com.opengamma.strata.pricer.rate.OvernightRateSensitivity
 
cloned() - Method in class com.opengamma.strata.pricer.swaption.SwaptionSabrSensitivity
 
cloned() - Method in class com.opengamma.strata.pricer.swaption.SwaptionSensitivity
 
cloned() - Method in class com.opengamma.strata.pricer.ZeroRateSensitivity
 
close() - Method in interface com.opengamma.strata.calc.CalculationRunner
Closes any resources held by the component.
close() - Method in interface com.opengamma.strata.calc.runner.CalculationTaskRunner
Closes any resources held by the component.
close() - Method in class com.opengamma.strata.collect.io.CsvIterator
Closes the underlying reader.
close() - Method in class com.opengamma.strata.collect.MapStream
 
closeListEntry(ExplainKey<R>) - Method in class com.opengamma.strata.market.explain.ExplainMapBuilder
Closes the currently open list.
CLP - Static variable in class com.opengamma.strata.basics.currency.Currency
The currency 'CLP' - Chilean Peso.
Cms - Class in com.opengamma.strata.product.cms
A constant maturity swap (CMS) or CMS cap/floor.
CMS - Static variable in class com.opengamma.strata.product.ProductType
A Cms.
Cms.Meta - Class in com.opengamma.strata.product.cms
The meta-bean for Cms.
cmsLeg() - Method in class com.opengamma.strata.product.cms.Cms.Meta
The meta-property for the cmsLeg property.
CmsLeg - Class in com.opengamma.strata.product.cms
A CMS leg of a constant maturity swap (CMS) product.
cmsLeg() - Method in class com.opengamma.strata.product.cms.ResolvedCms.Meta
The meta-property for the cmsLeg property.
CmsLeg.Builder - Class in com.opengamma.strata.product.cms
The bean-builder for CmsLeg.
CmsLeg.Meta - Class in com.opengamma.strata.product.cms
The meta-bean for CmsLeg.
CmsPeriod - Class in com.opengamma.strata.product.cms
A period over which a CMS coupon or CMS caplet/floorlet payoff is paid.
CmsPeriod.Builder - Class in com.opengamma.strata.product.cms
The bean-builder for CmsPeriod.
CmsPeriod.Meta - Class in com.opengamma.strata.product.cms
The meta-bean for CmsPeriod.
cmsPeriods(List<CmsPeriod>) - Method in class com.opengamma.strata.product.cms.ResolvedCmsLeg.Builder
Sets the periodic payments based on the successive observed values of a swap index.
cmsPeriods(CmsPeriod...) - Method in class com.opengamma.strata.product.cms.ResolvedCmsLeg.Builder
Sets the cmsPeriods property in the builder from an array of objects.
cmsPeriods() - Method in class com.opengamma.strata.product.cms.ResolvedCmsLeg.Meta
The meta-property for the cmsPeriods property.
CmsPeriodType - Enum in com.opengamma.strata.product.cms
A CMS payment period type.
CmsSabrExtrapolationParams - Class in com.opengamma.strata.measure.cms
The additional parameters necessary for pricing CMS using SABR extrapolation replication.
CmsTrade - Class in com.opengamma.strata.product.cms
A trade in a constant maturity swap (CMS).
CmsTrade.Builder - Class in com.opengamma.strata.product.cms
The bean-builder for CmsTrade.
CmsTrade.Meta - Class in com.opengamma.strata.product.cms
The meta-bean for CmsTrade.
CmsTradeCalculationFunction - Class in com.opengamma.strata.measure.cms
Perform calculations on a single CmsTrade for each of a set of scenarios.
CmsTradeCalculationFunction() - Constructor for class com.opengamma.strata.measure.cms.CmsTradeCalculationFunction
Creates an instance.
CmsTradeCalculations - Class in com.opengamma.strata.measure.cms
Calculates pricing and risk measures for constant maturity swap (CMS) trades.
CmsTradeCalculations(SabrExtrapolationReplicationCmsTradePricer) - Constructor for class com.opengamma.strata.measure.cms.CmsTradeCalculations
Creates an instance specifying the SABR pricer.
CN - Static variable in class com.opengamma.strata.basics.location.Country
The country 'CN' - China.
CNY - Static variable in class com.opengamma.strata.basics.currency.Currency
The currency 'CNY' - Chinese Yuan.
collect(Supplier<R>, BiConsumer<R, ? super Map.Entry<K, V>>, BiConsumer<R, R>) - Method in class com.opengamma.strata.collect.MapStream
 
collect(Collector<? super Map.Entry<K, V>, A, R>) - Method in class com.opengamma.strata.collect.MapStream
 
collectCurrencies(ImmutableSet.Builder<Currency>) - Method in class com.opengamma.strata.product.swap.FixedRateCalculation
 
collectCurrencies(ImmutableSet.Builder<Currency>) - Method in class com.opengamma.strata.product.swap.IborRateCalculation
 
collectCurrencies(ImmutableSet.Builder<Currency>) - Method in class com.opengamma.strata.product.swap.InflationRateCalculation
 
collectCurrencies(ImmutableSet.Builder<Currency>) - Method in class com.opengamma.strata.product.swap.KnownAmountSwapLeg
 
collectCurrencies(ImmutableSet.Builder<Currency>) - Method in class com.opengamma.strata.product.swap.OvernightRateCalculation
 
collectCurrencies(ImmutableSet.Builder<Currency>) - Method in interface com.opengamma.strata.product.swap.RateCalculation
Collects all the currencies referred to by this calculation.
collectCurrencies(ImmutableSet.Builder<Currency>) - Method in class com.opengamma.strata.product.swap.RateCalculationSwapLeg
 
collectCurrencies(ImmutableSet.Builder<Currency>) - Method in class com.opengamma.strata.product.swap.RatePeriodSwapLeg
 
collectCurrencies(ImmutableSet.Builder<Currency>) - Method in interface com.opengamma.strata.product.swap.SwapLeg
Collects all the currencies referred to by this leg.
collectIndices(ImmutableSet.Builder<Index>) - Method in interface com.opengamma.strata.product.bond.BondPaymentPeriod
Collects all the indices referred to by this period.
collectIndices(ImmutableSet.Builder<Index>) - Method in class com.opengamma.strata.product.bond.CapitalIndexedBondPaymentPeriod
 
collectIndices(ImmutableSet.Builder<Index>) - Method in class com.opengamma.strata.product.bond.FixedCouponBondPaymentPeriod
 
collectIndices(ImmutableSet.Builder<Index>) - Method in class com.opengamma.strata.product.bond.KnownAmountBondPaymentPeriod
 
collectIndices(ImmutableSet.Builder<Index>) - Method in class com.opengamma.strata.product.rate.FixedRateComputation
 
collectIndices(ImmutableSet.Builder<Index>) - Method in class com.opengamma.strata.product.rate.IborAveragedRateComputation
 
collectIndices(ImmutableSet.Builder<Index>) - Method in class com.opengamma.strata.product.rate.IborInterpolatedRateComputation
 
collectIndices(ImmutableSet.Builder<Index>) - Method in class com.opengamma.strata.product.rate.IborRateComputation
 
collectIndices(ImmutableSet.Builder<Index>) - Method in class com.opengamma.strata.product.rate.InflationEndInterpolatedRateComputation
 
collectIndices(ImmutableSet.Builder<Index>) - Method in class com.opengamma.strata.product.rate.InflationEndMonthRateComputation
 
collectIndices(ImmutableSet.Builder<Index>) - Method in class com.opengamma.strata.product.rate.InflationInterpolatedRateComputation
 
collectIndices(ImmutableSet.Builder<Index>) - Method in class com.opengamma.strata.product.rate.InflationMonthlyRateComputation
 
collectIndices(ImmutableSet.Builder<Index>) - Method in interface com.opengamma.strata.product.rate.OvernightRateComputation
 
collectIndices(ImmutableSet.Builder<Index>) - Method in interface com.opengamma.strata.product.rate.RateComputation
Collects all the indices referred to by this computation.
collectIndices(ImmutableSet.Builder<Index>) - Method in class com.opengamma.strata.product.swap.FixedRateCalculation
 
collectIndices(ImmutableSet.Builder<Index>) - Method in class com.opengamma.strata.product.swap.IborRateCalculation
 
collectIndices(ImmutableSet.Builder<Index>) - Method in class com.opengamma.strata.product.swap.InflationRateCalculation
 
collectIndices(ImmutableSet.Builder<Index>) - Method in class com.opengamma.strata.product.swap.KnownAmountNotionalSwapPaymentPeriod
 
collectIndices(ImmutableSet.Builder<Index>) - Method in class com.opengamma.strata.product.swap.KnownAmountSwapLeg
 
collectIndices(ImmutableSet.Builder<Index>) - Method in class com.opengamma.strata.product.swap.KnownAmountSwapPaymentPeriod
 
collectIndices(ImmutableSet.Builder<Index>) - Method in class com.opengamma.strata.product.swap.OvernightRateCalculation
 
collectIndices(ImmutableSet.Builder<Index>) - Method in interface com.opengamma.strata.product.swap.RateCalculation
Collects all the indices referred to by this calculation.
collectIndices(ImmutableSet.Builder<Index>) - Method in class com.opengamma.strata.product.swap.RateCalculationSwapLeg
 
collectIndices(ImmutableSet.Builder<Index>) - Method in class com.opengamma.strata.product.swap.RatePaymentPeriod
 
collectIndices(ImmutableSet.Builder<Index>) - Method in class com.opengamma.strata.product.swap.RatePeriodSwapLeg
 
collectIndices(ImmutableSet.Builder<Index>) - Method in class com.opengamma.strata.product.swap.ResolvedSwapLeg
Collects all the indices referred to by this leg.
collectIndices(ImmutableSet.Builder<Index>) - Method in interface com.opengamma.strata.product.swap.SwapLeg
Collects all the indices referred to by this leg.
collectIndices(ImmutableSet.Builder<Index>) - Method in interface com.opengamma.strata.product.swap.SwapPaymentPeriod
Collects all the indices referred to by this period.
collector() - Static method in interface com.opengamma.strata.collect.timeseries.LocalDateDoubleTimeSeries
Returns a collector that can be used to create a time-series from a stream of points.
Column - Class in com.opengamma.strata.calc
Defines a column in a set of calculation results.
column(int) - Method in class com.opengamma.strata.collect.array.DoubleMatrix
Gets the column at the specified index.
Column.Builder - Class in com.opengamma.strata.calc
The bean-builder for Column.
Column.Meta - Class in com.opengamma.strata.calc
The meta-bean for Column.
columnArray(int) - Method in class com.opengamma.strata.collect.array.DoubleMatrix
Gets the column at the specified index as an independent array.
columnCount() - Method in class com.opengamma.strata.collect.array.DoubleMatrix
Gets the number of columns of this matrix.
ColumnHeader - Class in com.opengamma.strata.calc
Provides access to the column name and measure in the grid of results.
ColumnHeader.Meta - Class in com.opengamma.strata.calc
The meta-bean for ColumnHeader.
columnHeaders(List<String>) - Method in class com.opengamma.strata.report.cashflow.CashFlowReport.Builder
Sets the column headers.
columnHeaders(String...) - Method in class com.opengamma.strata.report.cashflow.CashFlowReport.Builder
Sets the columnHeaders property in the builder from an array of objects.
columnHeaders() - Method in class com.opengamma.strata.report.cashflow.CashFlowReport.Meta
The meta-property for the columnHeaders property.
columnKeys(List<ExplainKey<?>>) - Method in class com.opengamma.strata.report.cashflow.CashFlowReport.Builder
Sets the keys corresponding to the columns.
columnKeys(ExplainKey<?>...) - Method in class com.opengamma.strata.report.cashflow.CashFlowReport.Builder
Sets the columnKeys property in the builder from an array of objects.
columnKeys() - Method in class com.opengamma.strata.report.cashflow.CashFlowReport.Meta
The meta-property for the columnKeys property.
ColumnName - Class in com.opengamma.strata.calc
The name of a column in the grid of calculation results.
columns() - Method in class com.opengamma.strata.calc.Results.Meta
The meta-property for the columns property.
columns() - Method in class com.opengamma.strata.report.ReportCalculationResults.Meta
The meta-property for the columns property.
columns(List<TradeReportColumn>) - Method in class com.opengamma.strata.report.trade.TradeReport.Builder
Sets the report columns, which may contain information required for formatting.
columns(TradeReportColumn...) - Method in class com.opengamma.strata.report.trade.TradeReport.Builder
Sets the columns property in the builder from an array of objects.
columns() - Method in class com.opengamma.strata.report.trade.TradeReport.Meta
The meta-property for the columns property.
columns(List<TradeReportColumn>) - Method in class com.opengamma.strata.report.trade.TradeReportTemplate.Builder
Sets the columns in the report.
columns(TradeReportColumn...) - Method in class com.opengamma.strata.report.trade.TradeReportTemplate.Builder
Sets the columns property in the builder from an array of objects.
columns() - Method in class com.opengamma.strata.report.trade.TradeReportTemplate.Meta
The meta-property for the columns property.
com.opengamma.strata.basics - package com.opengamma.strata.basics
Basic types for modelling reference data.
com.opengamma.strata.basics.currency - package com.opengamma.strata.basics.currency
Representations of currency and money.
com.opengamma.strata.basics.date - package com.opengamma.strata.basics.date
Tools for working with dates.
com.opengamma.strata.basics.index - package com.opengamma.strata.basics.index
Entity objects describing common market indices, such as LIBOR and FED FUND.
com.opengamma.strata.basics.location - package com.opengamma.strata.basics.location
Representations of a geographic location.
com.opengamma.strata.basics.schedule - package com.opengamma.strata.basics.schedule
Basic financial tools for working with date-based schedules.
com.opengamma.strata.basics.value - package com.opengamma.strata.basics.value
Basic financial tools for working with values.
com.opengamma.strata.calc - package com.opengamma.strata.calc
Calculates risk measures on trades, applies scenarios and manages market data.
com.opengamma.strata.calc.marketdata - package com.opengamma.strata.calc.marketdata
Provides the ability to obtain market data and perform calibrations and scenario perturbations.
com.opengamma.strata.calc.runner - package com.opengamma.strata.calc.runner
The calculation runner.
com.opengamma.strata.collect - package com.opengamma.strata.collect
Root package for common data structures used by Strata.
com.opengamma.strata.collect.array - package com.opengamma.strata.collect.array
Array data structures.
com.opengamma.strata.collect.function - package com.opengamma.strata.collect.function
Additional functional interfaces not supplied by Java SE 8.
com.opengamma.strata.collect.io - package com.opengamma.strata.collect.io
Provides utilities for the management of input and output.
com.opengamma.strata.collect.named - package com.opengamma.strata.collect.named
Named data structures.
com.opengamma.strata.collect.result - package com.opengamma.strata.collect.result
Result data structures.
com.opengamma.strata.collect.timeseries - package com.opengamma.strata.collect.timeseries
Time-series data structures.
com.opengamma.strata.collect.tuple - package com.opengamma.strata.collect.tuple
Tuple data structures.
com.opengamma.strata.data - package com.opengamma.strata.data
Basic types to model market data.
com.opengamma.strata.data.scenario - package com.opengamma.strata.data.scenario
Basic types to model market data across scenarios.
com.opengamma.strata.loader - package com.opengamma.strata.loader
Tools for loading data from files.
com.opengamma.strata.loader.csv - package com.opengamma.strata.loader.csv
Loader that reads market data from CSV files.
com.opengamma.strata.loader.fpml - package com.opengamma.strata.loader.fpml
Loader that can convert files to financial instruments.
com.opengamma.strata.market - package com.opengamma.strata.market
Data structures for market data.
com.opengamma.strata.market.amount - package com.opengamma.strata.market.amount
Defines representations of amounts typically used as result types.
com.opengamma.strata.market.curve - package com.opengamma.strata.market.curve
Definitions of curves.
com.opengamma.strata.market.curve.interpolator - package com.opengamma.strata.market.curve.interpolator
Interpolators for interpolating in one and two dimensions.
com.opengamma.strata.market.curve.node - package com.opengamma.strata.market.curve.node
Curve nodes.
com.opengamma.strata.market.explain - package com.opengamma.strata.market.explain
Support for explaining results.
com.opengamma.strata.market.model - package com.opengamma.strata.market.model
Market data related to pricing models.
com.opengamma.strata.market.observable - package com.opengamma.strata.market.observable
Market data for quotes.
com.opengamma.strata.market.option - package com.opengamma.strata.market.option
Entity objects for options.
com.opengamma.strata.market.param - package com.opengamma.strata.market.param
Market data based on parameters.
com.opengamma.strata.market.sensitivity - package com.opengamma.strata.market.sensitivity
Entity objects for sensitivities.
com.opengamma.strata.market.surface - package com.opengamma.strata.market.surface
Definitions of surfaces.
com.opengamma.strata.market.surface.interpolator - package com.opengamma.strata.market.surface.interpolator
Interpolators for surfaces.
com.opengamma.strata.math - package com.opengamma.strata.math
Base package of the strata-math project.
com.opengamma.strata.math.linearalgebra - package com.opengamma.strata.math.linearalgebra
Linear algebra.
com.opengamma.strata.math.rootfind - package com.opengamma.strata.math.rootfind
Root finding.
com.opengamma.strata.measure - package com.opengamma.strata.measure
Provides the ability to calculate high-level measures on financial instruments.
com.opengamma.strata.measure.bond - package com.opengamma.strata.measure.bond
Base package for calculation functions.
com.opengamma.strata.measure.calc - package com.opengamma.strata.measure.calc
Additional calculation parameters.
com.opengamma.strata.measure.capfloor - package com.opengamma.strata.measure.capfloor
Calculation functions for Ibor cap/floor products.
com.opengamma.strata.measure.cms - package com.opengamma.strata.measure.cms
Calculation functions for constant maturity swap (CMS) products.
com.opengamma.strata.measure.credit - package com.opengamma.strata.measure.credit
Calculation functions for credit products.
com.opengamma.strata.measure.curve - package com.opengamma.strata.measure.curve
Integration code that allows strata-calc to use and calibrate curves.
com.opengamma.strata.measure.deposit - package com.opengamma.strata.measure.deposit
Calculation functions for deposit products.
com.opengamma.strata.measure.dsf - package com.opengamma.strata.measure.dsf
Calculation functions for DSF products.
com.opengamma.strata.measure.fra - package com.opengamma.strata.measure.fra
Calculation functions for FRA products.
com.opengamma.strata.measure.fx - package com.opengamma.strata.measure.fx
Calculation functions for FX products.
com.opengamma.strata.measure.fxopt - package com.opengamma.strata.measure.fxopt
Calculation functions for FX option products.
com.opengamma.strata.measure.index - package com.opengamma.strata.measure.index
Calculation functions for index products.
com.opengamma.strata.measure.payment - package com.opengamma.strata.measure.payment
Calculation functions for payment products.
com.opengamma.strata.measure.rate - package com.opengamma.strata.measure.rate
Base package for calculation functions.
com.opengamma.strata.measure.security - package com.opengamma.strata.measure.security
Calculation functions for futures products.
com.opengamma.strata.measure.swap - package com.opengamma.strata.measure.swap
Calculation functions for swap products.
com.opengamma.strata.measure.swaption - package com.opengamma.strata.measure.swaption
Calculation functions for swaption products.
com.opengamma.strata.pricer - package com.opengamma.strata.pricer
Calculators for financial instruments.
com.opengamma.strata.pricer.bond - package com.opengamma.strata.pricer.bond
Calculators for bonds.
com.opengamma.strata.pricer.capfloor - package com.opengamma.strata.pricer.capfloor
Calculators for Ibor cap-floor.
com.opengamma.strata.pricer.cms - package com.opengamma.strata.pricer.cms
Calculators for CMS.
com.opengamma.strata.pricer.common - package com.opengamma.strata.pricer.common
Common code for pricing.
com.opengamma.strata.pricer.credit - package com.opengamma.strata.pricer.credit
Calculators for credit instruments, such as Credit Default Swap (CDS).
com.opengamma.strata.pricer.curve - package com.opengamma.strata.pricer.curve
Provides the ability to calibrate curves.
com.opengamma.strata.pricer.deposit - package com.opengamma.strata.pricer.deposit
Calculators for rate deposit instruments, such as term deposit.
com.opengamma.strata.pricer.dsf - package com.opengamma.strata.pricer.dsf
Calculators for Deliverable Swap Futures (DSFs).
com.opengamma.strata.pricer.fra - package com.opengamma.strata.pricer.fra
Calculators for Forward Rate Agreement (FRA) instruments.
com.opengamma.strata.pricer.fx - package com.opengamma.strata.pricer.fx
Calculators for FX instruments, such as FX forward and FX swap.
com.opengamma.strata.pricer.fxopt - package com.opengamma.strata.pricer.fxopt
Calculators for FX options.
com.opengamma.strata.pricer.index - package com.opengamma.strata.pricer.index
Calculators for products based on rate indices, such as Short Term Interest Rate futures (STIRs).
com.opengamma.strata.pricer.model - package com.opengamma.strata.pricer.model
Common code for model pricing.
com.opengamma.strata.pricer.option - package com.opengamma.strata.pricer.option
Pricer support classes for options.
com.opengamma.strata.pricer.payment - package com.opengamma.strata.pricer.payment
Calculators for payment instruments.
com.opengamma.strata.pricer.rate - package com.opengamma.strata.pricer.rate
Calculators for rates instruments, such as Forward Rate Agreement (FRA) and interest rate swap.
com.opengamma.strata.pricer.sensitivity - package com.opengamma.strata.pricer.sensitivity
Calculators for sensitivities.
com.opengamma.strata.pricer.swap - package com.opengamma.strata.pricer.swap
Calculators for interest rate swaps.
com.opengamma.strata.pricer.swaption - package com.opengamma.strata.pricer.swaption
Calculators for swaptions.
com.opengamma.strata.product - package com.opengamma.strata.product
Entity objects describing trades and products in financial markets.
com.opengamma.strata.product.bond - package com.opengamma.strata.product.bond
Entity objects describing bonds.
com.opengamma.strata.product.capfloor - package com.opengamma.strata.product.capfloor
Entity objects describing Ibor cap/floor.
com.opengamma.strata.product.cms - package com.opengamma.strata.product.cms
Entity objects describing Constant Maturity Swap (CMS) or CMS cap/floor.
com.opengamma.strata.product.common - package com.opengamma.strata.product.common
Entity objects shared between other packages.
com.opengamma.strata.product.credit - package com.opengamma.strata.product.credit
Entity objects describing Credit Default Swap (CDS) and CDS index.
com.opengamma.strata.product.credit.type - package com.opengamma.strata.product.credit.type
Conventions and templates to aid the construction of credit instruments.
com.opengamma.strata.product.deposit - package com.opengamma.strata.product.deposit
Entity objects describing financial instruments representing a simple deposit with interest.
com.opengamma.strata.product.deposit.type - package com.opengamma.strata.product.deposit.type
Conventions and templates to aid the construction of deposits.
com.opengamma.strata.product.dsf - package com.opengamma.strata.product.dsf
Entity objects describing Deliverable Swap Futures (DSFs).
com.opengamma.strata.product.etd - package com.opengamma.strata.product.etd
Entity objects describing Exchange Traded Derivatives (ETDs).
com.opengamma.strata.product.fra - package com.opengamma.strata.product.fra
Entity objects describing a forward rate agreement (FRA).
com.opengamma.strata.product.fra.type - package com.opengamma.strata.product.fra.type
Conventions and templates to aid the construction of FRAs.
com.opengamma.strata.product.fx - package com.opengamma.strata.product.fx
Entity objects describing financial instruments in the foreign exchange market.
com.opengamma.strata.product.fx.type - package com.opengamma.strata.product.fx.type
Conventions and templates to aid the construction of foreign exchange products.
com.opengamma.strata.product.fxopt - package com.opengamma.strata.product.fxopt
Entity objects describing options in the foreign exchange market.
com.opengamma.strata.product.index - package com.opengamma.strata.product.index
Entity objects describing contracts based on rate indices.
com.opengamma.strata.product.index.type - package com.opengamma.strata.product.index.type
Conventions and templates to aid the construction of rate index products.
com.opengamma.strata.product.option - package com.opengamma.strata.product.option
Entity objects describing common option concepts.
com.opengamma.strata.product.payment - package com.opengamma.strata.product.payment
Entity objects describing simple payment financial instruments.
com.opengamma.strata.product.rate - package com.opengamma.strata.product.rate
Entity objects describing the rate-based financial instruments.
com.opengamma.strata.product.swap - package com.opengamma.strata.product.swap
Entity objects describing a swap.
com.opengamma.strata.product.swap.type - package com.opengamma.strata.product.swap.type
Conventions and templates to aid the construction of rate swaps.
com.opengamma.strata.product.swaption - package com.opengamma.strata.product.swaption
Entity objects describing options on swaps, known as swaptions.
com.opengamma.strata.report - package com.opengamma.strata.report
Reporting Framework
com.opengamma.strata.report.cashflow - package com.opengamma.strata.report.cashflow
Types for reporting and formatting cashflows.
com.opengamma.strata.report.framework.expression - package com.opengamma.strata.report.framework.expression
Provide the ability to extract data using textual expressions.
com.opengamma.strata.report.framework.format - package com.opengamma.strata.report.framework.format
Provide the ability to format calculated values.
com.opengamma.strata.report.trade - package com.opengamma.strata.report.trade
Types for reporting and formatting trades.
combine(List<MarketDataRequirements>) - Static method in class com.opengamma.strata.calc.marketdata.MarketDataRequirements
Merges multiple sets of requirements into a single set.
combine(DoubleArray, DoubleBinaryOperator) - Method in class com.opengamma.strata.collect.array.DoubleArray
Returns an instance where each element is formed by some combination of the matching values in this array and the other array.
combine(DoubleMatrix, DoubleBinaryOperator) - Method in class com.opengamma.strata.collect.array.DoubleMatrix
Returns an instance where each element is formed by some combination of the matching values in this matrix and the other matrix.
combine(IntArray, IntBinaryOperator) - Method in class com.opengamma.strata.collect.array.IntArray
Returns an instance where each element is formed by some combination of the matching values in this array and the other array.
combine(double[], double[], DoubleBinaryOperator) - Static method in class com.opengamma.strata.collect.DoubleArrayMath
Combines two arrays, returning an array where each element is the combination of the two matching inputs.
combine(Iterable<? extends Result<T>>, Function<Stream<T>, R>) - Static method in class com.opengamma.strata.collect.result.Result
Takes a collection of results, checks if all of them are successes and then applies the supplied function to the successes wrapping the result in a success result.
combine(MarketDataName<?>, CurrencyParameterSensitivity...) - Static method in class com.opengamma.strata.market.param.CurrencyParameterSensitivity
Combines two or more instances to form a single sensitivity instance.
combine(MarketDataName<?>, UnitParameterSensitivity...) - Static method in class com.opengamma.strata.market.param.UnitParameterSensitivity
Combines two or more instances to form a single sensitivity instance.
combineByAddition(double[], double[]) - Static method in class com.opengamma.strata.collect.DoubleArrayMath
Combines two arrays, returning an array where each element is the sum of the two matching inputs.
combineByMultiplication(double[], double[]) - Static method in class com.opengamma.strata.collect.DoubleArrayMath
Combines two arrays, returning an array where each element is the multiplication of the two matching inputs.
combined(ImmutableHolidayCalendar, ImmutableHolidayCalendar) - Static method in class com.opengamma.strata.basics.date.ImmutableHolidayCalendar
Obtains a combined holiday calendar instance.
combined(FxRateProvider, ImmutableRatesProvider...) - Static method in class com.opengamma.strata.pricer.rate.ImmutableRatesProvider
Combines a number of rates providers.
COMBINED_RATE - Static variable in class com.opengamma.strata.market.explain.ExplainKey
The combined rate, including weighting.
CombinedCurve - Class in com.opengamma.strata.market.curve
A curve formed from two curves, the base curve and the spread curve.
CombinedCurve.Meta - Class in com.opengamma.strata.market.curve
The meta-bean for CombinedCurve.
CombinedExtendedEnum<T extends Named> - Class in com.opengamma.strata.collect.named
Combines multiple extended enums into one lookup.
combinedIniFile(String) - Static method in class com.opengamma.strata.collect.io.ResourceConfig
Returns a combined INI file formed by merging INI files with the specified name.
combinedIniFile(List<ResourceLocator>) - Static method in class com.opengamma.strata.collect.io.ResourceConfig
Returns a combined INI file formed by merging the specified INI files.
combinedWith(HolidayCalendar) - Method in interface com.opengamma.strata.basics.date.HolidayCalendar
Combines this holiday calendar with another.
combinedWith(HolidayCalendarId) - Method in class com.opengamma.strata.basics.date.HolidayCalendarId
Combines this holiday calendar identifier with another.
combinedWith(ReferenceData) - Method in class com.opengamma.strata.basics.ImmutableReferenceData
 
combinedWith(ReferenceData) - Method in interface com.opengamma.strata.basics.ReferenceData
Combines this reference data with another.
combinedWith(CalculationParameters) - Method in class com.opengamma.strata.calc.runner.CalculationParameters
Combines this set of parameters with the specified set.
combinedWith(FunctionRequirements) - Method in class com.opengamma.strata.calc.runner.FunctionRequirements
Combines these requirements with another set.
combinedWith(PropertySet) - Method in class com.opengamma.strata.collect.io.PropertySet
Combines this property set with another.
combinedWith(ValueWithFailures<U>, BiFunction<T, U, R>) - Method in class com.opengamma.strata.collect.result.ValueWithFailures
Combines this instance with another.
combinedWith(ImmutableMarketData) - Method in class com.opengamma.strata.data.ImmutableMarketData
Combines this set of market data with another.
combinedWith(MarketData) - Method in class com.opengamma.strata.data.ImmutableMarketData
 
combinedWith(MarketData) - Method in interface com.opengamma.strata.data.MarketData
Combines this market data with another.
combinedWith(ImmutableScenarioMarketData) - Method in class com.opengamma.strata.data.scenario.ImmutableScenarioMarketData
Returns set of market data which combines the data from this set of data with another set.
combinedWith(ScenarioMarketData) - Method in class com.opengamma.strata.data.scenario.ImmutableScenarioMarketData
 
combinedWith(ScenarioMarketData) - Method in interface com.opengamma.strata.data.scenario.ScenarioMarketData
Returns set of market data which combines the data from this set of data with another set.
combinedWith(CashFlow) - Method in class com.opengamma.strata.market.amount.CashFlows
Combines this cash flows instance with another cash flow.
combinedWith(CashFlows) - Method in class com.opengamma.strata.market.amount.CashFlows
Combines this cash flows instance with another one.
combinedWith(RatesCurveGroupDefinition) - Method in class com.opengamma.strata.market.curve.RatesCurveGroupDefinition
Combines this definition with another one.
combinedWith(CrossGammaParameterSensitivity) - Method in class com.opengamma.strata.market.param.CrossGammaParameterSensitivities
Combines this parameter sensitivities with another instance.
combinedWith(CrossGammaParameterSensitivities) - Method in class com.opengamma.strata.market.param.CrossGammaParameterSensitivities
Combines this parameter sensitivities with another instance.
combinedWith(CurrencyParameterSensitivity) - Method in class com.opengamma.strata.market.param.CurrencyParameterSensitivities
Combines this parameter sensitivities with another instance.
combinedWith(CurrencyParameterSensitivities) - Method in class com.opengamma.strata.market.param.CurrencyParameterSensitivities
Combines this parameter sensitivities with another instance.
combinedWith(UnitParameterSensitivity) - Method in class com.opengamma.strata.market.param.UnitParameterSensitivities
Combines this parameter sensitivities with another instance.
combinedWith(UnitParameterSensitivities) - Method in class com.opengamma.strata.market.param.UnitParameterSensitivities
Combines this parameter sensitivities with another instance.
combinedWith(PointSensitivityBuilder) - Method in class com.opengamma.strata.market.sensitivity.MutablePointSensitivities
 
combinedWith(PointSensitivities) - Method in class com.opengamma.strata.market.sensitivity.PointSensitivities
Combines this point sensitivities with another instance.
combinedWith(PointSensitivityBuilder) - Method in interface com.opengamma.strata.market.sensitivity.PointSensitivityBuilder
Combines this sensitivity with another instance.
combinedWith(ImmutableRatesProvider, FxRateProvider) - Method in class com.opengamma.strata.pricer.rate.ImmutableRatesProvider
Combines this provider with another.
combineFuturesAsList(List<? extends CompletableFuture<? extends T>>) - Static method in class com.opengamma.strata.collect.Guavate
Converts a list of futures to a single future, combining the values into a list.
combineFuturesAsMap(Map<K, F>) - Static method in class com.opengamma.strata.collect.Guavate
Converts a map of futures to a single future.
combineLenient(double[], double[], DoubleBinaryOperator) - Static method in class com.opengamma.strata.collect.DoubleArrayMath
Combines two arrays, returning an array where each element is the combination of the two matching inputs.
combineReduce(DoubleArray, DoubleTernaryOperator) - Method in class com.opengamma.strata.collect.array.DoubleArray
Combines this array and the other array returning a reduced value.
combineReduce(IntArray, IntTernaryOperator) - Method in class com.opengamma.strata.collect.array.IntArray
Combines this array and the other array returning a reduced value.
combineWith(Result<U>, BiFunction<T, U, Result<R>>) - Method in class com.opengamma.strata.collect.result.Result
Combines this result with another result.
combineWith(MarketDataBox<U>, BiFunction<T, U, R>) - Method in interface com.opengamma.strata.data.scenario.MarketDataBox
Applies a function to the market data in this box and another box and returns a box containing the result.
combineWithDefaults(ReportingCurrency, CalculationParameters) - Method in class com.opengamma.strata.calc.Column
Combines the parameters with another reporting currency and set of parameters.
compareKey(CrossGammaParameterSensitivity) - Method in class com.opengamma.strata.market.param.CrossGammaParameterSensitivity
Compares the key of two sensitivity objects, excluding the parameter sensitivity values.
compareKey(CurrencyParameterSensitivity) - Method in class com.opengamma.strata.market.param.CurrencyParameterSensitivity
Compares the key of two sensitivity objects, excluding the parameter sensitivity values.
compareKey(UnitParameterSensitivity) - Method in class com.opengamma.strata.market.param.UnitParameterSensitivity
Compares the key of two sensitivity objects, excluding the parameter sensitivity values.
compareKey(PointSensitivity) - Method in interface com.opengamma.strata.market.sensitivity.PointSensitivity
Compares the key of two sensitivities, excluding the point sensitivity value.
compareKey(PointSensitivity) - Method in class com.opengamma.strata.pricer.bond.BondFutureOptionSensitivity
 
compareKey(PointSensitivity) - Method in class com.opengamma.strata.pricer.bond.IssuerCurveZeroRateSensitivity
 
compareKey(PointSensitivity) - Method in class com.opengamma.strata.pricer.bond.RepoCurveZeroRateSensitivity
 
compareKey(PointSensitivity) - Method in class com.opengamma.strata.pricer.capfloor.IborCapletFloorletSabrSensitivity
 
compareKey(PointSensitivity) - Method in class com.opengamma.strata.pricer.capfloor.IborCapletFloorletSensitivity
 
compareKey(PointSensitivity) - Method in class com.opengamma.strata.pricer.credit.CreditCurveZeroRateSensitivity
 
compareKey(PointSensitivity) - Method in class com.opengamma.strata.pricer.fx.FxForwardSensitivity
 
compareKey(PointSensitivity) - Method in class com.opengamma.strata.pricer.fx.FxIndexSensitivity
 
compareKey(PointSensitivity) - Method in class com.opengamma.strata.pricer.fxopt.FxOptionSensitivity
 
compareKey(PointSensitivity) - Method in class com.opengamma.strata.pricer.index.IborFutureOptionSensitivity
 
compareKey(PointSensitivity) - Method in class com.opengamma.strata.pricer.rate.IborRateSensitivity
 
compareKey(PointSensitivity) - Method in class com.opengamma.strata.pricer.rate.InflationRateSensitivity
 
compareKey(PointSensitivity) - Method in class com.opengamma.strata.pricer.rate.OvernightRateSensitivity
 
compareKey(PointSensitivity) - Method in class com.opengamma.strata.pricer.swaption.SwaptionSabrSensitivity
 
compareKey(PointSensitivity) - Method in class com.opengamma.strata.pricer.swaption.SwaptionSensitivity
 
compareKey(PointSensitivity) - Method in class com.opengamma.strata.pricer.ZeroRateSensitivity
 
compareTo(Currency) - Method in class com.opengamma.strata.basics.currency.Currency
Compares this currency to another.
compareTo(CurrencyAmount) - Method in class com.opengamma.strata.basics.currency.CurrencyAmount
Compares this currency amount to another.
compareTo(Money) - Method in class com.opengamma.strata.basics.currency.Money
Compares this money to another.
compareTo(Tenor) - Method in class com.opengamma.strata.basics.date.Tenor
Compares this tenor to another tenor.
compareTo(Country) - Method in class com.opengamma.strata.basics.location.Country
Compares this country to another.
compareTo(SchedulePeriod) - Method in class com.opengamma.strata.basics.schedule.SchedulePeriod
Compares this period to another by unadjusted start date, then unadjusted end date.
compareTo(StandardId) - Method in class com.opengamma.strata.basics.StandardId
Compares the external identifiers, sorting alphabetically by scheme followed by value.
compareTo(LocalDateDoublePoint) - Method in class com.opengamma.strata.collect.timeseries.LocalDateDoublePoint
Compares this point to another.
compareTo(DoublesPair) - Method in class com.opengamma.strata.collect.tuple.DoublesPair
Compares the pair based on the first element followed by the second element.
compareTo(IntDoublePair) - Method in class com.opengamma.strata.collect.tuple.IntDoublePair
Compares the pair based on the first element followed by the second element.
compareTo(LongDoublePair) - Method in class com.opengamma.strata.collect.tuple.LongDoublePair
Compares the pair based on the first element followed by the second element.
compareTo(ObjDoublePair<A>) - Method in class com.opengamma.strata.collect.tuple.ObjDoublePair
Compares the pair based on the first element followed by the second element.
compareTo(ObjIntPair<A>) - Method in class com.opengamma.strata.collect.tuple.ObjIntPair
Compares the pair based on the first element followed by the second element.
compareTo(Pair<A, B>) - Method in class com.opengamma.strata.collect.tuple.Pair
Compares the pair based on the first element followed by the second element.
compareTo(Triple<A, B, C>) - Method in class com.opengamma.strata.collect.tuple.Triple
Compares the triple based on the first element followed by the second element followed by the third element.
compareTo(T) - Method in class com.opengamma.strata.collect.TypedString
Compares this type to another.
compareTo(MarketDataName<?>) - Method in class com.opengamma.strata.data.MarketDataName
Compares this name to another.
compareTo(CashFlow) - Method in class com.opengamma.strata.market.amount.CashFlow
Compares this cash flow to another, first by date, then value.
COMPLETED - Static variable in class com.opengamma.strata.market.explain.ExplainKey
The flag to indicate that the period has completed.
completePosition(CsvRow, EtdFuturePosition, EtdContractSpec) - Method in interface com.opengamma.strata.loader.csv.PositionCsvInfoResolver
Completes the position, potentially parsing additional columns.
completePosition(CsvRow, EtdOptionPosition, EtdContractSpec) - Method in interface com.opengamma.strata.loader.csv.PositionCsvInfoResolver
Completes the position, potentially parsing additional columns.
completePosition(CsvRow, SecurityPosition) - Method in interface com.opengamma.strata.loader.csv.PositionCsvInfoResolver
Completes the position, potentially parsing additional columns.
completeTrade(CsvRow, FraTrade) - Method in interface com.opengamma.strata.loader.csv.TradeCsvInfoResolver
Completes the FRA trade, potentially parsing additional columns.
completeTrade(CsvRow, SecurityTrade) - Method in interface com.opengamma.strata.loader.csv.TradeCsvInfoResolver
Completes the trade, potentially parsing additional columns.
completeTrade(CsvRow, SwapTrade) - Method in interface com.opengamma.strata.loader.csv.TradeCsvInfoResolver
Completes the FRA trade, potentially parsing additional columns.
completeTrade(CsvRow, TermDepositTrade) - Method in interface com.opengamma.strata.loader.csv.TradeCsvInfoResolver
Completes the trade, potentially parsing additional columns.
completeTrade(CsvRow, FxSingleTrade) - Method in interface com.opengamma.strata.loader.csv.TradeCsvInfoResolver
Completes the FX Forward trade, potentially parsing additional columns.
completeTrade(CsvRow, FxSwapTrade) - Method in interface com.opengamma.strata.loader.csv.TradeCsvInfoResolver
Completes the FX Swap trade, potentially parsing additional columns.
completeTradeCommon(CsvRow, T) - Method in interface com.opengamma.strata.loader.csv.TradeCsvInfoResolver
Completes the trade, potentially parsing additional columns.
composedWith(CalculationFunctions) - Method in interface com.opengamma.strata.calc.runner.CalculationFunctions
Returns a set of calculation functions which combines the functions in this set with the functions in another.
composedWith(DerivedCalculationFunction<?, ?>...) - Method in interface com.opengamma.strata.calc.runner.CalculationFunctions
Returns a set of calculation functions which combines the functions in this set with some derived calculation functions.
CompoundedRateType - Enum in com.opengamma.strata.pricer
A compounded rate type.
COMPOUNDING - Static variable in class com.opengamma.strata.market.explain.ExplainKey
The method of compounding.
COMPOUNDING_PER_YEAR - Static variable in class com.opengamma.strata.market.curve.CurveInfoType
Key used to access information about the number of compounding per year, as an Integer.
CompoundingMethod - Enum in com.opengamma.strata.product.swap
A convention defining how to compound interest.
compoundingMethod(CompoundingMethod) - Method in class com.opengamma.strata.product.swap.PaymentSchedule.Builder
Sets the compounding method to use when there is more than one accrual period, defaulted to 'None'.
compoundingMethod() - Method in class com.opengamma.strata.product.swap.PaymentSchedule.Meta
The meta-property for the compoundingMethod property.
compoundingMethod(CompoundingMethod) - Method in class com.opengamma.strata.product.swap.RatePaymentPeriod.Builder
Sets the compounding method to use when there is more than one accrual period, default is 'None'.
compoundingMethod() - Method in class com.opengamma.strata.product.swap.RatePaymentPeriod.Meta
The meta-property for the compoundingMethod property.
compoundingMethod(CompoundingMethod) - Method in class com.opengamma.strata.product.swap.type.FixedRateSwapLegConvention.Builder
Sets the compounding method to use when there is more than one accrual period in each payment period, optional with defaulting getter.
compoundingMethod() - Method in class com.opengamma.strata.product.swap.type.FixedRateSwapLegConvention.Meta
The meta-property for the compoundingMethod property.
compoundingMethod(CompoundingMethod) - Method in class com.opengamma.strata.product.swap.type.IborRateSwapLegConvention.Builder
Sets the compounding method to use when there is more than one accrual period in each payment period, optional with defaulting getter.
compoundingMethod() - Method in class com.opengamma.strata.product.swap.type.IborRateSwapLegConvention.Meta
The meta-property for the compoundingMethod property.
compoundingMethod(CompoundingMethod) - Method in class com.opengamma.strata.product.swap.type.OvernightRateSwapLegConvention.Builder
Sets the compounding method to use when there is more than one accrual period in each payment period, optional with defaulting getter.
compoundingMethod() - Method in class com.opengamma.strata.product.swap.type.OvernightRateSwapLegConvention.Meta
The meta-property for the compoundingMethod property.
computeJacobian() - Method in class com.opengamma.strata.market.curve.IsdaCreditCurveDefinition.Meta
The meta-property for the computeJacobian property.
computeJacobian() - Method in class com.opengamma.strata.market.curve.RatesCurveGroupDefinition.Meta
The meta-property for the computeJacobian property.
computeJacobian(boolean) - Method in class com.opengamma.strata.market.curve.RatesCurveGroupDefinitionBuilder
Sets the 'compute Jacobian' flag of the curve group definition.
computePenaltyMatrix(DoubleArray, DoubleArray) - Method in class com.opengamma.strata.pricer.capfloor.DirectIborCapletFloorletVolatilityDefinition
Computes penalty matrix.
computePvSensitivityToMarketQuote() - Method in class com.opengamma.strata.market.curve.RatesCurveGroupDefinition.Meta
The meta-property for the computePvSensitivityToMarketQuote property.
computePvSensitivityToMarketQuote(boolean) - Method in class com.opengamma.strata.market.curve.RatesCurveGroupDefinitionBuilder
Sets the 'compute PV sensitivity to market quote' flag of the curve group definition.
computeShift(double, double) - Method in enum com.opengamma.strata.market.ShiftType
Computes the shift amount using appropriate logic for the shift type.
concat(double...) - Method in class com.opengamma.strata.collect.array.DoubleArray
Returns an array that combines this array and the specified array.
concat(DoubleArray) - Method in class com.opengamma.strata.collect.array.DoubleArray
Returns an array that combines this array and the specified array.
concat(int...) - Method in class com.opengamma.strata.collect.array.IntArray
Returns an array that combines this array and the specified array.
concat(IntArray) - Method in class com.opengamma.strata.collect.array.IntArray
Returns an array that combines this array and the specified array.
concatToList(Iterable<T>...) - Static method in class com.opengamma.strata.collect.Guavate
Concatenates a number of iterables into a single list.
configs() - Method in class com.opengamma.strata.calc.marketdata.MarketDataConfig.Meta
The meta-property for the configs property.
ConstantCurve - Class in com.opengamma.strata.market.curve
A curve based on a single constant value.
ConstantCurve.Meta - Class in com.opengamma.strata.market.curve
The meta-bean for ConstantCurve.
ConstantNodalCurve - Class in com.opengamma.strata.market.curve
A curve based on a single constant value.
ConstantNodalCurve.Builder - Class in com.opengamma.strata.market.curve
The bean-builder for ConstantNodalCurve.
ConstantNodalCurve.Meta - Class in com.opengamma.strata.market.curve
The meta-bean for ConstantNodalCurve.
ConstantRecoveryRates - Class in com.opengamma.strata.pricer.credit
The constant recovery rate.
ConstantRecoveryRates.Meta - Class in com.opengamma.strata.pricer.credit
The meta-bean for ConstantRecoveryRates.
ConstantSurface - Class in com.opengamma.strata.market.surface
A surface based on a single constant value.
ConstantSurface.Meta - Class in com.opengamma.strata.market.surface
The meta-bean for ConstantSurface.
consumer(CheckedConsumer<T>) - Static method in class com.opengamma.strata.collect.Unchecked
Converts checked exceptions to unchecked based on the Consumer interface.
contains(Currency) - Method in class com.opengamma.strata.basics.currency.CurrencyPair
Checks if the currency pair contains the supplied currency as either its base or counter.
contains(Currency) - Method in class com.opengamma.strata.basics.currency.MultiCurrencyAmount
Checks if this multi-amount contains an amount for the specified currency.
contains(LocalDate) - Method in class com.opengamma.strata.basics.schedule.SchedulePeriod
Checks if this period contains the specified date.
contains(double) - Method in class com.opengamma.strata.collect.array.DoubleArray
Checks if this array contains the specified value.
contains(int) - Method in class com.opengamma.strata.collect.array.IntArray
Checks if this array contains the specified value.
contains(String) - Method in class com.opengamma.strata.collect.io.IniFile
Checks if this INI file contains the specified section.
contains(String) - Method in class com.opengamma.strata.collect.io.PropertySet
Checks if this property set contains the specified key.
containsCurve(CurveName) - Method in class com.opengamma.strata.market.curve.JacobianCalibrationMatrix
Checks if this info contains the specified curve.
containsDate(LocalDate) - Method in interface com.opengamma.strata.collect.timeseries.LocalDateDoubleTimeSeries
Checks if this time-series contains a value for the specified date.
containsHeader(String) - Method in class com.opengamma.strata.collect.io.CsvFile
Checks if the header is known.
containsHeader(Pattern) - Method in class com.opengamma.strata.collect.io.CsvFile
Checks if the header pattern is known.
containsHeader(String) - Method in class com.opengamma.strata.collect.io.CsvIterator
Checks if the header is known.
containsHeader(Pattern) - Method in class com.opengamma.strata.collect.io.CsvIterator
Checks if the header pattern is known.
containsValue(ReferenceDataId<?>) - Method in interface com.opengamma.strata.basics.ReferenceData
Checks if this reference data contains a value for the specified identifier.
containsValue(MarketDataId<?>) - Method in class com.opengamma.strata.calc.marketdata.BuiltMarketData
 
containsValue(MarketDataId<?>) - Method in class com.opengamma.strata.calc.marketdata.BuiltScenarioMarketData
 
containsValue(MarketDataId<?>) - Method in class com.opengamma.strata.data.ImmutableMarketData
 
containsValue(MarketDataId<?>) - Method in interface com.opengamma.strata.data.MarketData
Checks if this market data contains a value for the specified identifier.
containsValue(MarketDataId<?>) - Method in class com.opengamma.strata.data.scenario.ImmutableScenarioMarketData
 
containsValue(MarketDataId<?>) - Method in interface com.opengamma.strata.data.scenario.ScenarioMarketData
Checks if this market data contains a value for the specified identifier.
CONTRACT_CODE_FIELD - Static variable in class com.opengamma.strata.loader.csv.CsvLoaderUtils
The column name for the contract code.
CONTRACT_SIZE - Static variable in class com.opengamma.strata.loader.csv.CsvLoaderUtils
The column name for the contract size.
contractCode() - Method in class com.opengamma.strata.product.etd.EtdContractSpec.Meta
The meta-property for the contractCode property.
contractCode(EtdContractCode) - Method in class com.opengamma.strata.product.etd.EtdContractSpecBuilder
Sets the code of the contract specification as given by the exchange in clearing and margining.
contractSize() - Method in class com.opengamma.strata.product.SecurityPriceInfo.Meta
The meta-property for the contractSize property.
contractSpecId(EtdContractSpecId) - Method in class com.opengamma.strata.product.etd.EtdFutureSecurity.Builder
Sets the ID of the contract specification from which this security is derived.
contractSpecId() - Method in class com.opengamma.strata.product.etd.EtdFutureSecurity.Meta
The meta-property for the contractSpecId property.
contractSpecId(EtdType, ExchangeId, EtdContractCode) - Static method in class com.opengamma.strata.product.etd.EtdIdUtils
Creates an identifier for a contract specification.
contractSpecId(EtdContractSpecId) - Method in class com.opengamma.strata.product.etd.EtdOptionSecurity.Builder
Sets the ID of the contract specification from which this security is derived.
contractSpecId() - Method in class com.opengamma.strata.product.etd.EtdOptionSecurity.Meta
The meta-property for the contractSpecId property.
convention(BusinessDayConvention) - Method in class com.opengamma.strata.basics.date.BusinessDayAdjustment.Builder
Sets the convention used to the adjust the date if it does not fall on a business day.
convention() - Method in class com.opengamma.strata.basics.date.BusinessDayAdjustment.Meta
The meta-property for the convention property.
convention() - Method in class com.opengamma.strata.pricer.swaption.BlackSwaptionExpiryTenorVolatilities.Meta
The meta-property for the convention property.
convention() - Method in class com.opengamma.strata.pricer.swaption.NormalSwaptionExpirySimpleMoneynessVolatilities.Meta
The meta-property for the convention property.
convention() - Method in class com.opengamma.strata.pricer.swaption.NormalSwaptionExpiryStrikeVolatilities.Meta
The meta-property for the convention property.
convention() - Method in class com.opengamma.strata.pricer.swaption.NormalSwaptionExpiryTenorVolatilities.Meta
The meta-property for the convention property.
convention(FixedIborSwapConvention) - Method in class com.opengamma.strata.pricer.swaption.SabrParametersSwaptionVolatilities.Builder
Sets the swap convention that the volatilities are to be used for.
convention() - Method in class com.opengamma.strata.pricer.swaption.SabrParametersSwaptionVolatilities.Meta
The meta-property for the convention property.
convention() - Method in class com.opengamma.strata.pricer.swaption.SabrSwaptionDefinition.Meta
The meta-property for the convention property.
convention() - Method in class com.opengamma.strata.product.credit.type.DatesCdsTemplate.Meta
The meta-property for the convention property.
convention() - Method in class com.opengamma.strata.product.credit.type.TenorCdsTemplate.Meta
The meta-property for the convention property.
convention(IborFixingDepositConvention) - Method in class com.opengamma.strata.product.deposit.type.IborFixingDepositTemplate.Builder
Sets the underlying Ibor fixing deposit convention.
convention() - Method in class com.opengamma.strata.product.deposit.type.IborFixingDepositTemplate.Meta
The meta-property for the convention property.
convention(TermDepositConvention) - Method in class com.opengamma.strata.product.deposit.type.TermDepositTemplate.Builder
Sets the underlying term deposit convention.
convention() - Method in class com.opengamma.strata.product.deposit.type.TermDepositTemplate.Meta
The meta-property for the convention property.
convention(FraConvention) - Method in class com.opengamma.strata.product.fra.type.FraTemplate.Builder
Sets the underlying FRA convention.
convention() - Method in class com.opengamma.strata.product.fra.type.FraTemplate.Meta
The meta-property for the convention property.
convention(FxSwapConvention) - Method in class com.opengamma.strata.product.fx.type.FxSwapTemplate.Builder
Sets the underlying FX Swap convention.
convention() - Method in class com.opengamma.strata.product.fx.type.FxSwapTemplate.Meta
The meta-property for the convention property.
convention(FixedIborSwapConvention) - Method in class com.opengamma.strata.product.swap.type.FixedIborSwapTemplate.Builder
Sets the market convention of the swap.
convention() - Method in class com.opengamma.strata.product.swap.type.FixedIborSwapTemplate.Meta
The meta-property for the convention property.
convention(FixedInflationSwapConvention) - Method in class com.opengamma.strata.product.swap.type.FixedInflationSwapTemplate.Builder
Sets the market convention of the swap.
convention() - Method in class com.opengamma.strata.product.swap.type.FixedInflationSwapTemplate.Meta
The meta-property for the convention property.
convention(FixedOvernightSwapConvention) - Method in class com.opengamma.strata.product.swap.type.FixedOvernightSwapTemplate.Builder
Sets the market convention of the swap.
convention() - Method in class com.opengamma.strata.product.swap.type.FixedOvernightSwapTemplate.Meta
The meta-property for the convention property.
convention(IborIborSwapConvention) - Method in class com.opengamma.strata.product.swap.type.IborIborSwapTemplate.Builder
Sets the market convention of the swap.
convention() - Method in class com.opengamma.strata.product.swap.type.IborIborSwapTemplate.Meta
The meta-property for the convention property.
convention(OvernightIborSwapConvention) - Method in class com.opengamma.strata.product.swap.type.OvernightIborSwapTemplate.Builder
Sets the market convention of the swap.
convention() - Method in class com.opengamma.strata.product.swap.type.OvernightIborSwapTemplate.Meta
The meta-property for the convention property.
convention(ThreeLegBasisSwapConvention) - Method in class com.opengamma.strata.product.swap.type.ThreeLegBasisSwapTemplate.Builder
Sets the market convention of the swap.
convention() - Method in class com.opengamma.strata.product.swap.type.ThreeLegBasisSwapTemplate.Meta
The meta-property for the convention property.
convention(XCcyIborIborSwapConvention) - Method in class com.opengamma.strata.product.swap.type.XCcyIborIborSwapTemplate.Builder
Sets the market convention of the swap.
convention() - Method in class com.opengamma.strata.product.swap.type.XCcyIborIborSwapTemplate.Meta
The meta-property for the convention property.
conversionFactors(List<Double>) - Method in class com.opengamma.strata.product.bond.BondFuture.Builder
Sets the conversion factor for each bond in the basket.
conversionFactors(Double...) - Method in class com.opengamma.strata.product.bond.BondFuture.Builder
Sets the conversionFactors property in the builder from an array of objects.
conversionFactors() - Method in class com.opengamma.strata.product.bond.BondFuture.Meta
The meta-property for the conversionFactors property.
conversionFactors(List<Double>) - Method in class com.opengamma.strata.product.bond.BondFutureSecurity.Builder
Sets the conversion factor for each bond in the basket.
conversionFactors(Double...) - Method in class com.opengamma.strata.product.bond.BondFutureSecurity.Builder
Sets the conversionFactors property in the builder from an array of objects.
conversionFactors() - Method in class com.opengamma.strata.product.bond.BondFutureSecurity.Meta
The meta-property for the conversionFactors property.
conversionFactors(List<Double>) - Method in class com.opengamma.strata.product.bond.ResolvedBondFuture.Builder
Sets the conversion factor for each bond in the basket.
conversionFactors(Double...) - Method in class com.opengamma.strata.product.bond.ResolvedBondFuture.Builder
Sets the conversionFactors property in the builder from an array of objects.
conversionFactors() - Method in class com.opengamma.strata.product.bond.ResolvedBondFuture.Meta
The meta-property for the conversionFactors property.
convert(CurrencyAmount, Currency) - Method in class com.opengamma.strata.basics.currency.FxMatrix
Converts a CurrencyAmount into an amount in the specified currency using the rates in this matrix.
convert(MultiCurrencyAmount, Currency) - Method in class com.opengamma.strata.basics.currency.FxMatrix
Converts a MultipleCurrencyAmount into an amount in the specified currency using the rates in this matrix.
convert(double, Currency, Currency) - Method in interface com.opengamma.strata.basics.currency.FxRateProvider
Converts an amount in a currency to an amount in a different currency using this rate.
convert(DoubleArray, Currency, Currency) - Method in class com.opengamma.strata.data.scenario.FxRateScenarioArray
Converts an amount in a currency to an amount in a different currency using this rate.
convert(double, Currency, Currency, int) - Method in interface com.opengamma.strata.data.scenario.ScenarioFxRateProvider
Converts an amount in a currency to an amount in a different currency using a rate from this provider.
convertBusinessDayConvention(String) - Method in class com.opengamma.strata.loader.fpml.FpmlDocument
Converts an FpML business day convention string to a BusinessDayConvention.
convertDate(String) - Method in class com.opengamma.strata.loader.fpml.FpmlDocument
Converts an FpML date to a LocalDate.
convertDayCount(String) - Method in class com.opengamma.strata.loader.fpml.FpmlDocument
Converts an FpML day count string to a DayCount.
convertedTo(Currency, double) - Method in class com.opengamma.strata.basics.currency.CurrencyAmount
Converts this amount to an equivalent amount the specified currency.
convertedTo(Currency, FxRateProvider) - Method in class com.opengamma.strata.basics.currency.CurrencyAmount
Converts this amount to an equivalent amount in the specified currency.
convertedTo(Currency, FxRateProvider) - Method in class com.opengamma.strata.basics.currency.CurrencyAmountArray
 
convertedTo(Currency, FxRateProvider) - Method in interface com.opengamma.strata.basics.currency.FxConvertible
Converts this instance to an equivalent amount in the specified currency.
convertedTo(Currency, BigDecimal) - Method in class com.opengamma.strata.basics.currency.Money
Converts this amount to an equivalent amount the specified currency.
convertedTo(Currency, FxRateProvider) - Method in class com.opengamma.strata.basics.currency.Money
Converts this amount to an equivalent amount in the specified currency.
convertedTo(Currency, FxRateProvider) - Method in class com.opengamma.strata.basics.currency.MultiCurrencyAmount
Converts this amount to an equivalent amount the specified currency.
convertedTo(Currency, FxRateProvider) - Method in class com.opengamma.strata.basics.currency.MultiCurrencyAmountArray
 
convertedTo(Currency, FxRateProvider) - Method in class com.opengamma.strata.basics.currency.Payment
Converts this payment to an equivalent payment in the specified currency.
convertedTo(Currency, ScenarioFxRateProvider) - Method in class com.opengamma.strata.data.scenario.CurrencyScenarioArray
 
convertedTo(Currency, ScenarioFxRateProvider) - Method in class com.opengamma.strata.data.scenario.MultiCurrencyScenarioArray
 
convertedTo(Currency, ScenarioFxRateProvider) - Method in interface com.opengamma.strata.data.scenario.ScenarioFxConvertible
Converts this instance to an equivalent amount in the specified currency.
convertedTo(Currency, FxRateProvider) - Method in class com.opengamma.strata.market.amount.CashFlow
Converts this cash flow to an equivalent amount in the specified currency.
convertedTo(Currency, FxRateProvider) - Method in class com.opengamma.strata.market.amount.CashFlows
Converts this collection of cash flows to an equivalent amount in the specified currency.
convertedTo(Currency, FxRateProvider) - Method in class com.opengamma.strata.market.amount.LegAmounts
 
convertedTo(Currency, FxRateProvider) - Method in class com.opengamma.strata.market.amount.SwapLegAmount
 
convertedTo(Currency, FxRateProvider) - Method in class com.opengamma.strata.market.param.CrossGammaParameterSensitivities
Converts the sensitivities in this instance to an equivalent in the specified currency.
convertedTo(Currency, FxRateProvider) - Method in class com.opengamma.strata.market.param.CrossGammaParameterSensitivity
Converts this sensitivity to an equivalent in the specified currency.
convertedTo(Currency, FxRateProvider) - Method in class com.opengamma.strata.market.param.CurrencyParameterSensitivities
Converts the sensitivities in this instance to an equivalent in the specified currency.
convertedTo(Currency, FxRateProvider) - Method in class com.opengamma.strata.market.param.CurrencyParameterSensitivity
Converts this sensitivity to an equivalent in the specified currency.
convertedTo(Currency, FxRateProvider) - Method in class com.opengamma.strata.market.sensitivity.PointSensitivities
 
convertedTo(Currency, FxRateProvider) - Method in interface com.opengamma.strata.market.sensitivity.PointSensitivity
Converts this instance to an equivalent amount in the specified currency.
convertedTo(Currency, FxRateProvider) - Method in class com.opengamma.strata.pricer.bond.BondFutureOptionSensitivity
 
convertedTo(Currency, FxRateProvider) - Method in class com.opengamma.strata.pricer.bond.IssuerCurveZeroRateSensitivity
 
convertedTo(Currency, FxRateProvider) - Method in class com.opengamma.strata.pricer.bond.RepoCurveZeroRateSensitivity
 
convertedTo(Currency, FxRateProvider) - Method in class com.opengamma.strata.pricer.capfloor.IborCapletFloorletSabrSensitivity
 
convertedTo(Currency, FxRateProvider) - Method in class com.opengamma.strata.pricer.capfloor.IborCapletFloorletSensitivity
 
convertedTo(Currency, FxRateProvider) - Method in class com.opengamma.strata.pricer.credit.CreditCurveZeroRateSensitivity
 
convertedTo(Currency, FxRateProvider) - Method in class com.opengamma.strata.pricer.credit.JumpToDefault
 
convertedTo(Currency, FxRateProvider) - Method in class com.opengamma.strata.pricer.fx.FxForwardSensitivity
 
convertedTo(Currency, FxRateProvider) - Method in class com.opengamma.strata.pricer.fx.FxIndexSensitivity
 
convertedTo(Currency, FxRateProvider) - Method in class com.opengamma.strata.pricer.fxopt.FxOptionSensitivity
 
convertedTo(Currency, FxRateProvider) - Method in class com.opengamma.strata.pricer.index.IborFutureOptionSensitivity
 
convertedTo(Currency, FxRateProvider) - Method in class com.opengamma.strata.pricer.rate.IborRateSensitivity
 
convertedTo(Currency, FxRateProvider) - Method in class com.opengamma.strata.pricer.rate.InflationRateSensitivity
 
convertedTo(Currency, FxRateProvider) - Method in class com.opengamma.strata.pricer.rate.OvernightRateSensitivity
 
convertedTo(Currency, FxRateProvider) - Method in class com.opengamma.strata.pricer.swaption.SwaptionSabrSensitivity
 
convertedTo(Currency, FxRateProvider) - Method in class com.opengamma.strata.pricer.swaption.SwaptionSensitivity
 
convertedTo(Currency, FxRateProvider) - Method in class com.opengamma.strata.pricer.ZeroRateSensitivity
 
convertFrequency(String, String) - Method in class com.opengamma.strata.loader.fpml.FpmlDocument
Converts an FpML frequency string to a Frequency.
convertHolidayCalendar(String) - Method in class com.opengamma.strata.loader.fpml.FpmlDocument
Converts an FpML business center string to a HolidayCalendar.
convertIndexTenor(String, String) - Method in class com.opengamma.strata.loader.fpml.FpmlDocument
Converts an FpML tenor string to a Tenor.
convertRollConvention(String) - Method in class com.opengamma.strata.loader.fpml.FpmlDocument
Converts an FpML roll convention string to a RollConvention.
CONVEXITY_ADJUSTED_RATE - Static variable in class com.opengamma.strata.market.explain.ExplainKey
The convexity adjusted rate.
convexityAdjustment(ResolvedIborFuture, RatesProvider, HullWhiteOneFactorPiecewiseConstantParametersProvider) - Method in class com.opengamma.strata.pricer.index.HullWhiteIborFutureProductPricer
Calculates the convexity adjustment (to the price) of the Ibor future product.
convexityFromRealYieldFiniteDifference(ResolvedCapitalIndexedBond, RatesProvider, LocalDate, double) - Method in class com.opengamma.strata.pricer.bond.DiscountingCapitalIndexedBondProductPricer
Calculates the convexity from the conventional real yield using finite difference approximation.
convexityFromStandardYield(ResolvedCapitalIndexedBond, RatesProvider, LocalDate, double) - Method in class com.opengamma.strata.pricer.bond.DiscountingCapitalIndexedBondProductPricer
Computes the covexity from the standard yield.
convexityFromYield(ResolvedFixedCouponBond, LocalDate, double) - Method in class com.opengamma.strata.pricer.bond.DiscountingFixedCouponBondProductPricer
Calculates the convexity of the fixed coupon bond product from yield.
COP - Static variable in class com.opengamma.strata.basics.currency.Currency
The currency 'COP' - Colombian Peso.
copyInto(double[], int) - Method in class com.opengamma.strata.collect.array.DoubleArray
Copies this array into the specified array.
copyInto(int[], int) - Method in class com.opengamma.strata.collect.array.IntArray
Copies this array into the specified array.
copyOf(Collection<Double>) - Static method in class com.opengamma.strata.collect.array.DoubleArray
Obtains an instance from a collection of Double.
copyOf(double[]) - Static method in class com.opengamma.strata.collect.array.DoubleArray
Obtains an instance from an array of double.
copyOf(double[], int) - Static method in class com.opengamma.strata.collect.array.DoubleArray
Obtains an instance by copying part of an array.
copyOf(double[], int, int) - Static method in class com.opengamma.strata.collect.array.DoubleArray
Obtains an instance by copying part of an array.
copyOf(double[][]) - Static method in class com.opengamma.strata.collect.array.DoubleMatrix
Obtains an instance from a double[][].
copyOf(Collection<Integer>) - Static method in class com.opengamma.strata.collect.array.IntArray
Obtains an instance from a collection of Integer.
copyOf(int[]) - Static method in class com.opengamma.strata.collect.array.IntArray
Obtains an instance from an array of int.
copyOf(int[], int) - Static method in class com.opengamma.strata.collect.array.IntArray
Obtains an instance by copying part of an array.
copyOf(int[], int, int) - Static method in class com.opengamma.strata.collect.array.IntArray
Obtains an instance by copying part of an array.
copyOf(byte[]) - Static method in class com.opengamma.strata.collect.io.ArrayByteSource
Creates an instance, copying the array.
copyOf(byte[], int) - Static method in class com.opengamma.strata.collect.io.ArrayByteSource
Obtains an instance by copying part of an array.
copyOf(byte[], int, int) - Static method in class com.opengamma.strata.collect.io.ArrayByteSource
Obtains an instance by copying part of an array.
copyTo(OutputStream) - Method in class com.opengamma.strata.collect.io.ArrayByteSource
 
count() - Method in class com.opengamma.strata.collect.MapStream
 
counterCurrencyDiscountFactors() - Method in class com.opengamma.strata.pricer.fx.DiscountFxForwardRates.Meta
The meta-property for the counterCurrencyDiscountFactors property.
counterCurrencyPayment() - Method in class com.opengamma.strata.product.fx.FxSingle.Meta
The meta-property for the counterCurrencyPayment property.
counterCurrencyPayment() - Method in class com.opengamma.strata.product.fx.ResolvedFxSingle.Meta
The meta-property for the counterCurrencyPayment property.
counterparty() - Method in class com.opengamma.strata.product.TradeInfo.Meta
The meta-property for the counterparty property.
counterparty(StandardId) - Method in class com.opengamma.strata.product.TradeInfoBuilder
Sets the counterparty identifier, optional.
countFailures(Result<?>...) - Static method in class com.opengamma.strata.collect.result.Result
Counts how many of the results are failures.
countFailures(Iterable<? extends Result<?>>) - Static method in class com.opengamma.strata.collect.result.Result
Counts how many of the results are failures.
Country - Class in com.opengamma.strata.basics.location
A country or territory.
couponEquivalent(ResolvedSwapLeg, RatesProvider, double) - Method in class com.opengamma.strata.pricer.swap.DiscountingSwapLegPricer
Calculates the coupon equivalent of a swap leg.
create(MarketDataRequirements, MarketDataConfig, MarketData, ReferenceData) - Method in interface com.opengamma.strata.calc.marketdata.MarketDataFactory
Builds a set of market data.
createAccrualPeriods(Schedule, Schedule, ReferenceData) - Method in class com.opengamma.strata.product.swap.FixedRateCalculation
 
createAccrualPeriods(Schedule, Schedule, ReferenceData) - Method in class com.opengamma.strata.product.swap.IborRateCalculation
 
createAccrualPeriods(Schedule, Schedule, ReferenceData) - Method in class com.opengamma.strata.product.swap.InflationRateCalculation
 
createAccrualPeriods(Schedule, Schedule, ReferenceData) - Method in class com.opengamma.strata.product.swap.OvernightRateCalculation
 
createAccrualPeriods(Schedule, Schedule, ReferenceData) - Method in interface com.opengamma.strata.product.swap.RateCalculation
Creates accrual periods based on the specified schedule.
createAdjustedDates(ReferenceData) - Method in class com.opengamma.strata.basics.schedule.PeriodicSchedule
Creates the list of adjusted dates in the schedule.
createAggregateResult() - Method in class com.opengamma.strata.calc.runner.AggregatingCalculationListener
Invoked to create the aggregate result when the individual calculations are complete.
createAggregateResult() - Method in class com.opengamma.strata.calc.runner.ResultsListener
 
createCap(LocalDate, LocalDate, double) - Method in interface com.opengamma.strata.pricer.capfloor.IborCapletFloorletVolatilityDefinition
Creates a standard cap from start date, end date and strike.
createFullInitialValues() - Method in class com.opengamma.strata.pricer.capfloor.SabrIborCapletFloorletVolatilityCalibrationDefinition
Create initial values for all the curve parameters.
createFullTransform(ParameterLimitsTransform[]) - Method in class com.opengamma.strata.pricer.capfloor.SabrIborCapletFloorletVolatilityCalibrationDefinition
Creates the transformation definition for all the curve parameters.
createFuture(YearMonth, EtdVariant) - Method in class com.opengamma.strata.product.etd.EtdContractSpec
Creates a future security based on this contract specification.
createGroupId(ObservableSource) - Method in interface com.opengamma.strata.market.curve.CurveGroupDefinition
Creates an identifier that can be used to resolve this definition.
createGroupId(ObservableSource) - Method in class com.opengamma.strata.market.curve.RatesCurveGroupDefinition
 
createMetadata(RawOptionData) - Method in class com.opengamma.strata.pricer.capfloor.DirectIborCapletFloorletVolatilityDefinition
 
createMetadata(RawOptionData) - Method in interface com.opengamma.strata.pricer.capfloor.IborCapletFloorletVolatilityDefinition
Creates surface metadata.
createMetadata(RawOptionData) - Method in class com.opengamma.strata.pricer.capfloor.SabrIborCapletFloorletVolatilityBootstrapDefinition
 
createMetadata(RawOptionData) - Method in class com.opengamma.strata.pricer.capfloor.SabrIborCapletFloorletVolatilityCalibrationDefinition
 
createMetadata(RawOptionData) - Method in class com.opengamma.strata.pricer.capfloor.SurfaceIborCapletFloorletVolatilityBootstrapDefinition
 
createMultiScenario(MarketDataRequirements, MarketDataConfig, MarketData, ReferenceData, ScenarioDefinition) - Method in interface com.opengamma.strata.calc.marketdata.MarketDataFactory
Builds the market data required for performing calculations for a set of scenarios.
createMultiScenario(MarketDataRequirements, MarketDataConfig, ScenarioMarketData, ReferenceData, ScenarioDefinition) - Method in interface com.opengamma.strata.calc.marketdata.MarketDataFactory
Builds the market data required for performing calculations for a set of scenarios.
createOption(YearMonth, EtdVariant, int, PutCall, double) - Method in class com.opengamma.strata.product.etd.EtdContractSpec
Creates an option security based on this contract specification.
createOption(YearMonth, EtdVariant, int, PutCall, double, YearMonth) - Method in class com.opengamma.strata.product.etd.EtdContractSpec
Creates an option security based on this contract specification.
createParameterSensitivity(DoubleArray) - Method in class com.opengamma.strata.market.curve.CombinedCurve
 
createParameterSensitivity(Currency, DoubleArray) - Method in class com.opengamma.strata.market.curve.CombinedCurve
 
createParameterSensitivity(DoubleArray) - Method in class com.opengamma.strata.market.curve.ConstantNodalCurve
 
createParameterSensitivity(Currency, DoubleArray) - Method in class com.opengamma.strata.market.curve.ConstantNodalCurve
 
createParameterSensitivity(DoubleArray) - Method in interface com.opengamma.strata.market.curve.Curve
Creates a parameter sensitivity instance for this curve when the sensitivity values are known.
createParameterSensitivity(Currency, DoubleArray) - Method in interface com.opengamma.strata.market.curve.Curve
Creates a parameter sensitivity instance for this curve when the sensitivity values are known.
createParameterSensitivity(DoubleArray) - Method in class com.opengamma.strata.market.curve.InterpolatedNodalCurve
 
createParameterSensitivity(Currency, DoubleArray) - Method in class com.opengamma.strata.market.curve.InterpolatedNodalCurve
 
createParameterSensitivity(DoubleArray) - Method in class com.opengamma.strata.market.curve.ParameterizedFunctionalCurve
 
createParameterSensitivity(Currency, DoubleArray) - Method in class com.opengamma.strata.market.curve.ParameterizedFunctionalCurve
 
createParameterSensitivity(DoubleArray) - Method in class com.opengamma.strata.market.surface.InterpolatedNodalSurface
 
createParameterSensitivity(Currency, DoubleArray) - Method in class com.opengamma.strata.market.surface.InterpolatedNodalSurface
 
createParameterSensitivity(DoubleArray) - Method in interface com.opengamma.strata.market.surface.Surface
Creates a parameter sensitivity instance for this surface when the sensitivity values are known.
createParameterSensitivity(Currency, DoubleArray) - Method in interface com.opengamma.strata.market.surface.Surface
Creates a parameter sensitivity instance for this surface when the sensitivity values are known.
createParameterSensitivity(Currency, DoubleArray) - Method in interface com.opengamma.strata.pricer.credit.CreditDiscountFactors
Creates the parameter sensitivity when the sensitivity values are known.
createParameterSensitivity(Currency, DoubleArray) - Method in class com.opengamma.strata.pricer.credit.IsdaCreditDiscountFactors
 
createParameterSensitivity(Currency, DoubleArray) - Method in interface com.opengamma.strata.pricer.DiscountFactors
Creates the parameter sensitivity when the sensitivity values are known.
createParameterSensitivity(Currency, DoubleArray) - Method in class com.opengamma.strata.pricer.rate.DiscountIborIndexRates
 
createParameterSensitivity(Currency, DoubleArray) - Method in class com.opengamma.strata.pricer.rate.DiscountOvernightIndexRates
 
createParameterSensitivity(Currency, DoubleArray) - Method in interface com.opengamma.strata.pricer.rate.IborIndexRates
Creates the parameter sensitivity when the sensitivity values are known.
createParameterSensitivity(Currency, DoubleArray) - Method in interface com.opengamma.strata.pricer.rate.OvernightIndexRates
Creates the parameter sensitivity when the sensitivity values are known.
createParameterSensitivity(Currency, DoubleArray) - Method in interface com.opengamma.strata.pricer.rate.PriceIndexValues
Creates the parameter sensitivity when the sensitivity values are known.
createParameterSensitivity(Currency, DoubleArray) - Method in class com.opengamma.strata.pricer.rate.SimpleIborIndexRates
 
createParameterSensitivity(Currency, DoubleArray) - Method in class com.opengamma.strata.pricer.rate.SimplePriceIndexValues
 
createParameterSensitivity(Currency, DoubleArray) - Method in class com.opengamma.strata.pricer.SimpleDiscountFactors
 
createParameterSensitivity(Currency, DoubleArray) - Method in class com.opengamma.strata.pricer.ZeroRateDiscountFactors
 
createParameterSensitivity(Currency, DoubleArray) - Method in class com.opengamma.strata.pricer.ZeroRatePeriodicDiscountFactors
 
createPosition(PositionInfo, double, ReferenceData) - Method in class com.opengamma.strata.product.bond.BillSecurity
 
createPosition(PositionInfo, double, double, ReferenceData) - Method in class com.opengamma.strata.product.bond.BillSecurity
 
createPosition(PositionInfo, double, ReferenceData) - Method in class com.opengamma.strata.product.bond.BondFutureOptionSecurity
 
createPosition(PositionInfo, double, double, ReferenceData) - Method in class com.opengamma.strata.product.bond.BondFutureOptionSecurity
 
createPosition(PositionInfo, double, ReferenceData) - Method in class com.opengamma.strata.product.bond.BondFutureSecurity
 
createPosition(PositionInfo, double, double, ReferenceData) - Method in class com.opengamma.strata.product.bond.BondFutureSecurity
 
createPosition(PositionInfo, double, ReferenceData) - Method in class com.opengamma.strata.product.bond.CapitalIndexedBondSecurity
 
createPosition(PositionInfo, double, double, ReferenceData) - Method in class com.opengamma.strata.product.bond.CapitalIndexedBondSecurity
 
createPosition(PositionInfo, double, ReferenceData) - Method in class com.opengamma.strata.product.bond.FixedCouponBondSecurity
 
createPosition(PositionInfo, double, double, ReferenceData) - Method in class com.opengamma.strata.product.bond.FixedCouponBondSecurity
 
createPosition(PositionInfo, double, ReferenceData) - Method in class com.opengamma.strata.product.dsf.DsfSecurity
 
createPosition(PositionInfo, double, double, ReferenceData) - Method in class com.opengamma.strata.product.dsf.DsfSecurity
 
createPosition(PositionInfo, double, ReferenceData) - Method in class com.opengamma.strata.product.etd.EtdFutureSecurity
 
createPosition(PositionInfo, double, double, ReferenceData) - Method in class com.opengamma.strata.product.etd.EtdFutureSecurity
 
createPosition(PositionInfo, double, ReferenceData) - Method in class com.opengamma.strata.product.etd.EtdOptionSecurity
 
createPosition(PositionInfo, double, double, ReferenceData) - Method in class com.opengamma.strata.product.etd.EtdOptionSecurity
 
createPosition(PositionInfo, double, ReferenceData) - Method in class com.opengamma.strata.product.GenericSecurity
 
createPosition(PositionInfo, double, double, ReferenceData) - Method in class com.opengamma.strata.product.GenericSecurity
 
createPosition(PositionInfo, double, ReferenceData) - Method in class com.opengamma.strata.product.index.IborFutureOptionSecurity
 
createPosition(PositionInfo, double, double, ReferenceData) - Method in class com.opengamma.strata.product.index.IborFutureOptionSecurity
 
createPosition(PositionInfo, double, ReferenceData) - Method in class com.opengamma.strata.product.index.IborFutureSecurity
 
createPosition(PositionInfo, double, double, ReferenceData) - Method in class com.opengamma.strata.product.index.IborFutureSecurity
 
createPosition(PositionInfo, double, ReferenceData) - Method in class com.opengamma.strata.product.index.OvernightFutureSecurity
 
createPosition(PositionInfo, double, double, ReferenceData) - Method in class com.opengamma.strata.product.index.OvernightFutureSecurity
 
createPosition(PositionInfo, double, ReferenceData) - Method in interface com.opengamma.strata.product.Security
Creates a position based on this security from a net quantity.
createPosition(PositionInfo, double, double, ReferenceData) - Method in interface com.opengamma.strata.product.Security
Creates a position based on this security from a long and short quantity.
createProduct(ReferenceData) - Method in class com.opengamma.strata.product.bond.BillSecurity
 
createProduct(ReferenceData) - Method in class com.opengamma.strata.product.bond.BondFutureOptionSecurity
 
createProduct(ReferenceData) - Method in class com.opengamma.strata.product.bond.BondFutureSecurity
 
createProduct(ReferenceData) - Method in class com.opengamma.strata.product.bond.CapitalIndexedBondSecurity
 
createProduct(ReferenceData) - Method in class com.opengamma.strata.product.bond.FixedCouponBondSecurity
 
createProduct(ReferenceData) - Method in class com.opengamma.strata.product.dsf.DsfSecurity
 
createProduct(ReferenceData) - Method in class com.opengamma.strata.product.etd.EtdFutureSecurity
 
createProduct(ReferenceData) - Method in class com.opengamma.strata.product.etd.EtdOptionSecurity
 
createProduct(ReferenceData) - Method in class com.opengamma.strata.product.GenericSecurity
Creates the associated product, which simply returns this.
createProduct(ReferenceData) - Method in class com.opengamma.strata.product.index.IborFutureOptionSecurity
 
createProduct(ReferenceData) - Method in class com.opengamma.strata.product.index.IborFutureSecurity
 
createProduct(ReferenceData) - Method in class com.opengamma.strata.product.index.OvernightFutureSecurity
 
createProduct(ReferenceData) - Method in interface com.opengamma.strata.product.Security
Creates the product associated with this security.
createRateComputation(LocalDate) - Method in class com.opengamma.strata.product.swap.InflationRateCalculation
Creates a rate observation where the start index value is known.
createSabrParameterCurve(List<CurveMetadata>, DoubleArray) - Method in class com.opengamma.strata.pricer.capfloor.SabrIborCapletFloorletVolatilityCalibrationDefinition
Creates the parameter curves with parameter node values.
createSabrParameterMetadata() - Method in class com.opengamma.strata.pricer.capfloor.SabrIborCapletFloorletVolatilityBootstrapDefinition
Creates curve metadata for SABR parameters.
createSabrParameterMetadata() - Method in class com.opengamma.strata.pricer.capfloor.SabrIborCapletFloorletVolatilityCalibrationDefinition
Creates curve metadata for SABR parameters.
createScenarioValue(MarketDataBox<T>, int) - Method in interface com.opengamma.strata.data.scenario.ScenarioMarketDataId
Creates an instance of the scenario market data object from a box containing data of the same underlying type.
createScenarioValue(MarketDataBox<Double>, int) - Method in class com.opengamma.strata.market.observable.QuoteScenarioArrayId
 
createSchedule(ReferenceData) - Method in class com.opengamma.strata.basics.schedule.PeriodicSchedule
Creates the schedule from the definition.
createSchedule(Schedule, ReferenceData) - Method in class com.opengamma.strata.product.swap.PaymentSchedule
Creates the payment schedule based on the accrual schedule.
createTrade(TradeInfo, double, double, ReferenceData) - Method in class com.opengamma.strata.product.bond.BillSecurity
 
createTrade(TradeInfo, double, double, ReferenceData) - Method in class com.opengamma.strata.product.bond.BondFutureOptionSecurity
 
createTrade(TradeInfo, double, double, ReferenceData) - Method in class com.opengamma.strata.product.bond.BondFutureSecurity
 
createTrade(TradeInfo, double, double, ReferenceData) - Method in class com.opengamma.strata.product.bond.CapitalIndexedBondSecurity
 
createTrade(TradeInfo, double, double, ReferenceData) - Method in class com.opengamma.strata.product.bond.FixedCouponBondSecurity
 
createTrade(StandardId, LocalDate, Tenor, BuySell, double, double, ReferenceData) - Method in interface com.opengamma.strata.product.credit.type.CdsConvention
Creates a CDS trade based on the trade date and the IMM date logic.
createTrade(StandardId, LocalDate, LocalDate, Tenor, BuySell, double, double, ReferenceData) - Method in interface com.opengamma.strata.product.credit.type.CdsConvention
Creates a CDS trade based on the trade date, start date and the IMM date logic.
createTrade(StandardId, LocalDate, LocalDate, LocalDate, BuySell, double, double, ReferenceData) - Method in interface com.opengamma.strata.product.credit.type.CdsConvention
Creates a CDS trade from trade date, start date and end date.
createTrade(StandardId, LocalDate, Tenor, BuySell, double, double, AdjustablePayment, ReferenceData) - Method in interface com.opengamma.strata.product.credit.type.CdsConvention
Creates a CDS trade with upfront fee based on the trade date and the IMM date logic.
createTrade(StandardId, LocalDate, LocalDate, Tenor, BuySell, double, double, AdjustablePayment, ReferenceData) - Method in interface com.opengamma.strata.product.credit.type.CdsConvention
Creates a CDS trade with upfront fee based on the trade date, start date and the IMM date logic.
createTrade(StandardId, LocalDate, LocalDate, LocalDate, BuySell, double, double, AdjustablePayment, ReferenceData) - Method in interface com.opengamma.strata.product.credit.type.CdsConvention
Creates a CDS trade with upfront fee from trade date, start date and end date.
createTrade(StandardId, LocalDate, BuySell, double, double, ReferenceData) - Method in interface com.opengamma.strata.product.credit.type.CdsTemplate
Creates a trade based on this template.
createTrade(StandardId, LocalDate, BuySell, double, double, AdjustablePayment, ReferenceData) - Method in interface com.opengamma.strata.product.credit.type.CdsTemplate
Creates a trade based on this template.
createTrade(StandardId, LocalDate, BuySell, double, double, ReferenceData) - Method in class com.opengamma.strata.product.credit.type.DatesCdsTemplate
 
createTrade(StandardId, LocalDate, BuySell, double, double, AdjustablePayment, ReferenceData) - Method in class com.opengamma.strata.product.credit.type.DatesCdsTemplate
 
createTrade(StandardId, LocalDate, BuySell, double, double, ReferenceData) - Method in class com.opengamma.strata.product.credit.type.TenorCdsTemplate
 
createTrade(StandardId, LocalDate, BuySell, double, double, AdjustablePayment, ReferenceData) - Method in class com.opengamma.strata.product.credit.type.TenorCdsTemplate
 
createTrade(LocalDate, Period, BuySell, double, double, ReferenceData) - Method in interface com.opengamma.strata.product.deposit.type.IborFixingDepositConvention
Creates a trade based on this convention.
createTrade(LocalDate, BuySell, double, double, ReferenceData) - Method in class com.opengamma.strata.product.deposit.type.IborFixingDepositTemplate
Creates a trade based on this template.
createTrade(LocalDate, Period, BuySell, double, double, ReferenceData) - Method in class com.opengamma.strata.product.deposit.type.ImmutableIborFixingDepositConvention
 
createTrade(LocalDate, Period, BuySell, double, double, ReferenceData) - Method in interface com.opengamma.strata.product.deposit.type.TermDepositConvention
Creates a trade based on this convention.
createTrade(LocalDate, BuySell, double, double, ReferenceData) - Method in class com.opengamma.strata.product.deposit.type.TermDepositTemplate
Creates a trade based on this template.
createTrade(TradeInfo, double, double, ReferenceData) - Method in class com.opengamma.strata.product.dsf.DsfSecurity
 
createTrade(TradeInfo, double, double, ReferenceData) - Method in class com.opengamma.strata.product.etd.EtdFutureSecurity
 
createTrade(TradeInfo, double, double, ReferenceData) - Method in class com.opengamma.strata.product.etd.EtdOptionSecurity
 
createTrade(LocalDate, Period, BuySell, double, double, ReferenceData) - Method in interface com.opengamma.strata.product.fra.type.FraConvention
Creates a trade based on this convention, using the index tenor to define the end of the FRA.
createTrade(LocalDate, Period, Period, BuySell, double, double, ReferenceData) - Method in interface com.opengamma.strata.product.fra.type.FraConvention
Creates a trade based on this convention, specifying the end of the FRA.
createTrade(LocalDate, BuySell, double, double, ReferenceData) - Method in class com.opengamma.strata.product.fra.type.FraTemplate
Creates a trade based on this template.
createTrade(LocalDate, Period, Period, BuySell, double, double, ReferenceData) - Method in class com.opengamma.strata.product.fra.type.ImmutableFraConvention
 
createTrade(LocalDate, Period, Period, BuySell, double, double, double, ReferenceData) - Method in interface com.opengamma.strata.product.fx.type.FxSwapConvention
Creates a trade based on this convention.
createTrade(LocalDate, BuySell, double, double, double, ReferenceData) - Method in class com.opengamma.strata.product.fx.type.FxSwapTemplate
Creates a trade based on this template.
createTrade(TradeInfo, double, double, ReferenceData) - Method in class com.opengamma.strata.product.GenericSecurity
 
createTrade(TradeInfo, double, double, ReferenceData) - Method in class com.opengamma.strata.product.index.IborFutureOptionSecurity
 
createTrade(TradeInfo, double, double, ReferenceData) - Method in class com.opengamma.strata.product.index.IborFutureSecurity
 
createTrade(TradeInfo, double, double, ReferenceData) - Method in class com.opengamma.strata.product.index.OvernightFutureSecurity
 
createTrade(LocalDate, SecurityId, Period, int, double, double, double, ReferenceData) - Method in interface com.opengamma.strata.product.index.type.IborFutureConvention
Creates a trade based on this convention.
createTrade(LocalDate, SecurityId, YearMonth, double, double, double, ReferenceData) - Method in interface com.opengamma.strata.product.index.type.IborFutureConvention
Creates a trade based on this convention.
createTrade(LocalDate, SecurityId, double, double, double, ReferenceData) - Method in interface com.opengamma.strata.product.index.type.IborFutureTemplate
Creates a trade based on this template.
createTrade(LocalDate, SecurityId, Period, int, double, double, double, ReferenceData) - Method in class com.opengamma.strata.product.index.type.ImmutableIborFutureConvention
 
createTrade(LocalDate, SecurityId, YearMonth, double, double, double, ReferenceData) - Method in class com.opengamma.strata.product.index.type.ImmutableIborFutureConvention
 
createTrade(TradeInfo, double, double, ReferenceData) - Method in interface com.opengamma.strata.product.Security
Creates a trade based on this security.
createTrade(LocalDate, Tenor, BuySell, double, double, ReferenceData) - Method in interface com.opengamma.strata.product.swap.type.FixedIborSwapConvention
Creates a spot-starting trade based on this convention.
createTrade(LocalDate, Period, Tenor, BuySell, double, double, ReferenceData) - Method in interface com.opengamma.strata.product.swap.type.FixedIborSwapConvention
Creates a forward-starting trade based on this convention.
createTrade(LocalDate, BuySell, double, double, ReferenceData) - Method in class com.opengamma.strata.product.swap.type.FixedIborSwapTemplate
Creates a trade based on this template.
createTrade(LocalDate, Tenor, BuySell, double, double, ReferenceData) - Method in interface com.opengamma.strata.product.swap.type.FixedInflationSwapConvention
Creates a forward-starting trade based on this convention.
createTrade(LocalDate, Period, Tenor, BuySell, double, double, ReferenceData) - Method in interface com.opengamma.strata.product.swap.type.FixedInflationSwapConvention
Creates a forward-starting trade based on this convention.
createTrade(LocalDate, BuySell, double, double, ReferenceData) - Method in class com.opengamma.strata.product.swap.type.FixedInflationSwapTemplate
Creates a trade based on this template.
createTrade(LocalDate, Tenor, BuySell, double, double, ReferenceData) - Method in interface com.opengamma.strata.product.swap.type.FixedOvernightSwapConvention
Creates a spot-starting trade based on this convention.
createTrade(LocalDate, Period, Tenor, BuySell, double, double, ReferenceData) - Method in interface com.opengamma.strata.product.swap.type.FixedOvernightSwapConvention
Creates a forward-starting trade based on this convention.
createTrade(LocalDate, BuySell, double, double, ReferenceData) - Method in class com.opengamma.strata.product.swap.type.FixedOvernightSwapTemplate
Creates a trade based on this template.
createTrade(LocalDate, Tenor, BuySell, double, double, ReferenceData) - Method in interface com.opengamma.strata.product.swap.type.IborIborSwapConvention
Creates a spot-starting trade based on this convention.
createTrade(LocalDate, Period, Tenor, BuySell, double, double, ReferenceData) - Method in interface com.opengamma.strata.product.swap.type.IborIborSwapConvention
Creates a forward-starting trade based on this convention.
createTrade(LocalDate, BuySell, double, double, ReferenceData) - Method in class com.opengamma.strata.product.swap.type.IborIborSwapTemplate
Creates a trade based on this template.
createTrade(LocalDate, Tenor, BuySell, double, double, ReferenceData) - Method in interface com.opengamma.strata.product.swap.type.OvernightIborSwapConvention
Creates a spot-starting trade based on this convention.
createTrade(LocalDate, Period, Tenor, BuySell, double, double, ReferenceData) - Method in interface com.opengamma.strata.product.swap.type.OvernightIborSwapConvention
Creates a forward-starting trade based on this convention.
createTrade(LocalDate, BuySell, double, double, ReferenceData) - Method in class com.opengamma.strata.product.swap.type.OvernightIborSwapTemplate
Creates a trade based on this template.
createTrade(LocalDate, Tenor, BuySell, double, double, ReferenceData) - Method in interface com.opengamma.strata.product.swap.type.SingleCurrencySwapConvention
Creates a spot-starting trade based on this convention.
createTrade(LocalDate, Period, Tenor, BuySell, double, double, ReferenceData) - Method in interface com.opengamma.strata.product.swap.type.SingleCurrencySwapConvention
Creates a forward-starting trade based on this convention.
createTrade(LocalDate, Tenor, BuySell, double, double, ReferenceData) - Method in interface com.opengamma.strata.product.swap.type.ThreeLegBasisSwapConvention
Creates a spot-starting trade based on this convention.
createTrade(LocalDate, Period, Tenor, BuySell, double, double, ReferenceData) - Method in interface com.opengamma.strata.product.swap.type.ThreeLegBasisSwapConvention
Creates a forward-starting trade based on this convention.
createTrade(LocalDate, BuySell, double, double, ReferenceData) - Method in class com.opengamma.strata.product.swap.type.ThreeLegBasisSwapTemplate
Creates a trade based on this template.
createTrade(LocalDate, Tenor, BuySell, double, double, double, ReferenceData) - Method in interface com.opengamma.strata.product.swap.type.XCcyIborIborSwapConvention
Creates a spot-starting trade based on this convention.
createTrade(LocalDate, Period, Tenor, BuySell, double, double, double, ReferenceData) - Method in interface com.opengamma.strata.product.swap.type.XCcyIborIborSwapConvention
Creates a forward-starting trade based on this convention.
createTrade(LocalDate, BuySell, double, double, double, ReferenceData) - Method in class com.opengamma.strata.product.swap.type.XCcyIborIborSwapTemplate
Creates a trade based on this template.
createUnadjustedDates() - Method in class com.opengamma.strata.basics.schedule.PeriodicSchedule
Creates the list of unadjusted dates in the schedule.
createUnadjustedDates(ReferenceData) - Method in class com.opengamma.strata.basics.schedule.PeriodicSchedule
Creates the list of unadjusted dates in the schedule.
createZeroRateSensitivity() - Method in class com.opengamma.strata.pricer.bond.IssuerCurveZeroRateSensitivity
Obtains the underlying ZeroRateSensitivity.
createZeroRateSensitivity() - Method in class com.opengamma.strata.pricer.bond.RepoCurveZeroRateSensitivity
Obtains the underlying ZeroRateSensitivity.
CreditCouponPaymentPeriod - Class in com.opengamma.strata.product.credit
A period over which a fixed coupon is paid.
CreditCouponPaymentPeriod.Builder - Class in com.opengamma.strata.product.credit
The bean-builder for CreditCouponPaymentPeriod.
CreditCouponPaymentPeriod.Meta - Class in com.opengamma.strata.product.credit
The meta-bean for CreditCouponPaymentPeriod.
creditCurves(Map<Pair<StandardId, Currency>, LegalEntitySurvivalProbabilities>) - Method in class com.opengamma.strata.pricer.credit.ImmutableCreditRatesProvider.Builder
Sets the credit curves.
creditCurves() - Method in class com.opengamma.strata.pricer.credit.ImmutableCreditRatesProvider.Meta
The meta-property for the creditCurves property.
CreditCurveZeroRateSensitivity - Class in com.opengamma.strata.pricer.credit
Point sensitivity to the zero hazard rate curve.
CreditCurveZeroRateSensitivity.Meta - Class in com.opengamma.strata.pricer.credit
The meta-bean for CreditCurveZeroRateSensitivity.
CreditDiscountFactors - Interface in com.opengamma.strata.pricer.credit
Provides access to discount factors for a single currency.
CreditMeasures - Class in com.opengamma.strata.measure.credit
The standard set of credit measures that can be calculated by Strata.
CreditRatesMarketData - Interface in com.opengamma.strata.measure.credit
Market data for credit products.
CreditRatesMarketDataLookup - Interface in com.opengamma.strata.measure.credit
The lookup that provides access to credit rates in market data.
creditRatesProvider() - Method in interface com.opengamma.strata.measure.credit.CreditRatesMarketData
Gets the credit rates provider.
creditRatesProvider(MarketData) - Method in interface com.opengamma.strata.measure.credit.CreditRatesMarketDataLookup
Obtains credit rates provider based on the specified market data.
CreditRatesProvider - Interface in com.opengamma.strata.pricer.credit
The rates provider, used to calculate analytic measures.
CreditRatesScenarioMarketData - Interface in com.opengamma.strata.measure.credit
Market data for products based on credit, discount and recovery rate curves, used for calculation across multiple scenarios.
cross(CurrencyPair) - Method in class com.opengamma.strata.basics.currency.CurrencyPair
Finds the currency pair that is a cross between this pair and the other pair.
CrossGammaParameterSensitivities - Class in com.opengamma.strata.market.param
The second order parameter sensitivity for parameterized market data.
CrossGammaParameterSensitivities.Meta - Class in com.opengamma.strata.market.param
The meta-bean for CrossGammaParameterSensitivities.
CrossGammaParameterSensitivity - Class in com.opengamma.strata.market.param
The second order parameter sensitivity for parameterized market data.
CrossGammaParameterSensitivity.Meta - Class in com.opengamma.strata.market.param
The meta-bean for CrossGammaParameterSensitivity.
crossRate(FxRate) - Method in class com.opengamma.strata.basics.currency.FxRate
Derives an FX rate from two related FX rates.
crossRates(FxRateScenarioArray) - Method in class com.opengamma.strata.data.scenario.FxRateScenarioArray
Derives a set of FX rates from these rates and another set of rates.
CS01_BUCKETED - Static variable in class com.opengamma.strata.measure.credit.CreditMeasures
Measure representing the PV change under a series of 1 bps shifts in credit spread at each curve node.
CS01_PARALLEL - Static variable in class com.opengamma.strata.measure.credit.CreditMeasures
Measure representing the PV change under a 1 bps shift in credit spread.
CsvFile - Class in com.opengamma.strata.collect.io
A CSV file.
CsvIterator - Class in com.opengamma.strata.collect.io
Iterator over the rows of a CSV file.
CsvLoaderUtils - Class in com.opengamma.strata.loader.csv
CSV information resolver helper.
CsvOutput - Class in com.opengamma.strata.collect.io
Outputs a CSV formatted file.
CsvRow - Class in com.opengamma.strata.collect.io
A row in a CSV file.
currencies() - Method in class com.opengamma.strata.basics.currency.FxMatrix.Meta
The meta-property for the currencies property.
currencies(Set<Currency>) - Method in class com.opengamma.strata.product.PortfolioItemSummary.Builder
Sets the currencies of the item.
currencies(Currency...) - Method in class com.opengamma.strata.product.PortfolioItemSummary.Builder
Sets the currencies property in the builder from an array of objects.
Currency - Class in com.opengamma.strata.basics.currency
A unit of currency.
currency() - Method in class com.opengamma.strata.basics.currency.CurrencyAmountArray.Meta
The meta-property for the currency property.
currency(Currency) - Method in class com.opengamma.strata.basics.index.ImmutableIborIndex.Builder
Sets the currency of the index.
currency() - Method in class com.opengamma.strata.basics.index.ImmutableIborIndex.Meta
The meta-property for the currency property.
currency(Currency) - Method in class com.opengamma.strata.basics.index.ImmutableOvernightIndex.Builder
Sets the currency of the index.
currency() - Method in class com.opengamma.strata.basics.index.ImmutableOvernightIndex.Meta
The meta-property for the currency property.
currency(Currency) - Method in class com.opengamma.strata.basics.index.ImmutablePriceIndex.Builder
Sets the currency of the index.
currency() - Method in class com.opengamma.strata.basics.index.ImmutablePriceIndex.Meta
The meta-property for the currency property.
currency() - Method in class com.opengamma.strata.calc.ColumnHeader.Meta
The meta-property for the currency property.
currency() - Method in class com.opengamma.strata.calc.ReportingCurrency.Meta
The meta-property for the currency property.
CURRENCY - Static variable in class com.opengamma.strata.loader.csv.CsvLoaderUtils
The column name for the currency.
currency(Currency) - Method in class com.opengamma.strata.market.amount.SwapLegAmount.Builder
Sets the currency of the leg.
currency() - Method in class com.opengamma.strata.market.amount.SwapLegAmount.Meta
The meta-property for the currency property.
currency() - Method in class com.opengamma.strata.market.curve.IsdaCreditCurveDefinition.Meta
The meta-property for the currency property.
currency() - Method in class com.opengamma.strata.market.param.CrossGammaParameterSensitivity.Meta
The meta-property for the currency property.
currency() - Method in class com.opengamma.strata.market.param.CurrencyParameterSensitivity.Meta
The meta-property for the currency property.
currency() - Method in class com.opengamma.strata.pricer.bond.BondFutureOptionSensitivity.Meta
The meta-property for the currency property.
currency() - Method in class com.opengamma.strata.pricer.bond.IssuerCurveZeroRateSensitivity.Meta
The meta-property for the currency property.
currency() - Method in class com.opengamma.strata.pricer.bond.RepoCurveZeroRateSensitivity.Meta
The meta-property for the currency property.
currency() - Method in class com.opengamma.strata.pricer.capfloor.IborCapletFloorletSabrSensitivity.Meta
The meta-property for the currency property.
currency() - Method in class com.opengamma.strata.pricer.capfloor.IborCapletFloorletSensitivity.Meta
The meta-property for the currency property.
currency() - Method in class com.opengamma.strata.pricer.credit.IsdaCreditDiscountFactors.Meta
The meta-property for the currency property.
currency() - Method in class com.opengamma.strata.pricer.credit.JumpToDefault.Meta
The meta-property for the currency property.
currency() - Method in class com.opengamma.strata.pricer.fx.FxForwardSensitivity.Meta
The meta-property for the currency property.
currency() - Method in class com.opengamma.strata.pricer.fx.FxIndexSensitivity.Meta
The meta-property for the currency property.
currency() - Method in class com.opengamma.strata.pricer.fxopt.FxOptionSensitivity.Meta
The meta-property for the currency property.
currency() - Method in class com.opengamma.strata.pricer.index.IborFutureOptionSensitivity.Meta
The meta-property for the currency property.
currency() - Method in class com.opengamma.strata.pricer.rate.IborRateSensitivity.Meta
The meta-property for the currency property.
currency() - Method in class com.opengamma.strata.pricer.rate.InflationRateSensitivity.Meta
The meta-property for the currency property.
currency() - Method in class com.opengamma.strata.pricer.rate.OvernightRateSensitivity.Meta
The meta-property for the currency property.
currency() - Method in class com.opengamma.strata.pricer.SimpleDiscountFactors.Meta
The meta-property for the currency property.
currency() - Method in class com.opengamma.strata.pricer.swaption.SwaptionSabrSensitivity.Meta
The meta-property for the currency property.
currency() - Method in class com.opengamma.strata.pricer.swaption.SwaptionSensitivity.Meta
The meta-property for the currency property.
currency() - Method in class com.opengamma.strata.pricer.ZeroRateDiscountFactors.Meta
The meta-property for the currency property.
currency() - Method in class com.opengamma.strata.pricer.ZeroRatePeriodicDiscountFactors.Meta
The meta-property for the currency property.
currency() - Method in class com.opengamma.strata.pricer.ZeroRateSensitivity.Meta
The meta-property for the currency property.
currency(Currency) - Method in class com.opengamma.strata.product.bond.BondFutureOptionSecurity.Builder
Sets the currency that the future is traded in.
currency() - Method in class com.opengamma.strata.product.bond.BondFutureOptionSecurity.Meta
The meta-property for the currency property.
currency(Currency) - Method in class com.opengamma.strata.product.bond.BondFutureSecurity.Builder
Sets the currency that the future is traded in.
currency() - Method in class com.opengamma.strata.product.bond.BondFutureSecurity.Meta
The meta-property for the currency property.
currency(Currency) - Method in class com.opengamma.strata.product.bond.CapitalIndexedBond.Builder
Sets the currency that the bond is traded in.
currency() - Method in class com.opengamma.strata.product.bond.CapitalIndexedBond.Meta
The meta-property for the currency property.
currency(Currency) - Method in class com.opengamma.strata.product.bond.CapitalIndexedBondPaymentPeriod.Builder
Sets the primary currency of the payment period.
currency() - Method in class com.opengamma.strata.product.bond.CapitalIndexedBondPaymentPeriod.Meta
The meta-property for the currency property.
currency(Currency) - Method in class com.opengamma.strata.product.bond.CapitalIndexedBondSecurity.Builder
Sets the currency that the bond is traded in.
currency() - Method in class com.opengamma.strata.product.bond.CapitalIndexedBondSecurity.Meta
The meta-property for the currency property.
currency(Currency) - Method in class com.opengamma.strata.product.bond.FixedCouponBond.Builder
Sets the currency that the bond is traded in.
currency() - Method in class com.opengamma.strata.product.bond.FixedCouponBond.Meta
The meta-property for the currency property.
currency(Currency) - Method in class com.opengamma.strata.product.bond.FixedCouponBondPaymentPeriod.Builder
Sets the primary currency of the payment period.
currency() - Method in class com.opengamma.strata.product.bond.FixedCouponBondPaymentPeriod.Meta
The meta-property for the currency property.
currency(Currency) - Method in class com.opengamma.strata.product.bond.FixedCouponBondSecurity.Builder
Sets the currency that the bond is traded in.
currency() - Method in class com.opengamma.strata.product.bond.FixedCouponBondSecurity.Meta
The meta-property for the currency property.
currency(Currency) - Method in class com.opengamma.strata.product.capfloor.IborCapFloorLeg.Builder
Sets the currency of the leg associated with the notional.
currency() - Method in class com.opengamma.strata.product.capfloor.IborCapFloorLeg.Meta
The meta-property for the currency property.
currency(Currency) - Method in class com.opengamma.strata.product.capfloor.IborCapletFloorletPeriod.Builder
Sets the primary currency of the payment period.
currency() - Method in class com.opengamma.strata.product.capfloor.IborCapletFloorletPeriod.Meta
The meta-property for the currency property.
currency(Currency) - Method in class com.opengamma.strata.product.cms.CmsLeg.Builder
Sets the currency of the leg associated with the notional.
currency() - Method in class com.opengamma.strata.product.cms.CmsLeg.Meta
The meta-property for the currency property.
currency(Currency) - Method in class com.opengamma.strata.product.cms.CmsPeriod.Builder
Sets the primary currency of the payment period.
currency() - Method in class com.opengamma.strata.product.cms.CmsPeriod.Meta
The meta-property for the currency property.
currency(Currency) - Method in class com.opengamma.strata.product.credit.Cds.Builder
Sets the currency of the CDS.
currency() - Method in class com.opengamma.strata.product.credit.Cds.Meta
The meta-property for the currency property.
currency(Currency) - Method in class com.opengamma.strata.product.credit.CdsIndex.Builder
Sets the currency of the CDS index.
currency() - Method in class com.opengamma.strata.product.credit.CdsIndex.Meta
The meta-property for the currency property.
currency(Currency) - Method in class com.opengamma.strata.product.credit.CreditCouponPaymentPeriod.Builder
Sets the primary currency of the payment period.
currency() - Method in class com.opengamma.strata.product.credit.CreditCouponPaymentPeriod.Meta
The meta-property for the currency property.
currency(Currency) - Method in class com.opengamma.strata.product.credit.type.ImmutableCdsConvention.Builder
Sets the currency of the CDS.
currency() - Method in class com.opengamma.strata.product.credit.type.ImmutableCdsConvention.Meta
The meta-property for the currency property.
currency(Currency) - Method in class com.opengamma.strata.product.deposit.IborFixingDeposit.Builder
Sets the primary currency, defaulted to the currency of the index.
currency() - Method in class com.opengamma.strata.product.deposit.IborFixingDeposit.Meta
The meta-property for the currency property.
currency(Currency) - Method in class com.opengamma.strata.product.deposit.ResolvedIborFixingDeposit.Builder
Sets the primary currency.
currency() - Method in class com.opengamma.strata.product.deposit.ResolvedIborFixingDeposit.Meta
The meta-property for the currency property.
currency(Currency) - Method in class com.opengamma.strata.product.deposit.ResolvedTermDeposit.Builder
Sets the primary currency.
currency() - Method in class com.opengamma.strata.product.deposit.ResolvedTermDeposit.Meta
The meta-property for the currency property.
currency(Currency) - Method in class com.opengamma.strata.product.deposit.TermDeposit.Builder
Sets the primary currency.
currency() - Method in class com.opengamma.strata.product.deposit.TermDeposit.Meta
The meta-property for the currency property.
currency(Currency) - Method in class com.opengamma.strata.product.deposit.type.ImmutableIborFixingDepositConvention.Builder
Sets the primary currency, optional with defaulting getter.
currency() - Method in class com.opengamma.strata.product.deposit.type.ImmutableIborFixingDepositConvention.Meta
The meta-property for the currency property.
currency(Currency) - Method in class com.opengamma.strata.product.deposit.type.ImmutableTermDepositConvention.Builder
Sets the primary currency.
currency() - Method in class com.opengamma.strata.product.deposit.type.ImmutableTermDepositConvention.Meta
The meta-property for the currency property.
currency() - Method in class com.opengamma.strata.product.dsf.DsfSecurity.Meta
The meta-property for the currency property.
currency(Currency) - Method in class com.opengamma.strata.product.fra.Fra.Builder
Sets the primary currency, defaulted to the currency of the index.
currency() - Method in class com.opengamma.strata.product.fra.Fra.Meta
The meta-property for the currency property.
currency(Currency) - Method in class com.opengamma.strata.product.fra.ResolvedFra.Builder
Sets the primary currency.
currency() - Method in class com.opengamma.strata.product.fra.ResolvedFra.Meta
The meta-property for the currency property.
currency(Currency) - Method in class com.opengamma.strata.product.fra.type.ImmutableFraConvention.Builder
Sets the primary currency, optional with defaulting getter.
currency() - Method in class com.opengamma.strata.product.fra.type.ImmutableFraConvention.Meta
The meta-property for the currency property.
currency(Currency) - Method in class com.opengamma.strata.product.index.IborFuture.Builder
Sets the currency that the future is traded in, defaulted from the index if not set.
currency() - Method in class com.opengamma.strata.product.index.IborFuture.Meta
The meta-property for the currency property.
currency(Currency) - Method in class com.opengamma.strata.product.index.IborFutureOptionSecurity.Builder
Sets the currency that the option is traded in.
currency() - Method in class com.opengamma.strata.product.index.IborFutureOptionSecurity.Meta
The meta-property for the currency property.
currency() - Method in class com.opengamma.strata.product.index.IborFutureSecurity.Meta
The meta-property for the currency property.
currency(Currency) - Method in class com.opengamma.strata.product.index.OvernightFuture.Builder
Sets the currency that the future is traded in, defaulted from the index if not set.
currency() - Method in class com.opengamma.strata.product.index.OvernightFuture.Meta
The meta-property for the currency property.
currency() - Method in class com.opengamma.strata.product.index.OvernightFutureSecurity.Meta
The meta-property for the currency property.
currency(Currency) - Method in class com.opengamma.strata.product.index.ResolvedIborFuture.Builder
Sets the currency that the future is traded in.
currency() - Method in class com.opengamma.strata.product.index.ResolvedIborFuture.Meta
The meta-property for the currency property.
currency(Currency) - Method in class com.opengamma.strata.product.index.ResolvedOvernightFuture.Builder
Sets the currency that the future is traded in.
currency() - Method in class com.opengamma.strata.product.index.ResolvedOvernightFuture.Meta
The meta-property for the currency property.
currency() - Method in class com.opengamma.strata.product.SecurityPriceInfo.Meta
The meta-property for the currency property.
currency(Currency) - Method in class com.opengamma.strata.product.swap.KnownAmountSwapLeg.Builder
Sets the currency of the swap leg.
currency() - Method in class com.opengamma.strata.product.swap.KnownAmountSwapLeg.Meta
The meta-property for the currency property.
currency(Currency) - Method in class com.opengamma.strata.product.swap.NotionalSchedule.Builder
Sets the currency of the swap leg associated with the notional.
currency() - Method in class com.opengamma.strata.product.swap.NotionalSchedule.Meta
The meta-property for the currency property.
currency() - Method in class com.opengamma.strata.product.swap.RateCalculationSwapLeg.Meta
The meta-property for the currency property.
currency(Currency) - Method in class com.opengamma.strata.product.swap.RatePaymentPeriod.Builder
Sets the primary currency of the payment period.
currency() - Method in class com.opengamma.strata.product.swap.RatePaymentPeriod.Meta
The meta-property for the currency property.
currency(Currency) - Method in class com.opengamma.strata.product.swap.type.FixedRateSwapLegConvention.Builder
Sets the leg currency.
currency() - Method in class com.opengamma.strata.product.swap.type.FixedRateSwapLegConvention.Meta
The meta-property for the currency property.
currency(Currency) - Method in class com.opengamma.strata.product.swap.type.IborRateSwapLegConvention.Builder
Sets the leg currency, optional with defaulting getter.
currency() - Method in class com.opengamma.strata.product.swap.type.IborRateSwapLegConvention.Meta
The meta-property for the currency property.
currency(Currency) - Method in class com.opengamma.strata.product.swap.type.OvernightRateSwapLegConvention.Builder
Sets the leg currency, optional with defaulting getter.
currency() - Method in class com.opengamma.strata.product.swap.type.OvernightRateSwapLegConvention.Meta
The meta-property for the currency property.
CURRENCY_AMOUNT - Static variable in class com.opengamma.strata.report.framework.format.ValueFormatters
The formatter to be used for CurrencyAmount.
CURRENCY_EXPOSURE - Static variable in class com.opengamma.strata.measure.Measures
Measure representing the currency exposure of the calculation target.
CURRENCY_PARAMETER_SENSITIVITY - Static variable in class com.opengamma.strata.report.framework.format.ValueFormatters
The formatter to be used for CurrencyParameterSensitivity.
CurrencyAmount - Class in com.opengamma.strata.basics.currency
An amount of a currency.
CurrencyAmountArray - Class in com.opengamma.strata.basics.currency
An array of currency amounts with the same currency.
CurrencyAmountArray.Meta - Class in com.opengamma.strata.basics.currency
The meta-bean for CurrencyAmountArray.
CurrencyAmountTokenEvaluator - Class in com.opengamma.strata.report.framework.expression
Evaluates a token against a currency amount.
CurrencyAmountTokenEvaluator() - Constructor for class com.opengamma.strata.report.framework.expression.CurrencyAmountTokenEvaluator
 
currencyConvertible() - Method in class com.opengamma.strata.calc.ImmutableMeasure.Meta
The meta-property for the currencyConvertible property.
currencyExposure(ResolvedBillTrade, LegalEntityDiscountingMarketDataLookup, ScenarioMarketData) - Method in class com.opengamma.strata.measure.bond.BillTradeCalculations
Calculates currency exposure across one or more scenarios.
currencyExposure(ResolvedBillTrade, LegalEntityDiscountingProvider) - Method in class com.opengamma.strata.measure.bond.BillTradeCalculations
Calculates currency exposure for a single set of market data.
currencyExposure(ResolvedBondFutureOptionTrade, LegalEntityDiscountingMarketDataLookup, BondFutureOptionMarketDataLookup, ScenarioMarketData) - Method in class com.opengamma.strata.measure.bond.BondFutureOptionTradeCalculations
Calculates currency exposure across one or more scenarios.
currencyExposure(ResolvedBondFutureOptionTrade, LegalEntityDiscountingProvider, BondFutureVolatilities) - Method in class com.opengamma.strata.measure.bond.BondFutureOptionTradeCalculations
Calculates currency exposure for a single set of market data.
currencyExposure(ResolvedBondFutureTrade, LegalEntityDiscountingMarketDataLookup, ScenarioMarketData) - Method in class com.opengamma.strata.measure.bond.BondFutureTradeCalculations
Calculates currency exposure across one or more scenarios.
currencyExposure(ResolvedBondFutureTrade, LegalEntityDiscountingProvider) - Method in class com.opengamma.strata.measure.bond.BondFutureTradeCalculations
Calculates currency exposure for a single set of market data.
currencyExposure(ResolvedCapitalIndexedBondTrade, RatesMarketDataLookup, LegalEntityDiscountingMarketDataLookup, ScenarioMarketData) - Method in class com.opengamma.strata.measure.bond.CapitalIndexedBondTradeCalculations
Calculates currency exposure across one or more scenarios.
currencyExposure(ResolvedCapitalIndexedBondTrade, RatesProvider, LegalEntityDiscountingProvider) - Method in class com.opengamma.strata.measure.bond.CapitalIndexedBondTradeCalculations
Calculates currency exposure for a single set of market data.
currencyExposure(ResolvedFixedCouponBondTrade, LegalEntityDiscountingMarketDataLookup, ScenarioMarketData) - Method in class com.opengamma.strata.measure.bond.FixedCouponBondTradeCalculations
Calculates currency exposure across one or more scenarios.
currencyExposure(ResolvedFixedCouponBondTrade, LegalEntityDiscountingProvider) - Method in class com.opengamma.strata.measure.bond.FixedCouponBondTradeCalculations
Calculates currency exposure for a single set of market data.
currencyExposure(ResolvedIborCapFloorTrade, RatesMarketDataLookup, IborCapFloorMarketDataLookup, ScenarioMarketData) - Method in class com.opengamma.strata.measure.capfloor.IborCapFloorTradeCalculations
Calculates currency exposure across one or more scenarios.
currencyExposure(ResolvedIborCapFloorTrade, RatesProvider, IborCapletFloorletVolatilities) - Method in class com.opengamma.strata.measure.capfloor.IborCapFloorTradeCalculations
Calculates currency exposure for a single set of market data.
currencyExposure(ResolvedCmsTrade, RatesMarketDataLookup, SwaptionMarketDataLookup, ScenarioMarketData) - Method in class com.opengamma.strata.measure.cms.CmsTradeCalculations
Calculates currency exposure across one or more scenarios.
currencyExposure(ResolvedCmsTrade, RatesProvider, SwaptionVolatilities) - Method in class com.opengamma.strata.measure.cms.CmsTradeCalculations
Calculates currency exposure for a single set of market data.
currencyExposure(ResolvedTermDepositTrade, RatesMarketDataLookup, ScenarioMarketData) - Method in class com.opengamma.strata.measure.deposit.TermDepositTradeCalculations
Calculates currency exposure across one or more scenarios.
currencyExposure(ResolvedTermDepositTrade, RatesProvider) - Method in class com.opengamma.strata.measure.deposit.TermDepositTradeCalculations
Calculates currency exposure for a single set of market data.
currencyExposure(ResolvedDsfTrade, RatesMarketDataLookup, ScenarioMarketData) - Method in class com.opengamma.strata.measure.dsf.DsfTradeCalculations
Calculates currency exposure across one or more scenarios.
currencyExposure(ResolvedDsfTrade, RatesProvider) - Method in class com.opengamma.strata.measure.dsf.DsfTradeCalculations
Calculates currency exposure for a single set of market data.
currencyExposure(ResolvedFraTrade, RatesMarketDataLookup, ScenarioMarketData) - Method in class com.opengamma.strata.measure.fra.FraTradeCalculations
Calculates currency exposure across one or more scenarios.
currencyExposure(ResolvedFraTrade, RatesProvider) - Method in class com.opengamma.strata.measure.fra.FraTradeCalculations
Calculates currency exposure for a single set of market data.
currencyExposure(ResolvedFxNdfTrade, RatesMarketDataLookup, ScenarioMarketData) - Method in class com.opengamma.strata.measure.fx.FxNdfTradeCalculations
Calculates currency exposure across one or more scenarios.
currencyExposure(ResolvedFxNdfTrade, RatesProvider) - Method in class com.opengamma.strata.measure.fx.FxNdfTradeCalculations
Calculates currency exposure for a single set of market data.
currencyExposure(ResolvedFxSingleTrade, RatesMarketDataLookup, ScenarioMarketData) - Method in class com.opengamma.strata.measure.fx.FxSingleTradeCalculations
Calculates currency exposure across one or more scenarios.
currencyExposure(ResolvedFxSingleTrade, RatesProvider) - Method in class com.opengamma.strata.measure.fx.FxSingleTradeCalculations
Calculates currency exposure for a single set of market data.
currencyExposure(ResolvedFxSwapTrade, RatesMarketDataLookup, ScenarioMarketData) - Method in class com.opengamma.strata.measure.fx.FxSwapTradeCalculations
Calculates currency exposure across one or more scenarios.
currencyExposure(ResolvedFxSwapTrade, RatesProvider) - Method in class com.opengamma.strata.measure.fx.FxSwapTradeCalculations
Calculates currency exposure for a single set of market data.
currencyExposure(ResolvedFxSingleBarrierOptionTrade, RatesMarketDataLookup, FxOptionMarketDataLookup, ScenarioMarketData, FxSingleBarrierOptionMethod) - Method in class com.opengamma.strata.measure.fxopt.FxSingleBarrierOptionTradeCalculations
Calculates currency exposure across one or more scenarios.
currencyExposure(ResolvedFxSingleBarrierOptionTrade, RatesProvider, FxOptionVolatilities, FxSingleBarrierOptionMethod) - Method in class com.opengamma.strata.measure.fxopt.FxSingleBarrierOptionTradeCalculations
Calculates currency exposure for a single set of market data.
currencyExposure(ResolvedFxVanillaOptionTrade, RatesMarketDataLookup, FxOptionMarketDataLookup, ScenarioMarketData, FxVanillaOptionMethod) - Method in class com.opengamma.strata.measure.fxopt.FxVanillaOptionTradeCalculations
Calculates currency exposure across one or more scenarios.
currencyExposure(ResolvedFxVanillaOptionTrade, RatesProvider, FxOptionVolatilities, FxVanillaOptionMethod) - Method in class com.opengamma.strata.measure.fxopt.FxVanillaOptionTradeCalculations
Calculates currency exposure for a single set of market data.
currencyExposure(ResolvedBulletPaymentTrade, RatesMarketDataLookup, ScenarioMarketData) - Method in class com.opengamma.strata.measure.payment.BulletPaymentTradeCalculations
Calculates currency exposure across one or more scenarios.
currencyExposure(ResolvedBulletPaymentTrade, RatesProvider) - Method in class com.opengamma.strata.measure.payment.BulletPaymentTradeCalculations
Calculates currency exposure for a single set of market data.
currencyExposure(ResolvedSwapTrade, RatesMarketDataLookup, ScenarioMarketData) - Method in class com.opengamma.strata.measure.swap.SwapTradeCalculations
Calculates currency exposure across one or more scenarios.
currencyExposure(ResolvedSwapTrade, RatesProvider) - Method in class com.opengamma.strata.measure.swap.SwapTradeCalculations
Calculates currency exposure for a single set of market data.
currencyExposure(ResolvedSwaptionTrade, RatesMarketDataLookup, SwaptionMarketDataLookup, ScenarioMarketData) - Method in class com.opengamma.strata.measure.swaption.SwaptionTradeCalculations
Calculates currency exposure across one or more scenarios.
currencyExposure(ResolvedSwaptionTrade, RatesProvider, SwaptionVolatilities) - Method in class com.opengamma.strata.measure.swaption.SwaptionTradeCalculations
Calculates currency exposure for a single set of market data.
currencyExposure(ResolvedBondFutureOptionTrade, LegalEntityDiscountingProvider, BondFutureVolatilities, double) - Method in class com.opengamma.strata.pricer.bond.BlackBondFutureOptionMarginedTradePricer
Calculates the currency exposure of the bond future option trade.
currencyExposure(ResolvedBondFutureOptionTrade, LocalDate, double, double) - Method in class com.opengamma.strata.pricer.bond.BlackBondFutureOptionMarginedTradePricer
Calculates the currency exposure of the bond future option trade from the current option price.
currencyExposure(ResolvedBillTrade, LegalEntityDiscountingProvider) - Method in class com.opengamma.strata.pricer.bond.DiscountingBillTradePricer
Calculates the currency exposure of a bill trade.
currencyExposure(ResolvedBondFutureTrade, LegalEntityDiscountingProvider, double) - Method in class com.opengamma.strata.pricer.bond.DiscountingBondFutureTradePricer
Calculates the currency exposure of the bond future trade.
currencyExposure(ResolvedCapitalIndexedBond, RatesProvider, LegalEntityDiscountingProvider, LocalDate) - Method in class com.opengamma.strata.pricer.bond.DiscountingCapitalIndexedBondProductPricer
Calculates the currency exposure of the bond product.
currencyExposure(ResolvedCapitalIndexedBondTrade, RatesProvider, LegalEntityDiscountingProvider) - Method in class com.opengamma.strata.pricer.bond.DiscountingCapitalIndexedBondTradePricer
Calculates the currency exposure of the bond trade.
currencyExposure(ResolvedFixedCouponBondTrade, LegalEntityDiscountingProvider) - Method in class com.opengamma.strata.pricer.bond.DiscountingFixedCouponBondTradePricer
Calculates the currency exposure of the fixed coupon bond trade.
currencyExposure(ResolvedIborCapFloor, RatesProvider, IborCapletFloorletVolatilities) - Method in class com.opengamma.strata.pricer.capfloor.VolatilityIborCapFloorProductPricer
Calculates the currency exposure of the Ibor cap/floor product.
currencyExposure(ResolvedIborCapFloorTrade, RatesProvider, IborCapletFloorletVolatilities) - Method in class com.opengamma.strata.pricer.capfloor.VolatilityIborCapFloorTradePricer
Calculates the currency exposure of the Ibor cap/floor trade.
currencyExposure(ResolvedCms, RatesProvider) - Method in class com.opengamma.strata.pricer.cms.DiscountingCmsProductPricer
Calculates the currency exposure of the product.
currencyExposure(ResolvedCmsTrade, RatesProvider) - Method in class com.opengamma.strata.pricer.cms.DiscountingCmsTradePricer
Calculates the currency exposure of the trade.
currencyExposure(ResolvedCms, RatesProvider, SabrSwaptionVolatilities) - Method in class com.opengamma.strata.pricer.cms.SabrExtrapolationReplicationCmsProductPricer
Calculates the currency exposure of the product.
currencyExposure(ResolvedCmsTrade, RatesProvider, SabrSwaptionVolatilities) - Method in class com.opengamma.strata.pricer.cms.SabrExtrapolationReplicationCmsTradePricer
Calculates the currency exposure of the trade.
currencyExposure(ResolvedTermDepositTrade, RatesProvider) - Method in class com.opengamma.strata.pricer.deposit.DiscountingTermDepositTradePricer
Calculates the currency exposure.
currencyExposure(Payment, BaseProvider) - Method in class com.opengamma.strata.pricer.DiscountingPaymentPricer
Calculates the currency exposure.
currencyExposure(ResolvedDsfTrade, RatesProvider, double) - Method in class com.opengamma.strata.pricer.dsf.DiscountingDsfTradePricer
Calculates the currency exposure of the deliverable swap futures trade.
currencyExposure(ResolvedFraTrade, RatesProvider) - Method in class com.opengamma.strata.pricer.fra.DiscountingFraTradePricer
Calculates the currency exposure of the FRA trade.
currencyExposure(FxForwardSensitivity) - Method in class com.opengamma.strata.pricer.fx.DiscountFxForwardRates
 
currencyExposure(ResolvedFxNdf, RatesProvider) - Method in class com.opengamma.strata.pricer.fx.DiscountingFxNdfProductPricer
Calculates the currency exposure by discounting each payment in its own currency.
currencyExposure(ResolvedFxNdfTrade, RatesProvider) - Method in class com.opengamma.strata.pricer.fx.DiscountingFxNdfTradePricer
Calculates the currency exposure by discounting each payment in its own currency.
currencyExposure(ResolvedFxSingle, RatesProvider) - Method in class com.opengamma.strata.pricer.fx.DiscountingFxSingleProductPricer
Calculates the currency exposure by discounting each payment in its own currency.
currencyExposure(ResolvedFxSingleTrade, RatesProvider) - Method in class com.opengamma.strata.pricer.fx.DiscountingFxSingleTradePricer
Calculates the currency exposure by discounting each payment in its own currency.
currencyExposure(ResolvedFxSwap, RatesProvider) - Method in class com.opengamma.strata.pricer.fx.DiscountingFxSwapProductPricer
Calculates the currency exposure of the FX swap product.
currencyExposure(ResolvedFxSwapTrade, RatesProvider) - Method in class com.opengamma.strata.pricer.fx.DiscountingFxSwapTradePricer
Calculates the currency exposure by discounting each payment in its own currency.
currencyExposure(FxIndexSensitivity) - Method in class com.opengamma.strata.pricer.fx.ForwardFxIndexRates
 
currencyExposure(FxForwardSensitivity) - Method in interface com.opengamma.strata.pricer.fx.FxForwardRates
Calculates the currency exposure from the point sensitivity.
currencyExposure(FxIndexSensitivity) - Method in interface com.opengamma.strata.pricer.fx.FxIndexRates
Calculates the currency exposure from the point sensitivity.
currencyExposure(ResolvedFxSingleBarrierOption, RatesProvider, BlackFxOptionVolatilities) - Method in class com.opengamma.strata.pricer.fxopt.BlackFxSingleBarrierOptionProductPricer
Calculates the currency exposure of the FX barrier option product.
currencyExposure(ResolvedFxSingleBarrierOptionTrade, RatesProvider, BlackFxOptionVolatilities) - Method in class com.opengamma.strata.pricer.fxopt.BlackFxSingleBarrierOptionTradePricer
Calculates the currency exposure of the FX barrier option trade.
currencyExposure(ResolvedFxVanillaOption, RatesProvider, BlackFxOptionVolatilities) - Method in class com.opengamma.strata.pricer.fxopt.BlackFxVanillaOptionProductPricer
Calculates the currency exposure of the foreign exchange vanilla option product.
currencyExposure(ResolvedFxVanillaOptionTrade, RatesProvider, BlackFxOptionVolatilities) - Method in class com.opengamma.strata.pricer.fxopt.BlackFxVanillaOptionTradePricer
Calculates the currency exposure of the FX vanilla option trade.
currencyExposure(ResolvedFxSingleBarrierOption, RatesProvider, BlackFxOptionVolatilities) - Method in class com.opengamma.strata.pricer.fxopt.ImpliedTrinomialTreeFxSingleBarrierOptionProductPricer
Calculates the currency exposure of the FX barrier option product.
currencyExposure(ResolvedFxSingleBarrierOption, RatesProvider, BlackFxOptionVolatilities, RecombiningTrinomialTreeData) - Method in class com.opengamma.strata.pricer.fxopt.ImpliedTrinomialTreeFxSingleBarrierOptionProductPricer
Calculates the currency exposure of the FX barrier option product.
currencyExposure(ResolvedFxSingleBarrierOptionTrade, RatesProvider, BlackFxOptionVolatilities) - Method in class com.opengamma.strata.pricer.fxopt.ImpliedTrinomialTreeFxSingleBarrierOptionTradePricer
Calculates the currency exposure of the FX barrier option trade.
currencyExposure(ResolvedFxVanillaOption, RatesProvider, BlackFxOptionSmileVolatilities) - Method in class com.opengamma.strata.pricer.fxopt.VannaVolgaFxVanillaOptionProductPricer
Calculates the currency exposure of the foreign exchange vanilla option product.
currencyExposure(ResolvedFxVanillaOptionTrade, RatesProvider, BlackFxOptionSmileVolatilities) - Method in class com.opengamma.strata.pricer.fxopt.VannaVolgaFxVanillaOptionTradePricer
Calculates the currency exposure of the FX vanilla option trade.
currencyExposure(ResolvedIborFutureTrade, RatesProvider, HullWhiteOneFactorPiecewiseConstantParametersProvider, double) - Method in class com.opengamma.strata.pricer.index.HullWhiteIborFutureTradePricer
Calculates the currency exposure of the Ibor future trade.
currencyExposure(ResolvedBulletPaymentTrade, BaseProvider) - Method in class com.opengamma.strata.pricer.payment.DiscountingBulletPaymentTradePricer
Calculates the currency exposure of the bullet payment trade.
currencyExposure(PointSensitivities) - Method in interface com.opengamma.strata.pricer.rate.RatesProvider
Computes the currency exposure.
currencyExposure(ResolvedSwapLeg, RatesProvider) - Method in class com.opengamma.strata.pricer.swap.DiscountingSwapLegPricer
Calculates the currency exposure of the swap leg.
currencyExposure(ResolvedSwap, RatesProvider) - Method in class com.opengamma.strata.pricer.swap.DiscountingSwapProductPricer
Calculates the currency exposure of the swap product.
currencyExposure(ResolvedSwapTrade, RatesProvider) - Method in class com.opengamma.strata.pricer.swap.DiscountingSwapTradePricer
Calculates the currency exposure of the swap trade.
currencyExposure(T, RatesProvider) - Method in interface com.opengamma.strata.pricer.swap.SwapPaymentEventPricer
Calculates the currency exposure of a single payment event.
currencyExposure(T, RatesProvider) - Method in interface com.opengamma.strata.pricer.swap.SwapPaymentPeriodPricer
Calculates the currency exposure of a single payment period.
currencyExposure(ResolvedSwaptionTrade, RatesProvider, BlackSwaptionVolatilities) - Method in class com.opengamma.strata.pricer.swaption.BlackSwaptionTradePricer
Computes the currency exposure of the swaption trade.
currencyExposure(ResolvedSwaption, RatesProvider, HullWhiteOneFactorPiecewiseConstantParametersProvider) - Method in class com.opengamma.strata.pricer.swaption.HullWhiteSwaptionPhysicalProductPricer
Calculates the currency exposure of the swaption product.
currencyExposure(ResolvedSwaptionTrade, RatesProvider, HullWhiteOneFactorPiecewiseConstantParametersProvider) - Method in class com.opengamma.strata.pricer.swaption.HullWhiteSwaptionPhysicalTradePricer
Computes the currency exposure of the swaption trade.
currencyExposure(ResolvedSwaptionTrade, RatesProvider, NormalSwaptionVolatilities) - Method in class com.opengamma.strata.pricer.swaption.NormalSwaptionTradePricer
Computes the currency exposure of the swaption trade.
currencyExposure(ResolvedSwaptionTrade, RatesProvider, SabrSwaptionVolatilities) - Method in class com.opengamma.strata.pricer.swaption.SabrSwaptionTradePricer
Computes the currency exposure of the swaption trade.
currencyExposure(ResolvedSwaption, RatesProvider, SwaptionVolatilities) - Method in class com.opengamma.strata.pricer.swaption.VolatilitySwaptionCashParYieldProductPricer
Computes the currency exposure of the swaption.
currencyExposure(ResolvedSwaption, RatesProvider, SwaptionVolatilities) - Method in class com.opengamma.strata.pricer.swaption.VolatilitySwaptionPhysicalProductPricer
Computes the currency exposure of the swaption.
currencyExposure(ResolvedSwaption, RatesProvider, SwaptionVolatilities) - Method in class com.opengamma.strata.pricer.swaption.VolatilitySwaptionProductPricer
Computes the currency exposure of the swaption.
currencyExposure(ResolvedSwaptionTrade, RatesProvider, SwaptionVolatilities) - Method in class com.opengamma.strata.pricer.swaption.VolatilitySwaptionTradePricer
Computes the currency exposure of the swaption trade.
currencyExposureFromCleanPrice(ResolvedCapitalIndexedBondTrade, RatesProvider, LegalEntityDiscountingProvider, ReferenceData, double) - Method in class com.opengamma.strata.pricer.bond.DiscountingCapitalIndexedBondTradePricer
Calculates the currency exposure of the bond trade.
currencyExposureFromCleanPriceWithZSpread(ResolvedCapitalIndexedBondTrade, RatesProvider, LegalEntityDiscountingProvider, ReferenceData, double, double, CompoundedRateType, int) - Method in class com.opengamma.strata.pricer.bond.DiscountingCapitalIndexedBondTradePricer
Calculates the currency exposure of the bond trade with z-spread.
currencyExposureWithZSpread(ResolvedBillTrade, LegalEntityDiscountingProvider, double, CompoundedRateType, int) - Method in class com.opengamma.strata.pricer.bond.DiscountingBillTradePricer
Calculates the currency exposure of a bill trade with z-spread.
currencyExposureWithZSpread(ResolvedBondFutureTrade, LegalEntityDiscountingProvider, double, double, CompoundedRateType, int) - Method in class com.opengamma.strata.pricer.bond.DiscountingBondFutureTradePricer
Calculates the currency exposure of the bond future trade with z-spread.
currencyExposureWithZSpread(ResolvedCapitalIndexedBond, RatesProvider, LegalEntityDiscountingProvider, LocalDate, double, CompoundedRateType, int) - Method in class com.opengamma.strata.pricer.bond.DiscountingCapitalIndexedBondProductPricer
Calculates the currency exposure of the bond product with z-spread.
currencyExposureWithZSpread(ResolvedCapitalIndexedBondTrade, RatesProvider, LegalEntityDiscountingProvider, double, CompoundedRateType, int) - Method in class com.opengamma.strata.pricer.bond.DiscountingCapitalIndexedBondTradePricer
Calculates the currency exposure of the bond trade with z-spread.
currencyExposureWithZSpread(ResolvedFixedCouponBondTrade, LegalEntityDiscountingProvider, double, CompoundedRateType, int) - Method in class com.opengamma.strata.pricer.bond.DiscountingFixedCouponBondTradePricer
Calculates the currency exposure of the fixed coupon bond trade with z-spread.
CurrencyPair - Class in com.opengamma.strata.basics.currency
An ordered pair of currencies, such as 'EUR/USD'.
currencyPair(CurrencyPair) - Method in class com.opengamma.strata.basics.index.ImmutableFxIndex.Builder
Sets the currency pair.
currencyPair() - Method in class com.opengamma.strata.basics.index.ImmutableFxIndex.Meta
The meta-property for the currencyPair property.
currencyPair() - Method in class com.opengamma.strata.market.FxRateShifts.Meta
The meta-property for the currencyPair property.
currencyPair(CurrencyPair) - Method in class com.opengamma.strata.measure.fxopt.BlackFxOptionInterpolatedNodalSurfaceVolatilitiesSpecification.Builder
Sets the currencyPair.
currencyPair() - Method in class com.opengamma.strata.measure.fxopt.BlackFxOptionInterpolatedNodalSurfaceVolatilitiesSpecification.Meta
The meta-property for the currencyPair property.
currencyPair(CurrencyPair) - Method in class com.opengamma.strata.measure.fxopt.BlackFxOptionSmileVolatilitiesSpecification.Builder
Sets the currency pair that the volatilities are for.
currencyPair() - Method in class com.opengamma.strata.measure.fxopt.BlackFxOptionSmileVolatilitiesSpecification.Meta
The meta-property for the currencyPair property.
currencyPair(CurrencyPair) - Method in class com.opengamma.strata.measure.fxopt.FxOptionVolatilitiesNode.Builder
Sets the currency pair.
currencyPair() - Method in class com.opengamma.strata.measure.fxopt.FxOptionVolatilitiesNode.Meta
The meta-property for the currencyPair property.
currencyPair() - Method in class com.opengamma.strata.pricer.fx.DiscountFxForwardRates.Meta
The meta-property for the currencyPair property.
currencyPair() - Method in class com.opengamma.strata.pricer.fx.FxForwardSensitivity.Meta
The meta-property for the currencyPair property.
currencyPair(CurrencyPair) - Method in class com.opengamma.strata.pricer.fxopt.BlackFxOptionFlatVolatilities.Builder
Sets the currency pair that the volatilities are for.
currencyPair() - Method in class com.opengamma.strata.pricer.fxopt.BlackFxOptionFlatVolatilities.Meta
The meta-property for the currencyPair property.
currencyPair(CurrencyPair) - Method in class com.opengamma.strata.pricer.fxopt.BlackFxOptionSmileVolatilities.Builder
Sets the currency pair that the volatilities are for.
currencyPair() - Method in class com.opengamma.strata.pricer.fxopt.BlackFxOptionSmileVolatilities.Meta
The meta-property for the currencyPair property.
currencyPair(CurrencyPair) - Method in class com.opengamma.strata.pricer.fxopt.BlackFxOptionSurfaceVolatilities.Builder
Sets the currency pair that the volatilities are for.
currencyPair() - Method in class com.opengamma.strata.pricer.fxopt.BlackFxOptionSurfaceVolatilities.Meta
The meta-property for the currencyPair property.
currencyPair() - Method in class com.opengamma.strata.pricer.fxopt.FxOptionSensitivity.Meta
The meta-property for the currencyPair property.
currencyPair() - Method in class com.opengamma.strata.pricer.fxopt.FxVolatilitySurfaceYearFractionParameterMetadata.Meta
The meta-property for the currencyPair property.
currencyPair(CurrencyPair) - Method in class com.opengamma.strata.product.fx.type.ImmutableFxSwapConvention.Builder
Sets the currency pair associated with the convention.
currencyPair() - Method in class com.opengamma.strata.product.fx.type.ImmutableFxSwapConvention.Meta
The meta-property for the currencyPair property.
CurrencyParameterSensitivities - Class in com.opengamma.strata.market.param
Currency-based parameter sensitivity for parameterized market data, such as curves.
CurrencyParameterSensitivities.Meta - Class in com.opengamma.strata.market.param
The meta-bean for CurrencyParameterSensitivities.
CurrencyParameterSensitivitiesTokenEvaluator - Class in com.opengamma.strata.report.framework.expression
Evaluates a token against currency parameter sensitivities.
CurrencyParameterSensitivitiesTokenEvaluator() - Constructor for class com.opengamma.strata.report.framework.expression.CurrencyParameterSensitivitiesTokenEvaluator
 
CurrencyParameterSensitivity - Class in com.opengamma.strata.market.param
Currency-based parameter sensitivity for parameterized market data, such as a curve.
CurrencyParameterSensitivity.Meta - Class in com.opengamma.strata.market.param
The meta-bean for CurrencyParameterSensitivity.
CurrencyParameterSensitivityTokenEvaluator - Class in com.opengamma.strata.report.framework.expression
Token evaluator for currency parameter sensitivity.
CurrencyParameterSensitivityTokenEvaluator() - Constructor for class com.opengamma.strata.report.framework.expression.CurrencyParameterSensitivityTokenEvaluator
 
CurrencyScenarioArray - Class in com.opengamma.strata.data.scenario
A currency-convertible scenario array for a single currency, holding one amount for each scenario.
CurrencyScenarioArray.Meta - Class in com.opengamma.strata.data.scenario
The meta-bean for CurrencyScenarioArray.
CURRENT_CASH - Static variable in class com.opengamma.strata.measure.Measures
Measure representing the current cash of the calculation target.
currentCash(ResolvedBillTrade, LegalEntityDiscountingMarketDataLookup, ScenarioMarketData) - Method in class com.opengamma.strata.measure.bond.BillTradeCalculations
Calculates current cash across one or more scenarios.
currentCash(ResolvedBillTrade, LegalEntityDiscountingProvider) - Method in class com.opengamma.strata.measure.bond.BillTradeCalculations
Calculates current cash for a single set of market data.
currentCash(ResolvedCapitalIndexedBondTrade, RatesMarketDataLookup, LegalEntityDiscountingMarketDataLookup, ScenarioMarketData) - Method in class com.opengamma.strata.measure.bond.CapitalIndexedBondTradeCalculations
Calculates current cash across one or more scenarios.
currentCash(ResolvedCapitalIndexedBondTrade, RatesProvider, LegalEntityDiscountingProvider) - Method in class com.opengamma.strata.measure.bond.CapitalIndexedBondTradeCalculations
Calculates current cash for a single set of market data.
currentCash(ResolvedFixedCouponBondTrade, LegalEntityDiscountingMarketDataLookup, ScenarioMarketData) - Method in class com.opengamma.strata.measure.bond.FixedCouponBondTradeCalculations
Calculates current cash across one or more scenarios.
currentCash(ResolvedFixedCouponBondTrade, LegalEntityDiscountingProvider) - Method in class com.opengamma.strata.measure.bond.FixedCouponBondTradeCalculations
Calculates current cash for a single set of market data.
currentCash(ResolvedIborCapFloorTrade, RatesMarketDataLookup, IborCapFloorMarketDataLookup, ScenarioMarketData) - Method in class com.opengamma.strata.measure.capfloor.IborCapFloorTradeCalculations
Calculates current cash across one or more scenarios.
currentCash(ResolvedIborCapFloorTrade, RatesProvider, IborCapletFloorletVolatilities) - Method in class com.opengamma.strata.measure.capfloor.IborCapFloorTradeCalculations
Calculates current cash for a single set of market data.
currentCash(ResolvedCmsTrade, RatesMarketDataLookup, SwaptionMarketDataLookup, ScenarioMarketData) - Method in class com.opengamma.strata.measure.cms.CmsTradeCalculations
Calculates current cash across one or more scenarios.
currentCash(ResolvedCmsTrade, RatesProvider, SwaptionVolatilities) - Method in class com.opengamma.strata.measure.cms.CmsTradeCalculations
Calculates current cash for a single set of market data.
currentCash(ResolvedTermDepositTrade, RatesMarketDataLookup, ScenarioMarketData) - Method in class com.opengamma.strata.measure.deposit.TermDepositTradeCalculations
Calculates current cash across one or more scenarios.
currentCash(ResolvedTermDepositTrade, RatesProvider) - Method in class com.opengamma.strata.measure.deposit.TermDepositTradeCalculations
Calculates current cash for a single set of market data.
currentCash(ResolvedFraTrade, RatesMarketDataLookup, ScenarioMarketData) - Method in class com.opengamma.strata.measure.fra.FraTradeCalculations
Calculates current cash across one or more scenarios.
currentCash(ResolvedFraTrade, RatesProvider) - Method in class com.opengamma.strata.measure.fra.FraTradeCalculations
Calculates current cash for a single set of market data.
currentCash(ResolvedFxNdfTrade, RatesMarketDataLookup, ScenarioMarketData) - Method in class com.opengamma.strata.measure.fx.FxNdfTradeCalculations
Calculates current cash across one or more scenarios.
currentCash(ResolvedFxNdfTrade, RatesProvider) - Method in class com.opengamma.strata.measure.fx.FxNdfTradeCalculations
Calculates current cash for a single set of market data.
currentCash(ResolvedFxSingleTrade, RatesMarketDataLookup, ScenarioMarketData) - Method in class com.opengamma.strata.measure.fx.FxSingleTradeCalculations
Calculates current cash across one or more scenarios.
currentCash(ResolvedFxSingleTrade, RatesProvider) - Method in class com.opengamma.strata.measure.fx.FxSingleTradeCalculations
Calculates current cash for a single set of market data.
currentCash(ResolvedFxSwapTrade, RatesMarketDataLookup, ScenarioMarketData) - Method in class com.opengamma.strata.measure.fx.FxSwapTradeCalculations
Calculates current cash across one or more scenarios.
currentCash(ResolvedFxSwapTrade, RatesProvider) - Method in class com.opengamma.strata.measure.fx.FxSwapTradeCalculations
Calculates current cash for a single set of market data.
currentCash(ResolvedFxSingleBarrierOptionTrade, RatesMarketDataLookup, FxOptionMarketDataLookup, ScenarioMarketData, FxSingleBarrierOptionMethod) - Method in class com.opengamma.strata.measure.fxopt.FxSingleBarrierOptionTradeCalculations
Calculates current cash across one or more scenarios.
currentCash(ResolvedFxSingleBarrierOptionTrade, RatesProvider, FxOptionVolatilities, FxSingleBarrierOptionMethod) - Method in class com.opengamma.strata.measure.fxopt.FxSingleBarrierOptionTradeCalculations
Calculates current cash for a single set of market data.
currentCash(ResolvedFxVanillaOptionTrade, RatesMarketDataLookup, FxOptionMarketDataLookup, ScenarioMarketData, FxVanillaOptionMethod) - Method in class com.opengamma.strata.measure.fxopt.FxVanillaOptionTradeCalculations
Calculates current cash across one or more scenarios.
currentCash(ResolvedFxVanillaOptionTrade, RatesProvider, FxOptionVolatilities, FxVanillaOptionMethod) - Method in class com.opengamma.strata.measure.fxopt.FxVanillaOptionTradeCalculations
Calculates current cash for a single set of market data.
currentCash(ResolvedBulletPaymentTrade, RatesMarketDataLookup, ScenarioMarketData) - Method in class com.opengamma.strata.measure.payment.BulletPaymentTradeCalculations
Calculates current cash across one or more scenarios.
currentCash(ResolvedBulletPaymentTrade, RatesProvider) - Method in class com.opengamma.strata.measure.payment.BulletPaymentTradeCalculations
Calculates current cash for a single set of market data.
currentCash(ResolvedSwapTrade, RatesMarketDataLookup, ScenarioMarketData) - Method in class com.opengamma.strata.measure.swap.SwapTradeCalculations
Calculates current cash across one or more scenarios.
currentCash(ResolvedSwapTrade, RatesProvider) - Method in class com.opengamma.strata.measure.swap.SwapTradeCalculations
Calculates current cash for a single set of market data.
currentCash(ResolvedSwaptionTrade, RatesMarketDataLookup, SwaptionMarketDataLookup, ScenarioMarketData) - Method in class com.opengamma.strata.measure.swaption.SwaptionTradeCalculations
Calculates current cash across one or more scenarios.
currentCash(ResolvedSwaptionTrade, RatesProvider, SwaptionVolatilities) - Method in class com.opengamma.strata.measure.swaption.SwaptionTradeCalculations
Calculates current cash for a single set of market data.
currentCash(ResolvedBillTrade, LocalDate) - Method in class com.opengamma.strata.pricer.bond.DiscountingBillTradePricer
Calculates the current cash of a bill trade.
currentCash(ResolvedCapitalIndexedBond, RatesProvider, LocalDate) - Method in class com.opengamma.strata.pricer.bond.DiscountingCapitalIndexedBondProductPricer
Calculates the current cash of the bond product.
currentCash(ResolvedCapitalIndexedBondTrade, RatesProvider) - Method in class com.opengamma.strata.pricer.bond.DiscountingCapitalIndexedBondTradePricer
Calculates the current cash of the bond trade.
currentCash(ResolvedFixedCouponBondTrade, LocalDate) - Method in class com.opengamma.strata.pricer.bond.DiscountingFixedCouponBondTradePricer
Calculates the current cash of the fixed coupon bond trade.
currentCash(ResolvedIborCapFloorLeg, RatesProvider, IborCapletFloorletVolatilities) - Method in class com.opengamma.strata.pricer.capfloor.VolatilityIborCapFloorLegPricer
Calculates the current cash of the Ibor cap/floor leg.
currentCash(ResolvedIborCapFloor, RatesProvider, IborCapletFloorletVolatilities) - Method in class com.opengamma.strata.pricer.capfloor.VolatilityIborCapFloorProductPricer
Calculates the current cash of the Ibor cap/floor product.
currentCash(ResolvedIborCapFloorTrade, RatesProvider, IborCapletFloorletVolatilities) - Method in class com.opengamma.strata.pricer.capfloor.VolatilityIborCapFloorTradePricer
Calculates the current cash of the Ibor cap/floor trade.
currentCash(ResolvedCmsLeg, RatesProvider) - Method in class com.opengamma.strata.pricer.cms.DiscountingCmsLegPricer
Calculates the current cash of the leg.
currentCash(ResolvedCms, RatesProvider) - Method in class com.opengamma.strata.pricer.cms.DiscountingCmsProductPricer
Calculates the current cash of the product.
currentCash(ResolvedCmsTrade, RatesProvider) - Method in class com.opengamma.strata.pricer.cms.DiscountingCmsTradePricer
Calculates the current cash of the trade.
currentCash(ResolvedCmsLeg, RatesProvider, SabrSwaptionVolatilities) - Method in class com.opengamma.strata.pricer.cms.SabrExtrapolationReplicationCmsLegPricer
Calculates the current cash of the leg.
currentCash(ResolvedCms, RatesProvider, SabrSwaptionVolatilities) - Method in class com.opengamma.strata.pricer.cms.SabrExtrapolationReplicationCmsProductPricer
Calculates the current cash of the product.
currentCash(ResolvedCmsTrade, RatesProvider, SabrSwaptionVolatilities) - Method in class com.opengamma.strata.pricer.cms.SabrExtrapolationReplicationCmsTradePricer
Calculates the current cash of the trade.
currentCash(ResolvedTermDepositTrade, RatesProvider) - Method in class com.opengamma.strata.pricer.deposit.DiscountingTermDepositTradePricer
Calculates the current cash.
currentCash(Payment, BaseProvider) - Method in class com.opengamma.strata.pricer.DiscountingPaymentPricer
Calculates the current cash.
currentCash(ResolvedFraTrade, RatesProvider) - Method in class com.opengamma.strata.pricer.fra.DiscountingFraTradePricer
Calculates the current cash of the FRA trade.
currentCash(ResolvedFxNdf, RatesProvider) - Method in class com.opengamma.strata.pricer.fx.DiscountingFxNdfProductPricer
Calculates the current cash of the NDF product.
currentCash(ResolvedFxNdfTrade, RatesProvider) - Method in class com.opengamma.strata.pricer.fx.DiscountingFxNdfTradePricer
Calculates the current cash of the trade.
currentCash(ResolvedFxSingle, LocalDate) - Method in class com.opengamma.strata.pricer.fx.DiscountingFxSingleProductPricer
Calculates the current cash.
currentCash(ResolvedFxSingleTrade, RatesProvider) - Method in class com.opengamma.strata.pricer.fx.DiscountingFxSingleTradePricer
Calculates the current cash of the trade.
currentCash(ResolvedFxSwap, LocalDate) - Method in class com.opengamma.strata.pricer.fx.DiscountingFxSwapProductPricer
Calculates the current cash of the FX swap product.
currentCash(ResolvedFxSwapTrade, RatesProvider) - Method in class com.opengamma.strata.pricer.fx.DiscountingFxSwapTradePricer
Calculates the current cash of the trade.
currentCash(ResolvedFxSingleBarrierOptionTrade, LocalDate) - Method in class com.opengamma.strata.pricer.fxopt.BlackFxSingleBarrierOptionTradePricer
Calculates the current of the FX barrier option trade.
currentCash(ResolvedFxVanillaOptionTrade, LocalDate) - Method in class com.opengamma.strata.pricer.fxopt.BlackFxVanillaOptionTradePricer
Calculates the current of the FX vanilla option trade.
currentCash(ResolvedFxSingleBarrierOptionTrade, LocalDate) - Method in class com.opengamma.strata.pricer.fxopt.ImpliedTrinomialTreeFxSingleBarrierOptionTradePricer
Calculates the current of the FX barrier option trade.
currentCash(ResolvedFxVanillaOptionTrade, LocalDate) - Method in class com.opengamma.strata.pricer.fxopt.VannaVolgaFxVanillaOptionTradePricer
Calculates the current of the FX vanilla option trade.
currentCash(ResolvedBulletPaymentTrade, BaseProvider) - Method in class com.opengamma.strata.pricer.payment.DiscountingBulletPaymentTradePricer
Calculates the current cash of the bullet payment trade.
currentCash(ResolvedSwapLeg, RatesProvider) - Method in class com.opengamma.strata.pricer.swap.DiscountingSwapLegPricer
Calculates the current cash of the swap leg.
currentCash(ResolvedSwap, RatesProvider) - Method in class com.opengamma.strata.pricer.swap.DiscountingSwapProductPricer
Calculates the current cash of the swap product.
currentCash(ResolvedSwapTrade, RatesProvider) - Method in class com.opengamma.strata.pricer.swap.DiscountingSwapTradePricer
Calculates the current cash of the swap trade.
currentCash(T, RatesProvider) - Method in interface com.opengamma.strata.pricer.swap.SwapPaymentEventPricer
Calculates the current cash of a single payment event.
currentCash(T, RatesProvider) - Method in interface com.opengamma.strata.pricer.swap.SwapPaymentPeriodPricer
Calculates the current cash of a single payment period.
currentCash(ResolvedSwaptionTrade, LocalDate) - Method in class com.opengamma.strata.pricer.swaption.BlackSwaptionTradePricer
Calculates the current cash of the swaption trade.
currentCash(ResolvedSwaptionTrade, LocalDate) - Method in class com.opengamma.strata.pricer.swaption.HullWhiteSwaptionPhysicalTradePricer
Calculates the current cash of the swaption trade.
currentCash(ResolvedSwaptionTrade, LocalDate) - Method in class com.opengamma.strata.pricer.swaption.NormalSwaptionTradePricer
Calculates the current cash of the swaption trade.
currentCash(ResolvedSwaptionTrade, LocalDate) - Method in class com.opengamma.strata.pricer.swaption.SabrSwaptionTradePricer
Calculates the current cash of the swaption trade.
currentCash(ResolvedSwaptionTrade, LocalDate) - Method in class com.opengamma.strata.pricer.swaption.VolatilitySwaptionTradePricer
Calculates the current cash of the swaption trade.
Curve - Interface in com.opengamma.strata.market.curve
A curve that maps a double x-value to a double y-value.
curve(LocalDate, CurveMetadata, DoubleArray) - Method in interface com.opengamma.strata.market.curve.CurveDefinition
Creates the curve from an array of parameter values.
curve(LocalDate, CurveMetadata, DoubleArray) - Method in class com.opengamma.strata.market.curve.InterpolatedNodalCurveDefinition
 
curve(DoubleArray, DoubleArray) - Method in class com.opengamma.strata.market.curve.IsdaCreditCurveDefinition
Creates the ISDA compliant curve.
curve(LocalDate, CurveMetadata, DoubleArray) - Method in interface com.opengamma.strata.market.curve.NodalCurveDefinition
 
curve(LocalDate, CurveMetadata, DoubleArray) - Method in class com.opengamma.strata.market.curve.ParameterizedFunctionalCurveDefinition
 
curve() - Method in class com.opengamma.strata.pricer.credit.IsdaCreditDiscountFactors.Meta
The meta-property for the curve property.
curve(Curve) - Method in class com.opengamma.strata.pricer.fxopt.BlackFxOptionFlatVolatilities.Builder
Sets the Black volatility curve.
curve() - Method in class com.opengamma.strata.pricer.fxopt.BlackFxOptionFlatVolatilities.Meta
The meta-property for the curve property.
curve() - Method in class com.opengamma.strata.pricer.rate.SimpleIborIndexRates.Meta
The meta-property for the curve property.
curve() - Method in class com.opengamma.strata.pricer.rate.SimplePriceIndexValues.Meta
The meta-property for the curve property.
curve() - Method in class com.opengamma.strata.pricer.SimpleDiscountFactors.Meta
The meta-property for the curve property.
curve() - Method in class com.opengamma.strata.pricer.ZeroRateDiscountFactors.Meta
The meta-property for the curve property.
curve() - Method in class com.opengamma.strata.pricer.ZeroRatePeriodicDiscountFactors.Meta
The meta-property for the curve property.
curveCurrency() - Method in class com.opengamma.strata.pricer.bond.IssuerCurveZeroRateSensitivity.Meta
The meta-property for the curveCurrency property.
curveCurrency() - Method in class com.opengamma.strata.pricer.bond.RepoCurveZeroRateSensitivity.Meta
The meta-property for the curveCurrency property.
curveCurrency() - Method in class com.opengamma.strata.pricer.ZeroRateSensitivity.Meta
The meta-property for the curveCurrency property.
CurveDefinition - Interface in com.opengamma.strata.market.curve
Provides the definition of how to calibrate a curve.
curveDefinitions() - Method in class com.opengamma.strata.market.curve.RatesCurveGroupDefinition.Meta
The meta-property for the curveDefinitions property.
CurveExtrapolator - Interface in com.opengamma.strata.market.curve.interpolator
Interface for extrapolators which extrapolate beyond the ends of a curve.
CurveExtrapolators - Class in com.opengamma.strata.market.curve.interpolator
The standard set of curve extrapolators.
CurveGammaCalculator - Class in com.opengamma.strata.pricer.sensitivity
Computes the gamma-related values for the rates curve parameters.
CurveGroup - Interface in com.opengamma.strata.market.curve
A group of curves.
CurveGroupDefinition - Interface in com.opengamma.strata.market.curve
The definition of how to calibrate a group of curves.
CurveGroupName - Class in com.opengamma.strata.market.curve
The name of a curve group.
CurveId - Class in com.opengamma.strata.market.curve
An identifier used to access a curve by name.
CurveInfoType<T> - Class in com.opengamma.strata.market.curve
The type that provides meaning to additional curve information.
CurveInterpolator - Interface in com.opengamma.strata.market.curve.interpolator
Interface for interpolators that interpolate between points on a curve.
CurveInterpolators - Class in com.opengamma.strata.market.curve.interpolator
The standard set of curve interpolators.
CurveMarketDataFunction - Class in com.opengamma.strata.measure.curve
Market data function that locates a curve by name.
CurveMarketDataFunction() - Constructor for class com.opengamma.strata.measure.curve.CurveMarketDataFunction
 
CurveMetadata - Interface in com.opengamma.strata.market.curve
Metadata about a curve and curve parameters.
curveMetadata(CurveMetadata) - Method in class com.opengamma.strata.market.curve.RatesCurveInputs.Builder
Sets the metadata for the curve.
curveMetadata() - Method in class com.opengamma.strata.market.curve.RatesCurveInputs.Meta
The meta-property for the curveMetadata property.
CurveName - Class in com.opengamma.strata.market.curve
The name of a curve.
curveName() - Method in class com.opengamma.strata.market.curve.DefaultCurveMetadata.Meta
The meta-property for the curveName property.
curveName(String) - Method in class com.opengamma.strata.market.curve.DefaultCurveMetadataBuilder
Sets the curve name.
curveName(CurveName) - Method in class com.opengamma.strata.market.curve.DefaultCurveMetadataBuilder
Sets the curve name.
curveName(CurveName) - Method in class com.opengamma.strata.market.curve.RatesCurveGroupEntry.Builder
Sets the curve name.
curveName() - Method in class com.opengamma.strata.market.curve.RatesCurveGroupEntry.Meta
The meta-property for the curveName property.
CurveNode - Interface in com.opengamma.strata.market.curve
A node in the configuration specifying how to calibrate a curve.
CurveNodeClashAction - Enum in com.opengamma.strata.market.curve
The action to perform when the dates of two curve nodes clash.
CurveNodeDate - Class in com.opengamma.strata.market.curve
The date of the curve node.
CurveNodeDate.Meta - Class in com.opengamma.strata.market.curve
The meta-bean for CurveNodeDate.
CurveNodeDateOrder - Class in com.opengamma.strata.market.curve
The date order rules to apply to a pair of curve nodes.
CurveNodeDateOrder.Meta - Class in com.opengamma.strata.market.curve
The meta-bean for CurveNodeDateOrder.
CurveNodeDateType - Enum in com.opengamma.strata.market.curve
The types of curve node date.
curveNodes() - Method in class com.opengamma.strata.market.curve.IsdaCreditCurveDefinition.Meta
The meta-property for the curveNodes property.
CurveParallelShifts - Class in com.opengamma.strata.market.curve
Perturbation which applies a parallel shift to a curve.
CurveParallelShifts.Meta - Class in com.opengamma.strata.market.curve
The meta-bean for CurveParallelShifts.
CurveParameterSize - Class in com.opengamma.strata.market.curve
The curve name and number of parameters.
CurveParameterSize.Meta - Class in com.opengamma.strata.market.curve
The meta-bean for CurveParameterSize.
Curves - Class in com.opengamma.strata.market.curve
Helper for creating common types of curves.
CurveSensitivityUtils - Class in com.opengamma.strata.pricer.sensitivity
Utilities to transform sensitivities.
CurveSensitivityUtils() - Constructor for class com.opengamma.strata.pricer.sensitivity.CurveSensitivityUtils
 
curveValuationDate() - Method in class com.opengamma.strata.market.curve.IsdaCreditCurveDefinition.Meta
The meta-property for the curveValuationDate property.
CZ - Static variable in class com.opengamma.strata.basics.location.Country
The currency 'CZ' - Czech Republic.
CZK - Static variable in class com.opengamma.strata.basics.currency.Currency
The currency 'CZK' - Czeck Krona.
CZK_PRIBOR - Static variable in class com.opengamma.strata.basics.index.FloatingRateNames
Constant for CZK-PRIBOR.
CZK_PRIBOR_12M - Static variable in class com.opengamma.strata.basics.index.IborIndices
The 12 month PRIBOR index.
CZK_PRIBOR_1M - Static variable in class com.opengamma.strata.basics.index.IborIndices
The 1 month PRIBOR index.
CZK_PRIBOR_1W - Static variable in class com.opengamma.strata.basics.index.IborIndices
The 1 week PRIBOR index.
CZK_PRIBOR_2M - Static variable in class com.opengamma.strata.basics.index.IborIndices
The 2 month PRIBOR index.
CZK_PRIBOR_2W - Static variable in class com.opengamma.strata.basics.index.IborIndices
The 2 week PRIBOR index.
CZK_PRIBOR_3M - Static variable in class com.opengamma.strata.basics.index.IborIndices
The 3 month PRIBOR index.
CZK_PRIBOR_6M - Static variable in class com.opengamma.strata.basics.index.IborIndices
The 6 month PRIBOR index.
CZK_PRIBOR_9M - Static variable in class com.opengamma.strata.basics.index.IborIndices
The 9 month PRIBOR index.
CZPR - Static variable in class com.opengamma.strata.basics.date.HolidayCalendarIds
An identifier for the holiday calendar of Prague, Czech Republic, with code 'CZPR'.

D

data(MarketDataId<T>) - Method in interface com.opengamma.strata.pricer.BaseProvider
Gets market data of a specific type.
data(MarketDataId<T>) - Method in class com.opengamma.strata.pricer.bond.ImmutableLegalEntityDiscountingProvider
 
data(MarketDataId<T>) - Method in interface com.opengamma.strata.pricer.bond.LegalEntityDiscountingProvider
Gets market data of a specific type.
data(MarketDataId<T>) - Method in class com.opengamma.strata.pricer.rate.ImmutableRatesProvider
 
data(Table<Integer, Integer, Object>) - Method in class com.opengamma.strata.report.cashflow.CashFlowReport.Builder
Sets the cashflow data table.
data() - Method in class com.opengamma.strata.report.cashflow.CashFlowReport.Meta
The meta-property for the data property.
data(Table<Integer, Integer, Result<?>>) - Method in class com.opengamma.strata.report.trade.TradeReport.Builder
Sets the calculation results.
data() - Method in class com.opengamma.strata.report.trade.TradeReport.Meta
The meta-property for the data property.
dataSensitivityAlpha(List<DoubleArray>) - Method in class com.opengamma.strata.pricer.capfloor.SabrParametersIborCapletFloorletVolatilities.Builder
Sets the sensitivity of the Alpha parameters to the raw data used for calibration.
dataSensitivityAlpha(DoubleArray...) - Method in class com.opengamma.strata.pricer.capfloor.SabrParametersIborCapletFloorletVolatilities.Builder
Sets the dataSensitivityAlpha property in the builder from an array of objects.
dataSensitivityAlpha() - Method in class com.opengamma.strata.pricer.capfloor.SabrParametersIborCapletFloorletVolatilities.Meta
The meta-property for the dataSensitivityAlpha property.
dataSensitivityAlpha(List<DoubleArray>) - Method in class com.opengamma.strata.pricer.swaption.SabrParametersSwaptionVolatilities.Builder
Sets the sensitivity of the Alpha parameters to the raw data used for calibration.
dataSensitivityAlpha(DoubleArray...) - Method in class com.opengamma.strata.pricer.swaption.SabrParametersSwaptionVolatilities.Builder
Sets the dataSensitivityAlpha property in the builder from an array of objects.
dataSensitivityAlpha() - Method in class com.opengamma.strata.pricer.swaption.SabrParametersSwaptionVolatilities.Meta
The meta-property for the dataSensitivityAlpha property.
dataSensitivityBeta(List<DoubleArray>) - Method in class com.opengamma.strata.pricer.capfloor.SabrParametersIborCapletFloorletVolatilities.Builder
Sets the sensitivity of the Beta parameters to the raw data used for calibration.
dataSensitivityBeta(DoubleArray...) - Method in class com.opengamma.strata.pricer.capfloor.SabrParametersIborCapletFloorletVolatilities.Builder
Sets the dataSensitivityBeta property in the builder from an array of objects.
dataSensitivityBeta() - Method in class com.opengamma.strata.pricer.capfloor.SabrParametersIborCapletFloorletVolatilities.Meta
The meta-property for the dataSensitivityBeta property.
dataSensitivityBeta(List<DoubleArray>) - Method in class com.opengamma.strata.pricer.swaption.SabrParametersSwaptionVolatilities.Builder
Sets the sensitivity of the Beta parameters to the raw data used for calibration.
dataSensitivityBeta(DoubleArray...) - Method in class com.opengamma.strata.pricer.swaption.SabrParametersSwaptionVolatilities.Builder
Sets the dataSensitivityBeta property in the builder from an array of objects.
dataSensitivityBeta() - Method in class com.opengamma.strata.pricer.swaption.SabrParametersSwaptionVolatilities.Meta
The meta-property for the dataSensitivityBeta property.
dataSensitivityNu(List<DoubleArray>) - Method in class com.opengamma.strata.pricer.capfloor.SabrParametersIborCapletFloorletVolatilities.Builder
Sets the sensitivity of the Nu parameters to the raw data used for calibration.
dataSensitivityNu(DoubleArray...) - Method in class com.opengamma.strata.pricer.capfloor.SabrParametersIborCapletFloorletVolatilities.Builder
Sets the dataSensitivityNu property in the builder from an array of objects.
dataSensitivityNu() - Method in class com.opengamma.strata.pricer.capfloor.SabrParametersIborCapletFloorletVolatilities.Meta
The meta-property for the dataSensitivityNu property.
dataSensitivityNu(List<DoubleArray>) - Method in class com.opengamma.strata.pricer.swaption.SabrParametersSwaptionVolatilities.Builder
Sets the sensitivity of the Nu parameters to the raw data used for calibration.
dataSensitivityNu(DoubleArray...) - Method in class com.opengamma.strata.pricer.swaption.SabrParametersSwaptionVolatilities.Builder
Sets the dataSensitivityNu property in the builder from an array of objects.
dataSensitivityNu() - Method in class com.opengamma.strata.pricer.swaption.SabrParametersSwaptionVolatilities.Meta
The meta-property for the dataSensitivityNu property.
dataSensitivityRho(List<DoubleArray>) - Method in class com.opengamma.strata.pricer.capfloor.SabrParametersIborCapletFloorletVolatilities.Builder
Sets the sensitivity of the Rho parameters to the raw data used for calibration.
dataSensitivityRho(DoubleArray...) - Method in class com.opengamma.strata.pricer.capfloor.SabrParametersIborCapletFloorletVolatilities.Builder
Sets the dataSensitivityRho property in the builder from an array of objects.
dataSensitivityRho() - Method in class com.opengamma.strata.pricer.capfloor.SabrParametersIborCapletFloorletVolatilities.Meta
The meta-property for the dataSensitivityRho property.
dataSensitivityRho(List<DoubleArray>) - Method in class com.opengamma.strata.pricer.swaption.SabrParametersSwaptionVolatilities.Builder
Sets the sensitivity of the Rho parameters to the raw data used for calibration.
dataSensitivityRho(DoubleArray...) - Method in class com.opengamma.strata.pricer.swaption.SabrParametersSwaptionVolatilities.Builder
Sets the dataSensitivityRho property in the builder from an array of objects.
dataSensitivityRho() - Method in class com.opengamma.strata.pricer.swaption.SabrParametersSwaptionVolatilities.Meta
The meta-property for the dataSensitivityRho property.
date() - Method in class com.opengamma.strata.basics.currency.AdjustablePayment.Meta
The meta-property for the date property.
date(LocalDate) - Method in class com.opengamma.strata.basics.currency.Payment.Builder
Sets the date that the payment is made.
date() - Method in class com.opengamma.strata.basics.currency.Payment.Meta
The meta-property for the date property.
date(LocalDate) - Method in class com.opengamma.strata.basics.value.ValueStep.Builder
Sets the date of the schedule period boundary at which the change occurs.
date() - Method in class com.opengamma.strata.basics.value.ValueStep.Meta
The meta-property for the date property.
date(LocalDate, ReferenceData) - Method in interface com.opengamma.strata.market.curve.CurveNode
Calculates the date associated with the node.
date() - Method in class com.opengamma.strata.market.curve.CurveNodeDate.Meta
The meta-property for the date property.
date(LocalDate, ReferenceData) - Method in class com.opengamma.strata.market.curve.DepositIsdaCreditCurveNode
 
date(LocalDate, ReferenceData) - Method in interface com.opengamma.strata.market.curve.IsdaCreditCurveNode
Calculates the date associated with the node.
date(LocalDate, ReferenceData) - Method in class com.opengamma.strata.market.curve.node.CdsIndexIsdaCreditCurveNode
 
date(LocalDate, ReferenceData) - Method in class com.opengamma.strata.market.curve.node.CdsIsdaCreditCurveNode
 
date(CurveNodeDate) - Method in class com.opengamma.strata.market.curve.node.FixedIborSwapCurveNode.Builder
Sets the method by which the date of the node is calculated, defaulted to 'End'.
date(LocalDate, ReferenceData) - Method in class com.opengamma.strata.market.curve.node.FixedIborSwapCurveNode
 
date() - Method in class com.opengamma.strata.market.curve.node.FixedIborSwapCurveNode.Meta
The meta-property for the date property.
date(CurveNodeDate) - Method in class com.opengamma.strata.market.curve.node.FixedInflationSwapCurveNode.Builder
Sets the method by which the date of the node is calculated, defaulted to 'End'.
date(LocalDate, ReferenceData) - Method in class com.opengamma.strata.market.curve.node.FixedInflationSwapCurveNode
 
date() - Method in class com.opengamma.strata.market.curve.node.FixedInflationSwapCurveNode.Meta
The meta-property for the date property.
date(CurveNodeDate) - Method in class com.opengamma.strata.market.curve.node.FixedOvernightSwapCurveNode.Builder
Sets the method by which the date of the node is calculated, defaulted to 'End'.
date(LocalDate, ReferenceData) - Method in class com.opengamma.strata.market.curve.node.FixedOvernightSwapCurveNode
 
date() - Method in class com.opengamma.strata.market.curve.node.FixedOvernightSwapCurveNode.Meta
The meta-property for the date property.
date(CurveNodeDate) - Method in class com.opengamma.strata.market.curve.node.FraCurveNode.Builder
Sets the method by which the date of the node is calculated, defaulted to 'End'.
date(LocalDate, ReferenceData) - Method in class com.opengamma.strata.market.curve.node.FraCurveNode
 
date() - Method in class com.opengamma.strata.market.curve.node.FraCurveNode.Meta
The meta-property for the date property.
date(CurveNodeDate) - Method in class com.opengamma.strata.market.curve.node.FxSwapCurveNode.Builder
Sets the method by which the date of the node is calculated, defaulted to 'End'.
date(LocalDate, ReferenceData) - Method in class com.opengamma.strata.market.curve.node.FxSwapCurveNode
 
date() - Method in class com.opengamma.strata.market.curve.node.FxSwapCurveNode.Meta
The meta-property for the date property.
date(CurveNodeDate) - Method in class com.opengamma.strata.market.curve.node.IborFixingDepositCurveNode.Builder
Sets the method by which the date of the node is calculated, defaulted to 'End'.
date(LocalDate, ReferenceData) - Method in class com.opengamma.strata.market.curve.node.IborFixingDepositCurveNode
 
date() - Method in class com.opengamma.strata.market.curve.node.IborFixingDepositCurveNode.Meta
The meta-property for the date property.
date(CurveNodeDate) - Method in class com.opengamma.strata.market.curve.node.IborFutureCurveNode.Builder
Sets the method by which the date of the node is calculated, defaulted to 'End'.
date(LocalDate, ReferenceData) - Method in class com.opengamma.strata.market.curve.node.IborFutureCurveNode
 
date() - Method in class com.opengamma.strata.market.curve.node.IborFutureCurveNode.Meta
The meta-property for the date property.
date(CurveNodeDate) - Method in class com.opengamma.strata.market.curve.node.IborIborSwapCurveNode.Builder
Sets the method by which the date of the node is calculated, defaulted to 'End'.
date(LocalDate, ReferenceData) - Method in class com.opengamma.strata.market.curve.node.IborIborSwapCurveNode
 
date() - Method in class com.opengamma.strata.market.curve.node.IborIborSwapCurveNode.Meta
The meta-property for the date property.
date(CurveNodeDate) - Method in class com.opengamma.strata.market.curve.node.OvernightIborSwapCurveNode.Builder
Sets the method by which the date of the node is calculated, defaulted to 'End'.
date(LocalDate, ReferenceData) - Method in class com.opengamma.strata.market.curve.node.OvernightIborSwapCurveNode
 
date() - Method in class com.opengamma.strata.market.curve.node.OvernightIborSwapCurveNode.Meta
The meta-property for the date property.
date(CurveNodeDate) - Method in class com.opengamma.strata.market.curve.node.TermDepositCurveNode.Builder
Sets the method by which the date of the node is calculated, defaulted to 'End'.
date(LocalDate, ReferenceData) - Method in class com.opengamma.strata.market.curve.node.TermDepositCurveNode
 
date() - Method in class com.opengamma.strata.market.curve.node.TermDepositCurveNode.Meta
The meta-property for the date property.
date(CurveNodeDate) - Method in class com.opengamma.strata.market.curve.node.ThreeLegBasisSwapCurveNode.Builder
Sets the method by which the date of the node is calculated, defaulted to 'End'.
date(LocalDate, ReferenceData) - Method in class com.opengamma.strata.market.curve.node.ThreeLegBasisSwapCurveNode
 
date() - Method in class com.opengamma.strata.market.curve.node.ThreeLegBasisSwapCurveNode.Meta
The meta-property for the date property.
date(CurveNodeDate) - Method in class com.opengamma.strata.market.curve.node.XCcyIborIborSwapCurveNode.Builder
Sets the method by which the date of the node is calculated, defaulted to 'End'.
date(LocalDate, ReferenceData) - Method in class com.opengamma.strata.market.curve.node.XCcyIborIborSwapCurveNode
 
date() - Method in class com.opengamma.strata.market.curve.node.XCcyIborIborSwapCurveNode.Meta
The meta-property for the date property.
date(LocalDate, ReferenceData) - Method in class com.opengamma.strata.market.curve.SwapIsdaCreditCurveNode
 
date() - Method in class com.opengamma.strata.market.param.LabelDateParameterMetadata.Meta
The meta-property for the date property.
date() - Method in class com.opengamma.strata.market.param.TenorDateParameterMetadata.Meta
The meta-property for the date property.
date() - Method in class com.opengamma.strata.market.param.YearMonthDateParameterMetadata.Meta
The meta-property for the date property.
date(LocalDate) - Static method in class com.opengamma.strata.product.common.SummarizerUtils
Converts a date to a string.
date(AdjustableDate) - Method in class com.opengamma.strata.product.payment.BulletPayment.Builder
Sets the date that the payment is made.
date() - Method in class com.opengamma.strata.product.payment.BulletPayment.Meta
The meta-property for the date property.
DateAdjuster - Interface in com.opengamma.strata.basics.date
Functional interface that can adjust a date.
DateAdjusters - Class in com.opengamma.strata.basics.date
Date adjusters that perform useful operations on LocalDate.
DatedParameterMetadata - Interface in com.opengamma.strata.market.param
Parameter metadata that specifies a date.
dateMatching(YearMonth) - Method in interface com.opengamma.strata.basics.date.DateSequence
Finds the date in the sequence that corresponds to the specified year-month.
dateOrder(CurveNodeDateOrder) - Method in class com.opengamma.strata.market.curve.node.FixedIborSwapCurveNode.Builder
Sets the date order rules, used to ensure that the dates in the curve are in order.
dateOrder() - Method in class com.opengamma.strata.market.curve.node.FixedIborSwapCurveNode.Meta
The meta-property for the dateOrder property.
dateOrder(CurveNodeDateOrder) - Method in class com.opengamma.strata.market.curve.node.FixedInflationSwapCurveNode.Builder
Sets the date order rules, used to ensure that the dates in the curve are in order.
dateOrder() - Method in class com.opengamma.strata.market.curve.node.FixedInflationSwapCurveNode.Meta
The meta-property for the dateOrder property.
dateOrder(CurveNodeDateOrder) - Method in class com.opengamma.strata.market.curve.node.FixedOvernightSwapCurveNode.Builder
Sets the date order rules, used to ensure that the dates in the curve are in order.
dateOrder() - Method in class com.opengamma.strata.market.curve.node.FixedOvernightSwapCurveNode.Meta
The meta-property for the dateOrder property.
dateOrder(CurveNodeDateOrder) - Method in class com.opengamma.strata.market.curve.node.FraCurveNode.Builder
Sets the date order rules, used to ensure that the dates in the curve are in order.
dateOrder() - Method in class com.opengamma.strata.market.curve.node.FraCurveNode.Meta
The meta-property for the dateOrder property.
dateOrder(CurveNodeDateOrder) - Method in class com.opengamma.strata.market.curve.node.FxSwapCurveNode.Builder
Sets the date order rules, used to ensure that the dates in the curve are in order.
dateOrder() - Method in class com.opengamma.strata.market.curve.node.FxSwapCurveNode.Meta
The meta-property for the dateOrder property.
dateOrder(CurveNodeDateOrder) - Method in class com.opengamma.strata.market.curve.node.IborFixingDepositCurveNode.Builder
Sets the date order rules, used to ensure that the dates in the curve are in order.
dateOrder() - Method in class com.opengamma.strata.market.curve.node.IborFixingDepositCurveNode.Meta
The meta-property for the dateOrder property.
dateOrder(CurveNodeDateOrder) - Method in class com.opengamma.strata.market.curve.node.IborFutureCurveNode.Builder
Sets the date order rules, used to ensure that the dates in the curve are in order.
dateOrder() - Method in class com.opengamma.strata.market.curve.node.IborFutureCurveNode.Meta
The meta-property for the dateOrder property.
dateOrder(CurveNodeDateOrder) - Method in class com.opengamma.strata.market.curve.node.IborIborSwapCurveNode.Builder
Sets the date order rules, used to ensure that the dates in the curve are in order.
dateOrder() - Method in class com.opengamma.strata.market.curve.node.IborIborSwapCurveNode.Meta
The meta-property for the dateOrder property.
dateOrder(CurveNodeDateOrder) - Method in class com.opengamma.strata.market.curve.node.OvernightIborSwapCurveNode.Builder
Sets the date order rules, used to ensure that the dates in the curve are in order.
dateOrder() - Method in class com.opengamma.strata.market.curve.node.OvernightIborSwapCurveNode.Meta
The meta-property for the dateOrder property.
dateOrder(CurveNodeDateOrder) - Method in class com.opengamma.strata.market.curve.node.TermDepositCurveNode.Builder
Sets the date order rules, used to ensure that the dates in the curve are in order.
dateOrder() - Method in class com.opengamma.strata.market.curve.node.TermDepositCurveNode.Meta
The meta-property for the dateOrder property.
dateOrder(CurveNodeDateOrder) - Method in class com.opengamma.strata.market.curve.node.ThreeLegBasisSwapCurveNode.Builder
Sets the date order rules, used to ensure that the dates in the curve are in order.
dateOrder() - Method in class com.opengamma.strata.market.curve.node.ThreeLegBasisSwapCurveNode.Meta
The meta-property for the dateOrder property.
dateOrder(CurveNodeDateOrder) - Method in class com.opengamma.strata.market.curve.node.XCcyIborIborSwapCurveNode.Builder
Sets the date order rules, used to ensure that the dates in the curve are in order.
dateOrder() - Method in class com.opengamma.strata.market.curve.node.XCcyIborIborSwapCurveNode.Meta
The meta-property for the dateOrder property.
datePeriod(LocalDate, LocalDate) - Static method in class com.opengamma.strata.product.common.SummarizerUtils
Converts a date range to a period string.
dateRange(LocalDate, LocalDate) - Static method in class com.opengamma.strata.product.common.SummarizerUtils
Converts a date range to a string.
dates() - Method in interface com.opengamma.strata.collect.timeseries.LocalDateDoubleTimeSeries
Returns a stream over the dates of this time-series.
DatesCdsTemplate - Class in com.opengamma.strata.product.credit.type
A template for creating credit default swap trades.
DatesCdsTemplate.Meta - Class in com.opengamma.strata.product.credit.type
The meta-bean for DatesCdsTemplate.
DateSequence - Interface in com.opengamma.strata.basics.date
A series of dates identified by name.
dateSequence(DateSequence) - Method in class com.opengamma.strata.product.index.type.ImmutableIborFutureConvention.Builder
Sets the sequence of dates that the future is based on.
dateSequence() - Method in class com.opengamma.strata.product.index.type.ImmutableIborFutureConvention.Meta
The meta-property for the dateSequence property.
DateSequences - Class in com.opengamma.strata.basics.date
Constants and implementations for standard date sequences.
DAY_1 - Static variable in class com.opengamma.strata.basics.schedule.RollConventions
The 'Day1' roll convention which adjusts the date to day-of-month 1.
DAY_10 - Static variable in class com.opengamma.strata.basics.schedule.RollConventions
The 'Day10' roll convention which adjusts the date to day-of-month 10.
DAY_11 - Static variable in class com.opengamma.strata.basics.schedule.RollConventions
The 'Day11' roll convention which adjusts the date to day-of-month 11.
DAY_12 - Static variable in class com.opengamma.strata.basics.schedule.RollConventions
The 'Day12' roll convention which adjusts the date to day-of-month 12.
DAY_13 - Static variable in class com.opengamma.strata.basics.schedule.RollConventions
The 'Day13' roll convention which adjusts the date to day-of-month 13
DAY_14 - Static variable in class com.opengamma.strata.basics.schedule.RollConventions
The 'Day14' roll convention which adjusts the date to day-of-month 14.
DAY_15 - Static variable in class com.opengamma.strata.basics.schedule.RollConventions
The 'Day15' roll convention which adjusts the date to day-of-month 15.
DAY_16 - Static variable in class com.opengamma.strata.basics.schedule.RollConventions
The 'Day16' roll convention which adjusts the date to day-of-month 16.
DAY_17 - Static variable in class com.opengamma.strata.basics.schedule.RollConventions
The 'Day17' roll convention which adjusts the date to day-of-month 17.
DAY_18 - Static variable in class com.opengamma.strata.basics.schedule.RollConventions
The 'Day18' roll convention which adjusts the date to day-of-month 18.
DAY_19 - Static variable in class com.opengamma.strata.basics.schedule.RollConventions
The 'Day19' roll convention which adjusts the date to day-of-month 19.
DAY_2 - Static variable in class com.opengamma.strata.basics.schedule.RollConventions
The 'Day2' roll convention which adjusts the date to day-of-month 2.
DAY_20 - Static variable in class com.opengamma.strata.basics.schedule.RollConventions
The 'Day20' roll convention which adjusts the date to day-of-month 20.
DAY_21 - Static variable in class com.opengamma.strata.basics.schedule.RollConventions
The 'Day21' roll convention which adjusts the date to day-of-month 21.
DAY_22 - Static variable in class com.opengamma.strata.basics.schedule.RollConventions
The 'Day22' roll convention which adjusts the date to day-of-month 22.
DAY_23 - Static variable in class com.opengamma.strata.basics.schedule.RollConventions
The 'Day23' roll convention which adjusts the date to day-of-month 23.
DAY_24 - Static variable in class com.opengamma.strata.basics.schedule.RollConventions
The 'Day24' roll convention which adjusts the date to day-of-month 24.
DAY_25 - Static variable in class com.opengamma.strata.basics.schedule.RollConventions
The 'Day25' roll convention which adjusts the date to day-of-month 25.
DAY_26 - Static variable in class com.opengamma.strata.basics.schedule.RollConventions
The 'Day26' roll convention which adjusts the date to day-of-month 26.
DAY_27 - Static variable in class com.opengamma.strata.basics.schedule.RollConventions
The 'Day27' roll convention which adjusts the date to day-of-month 27.
DAY_28 - Static variable in class com.opengamma.strata.basics.schedule.RollConventions
The 'Day28' roll convention which adjusts the date to day-of-month 28.
DAY_29 - Static variable in class com.opengamma.strata.basics.schedule.RollConventions
The 'Day29' roll convention which adjusts the date to day-of-month 29.
DAY_3 - Static variable in class com.opengamma.strata.basics.schedule.RollConventions
The 'Day3' roll convention which adjusts the date to day-of-month 3.
DAY_30 - Static variable in class com.opengamma.strata.basics.schedule.RollConventions
The 'Day30' roll convention which adjusts the date to day-of-month 30.
DAY_4 - Static variable in class com.opengamma.strata.basics.schedule.RollConventions
The 'Day4' roll convention which adjusts the date to day-of-month 4.
DAY_5 - Static variable in class com.opengamma.strata.basics.schedule.RollConventions
The 'Day5' roll convention which adjusts the date to day-of-month 5.
DAY_6 - Static variable in class com.opengamma.strata.basics.schedule.RollConventions
The 'Day6' roll convention which adjusts the date to day-of-month 6.
DAY_7 - Static variable in class com.opengamma.strata.basics.schedule.RollConventions
The 'Day7' roll convention which adjusts the date to day-of-month 7.
DAY_8 - Static variable in class com.opengamma.strata.basics.schedule.RollConventions
The 'Day8' roll convention which adjusts the date to day-of-month 8.
DAY_9 - Static variable in class com.opengamma.strata.basics.schedule.RollConventions
The 'Day9' roll convention which adjusts the date to day-of-month 9.
DAY_COUNT - Static variable in class com.opengamma.strata.market.curve.CurveInfoType
Key used to access information about the DayCount.
DAY_COUNT - Static variable in class com.opengamma.strata.market.surface.SurfaceInfoType
Key used to access information about the DayCount.
DAY_FRI - Static variable in class com.opengamma.strata.basics.schedule.RollConventions
The 'DayFri' roll convention which adjusts the date to be Friday.
DAY_MON - Static variable in class com.opengamma.strata.basics.schedule.RollConventions
The 'DayMon' roll convention which adjusts the date to be Monday.
DAY_SAT - Static variable in class com.opengamma.strata.basics.schedule.RollConventions
The 'DaySat' roll convention which adjusts the date to be Saturday.
DAY_SUN - Static variable in class com.opengamma.strata.basics.schedule.RollConventions
The 'DaySun' roll convention which adjusts the date to be Sunday.
DAY_THU - Static variable in class com.opengamma.strata.basics.schedule.RollConventions
The 'DayThu' roll convention which adjusts the date to be Thursday.
DAY_TUE - Static variable in class com.opengamma.strata.basics.schedule.RollConventions
The 'DayTue' roll convention which adjusts the date to be Tuesday.
DAY_WED - Static variable in class com.opengamma.strata.basics.schedule.RollConventions
The 'DayWed' roll convention which adjusts the date to be Wednesday.
DayCount - Interface in com.opengamma.strata.basics.date
A convention defining how to calculate fractions of a year.
dayCount(DayCount) - Method in class com.opengamma.strata.basics.index.ImmutableIborIndex.Builder
Sets the day count convention.
dayCount() - Method in class com.opengamma.strata.basics.index.ImmutableIborIndex.Meta
The meta-property for the dayCount property.
dayCount(DayCount) - Method in class com.opengamma.strata.basics.index.ImmutableOvernightIndex.Builder
Sets the day count convention.
dayCount() - Method in class com.opengamma.strata.basics.index.ImmutableOvernightIndex.Meta
The meta-property for the dayCount property.
dayCount(DayCount) - Method in class com.opengamma.strata.market.curve.DefaultCurveMetadataBuilder
Sets the day count.
dayCount(DayCount) - Method in class com.opengamma.strata.market.curve.DepositIsdaCreditCurveNode.Builder
Sets the day count convention.
dayCount() - Method in class com.opengamma.strata.market.curve.DepositIsdaCreditCurveNode.Meta
The meta-property for the dayCount property.
dayCount(DayCount) - Method in class com.opengamma.strata.market.curve.InterpolatedNodalCurveDefinition.Builder
Sets the day count, optional.
dayCount() - Method in class com.opengamma.strata.market.curve.InterpolatedNodalCurveDefinition.Meta
The meta-property for the dayCount property.
dayCount() - Method in class com.opengamma.strata.market.curve.IsdaCreditCurveDefinition.Meta
The meta-property for the dayCount property.
dayCount(DayCount) - Method in class com.opengamma.strata.market.curve.ParameterizedFunctionalCurveDefinition.Builder
Sets the day count, optional.
dayCount() - Method in class com.opengamma.strata.market.curve.ParameterizedFunctionalCurveDefinition.Meta
The meta-property for the dayCount property.
dayCount(DayCount) - Method in class com.opengamma.strata.market.curve.SwapIsdaCreditCurveNode.Builder
Sets the day count convention applicable.
dayCount() - Method in class com.opengamma.strata.market.curve.SwapIsdaCreditCurveNode.Meta
The meta-property for the dayCount property.
dayCount(DayCount) - Method in class com.opengamma.strata.market.surface.DefaultSurfaceMetadataBuilder
Sets the day count.
dayCount(DayCount) - Method in class com.opengamma.strata.measure.fxopt.BlackFxOptionInterpolatedNodalSurfaceVolatilitiesSpecification.Builder
Sets the dayCount.
dayCount() - Method in class com.opengamma.strata.measure.fxopt.BlackFxOptionInterpolatedNodalSurfaceVolatilitiesSpecification.Meta
The meta-property for the dayCount property.
dayCount(DayCount) - Method in class com.opengamma.strata.measure.fxopt.BlackFxOptionSmileVolatilitiesSpecification.Builder
Sets the day count convention used for the expiry.
dayCount() - Method in class com.opengamma.strata.measure.fxopt.BlackFxOptionSmileVolatilitiesSpecification.Meta
The meta-property for the dayCount property.
dayCount(DayCount) - Method in class com.opengamma.strata.pricer.capfloor.DirectIborCapletFloorletVolatilityDefinition.Builder
Sets the day count to measure the time in the expiry dimension.
dayCount() - Method in class com.opengamma.strata.pricer.capfloor.DirectIborCapletFloorletVolatilityDefinition.Meta
The meta-property for the dayCount property.
dayCount(DayCount) - Method in class com.opengamma.strata.pricer.capfloor.SabrIborCapletFloorletVolatilityBootstrapDefinition.Builder
Sets the day count to measure the time in the expiry dimension.
dayCount() - Method in class com.opengamma.strata.pricer.capfloor.SabrIborCapletFloorletVolatilityBootstrapDefinition.Meta
The meta-property for the dayCount property.
dayCount(DayCount) - Method in class com.opengamma.strata.pricer.capfloor.SabrIborCapletFloorletVolatilityCalibrationDefinition.Builder
Sets the day count to measure the time in the expiry dimension.
dayCount() - Method in class com.opengamma.strata.pricer.capfloor.SabrIborCapletFloorletVolatilityCalibrationDefinition.Meta
The meta-property for the dayCount property.
dayCount() - Method in class com.opengamma.strata.pricer.capfloor.SurfaceIborCapletFloorletVolatilityBootstrapDefinition.Meta
The meta-property for the dayCount property.
dayCount() - Method in class com.opengamma.strata.pricer.fxopt.InterpolatedStrikeSmileDeltaTermStructure.Meta
The meta-property for the dayCount property.
dayCount() - Method in class com.opengamma.strata.pricer.model.HullWhiteOneFactorPiecewiseConstantParametersProvider.Meta
The meta-property for the dayCount property.
dayCount() - Method in class com.opengamma.strata.pricer.swaption.SabrSwaptionDefinition.Meta
The meta-property for the dayCount property.
dayCount(DayCount) - Method in class com.opengamma.strata.product.bond.Bill.Builder
Sets the day count convention applicable.
dayCount() - Method in class com.opengamma.strata.product.bond.Bill.Meta
The meta-property for the dayCount property.
dayCount(DayCount) - Method in class com.opengamma.strata.product.bond.BillSecurity.Builder
Sets the day count convention applicable.
dayCount() - Method in class com.opengamma.strata.product.bond.BillSecurity.Meta
The meta-property for the dayCount property.
dayCount(DayCount) - Method in class com.opengamma.strata.product.bond.CapitalIndexedBond.Builder
Sets the day count convention applicable.
dayCount() - Method in class com.opengamma.strata.product.bond.CapitalIndexedBond.Meta
The meta-property for the dayCount property.
dayCount(DayCount) - Method in class com.opengamma.strata.product.bond.CapitalIndexedBondSecurity.Builder
Sets the day count convention applicable.
dayCount() - Method in class com.opengamma.strata.product.bond.CapitalIndexedBondSecurity.Meta
The meta-property for the dayCount property.
dayCount(DayCount) - Method in class com.opengamma.strata.product.bond.FixedCouponBond.Builder
Sets the day count convention applicable.
dayCount() - Method in class com.opengamma.strata.product.bond.FixedCouponBond.Meta
The meta-property for the dayCount property.
dayCount(DayCount) - Method in class com.opengamma.strata.product.bond.FixedCouponBondSecurity.Builder
Sets the day count convention applicable.
dayCount() - Method in class com.opengamma.strata.product.bond.FixedCouponBondSecurity.Meta
The meta-property for the dayCount property.
dayCount(DayCount) - Method in class com.opengamma.strata.product.bond.ResolvedBill.Builder
Sets the day count convention applicable.
dayCount() - Method in class com.opengamma.strata.product.bond.ResolvedBill.Meta
The meta-property for the dayCount property.
dayCount(DayCount) - Method in class com.opengamma.strata.product.bond.ResolvedCapitalIndexedBond.Builder
Sets the day count convention applicable.
dayCount() - Method in class com.opengamma.strata.product.bond.ResolvedCapitalIndexedBond.Meta
The meta-property for the dayCount property.
dayCount(DayCount) - Method in class com.opengamma.strata.product.bond.ResolvedFixedCouponBond.Builder
Sets the day count convention applicable.
dayCount() - Method in class com.opengamma.strata.product.bond.ResolvedFixedCouponBond.Meta
The meta-property for the dayCount property.
dayCount(DayCount) - Method in class com.opengamma.strata.product.cms.CmsLeg.Builder
Sets the day count convention.
dayCount() - Method in class com.opengamma.strata.product.cms.CmsLeg.Meta
The meta-property for the dayCount property.
dayCount(DayCount) - Method in class com.opengamma.strata.product.cms.CmsPeriod.Builder
Sets the day count of the period.
dayCount() - Method in class com.opengamma.strata.product.cms.CmsPeriod.Meta
The meta-property for the dayCount property.
dayCount(DayCount) - Method in class com.opengamma.strata.product.credit.Cds.Builder
Sets the day count convention.
dayCount() - Method in class com.opengamma.strata.product.credit.Cds.Meta
The meta-property for the dayCount property.
dayCount(DayCount) - Method in class com.opengamma.strata.product.credit.CdsIndex.Builder
Sets the day count convention.
dayCount() - Method in class com.opengamma.strata.product.credit.CdsIndex.Meta
The meta-property for the dayCount property.
dayCount(DayCount) - Method in class com.opengamma.strata.product.credit.ResolvedCds.Builder
Sets the day count convention.
dayCount() - Method in class com.opengamma.strata.product.credit.ResolvedCds.Meta
The meta-property for the dayCount property.
dayCount(DayCount) - Method in class com.opengamma.strata.product.credit.ResolvedCdsIndex.Builder
Sets the day count convention.
dayCount() - Method in class com.opengamma.strata.product.credit.ResolvedCdsIndex.Meta
The meta-property for the dayCount property.
dayCount(DayCount) - Method in class com.opengamma.strata.product.credit.type.ImmutableCdsConvention.Builder
Sets the day count convention applicable.
dayCount() - Method in class com.opengamma.strata.product.credit.type.ImmutableCdsConvention.Meta
The meta-property for the dayCount property.
dayCount(DayCount) - Method in class com.opengamma.strata.product.deposit.IborFixingDeposit.Builder
Sets the day count convention applicable, defaulted to the day count of the index.
dayCount() - Method in class com.opengamma.strata.product.deposit.IborFixingDeposit.Meta
The meta-property for the dayCount property.
dayCount(DayCount) - Method in class com.opengamma.strata.product.deposit.TermDeposit.Builder
Sets the day count convention.
dayCount() - Method in class com.opengamma.strata.product.deposit.TermDeposit.Meta
The meta-property for the dayCount property.
dayCount(DayCount) - Method in class com.opengamma.strata.product.deposit.type.ImmutableIborFixingDepositConvention.Builder
Sets the day count convention applicable, optional with defaulting getter.
dayCount() - Method in class com.opengamma.strata.product.deposit.type.ImmutableIborFixingDepositConvention.Meta
The meta-property for the dayCount property.
dayCount(DayCount) - Method in class com.opengamma.strata.product.deposit.type.ImmutableTermDepositConvention.Builder
Sets the day count convention.
dayCount() - Method in class com.opengamma.strata.product.deposit.type.ImmutableTermDepositConvention.Meta
The meta-property for the dayCount property.
dayCount(DayCount) - Method in class com.opengamma.strata.product.fra.Fra.Builder
Sets the day count convention applicable, defaulted to the day count of the index.
dayCount() - Method in class com.opengamma.strata.product.fra.Fra.Meta
The meta-property for the dayCount property.
dayCount(DayCount) - Method in class com.opengamma.strata.product.fra.type.ImmutableFraConvention.Builder
Sets the day count convention applicable, optional with defaulting getter.
dayCount() - Method in class com.opengamma.strata.product.fra.type.ImmutableFraConvention.Meta
The meta-property for the dayCount property.
dayCount(DayCount) - Method in class com.opengamma.strata.product.swap.FixedRateCalculation.Builder
Sets the day count convention.
dayCount() - Method in class com.opengamma.strata.product.swap.FixedRateCalculation.Meta
The meta-property for the dayCount property.
dayCount(DayCount) - Method in class com.opengamma.strata.product.swap.IborRateCalculation.Builder
Sets the day count convention.
dayCount() - Method in class com.opengamma.strata.product.swap.IborRateCalculation.Meta
The meta-property for the dayCount property.
dayCount(DayCount) - Method in class com.opengamma.strata.product.swap.OvernightRateCalculation.Builder
Sets the day count convention.
dayCount() - Method in class com.opengamma.strata.product.swap.OvernightRateCalculation.Meta
The meta-property for the dayCount property.
dayCount(DayCount) - Method in class com.opengamma.strata.product.swap.RatePaymentPeriod.Builder
Sets the day count convention.
dayCount() - Method in class com.opengamma.strata.product.swap.RatePaymentPeriod.Meta
The meta-property for the dayCount property.
dayCount(DayCount) - Method in class com.opengamma.strata.product.swap.type.FixedRateSwapLegConvention.Builder
Sets the day count convention applicable.
dayCount() - Method in class com.opengamma.strata.product.swap.type.FixedRateSwapLegConvention.Meta
The meta-property for the dayCount property.
dayCount(DayCount) - Method in class com.opengamma.strata.product.swap.type.IborRateSwapLegConvention.Builder
Sets the day count convention applicable, optional with defaulting getter.
dayCount() - Method in class com.opengamma.strata.product.swap.type.IborRateSwapLegConvention.Meta
The meta-property for the dayCount property.
dayCount(DayCount) - Method in class com.opengamma.strata.product.swap.type.OvernightRateSwapLegConvention.Builder
Sets the day count convention applicable, optional with defaulting getter.
dayCount() - Method in class com.opengamma.strata.product.swap.type.OvernightRateSwapLegConvention.Meta
The meta-property for the dayCount property.
DayCount.ScheduleInfo - Interface in com.opengamma.strata.basics.date
Information about the schedule necessary to calculate the day count.
DayCounts - Class in com.opengamma.strata.basics.date
Constants and implementations for standard day count conventions.
days(LocalDate, LocalDate) - Method in interface com.opengamma.strata.basics.date.DayCount
Calculates the number of days between the specified dates using the rules of this day count.
days(int) - Method in class com.opengamma.strata.basics.date.DaysAdjustment.Builder
Sets the number of days to be added.
days() - Method in class com.opengamma.strata.basics.date.DaysAdjustment.Meta
The meta-property for the days property.
DAYS - Static variable in class com.opengamma.strata.market.explain.ExplainKey
The actual number of days between the start and end dates.
DaysAdjustment - Class in com.opengamma.strata.basics.date
An adjustment that alters a date by adding a period of days.
DaysAdjustment.Builder - Class in com.opengamma.strata.basics.date
The bean-builder for DaysAdjustment.
DaysAdjustment.Meta - Class in com.opengamma.strata.basics.date
The meta-bean for DaysAdjustment.
daysBetween(LocalDate, LocalDate) - Method in interface com.opengamma.strata.basics.date.HolidayCalendar
Calculates the number of business days between two dates.
DE - Static variable in class com.opengamma.strata.basics.location.Country
The country 'DE' - Germany.
Decomposition<R extends DecompositionResult> - Interface in com.opengamma.strata.math.linearalgebra
Base interface for matrix decompositions, such as SVD and LU.
DecompositionResult - Interface in com.opengamma.strata.math.linearalgebra
Contains the results of matrix decomposition.
DEFAULT - Static variable in class com.opengamma.strata.market.curve.CurveNodeDateOrder
The default instance, that throws an exception if the node is on the same date or before another node.
DEFAULT - Static variable in class com.opengamma.strata.measure.bond.BillMeasureCalculations
Default implementation.
DEFAULT - Static variable in class com.opengamma.strata.measure.bond.BillTradeCalculations
Default implementation.
DEFAULT - Static variable in class com.opengamma.strata.measure.bond.BondFutureOptionTradeCalculations
Default implementation.
DEFAULT - Static variable in class com.opengamma.strata.measure.bond.BondFutureTradeCalculations
Default implementation.
DEFAULT - Static variable in class com.opengamma.strata.measure.bond.CapitalIndexedBondTradeCalculations
Default implementation.
DEFAULT - Static variable in class com.opengamma.strata.measure.bond.FixedCouponBondTradeCalculations
Default implementation.
DEFAULT - Static variable in class com.opengamma.strata.measure.capfloor.IborCapFloorTradeCalculations
Default implementation.
DEFAULT - Static variable in class com.opengamma.strata.measure.deposit.TermDepositTradeCalculations
Default implementation.
DEFAULT - Static variable in class com.opengamma.strata.measure.dsf.DsfTradeCalculations
Default implementation.
DEFAULT - Static variable in class com.opengamma.strata.measure.fra.FraTradeCalculations
Default implementation.
DEFAULT - Static variable in class com.opengamma.strata.measure.fx.FxNdfTradeCalculations
Default implementation.
DEFAULT - Static variable in class com.opengamma.strata.measure.fx.FxSingleTradeCalculations
Default implementation.
DEFAULT - Static variable in class com.opengamma.strata.measure.fx.FxSwapTradeCalculations
Default implementation.
DEFAULT - Static variable in class com.opengamma.strata.measure.fxopt.FxSingleBarrierOptionTradeCalculations
Default implementation.
DEFAULT - Static variable in class com.opengamma.strata.measure.fxopt.FxVanillaOptionTradeCalculations
Default implementation.
DEFAULT - Static variable in class com.opengamma.strata.measure.index.IborFutureOptionTradeCalculations
Default implementation.
DEFAULT - Static variable in class com.opengamma.strata.measure.index.IborFutureTradeCalculations
Default implementation.
DEFAULT - Static variable in class com.opengamma.strata.measure.index.OvernightFutureTradeCalculations
Default implementation.
DEFAULT - Static variable in class com.opengamma.strata.measure.payment.BulletPaymentTradeCalculations
Default implementation.
DEFAULT - Static variable in class com.opengamma.strata.measure.swap.SwapTradeCalculations
Default implementation.
DEFAULT - Static variable in class com.opengamma.strata.measure.swaption.SwaptionTradeCalculations
Default implementation.
DEFAULT - Static variable in class com.opengamma.strata.pricer.bond.BlackBondFutureOptionMarginedProductPricer
Default implementation.
DEFAULT - Static variable in class com.opengamma.strata.pricer.bond.BlackBondFutureOptionMarginedTradePricer
Default implementation.
DEFAULT - Static variable in class com.opengamma.strata.pricer.bond.DiscountingBillProductPricer
Default implementation.
DEFAULT - Static variable in class com.opengamma.strata.pricer.bond.DiscountingBillTradePricer
Default implementation.
DEFAULT - Static variable in class com.opengamma.strata.pricer.bond.DiscountingBondFutureProductPricer
Default implementation.
DEFAULT - Static variable in class com.opengamma.strata.pricer.bond.DiscountingBondFutureTradePricer
Default implementation.
DEFAULT - Static variable in class com.opengamma.strata.pricer.bond.DiscountingCapitalIndexedBondPaymentPeriodPricer
Default implementation.
DEFAULT - Static variable in class com.opengamma.strata.pricer.bond.DiscountingCapitalIndexedBondProductPricer
Default implementation.
DEFAULT - Static variable in class com.opengamma.strata.pricer.bond.DiscountingCapitalIndexedBondTradePricer
Default implementation.
DEFAULT - Static variable in class com.opengamma.strata.pricer.bond.DiscountingFixedCouponBondPaymentPeriodPricer
Default implementation.
DEFAULT - Static variable in class com.opengamma.strata.pricer.bond.DiscountingFixedCouponBondProductPricer
Default implementation.
DEFAULT - Static variable in class com.opengamma.strata.pricer.bond.DiscountingFixedCouponBondTradePricer
Default implementation.
DEFAULT - Static variable in class com.opengamma.strata.pricer.capfloor.BlackIborCapFloorLegPricer
Default implementation.
DEFAULT - Static variable in class com.opengamma.strata.pricer.capfloor.BlackIborCapFloorProductPricer
Default implementation.
DEFAULT - Static variable in class com.opengamma.strata.pricer.capfloor.BlackIborCapFloorTradePricer
Default implementation.
DEFAULT - Static variable in class com.opengamma.strata.pricer.capfloor.BlackIborCapletFloorletPeriodPricer
Default implementation.
DEFAULT - Static variable in class com.opengamma.strata.pricer.capfloor.NormalIborCapFloorLegPricer
Default implementation.
DEFAULT - Static variable in class com.opengamma.strata.pricer.capfloor.NormalIborCapFloorProductPricer
Default implementation.
DEFAULT - Static variable in class com.opengamma.strata.pricer.capfloor.NormalIborCapFloorTradePricer
Default implementation.
DEFAULT - Static variable in class com.opengamma.strata.pricer.capfloor.NormalIborCapletFloorletPeriodPricer
Default implementation.
DEFAULT - Static variable in class com.opengamma.strata.pricer.capfloor.SabrIborCapFloorLegPricer
Default implementation.
DEFAULT - Static variable in class com.opengamma.strata.pricer.capfloor.SabrIborCapFloorProductPricer
Default implementation.
DEFAULT - Static variable in class com.opengamma.strata.pricer.capfloor.SabrIborCapFloorTradePricer
Default implementation.
DEFAULT - Static variable in class com.opengamma.strata.pricer.capfloor.SabrIborCapletFloorletPeriodPricer
Default implementation.
DEFAULT - Static variable in class com.opengamma.strata.pricer.capfloor.SabrIborCapletFloorletVolatilityBootstrapper
Default implementation.
DEFAULT - Static variable in class com.opengamma.strata.pricer.capfloor.SabrIborCapletFloorletVolatilityCalibrator
Default implementation.
DEFAULT - Static variable in class com.opengamma.strata.pricer.capfloor.SurfaceIborCapletFloorletVolatilityBootstrapper
Default implementation.
DEFAULT - Static variable in class com.opengamma.strata.pricer.capfloor.VolatilityIborCapFloorLegPricer
Default implementation.
DEFAULT - Static variable in class com.opengamma.strata.pricer.capfloor.VolatilityIborCapFloorProductPricer
Default implementation.
DEFAULT - Static variable in class com.opengamma.strata.pricer.capfloor.VolatilityIborCapFloorTradePricer
Default implementation.
DEFAULT - Static variable in class com.opengamma.strata.pricer.capfloor.VolatilityIborCapletFloorletPeriodPricer
Default implementation.
DEFAULT - Static variable in class com.opengamma.strata.pricer.cms.DiscountingCmsProductPricer
Default implementation.
DEFAULT - Static variable in class com.opengamma.strata.pricer.cms.DiscountingCmsTradePricer
Default implementation.
DEFAULT - Static variable in class com.opengamma.strata.pricer.credit.AnalyticSpreadSensitivityCalculator
Default implementation.
DEFAULT - Static variable in class com.opengamma.strata.pricer.credit.CdsMarketQuoteConverter
The default implementation.
DEFAULT - Static variable in class com.opengamma.strata.pricer.credit.FiniteDifferenceSpreadSensitivityCalculator
Default implementation.
DEFAULT - Static variable in class com.opengamma.strata.pricer.credit.IsdaCdsProductPricer
Default implementation.
DEFAULT - Static variable in class com.opengamma.strata.pricer.credit.IsdaCdsTradePricer
Default implementation.
DEFAULT - Static variable in class com.opengamma.strata.pricer.credit.IsdaHomogenousCdsIndexProductPricer
Default implementation.
DEFAULT - Static variable in class com.opengamma.strata.pricer.credit.IsdaHomogenousCdsIndexTradePricer
Default implementation.
DEFAULT - Static variable in class com.opengamma.strata.pricer.deposit.DiscountingIborFixingDepositProductPricer
Default implementation.
DEFAULT - Static variable in class com.opengamma.strata.pricer.deposit.DiscountingIborFixingDepositTradePricer
Default implementation.
DEFAULT - Static variable in class com.opengamma.strata.pricer.deposit.DiscountingTermDepositProductPricer
Default implementation.
DEFAULT - Static variable in class com.opengamma.strata.pricer.deposit.DiscountingTermDepositTradePricer
Default implementation.
DEFAULT - Static variable in class com.opengamma.strata.pricer.DiscountingPaymentPricer
Default implementation.
DEFAULT - Static variable in class com.opengamma.strata.pricer.dsf.DiscountingDsfProductPricer
Default implementation.
DEFAULT - Static variable in class com.opengamma.strata.pricer.dsf.DiscountingDsfTradePricer
Default implementation.
DEFAULT - Static variable in class com.opengamma.strata.pricer.fra.DiscountingFraProductPricer
Default implementation.
DEFAULT - Static variable in class com.opengamma.strata.pricer.fra.DiscountingFraTradePricer
Default implementation.
DEFAULT - Static variable in class com.opengamma.strata.pricer.fx.DiscountingFxNdfProductPricer
Default implementation.
DEFAULT - Static variable in class com.opengamma.strata.pricer.fx.DiscountingFxNdfTradePricer
Default implementation.
DEFAULT - Static variable in class com.opengamma.strata.pricer.fx.DiscountingFxSingleProductPricer
Default implementation.
DEFAULT - Static variable in class com.opengamma.strata.pricer.fx.DiscountingFxSingleTradePricer
Default implementation.
DEFAULT - Static variable in class com.opengamma.strata.pricer.fx.DiscountingFxSwapProductPricer
Default implementation.
DEFAULT - Static variable in class com.opengamma.strata.pricer.fx.DiscountingFxSwapTradePricer
Default implementation.
DEFAULT - Static variable in class com.opengamma.strata.pricer.fxopt.BlackFxSingleBarrierOptionProductPricer
Default implementation.
DEFAULT - Static variable in class com.opengamma.strata.pricer.fxopt.BlackFxSingleBarrierOptionTradePricer
Default implementation.
DEFAULT - Static variable in class com.opengamma.strata.pricer.fxopt.BlackFxVanillaOptionProductPricer
Default implementation.
DEFAULT - Static variable in class com.opengamma.strata.pricer.fxopt.BlackFxVanillaOptionTradePricer
Default implementation.
DEFAULT - Static variable in class com.opengamma.strata.pricer.fxopt.ImpliedTrinomialTreeFxSingleBarrierOptionProductPricer
Default implementation.
DEFAULT - Static variable in class com.opengamma.strata.pricer.fxopt.ImpliedTrinomialTreeFxSingleBarrierOptionTradePricer
Default implementation.
DEFAULT - Static variable in class com.opengamma.strata.pricer.fxopt.VannaVolgaFxVanillaOptionProductPricer
Default implementation.
DEFAULT - Static variable in class com.opengamma.strata.pricer.fxopt.VannaVolgaFxVanillaOptionTradePricer
Default implementation.
DEFAULT - Static variable in class com.opengamma.strata.pricer.index.DiscountingIborFutureProductPricer
Default implementation.
DEFAULT - Static variable in class com.opengamma.strata.pricer.index.DiscountingIborFutureTradePricer
Default implementation.
DEFAULT - Static variable in class com.opengamma.strata.pricer.index.DiscountingOvernightFutureProductPricer
Default implementation.
DEFAULT - Static variable in class com.opengamma.strata.pricer.index.DiscountingOvernightFutureTradePricer
Default implementation.
DEFAULT - Static variable in class com.opengamma.strata.pricer.index.HullWhiteIborFutureProductPricer
Default implementation.
DEFAULT - Static variable in class com.opengamma.strata.pricer.index.HullWhiteIborFutureTradePricer
Default implementation.
DEFAULT - Static variable in class com.opengamma.strata.pricer.index.NormalIborFutureOptionMarginedProductPricer
Default implementation.
DEFAULT - Static variable in class com.opengamma.strata.pricer.index.NormalIborFutureOptionMarginedTradePricer
Default implementation.
DEFAULT - Static variable in class com.opengamma.strata.pricer.payment.DiscountingBulletPaymentTradePricer
Default implementation.
DEFAULT - Static variable in class com.opengamma.strata.pricer.sensitivity.CurveGammaCalculator
Default implementation.
DEFAULT - Static variable in class com.opengamma.strata.pricer.sensitivity.MarketQuoteSensitivityCalculator
The default instance.
DEFAULT - Static variable in class com.opengamma.strata.pricer.sensitivity.NotionalEquivalentCalculator
The default instance.
DEFAULT - Static variable in class com.opengamma.strata.pricer.sensitivity.RatesFiniteDifferenceSensitivityCalculator
Default implementation.
DEFAULT - Static variable in class com.opengamma.strata.pricer.swap.DiscountingSwapLegPricer
Default implementation.
DEFAULT - Static variable in class com.opengamma.strata.pricer.swap.DiscountingSwapProductPricer
Default implementation.
DEFAULT - Static variable in class com.opengamma.strata.pricer.swap.DiscountingSwapTradePricer
Default implementation.
DEFAULT - Static variable in class com.opengamma.strata.pricer.swaption.BlackSwaptionCashParYieldProductPricer
Default implementation.
DEFAULT - Static variable in class com.opengamma.strata.pricer.swaption.BlackSwaptionPhysicalProductPricer
Default implementation.
DEFAULT - Static variable in class com.opengamma.strata.pricer.swaption.BlackSwaptionTradePricer
Default implementation.
DEFAULT - Static variable in class com.opengamma.strata.pricer.swaption.HullWhiteSwaptionPhysicalProductPricer
Default implementation.
DEFAULT - Static variable in class com.opengamma.strata.pricer.swaption.HullWhiteSwaptionPhysicalTradePricer
Default implementation.
DEFAULT - Static variable in class com.opengamma.strata.pricer.swaption.NormalSwaptionCashParYieldProductPricer
Default implementation.
DEFAULT - Static variable in class com.opengamma.strata.pricer.swaption.NormalSwaptionPhysicalProductPricer
Default implementation.
DEFAULT - Static variable in class com.opengamma.strata.pricer.swaption.NormalSwaptionTradePricer
Default implementation.
DEFAULT - Static variable in class com.opengamma.strata.pricer.swaption.SabrSwaptionCalibrator
The default instance of the class.
DEFAULT - Static variable in class com.opengamma.strata.pricer.swaption.SabrSwaptionCashParYieldProductPricer
Default implementation.
DEFAULT - Static variable in class com.opengamma.strata.pricer.swaption.SabrSwaptionPhysicalProductPricer
Default implementation.
DEFAULT - Static variable in class com.opengamma.strata.pricer.swaption.SabrSwaptionRawDataSensitivityCalculator
The default instance.
DEFAULT - Static variable in class com.opengamma.strata.pricer.swaption.SabrSwaptionTradePricer
Default implementation.
DEFAULT - Static variable in class com.opengamma.strata.pricer.swaption.VolatilitySwaptionCashParYieldProductPricer
Default implementation.
DEFAULT - Static variable in class com.opengamma.strata.pricer.swaption.VolatilitySwaptionPhysicalProductPricer
Default implementation.
DEFAULT - Static variable in class com.opengamma.strata.pricer.swaption.VolatilitySwaptionProductPricer
Default implementation.
DEFAULT - Static variable in class com.opengamma.strata.pricer.swaption.VolatilitySwaptionTradePricer
Default implementation.
DEFAULT - Static variable in class com.opengamma.strata.product.swaption.PhysicalSwaptionSettlement
Default instance.
DEFAULT_ABSOLUTE_TOLERANCE - Static variable in class com.opengamma.strata.measure.curve.RootFinderConfig
The default absolute tolerance for the root finder.
DEFAULT_MAXIMUM_STEPS - Static variable in class com.opengamma.strata.measure.curve.RootFinderConfig
The default maximum number of steps for the root finder.
DEFAULT_OPTION_VERSION_NUMBER - Static variable in class com.opengamma.strata.loader.csv.CsvLoaderUtils
Default version used as an option might not specify a version number.
DEFAULT_POSITION_SCHEME - Static variable in class com.opengamma.strata.loader.LoaderUtils
Default scheme for positions.
DEFAULT_RELATIVE_TOLERANCE - Static variable in class com.opengamma.strata.measure.curve.RootFinderConfig
The default relative tolerance for the root finder.
DEFAULT_SECURITY_SCHEME - Static variable in class com.opengamma.strata.loader.LoaderUtils
Default scheme for securities.
DEFAULT_TRADE_SCHEME - Static variable in class com.opengamma.strata.loader.LoaderUtils
Default scheme for trades.
defaultByCurrency(Currency) - Static method in class com.opengamma.strata.basics.date.HolidayCalendarId
Gets the default calendar for a currency.
defaultConfigs() - Method in class com.opengamma.strata.calc.marketdata.MarketDataConfig.Meta
The meta-property for the defaultConfigs property.
DefaultCurveMetadata - Class in com.opengamma.strata.market.curve
Default metadata for a curve.
DefaultCurveMetadata.Meta - Class in com.opengamma.strata.market.curve
The meta-bean for DefaultCurveMetadata.
DefaultCurveMetadataBuilder - Class in com.opengamma.strata.market.curve
Builder for curve metadata.
defaulted() - Method in class com.opengamma.strata.market.observable.LegalEntityInformation.Meta
The meta-property for the defaulted property.
defaultFixedLegDayCount(DayCount) - Method in class com.opengamma.strata.basics.index.ImmutableIborIndex.Builder
Sets the default day count convention for the associated fixed leg.
defaultFixedLegDayCount() - Method in class com.opengamma.strata.basics.index.ImmutableIborIndex.Meta
The meta-property for the defaultFixedLegDayCount property.
defaultFixedLegDayCount(DayCount) - Method in class com.opengamma.strata.basics.index.ImmutableOvernightIndex.Builder
Sets the default day count convention for the associated fixed leg.
defaultFixedLegDayCount() - Method in class com.opengamma.strata.basics.index.ImmutableOvernightIndex.Meta
The meta-property for the defaultFixedLegDayCount property.
defaultIborIndex(Currency) - Static method in interface com.opengamma.strata.basics.index.FloatingRateName
Gets the default Ibor index for a currency.
defaultingReferenceData(ReferenceData) - Static method in class com.opengamma.strata.basics.date.HolidayCalendars
Decorates a ReferenceData instance such that all requests for a HolidayCalendarId will return a value.
defaultLocalTime() - Method in class com.opengamma.strata.measure.ValuationZoneTimeDefinition.Meta
The meta-property for the defaultLocalTime property.
defaultOvernightIndex(Currency) - Static method in interface com.opengamma.strata.basics.index.FloatingRateName
Gets the default Overnight index for a currency.
DefaultSurfaceMetadata - Class in com.opengamma.strata.market.surface
Default metadata for a surface.
DefaultSurfaceMetadata.Meta - Class in com.opengamma.strata.market.surface
The meta-bean for DefaultSurfaceMetadata.
DefaultSurfaceMetadataBuilder - Class in com.opengamma.strata.market.surface
Builder for surface metadata.
deformationFunction(Function<DoublesPair, ValueDerivatives>) - Method in class com.opengamma.strata.market.surface.DeformedSurface.Builder
Sets the deformation function.
deformationFunction() - Method in class com.opengamma.strata.market.surface.DeformedSurface.Meta
The meta-property for the deformationFunction property.
DeformedSurface - Class in com.opengamma.strata.market.surface
The deformed surface.
DeformedSurface.Builder - Class in com.opengamma.strata.market.surface
The bean-builder for DeformedSurface.
DeformedSurface.Meta - Class in com.opengamma.strata.market.surface
The meta-bean for DeformedSurface.
DEFR - Static variable in class com.opengamma.strata.basics.date.HolidayCalendarIds
An identifier for the holiday calendar of Frankfurt, Germany, with code 'DEFR'.
deliveryBasket(List<FixedCouponBond>) - Method in class com.opengamma.strata.product.bond.BondFuture.Builder
Sets the basket of deliverable bonds.
deliveryBasket(FixedCouponBond...) - Method in class com.opengamma.strata.product.bond.BondFuture.Builder
Sets the deliveryBasket property in the builder from an array of objects.
deliveryBasket() - Method in class com.opengamma.strata.product.bond.BondFuture.Meta
The meta-property for the deliveryBasket property.
deliveryBasket(List<ResolvedFixedCouponBond>) - Method in class com.opengamma.strata.product.bond.ResolvedBondFuture.Builder
Sets the basket of deliverable bonds.
deliveryBasket(ResolvedFixedCouponBond...) - Method in class com.opengamma.strata.product.bond.ResolvedBondFuture.Builder
Sets the deliveryBasket property in the builder from an array of objects.
deliveryBasket() - Method in class com.opengamma.strata.product.bond.ResolvedBondFuture.Meta
The meta-property for the deliveryBasket property.
deliveryBasketIds(List<SecurityId>) - Method in class com.opengamma.strata.product.bond.BondFutureSecurity.Builder
Sets the basket of deliverable bonds.
deliveryBasketIds(SecurityId...) - Method in class com.opengamma.strata.product.bond.BondFutureSecurity.Builder
Sets the deliveryBasketIds property in the builder from an array of objects.
deliveryBasketIds() - Method in class com.opengamma.strata.product.bond.BondFutureSecurity.Meta
The meta-property for the deliveryBasketIds property.
deliveryDate(LocalDate) - Method in class com.opengamma.strata.product.dsf.Dsf.Builder
Sets the delivery date.
deliveryDate() - Method in class com.opengamma.strata.product.dsf.Dsf.Meta
The meta-property for the deliveryDate property.
deliveryDate(LocalDate) - Method in class com.opengamma.strata.product.dsf.ResolvedDsf.Builder
Sets the delivery date.
deliveryDate() - Method in class com.opengamma.strata.product.dsf.ResolvedDsf.Meta
The meta-property for the deliveryDate property.
DELTA - Static variable in class com.opengamma.strata.market.option.StrikeType
The type of a strike based on absolute delta.
delta(ResolvedFxSingleBarrierOption, RatesProvider, BlackFxOptionVolatilities) - Method in class com.opengamma.strata.pricer.fxopt.BlackFxSingleBarrierOptionProductPricer
Calculates the delta of the FX barrier option product.
delta(ResolvedFxVanillaOption, RatesProvider, BlackFxOptionVolatilities) - Method in class com.opengamma.strata.pricer.fxopt.BlackFxVanillaOptionProductPricer
Calculates the delta of the foreign exchange vanilla option product.
delta() - Method in class com.opengamma.strata.pricer.fxopt.SmileDeltaParameters.Meta
The meta-property for the delta property.
deltaStickyStrike(ResolvedBondFutureOption, LegalEntityDiscountingProvider, BlackBondFutureVolatilities) - Method in class com.opengamma.strata.pricer.bond.BlackBondFutureOptionMarginedProductPricer
Calculates the delta of the bond future option product.
deltaStickyStrike(ResolvedBondFutureOption, LegalEntityDiscountingProvider, BlackBondFutureVolatilities, double) - Method in class com.opengamma.strata.pricer.bond.BlackBondFutureOptionMarginedProductPricer
Calculates the delta of the bond future option product based on the price of the underlying future.
deltaStickyStrike(ResolvedIborFutureOption, RatesProvider, NormalIborFutureOptionVolatilities) - Method in class com.opengamma.strata.pricer.index.NormalIborFutureOptionMarginedProductPricer
Calculates the delta of the Ibor future option product.
deltaStickyStrike(ResolvedIborFutureOption, RatesProvider, NormalIborFutureOptionVolatilities, double) - Method in class com.opengamma.strata.pricer.index.NormalIborFutureOptionMarginedProductPricer
Calculates the delta of the Ibor future option product based on the price of the underlying future.
DeltaStrike - Class in com.opengamma.strata.market.option
A strike based on absolute delta.
DeltaStrike.Meta - Class in com.opengamma.strata.market.option
The meta-bean for DeltaStrike.
DepositIsdaCreditCurveNode - Class in com.opengamma.strata.market.curve
An ISDA compliant curve node whose instrument is a term deposit.
DepositIsdaCreditCurveNode.Builder - Class in com.opengamma.strata.market.curve
The bean-builder for DepositIsdaCreditCurveNode.
DepositIsdaCreditCurveNode.Meta - Class in com.opengamma.strata.market.curve
The meta-bean for DepositIsdaCreditCurveNode.
depositPeriod(Period) - Method in class com.opengamma.strata.product.deposit.type.IborFixingDepositTemplate.Builder
Sets the period between the start date and the end date.
depositPeriod() - Method in class com.opengamma.strata.product.deposit.type.IborFixingDepositTemplate.Meta
The meta-property for the depositPeriod property.
depositPeriod(Period) - Method in class com.opengamma.strata.product.deposit.type.TermDepositTemplate.Builder
Sets the period between the start date and the end date.
depositPeriod() - Method in class com.opengamma.strata.product.deposit.type.TermDepositTemplate.Meta
The meta-property for the depositPeriod property.
derivative(ResolvedTrade, RatesProvider, List<CurveParameterSize>) - Method in class com.opengamma.strata.pricer.curve.CalibrationMeasures
Calculates the sensitivity with respect to the rates provider.
derivativeFunction(BiFunction<DoubleArray, Double, Double>) - Method in class com.opengamma.strata.market.curve.ParameterizedFunctionalCurve.Builder
Sets the derivative function.
derivativeFunction() - Method in class com.opengamma.strata.market.curve.ParameterizedFunctionalCurve.Meta
The meta-property for the derivativeFunction property.
derivativeFunction(BiFunction<DoubleArray, Double, Double>) - Method in class com.opengamma.strata.market.curve.ParameterizedFunctionalCurveDefinition.Builder
Sets the derivative function.
derivativeFunction() - Method in class com.opengamma.strata.market.curve.ParameterizedFunctionalCurveDefinition.Meta
The meta-property for the derivativeFunction property.
DerivedCalculationFunction<T extends CalculationTarget,R> - Interface in com.opengamma.strata.calc.runner
A derived calculation function calculates one measure using the measures calculated by another function.
DESCRIPTION - Static variable in class com.opengamma.strata.product.AttributeType
Key used to access the description.
description() - Method in class com.opengamma.strata.product.etd.EtdContractSpec.Meta
The meta-property for the description property.
description(String) - Method in class com.opengamma.strata.product.etd.EtdContractSpecBuilder
Sets the description of the contract specification.
description(String) - Method in class com.opengamma.strata.product.PortfolioItemSummary.Builder
Sets the description of the item.
DESERIALIZER - Static variable in class com.opengamma.strata.basics.date.ImmutableHolidayCalendar
The deserializer, for compatibility.
DESERIALIZER - Static variable in class com.opengamma.strata.product.fx.FxSingle
The deserializer, for compatibility.
detachmentDate(LocalDate) - Method in class com.opengamma.strata.product.bond.CapitalIndexedBondPaymentPeriod.Builder
Sets the detachment date.
detachmentDate() - Method in class com.opengamma.strata.product.bond.CapitalIndexedBondPaymentPeriod.Meta
The meta-property for the detachmentDate property.
detachmentDate(LocalDate) - Method in class com.opengamma.strata.product.bond.FixedCouponBondPaymentPeriod.Builder
Sets the detachment date.
detachmentDate() - Method in class com.opengamma.strata.product.bond.FixedCouponBondPaymentPeriod.Meta
The meta-property for the detachmentDate property.
diagonal(DoubleArray) - Static method in class com.opengamma.strata.collect.array.DoubleMatrix
Obtains a diagonal matrix from the specified array.
diagonal() - Method in class com.opengamma.strata.market.param.CrossGammaParameterSensitivities
Returns the diagonal part of the sensitivity values.
diagonal() - Method in class com.opengamma.strata.market.param.CrossGammaParameterSensitivity
Returns the diagonal part of the sensitivity as CurrencyParameterSensitivity.
dimensions() - Method in class com.opengamma.strata.collect.array.DoubleArray
Gets the number of dimensions of this array.
dimensions() - Method in class com.opengamma.strata.collect.array.DoubleMatrix
Gets the number of dimensions of this matrix.
dimensions() - Method in class com.opengamma.strata.collect.array.IntArray
Gets the number of dimensions of this array.
dimensions() - Method in interface com.opengamma.strata.collect.array.Matrix
Gets the number of dimensions of the matrix.
DirectIborCapletFloorletVolatilityCalibrator - Class in com.opengamma.strata.pricer.capfloor
Caplet volatilities calibration to cap volatilities.
DirectIborCapletFloorletVolatilityDefinition - Class in com.opengamma.strata.pricer.capfloor
Definition of caplet volatilities calibration.
DirectIborCapletFloorletVolatilityDefinition.Builder - Class in com.opengamma.strata.pricer.capfloor
The bean-builder for DirectIborCapletFloorletVolatilityDefinition.
DirectIborCapletFloorletVolatilityDefinition.Meta - Class in com.opengamma.strata.pricer.capfloor
The meta-bean for DirectIborCapletFloorletVolatilityDefinition.
dirtyNominalPriceFromCleanNominalPrice(ResolvedCapitalIndexedBond, RatesProvider, LocalDate, double) - Method in class com.opengamma.strata.pricer.bond.DiscountingCapitalIndexedBondProductPricer
Calculates the dirty nominal price of the bond from its settlement date and clean nominal price.
dirtyNominalPriceFromCurves(ResolvedCapitalIndexedBond, RatesProvider, LegalEntityDiscountingProvider, ReferenceData) - Method in class com.opengamma.strata.pricer.bond.DiscountingCapitalIndexedBondProductPricer
Calculates the dirty price of the bond security.
dirtyNominalPriceFromCurvesWithZSpread(ResolvedCapitalIndexedBond, RatesProvider, LegalEntityDiscountingProvider, ReferenceData, double, CompoundedRateType, int) - Method in class com.opengamma.strata.pricer.bond.DiscountingCapitalIndexedBondProductPricer
Calculates the dirty price of the bond security with z-spread.
dirtyNominalPriceSensitivity(ResolvedCapitalIndexedBond, RatesProvider, LegalEntityDiscountingProvider, ReferenceData) - Method in class com.opengamma.strata.pricer.bond.DiscountingCapitalIndexedBondProductPricer
Calculates the dirty price sensitivity of the bond security.
dirtyNominalPriceSensitivityWithZSpread(ResolvedCapitalIndexedBond, RatesProvider, LegalEntityDiscountingProvider, ReferenceData, double, CompoundedRateType, int) - Method in class com.opengamma.strata.pricer.bond.DiscountingCapitalIndexedBondProductPricer
Calculates the dirty price sensitivity of the bond security with z-spread.
dirtyPriceFromCleanPrice(ResolvedFixedCouponBond, LocalDate, double) - Method in class com.opengamma.strata.pricer.bond.DiscountingFixedCouponBondProductPricer
Calculates the dirty price of the fixed coupon bond from its settlement date and clean price.
dirtyPriceFromCurves(ResolvedFixedCouponBond, LegalEntityDiscountingProvider, ReferenceData) - Method in class com.opengamma.strata.pricer.bond.DiscountingFixedCouponBondProductPricer
Calculates the dirty price of the fixed coupon bond.
dirtyPriceFromCurves(ResolvedFixedCouponBond, LegalEntityDiscountingProvider, LocalDate) - Method in class com.opengamma.strata.pricer.bond.DiscountingFixedCouponBondProductPricer
Calculates the dirty price of the fixed coupon bond under the specified settlement date.
dirtyPriceFromCurvesWithZSpread(ResolvedFixedCouponBond, LegalEntityDiscountingProvider, ReferenceData, double, CompoundedRateType, int) - Method in class com.opengamma.strata.pricer.bond.DiscountingFixedCouponBondProductPricer
Calculates the dirty price of the fixed coupon bond with z-spread.
dirtyPriceFromCurvesWithZSpread(ResolvedFixedCouponBond, LegalEntityDiscountingProvider, double, CompoundedRateType, int, LocalDate) - Method in class com.opengamma.strata.pricer.bond.DiscountingFixedCouponBondProductPricer
Calculates the dirty price of the fixed coupon bond under the specified settlement date with z-spread.
dirtyPriceFromRealYield(ResolvedCapitalIndexedBond, RatesProvider, LocalDate, double) - Method in class com.opengamma.strata.pricer.bond.DiscountingCapitalIndexedBondProductPricer
Computes the dirty price from the conventional real yield.
dirtyPriceFromStandardYield(ResolvedCapitalIndexedBond, RatesProvider, LocalDate, double) - Method in class com.opengamma.strata.pricer.bond.DiscountingCapitalIndexedBondProductPricer
Computes the dirty price from the standard yield.
dirtyPriceFromYield(ResolvedFixedCouponBond, LocalDate, double) - Method in class com.opengamma.strata.pricer.bond.DiscountingFixedCouponBondProductPricer
Calculates the dirty price of the fixed coupon bond from yield.
dirtyPriceSensitivity(ResolvedFixedCouponBond, LegalEntityDiscountingProvider, ReferenceData) - Method in class com.opengamma.strata.pricer.bond.DiscountingFixedCouponBondProductPricer
Calculates the dirty price sensitivity of the fixed coupon bond product.
dirtyPriceSensitivityWithZspread(ResolvedFixedCouponBond, LegalEntityDiscountingProvider, ReferenceData, double, CompoundedRateType, int) - Method in class com.opengamma.strata.pricer.bond.DiscountingFixedCouponBondProductPricer
Calculates the dirty price sensitivity of the fixed coupon bond with z-spread.
dirtyRealPriceFromCleanRealPrice(ResolvedCapitalIndexedBond, LocalDate, double) - Method in class com.opengamma.strata.pricer.bond.DiscountingCapitalIndexedBondProductPricer
Calculates the dirty real price of the bond from its settlement date and clean real price.
DISCOUNT_FACTOR - Static variable in class com.opengamma.strata.market.explain.ExplainKey
The discount factor, typically derived from a curve.
DISCOUNT_FACTOR - Static variable in class com.opengamma.strata.market.ValueType
Type used when each value is a discount factor - 'DiscountFactor'.
DISCOUNT_FACTOR_LINEAR_RIGHT_ZERO_RATE - Static variable in class com.opengamma.strata.market.curve.interpolator.CurveExtrapolators
Discount factor linear right extrapolator for zeor rates.
DISCOUNT_FACTOR_QUADRATIC_LEFT_ZERO_RATE - Static variable in class com.opengamma.strata.market.curve.interpolator.CurveExtrapolators
Discount factor quadratic left extrapolator for zero rates.
discountCurrencies(Set<Currency>) - Method in class com.opengamma.strata.market.curve.RatesCurveGroupEntry.Builder
Sets the currencies for which the curve provides discount rates.
discountCurrencies(Currency...) - Method in class com.opengamma.strata.market.curve.RatesCurveGroupEntry.Builder
Sets the discountCurrencies property in the builder from an array of objects.
discountCurrencies() - Method in class com.opengamma.strata.market.curve.RatesCurveGroupEntry.Meta
The meta-property for the discountCurrencies property.
discountCurve(Currency, Curve) - Method in class com.opengamma.strata.pricer.rate.ImmutableRatesProviderBuilder
Adds a discount curve to the provider.
discountCurves(Map<Currency, Curve>) - Method in class com.opengamma.strata.market.curve.RatesCurveGroup.Builder
Sets the discount curves in the group, keyed by currency.
discountCurves() - Method in class com.opengamma.strata.market.curve.RatesCurveGroup.Meta
The meta-property for the discountCurves property.
discountCurves(Map<Currency, CreditDiscountFactors>) - Method in class com.opengamma.strata.pricer.credit.ImmutableCreditRatesProvider.Builder
Sets the discounting curves.
discountCurves() - Method in class com.opengamma.strata.pricer.credit.ImmutableCreditRatesProvider.Meta
The meta-property for the discountCurves property.
discountCurves() - Method in class com.opengamma.strata.pricer.rate.ImmutableRatesProvider.Meta
The meta-property for the discountCurves property.
discountCurves(Map<Currency, ? extends Curve>) - Method in class com.opengamma.strata.pricer.rate.ImmutableRatesProviderBuilder
Adds discount curves to the provider.
discountFactor() - Method in class com.opengamma.strata.market.amount.CashFlow.Meta
The meta-property for the discountFactor property.
discountFactor(Currency, LocalDate) - Method in interface com.opengamma.strata.pricer.BaseProvider
Gets the discount factor applicable for a currency.
discountFactor(LocalDate) - Method in class com.opengamma.strata.pricer.bond.IssuerCurveDiscountFactors
Gets the discount factor.
discountFactor(LocalDate) - Method in class com.opengamma.strata.pricer.bond.RepoCurveDiscountFactors
Gets the discount factor.
discountFactor(LocalDate) - Method in interface com.opengamma.strata.pricer.credit.CreditDiscountFactors
Gets the discount factor for the specified date.
discountFactor(double) - Method in interface com.opengamma.strata.pricer.credit.CreditDiscountFactors
Gets the discount factor for specified year fraction.
discountFactor(double) - Method in class com.opengamma.strata.pricer.credit.IsdaCreditDiscountFactors
 
discountFactor(LocalDate) - Method in interface com.opengamma.strata.pricer.DiscountFactors
Gets the discount factor for the specified date.
discountFactor(double) - Method in interface com.opengamma.strata.pricer.DiscountFactors
Gets the discount factor for specified year fraction.
discountFactor() - Method in class com.opengamma.strata.pricer.fxopt.RecombiningTrinomialTreeData.Meta
The meta-property for the discountFactor property.
discountFactor(double) - Method in class com.opengamma.strata.pricer.SimpleDiscountFactors
 
discountFactor(double) - Method in class com.opengamma.strata.pricer.ZeroRateDiscountFactors
 
discountFactor(double) - Method in class com.opengamma.strata.pricer.ZeroRatePeriodicDiscountFactors
 
discountFactors(String, DayCount) - Static method in class com.opengamma.strata.market.curve.Curves
Creates curve metadata for a curve providing discount factors.
discountFactors(CurveName, DayCount) - Static method in class com.opengamma.strata.market.curve.Curves
Creates curve metadata for a curve providing discount factors.
discountFactors(CurveName, DayCount, List<? extends ParameterMetadata>) - Static method in class com.opengamma.strata.market.curve.Curves
Creates curve metadata for a curve providing discount factors.
discountFactors(Currency) - Method in interface com.opengamma.strata.pricer.BaseProvider
Gets the discount factors for a currency.
discountFactors() - Method in class com.opengamma.strata.pricer.bond.IssuerCurveDiscountFactors.Meta
The meta-property for the discountFactors property.
discountFactors() - Method in class com.opengamma.strata.pricer.bond.RepoCurveDiscountFactors.Meta
The meta-property for the discountFactors property.
discountFactors(Currency) - Method in interface com.opengamma.strata.pricer.credit.CreditRatesProvider
Gets the discount factors for a currency.
discountFactors(Currency) - Method in class com.opengamma.strata.pricer.credit.ImmutableCreditRatesProvider
 
DiscountFactors - Interface in com.opengamma.strata.pricer
Provides access to discount factors for a single currency.
discountFactors() - Method in class com.opengamma.strata.pricer.rate.DiscountIborIndexRates.Meta
The meta-property for the discountFactors property.
discountFactors() - Method in class com.opengamma.strata.pricer.rate.DiscountOvernightIndexRates.Meta
The meta-property for the discountFactors property.
discountFactors(Currency) - Method in class com.opengamma.strata.pricer.rate.ImmutableRatesProvider
 
discountFactorTimeDerivative(double) - Method in interface com.opengamma.strata.pricer.DiscountFactors
Returns the discount factor derivative with respect to the year fraction or time.
discountFactorTimeDerivative(double) - Method in class com.opengamma.strata.pricer.SimpleDiscountFactors
 
discountFactorTimeDerivative(double) - Method in class com.opengamma.strata.pricer.ZeroRateDiscountFactors
 
discountFactorTimeDerivative(double) - Method in class com.opengamma.strata.pricer.ZeroRatePeriodicDiscountFactors
 
discountFactorWithSpread(LocalDate, double, CompoundedRateType, int) - Method in interface com.opengamma.strata.pricer.DiscountFactors
Gets the discount factor for the specified date with z-spread.
discountFactorWithSpread(double, double, CompoundedRateType, int) - Method in interface com.opengamma.strata.pricer.DiscountFactors
Gets the discount factor for the specified year fraction with z-spread.
DiscountFxForwardRates - Class in com.opengamma.strata.pricer.fx
Provides access to discount factors for currencies.
DiscountFxForwardRates.Meta - Class in com.opengamma.strata.pricer.fx
The meta-bean for DiscountFxForwardRates.
DiscountIborIndexRates - Class in com.opengamma.strata.pricer.rate
An Ibor index curve providing rates from discount factors.
DiscountIborIndexRates.Meta - Class in com.opengamma.strata.pricer.rate
The meta-bean for DiscountIborIndexRates.
discounting(FraDiscountingMethod) - Method in class com.opengamma.strata.product.fra.Fra.Builder
Sets the method to use for discounting, defaulted to 'ISDA' or 'AFMA'.
discounting() - Method in class com.opengamma.strata.product.fra.Fra.Meta
The meta-property for the discounting property.
discounting(FraDiscountingMethod) - Method in class com.opengamma.strata.product.fra.ResolvedFra.Builder
Sets the method to use for discounting.
discounting() - Method in class com.opengamma.strata.product.fra.ResolvedFra.Meta
The meta-property for the discounting property.
discounting(FraDiscountingMethod) - Method in class com.opengamma.strata.product.fra.type.ImmutableFraConvention.Builder
Sets the method to use for discounting, optional with defaulting getter.
discounting() - Method in class com.opengamma.strata.product.fra.type.ImmutableFraConvention.Meta
The meta-property for the discounting property.
DiscountingBillProductPricer - Class in com.opengamma.strata.pricer.bond
Pricer for bill products.
DiscountingBillProductPricer() - Constructor for class com.opengamma.strata.pricer.bond.DiscountingBillProductPricer
 
DiscountingBillTradePricer - Class in com.opengamma.strata.pricer.bond
Pricer for bill trades.
DiscountingBillTradePricer(DiscountingBillProductPricer, DiscountingPaymentPricer) - Constructor for class com.opengamma.strata.pricer.bond.DiscountingBillTradePricer
Creates an instance.
DiscountingBondFutureProductPricer - Class in com.opengamma.strata.pricer.bond
Pricer for for bond future products.
DiscountingBondFutureProductPricer(DiscountingFixedCouponBondProductPricer) - Constructor for class com.opengamma.strata.pricer.bond.DiscountingBondFutureProductPricer
Creates an instance.
DiscountingBondFutureTradePricer - Class in com.opengamma.strata.pricer.bond
Pricer implementation for bond future trades.
DiscountingBondFutureTradePricer(DiscountingBondFutureProductPricer) - Constructor for class com.opengamma.strata.pricer.bond.DiscountingBondFutureTradePricer
Creates an instance.
DiscountingBulletPaymentTradePricer - Class in com.opengamma.strata.pricer.payment
Pricer for for bullet payment trades.
DiscountingBulletPaymentTradePricer(DiscountingPaymentPricer) - Constructor for class com.opengamma.strata.pricer.payment.DiscountingBulletPaymentTradePricer
Creates an instance.
DiscountingCapitalIndexedBondPaymentPeriodPricer - Class in com.opengamma.strata.pricer.bond
Pricer implementation for bond payment periods based on a capital indexed coupon.
DiscountingCapitalIndexedBondPaymentPeriodPricer(RateComputationFn<RateComputation>) - Constructor for class com.opengamma.strata.pricer.bond.DiscountingCapitalIndexedBondPaymentPeriodPricer
Creates an instance.
DiscountingCapitalIndexedBondProductPricer - Class in com.opengamma.strata.pricer.bond
Pricer for capital indexed bond products.
DiscountingCapitalIndexedBondProductPricer(DiscountingCapitalIndexedBondPaymentPeriodPricer) - Constructor for class com.opengamma.strata.pricer.bond.DiscountingCapitalIndexedBondProductPricer
Creates an instance.
DiscountingCapitalIndexedBondTradePricer - Class in com.opengamma.strata.pricer.bond
Pricer for for capital index bond trades.
DiscountingCapitalIndexedBondTradePricer(DiscountingCapitalIndexedBondProductPricer) - Constructor for class com.opengamma.strata.pricer.bond.DiscountingCapitalIndexedBondTradePricer
Creates an instance.
DiscountingCmsLegPricer - Class in com.opengamma.strata.pricer.cms
Pricer for CMS legs by simple forward estimation.
DiscountingCmsLegPricer(DiscountingCmsPeriodPricer) - Constructor for class com.opengamma.strata.pricer.cms.DiscountingCmsLegPricer
Creates an instance.
DiscountingCmsProductPricer - Class in com.opengamma.strata.pricer.cms
Computes the price of a CMS product by simple forward estimation.
DiscountingCmsProductPricer(DiscountingSwapProductPricer) - Constructor for class com.opengamma.strata.pricer.cms.DiscountingCmsProductPricer
Creates an instance.
DiscountingCmsTradePricer - Class in com.opengamma.strata.pricer.cms
Pricer for CMS trade by simple forward estimation.
DiscountingCmsTradePricer(DiscountingSwapProductPricer, DiscountingPaymentPricer) - Constructor for class com.opengamma.strata.pricer.cms.DiscountingCmsTradePricer
Creates an instance.
DiscountingDsfProductPricer - Class in com.opengamma.strata.pricer.dsf
Pricer for for Deliverable Swap Futures (DSFs).
DiscountingDsfProductPricer(DiscountingSwapProductPricer) - Constructor for class com.opengamma.strata.pricer.dsf.DiscountingDsfProductPricer
Creates an instance.
DiscountingDsfTradePricer - Class in com.opengamma.strata.pricer.dsf
Pricer implementation for Deliverable Swap Futures (DSFs).
DiscountingDsfTradePricer(DiscountingDsfProductPricer) - Constructor for class com.opengamma.strata.pricer.dsf.DiscountingDsfTradePricer
Creates an instance.
DiscountingFixedCouponBondPaymentPeriodPricer - Class in com.opengamma.strata.pricer.bond
Pricer implementation for bond payment periods based on a fixed coupon.
DiscountingFixedCouponBondPaymentPeriodPricer() - Constructor for class com.opengamma.strata.pricer.bond.DiscountingFixedCouponBondPaymentPeriodPricer
Creates an instance.
DiscountingFixedCouponBondProductPricer - Class in com.opengamma.strata.pricer.bond
Pricer for fixed coupon bond products.
DiscountingFixedCouponBondProductPricer(DiscountingFixedCouponBondPaymentPeriodPricer, DiscountingPaymentPricer) - Constructor for class com.opengamma.strata.pricer.bond.DiscountingFixedCouponBondProductPricer
Creates an instance.
DiscountingFixedCouponBondTradePricer - Class in com.opengamma.strata.pricer.bond
Pricer for fixed coupon bond trades.
DiscountingFixedCouponBondTradePricer(DiscountingFixedCouponBondProductPricer, DiscountingPaymentPricer) - Constructor for class com.opengamma.strata.pricer.bond.DiscountingFixedCouponBondTradePricer
Creates an instance.
DiscountingFraProductPricer - Class in com.opengamma.strata.pricer.fra
Pricer for for forward rate agreement (FRA) products.
DiscountingFraProductPricer(RateComputationFn<RateComputation>) - Constructor for class com.opengamma.strata.pricer.fra.DiscountingFraProductPricer
Creates an instance.
DiscountingFraTradePricer - Class in com.opengamma.strata.pricer.fra
Pricer for for forward rate agreement (FRA) trades.
DiscountingFraTradePricer(DiscountingFraProductPricer) - Constructor for class com.opengamma.strata.pricer.fra.DiscountingFraTradePricer
Creates an instance.
DiscountingFxNdfProductPricer - Class in com.opengamma.strata.pricer.fx
Pricer for FX non-deliverable forward (NDF) products.
DiscountingFxNdfProductPricer() - Constructor for class com.opengamma.strata.pricer.fx.DiscountingFxNdfProductPricer
Creates an instance.
DiscountingFxNdfTradePricer - Class in com.opengamma.strata.pricer.fx
Pricer for FX non-deliverable forward (NDF) trades.
DiscountingFxNdfTradePricer(DiscountingFxNdfProductPricer) - Constructor for class com.opengamma.strata.pricer.fx.DiscountingFxNdfTradePricer
Creates an instance.
DiscountingFxSingleProductPricer - Class in com.opengamma.strata.pricer.fx
Pricer for foreign exchange transaction products.
DiscountingFxSingleProductPricer(DiscountingPaymentPricer) - Constructor for class com.opengamma.strata.pricer.fx.DiscountingFxSingleProductPricer
Creates an instance.
DiscountingFxSingleTradePricer - Class in com.opengamma.strata.pricer.fx
Pricer for foreign exchange transaction trades.
DiscountingFxSingleTradePricer(DiscountingFxSingleProductPricer) - Constructor for class com.opengamma.strata.pricer.fx.DiscountingFxSingleTradePricer
Creates an instance.
DiscountingFxSwapProductPricer - Class in com.opengamma.strata.pricer.fx
Pricer for foreign exchange swap transaction products.
DiscountingFxSwapProductPricer(DiscountingFxSingleProductPricer) - Constructor for class com.opengamma.strata.pricer.fx.DiscountingFxSwapProductPricer
Creates an instance.
DiscountingFxSwapTradePricer - Class in com.opengamma.strata.pricer.fx
Pricer for foreign exchange swap transaction trades.
DiscountingFxSwapTradePricer(DiscountingFxSwapProductPricer) - Constructor for class com.opengamma.strata.pricer.fx.DiscountingFxSwapTradePricer
Creates an instance.
DiscountingIborFixingDepositProductPricer - Class in com.opengamma.strata.pricer.deposit
The methods associated to the pricing of Ibor fixing deposit by discounting.
DiscountingIborFixingDepositProductPricer() - Constructor for class com.opengamma.strata.pricer.deposit.DiscountingIborFixingDepositProductPricer
Creates an instance.
DiscountingIborFixingDepositTradePricer - Class in com.opengamma.strata.pricer.deposit
The methods associated to the pricing of Ibor fixing deposit trades by discounting.
DiscountingIborFixingDepositTradePricer(DiscountingIborFixingDepositProductPricer) - Constructor for class com.opengamma.strata.pricer.deposit.DiscountingIborFixingDepositTradePricer
Creates an instance.
DiscountingIborFutureProductPricer - Class in com.opengamma.strata.pricer.index
Pricer for for Ibor future products.
DiscountingIborFutureProductPricer() - Constructor for class com.opengamma.strata.pricer.index.DiscountingIborFutureProductPricer
Creates an instance.
DiscountingIborFutureTradePricer - Class in com.opengamma.strata.pricer.index
Pricer implementation for Ibor future trades.
DiscountingIborFutureTradePricer(DiscountingIborFutureProductPricer) - Constructor for class com.opengamma.strata.pricer.index.DiscountingIborFutureTradePricer
Creates an instance.
DiscountingOvernightFutureProductPricer - Class in com.opengamma.strata.pricer.index
Pricer for for Overnight rate future products.
DiscountingOvernightFutureProductPricer(RateComputationFn<RateComputation>) - Constructor for class com.opengamma.strata.pricer.index.DiscountingOvernightFutureProductPricer
Creates an instance.
DiscountingOvernightFutureTradePricer - Class in com.opengamma.strata.pricer.index
Pricer implementation for Overnight rate future trades.
DiscountingOvernightFutureTradePricer(DiscountingOvernightFutureProductPricer) - Constructor for class com.opengamma.strata.pricer.index.DiscountingOvernightFutureTradePricer
Creates an instance.
DiscountingPaymentPricer - Class in com.opengamma.strata.pricer
Pricer for simple payments.
DiscountingPaymentPricer() - Constructor for class com.opengamma.strata.pricer.DiscountingPaymentPricer
Creates an instance.
discountingProvider() - Method in interface com.opengamma.strata.measure.bond.LegalEntityDiscountingMarketData
Gets the discounting provider.
discountingProvider(MarketData) - Method in interface com.opengamma.strata.measure.bond.LegalEntityDiscountingMarketDataLookup
Obtains a discounting provider based on the specified market data.
DiscountingSwapLegPricer - Class in com.opengamma.strata.pricer.swap
Pricer for for rate swap legs.
DiscountingSwapLegPricer(SwapPaymentPeriodPricer<SwapPaymentPeriod>, SwapPaymentEventPricer<SwapPaymentEvent>) - Constructor for class com.opengamma.strata.pricer.swap.DiscountingSwapLegPricer
Creates an instance.
DiscountingSwapProductPricer - Class in com.opengamma.strata.pricer.swap
Pricer for for rate swap products.
DiscountingSwapProductPricer(DiscountingSwapLegPricer) - Constructor for class com.opengamma.strata.pricer.swap.DiscountingSwapProductPricer
Creates an instance.
DiscountingSwapTradePricer - Class in com.opengamma.strata.pricer.swap
Pricer for for rate swap trades.
DiscountingSwapTradePricer(DiscountingSwapProductPricer) - Constructor for class com.opengamma.strata.pricer.swap.DiscountingSwapTradePricer
Creates an instance.
DiscountingTermDepositProductPricer - Class in com.opengamma.strata.pricer.deposit
The methods associated to the pricing of term deposit by discounting.
DiscountingTermDepositProductPricer() - Constructor for class com.opengamma.strata.pricer.deposit.DiscountingTermDepositProductPricer
Creates an instance.
DiscountingTermDepositTradePricer - Class in com.opengamma.strata.pricer.deposit
The methods associated to the pricing of term deposit by discounting.
DiscountingTermDepositTradePricer(DiscountingTermDepositProductPricer) - Constructor for class com.opengamma.strata.pricer.deposit.DiscountingTermDepositTradePricer
Creates an instance.
DiscountOvernightIndexRates - Class in com.opengamma.strata.pricer.rate
An Overnight index curve providing rates from discount factors.
DiscountOvernightIndexRates.Meta - Class in com.opengamma.strata.pricer.rate
The meta-bean for DiscountOvernightIndexRates.
distinct() - Method in class com.opengamma.strata.collect.MapStream
 
dividedBy(double) - Method in class com.opengamma.strata.collect.array.DoubleArray
Returns an instance with each value divided by the specified divisor.
dividedBy(DoubleArray) - Method in class com.opengamma.strata.collect.array.DoubleArray
Returns an instance where each element is calculated by dividing values in this array by values in the other array.
dividedBy(int) - Method in class com.opengamma.strata.collect.array.IntArray
Returns an instance with each value divided by the specified divisor.
dividedBy(IntArray) - Method in class com.opengamma.strata.collect.array.IntArray
Returns an instance where each element is calculated by dividing values in this array by values in the other array.
DK - Static variable in class com.opengamma.strata.basics.location.Country
The country 'DK' - Denmark.
DKCO - Static variable in class com.opengamma.strata.basics.date.HolidayCalendarIds
An identifier for the holiday calendar of Copenhagen, Denmark, with code 'DKCO'.
DKK - Static variable in class com.opengamma.strata.basics.currency.Currency
The currency 'DKK' - Danish Krone.
DKK_CIBOR - Static variable in class com.opengamma.strata.basics.index.FloatingRateNames
Constant for DKK-CIBOR.
DKK_CIBOR_12M - Static variable in class com.opengamma.strata.basics.index.IborIndices
The 12 month CIBOR index.
DKK_CIBOR_1M - Static variable in class com.opengamma.strata.basics.index.IborIndices
The 1 month CIBOR index.
DKK_CIBOR_1W - Static variable in class com.opengamma.strata.basics.index.IborIndices
The 1 week CIBOR index.
DKK_CIBOR_2M - Static variable in class com.opengamma.strata.basics.index.IborIndices
The 2 month CIBOR index.
DKK_CIBOR_2W - Static variable in class com.opengamma.strata.basics.index.IborIndices
The 2 week CIBOR index.
DKK_CIBOR_3M - Static variable in class com.opengamma.strata.basics.index.IborIndices
The 3 month CIBOR index.
DKK_CIBOR_6M - Static variable in class com.opengamma.strata.basics.index.IborIndices
The 6 month CIBOR index.
DKK_CIBOR_9M - Static variable in class com.opengamma.strata.basics.index.IborIndices
The 9 month CIBOR index.
DKK_TNR - Static variable in class com.opengamma.strata.basics.index.FloatingRateNames
Constant for DKK-TNR Overnight index.
DKK_TNR - Static variable in class com.opengamma.strata.basics.index.OvernightIndices
The TN index for DKK.
doFirstDerivative(double) - Method in class com.opengamma.strata.market.curve.interpolator.AbstractBoundCurveInterpolator
Method for subclasses to calculate the first derivative.
doInterpolate(double) - Method in class com.opengamma.strata.market.curve.interpolator.AbstractBoundCurveInterpolator
Method for subclasses to calculate the interpolated value.
doInterpolateFromExtrapolator(double) - Method in class com.opengamma.strata.market.curve.interpolator.AbstractBoundCurveInterpolator
Method for InterpolatorCurveExtrapolator to calculate the interpolated value.
doParameterSensitivity(double) - Method in class com.opengamma.strata.market.curve.interpolator.AbstractBoundCurveInterpolator
Method for subclasses to calculate parameter sensitivity.
DOUBLE - Static variable in class com.opengamma.strata.report.framework.format.ValueFormatters
The formatter to be used for double.
DOUBLE_ARRAY - Static variable in class com.opengamma.strata.report.framework.format.ValueFormatters
The formatter to be used for double[].
DOUBLE_QUADRATIC - Static variable in class com.opengamma.strata.market.curve.interpolator.CurveInterpolators
Double quadratic interpolator.
DoubleArray - Class in com.opengamma.strata.collect.array
An immutable array of double values.
DoubleArrayMath - Class in com.opengamma.strata.collect
Contains utility methods for maths on double arrays.
DoubleMatrix - Class in com.opengamma.strata.collect.array
An immutable two-dimensional array of double values.
DoubleMatrix.Meta - Class in com.opengamma.strata.collect.array
The meta-bean for DoubleMatrix.
DoubleScenarioArray - Class in com.opengamma.strata.data.scenario
A scenario array holding one double value for each scenario.
DoubleScenarioArray.Meta - Class in com.opengamma.strata.data.scenario
The meta-bean for DoubleScenarioArray.
DoublesPair - Class in com.opengamma.strata.collect.tuple
An immutable pair consisting of two double elements.
DoublesPair.Meta - Class in com.opengamma.strata.collect.tuple
The meta-bean for DoublesPair.
DoublesScheduleGenerator - Class in com.opengamma.strata.pricer.credit
The Doubles schedule generator.
DoublesScheduleGenerator() - Constructor for class com.opengamma.strata.pricer.credit.DoublesScheduleGenerator
 
DoubleTernaryOperator - Interface in com.opengamma.strata.collect.function
A function of three arguments that returns a value.
Dsf - Class in com.opengamma.strata.product.dsf
A deliverable swap futures contract.
DSF - Static variable in class com.opengamma.strata.product.ProductType
A Dsf.
Dsf.Builder - Class in com.opengamma.strata.product.dsf
The bean-builder for Dsf.
Dsf.Meta - Class in com.opengamma.strata.product.dsf
The meta-bean for Dsf.
DsfPosition - Class in com.opengamma.strata.product.dsf
A position in a DSF.
DsfPosition.Builder - Class in com.opengamma.strata.product.dsf
The bean-builder for DsfPosition.
DsfPosition.Meta - Class in com.opengamma.strata.product.dsf
The meta-bean for DsfPosition.
DsfSecurity - Class in com.opengamma.strata.product.dsf
A security representing a deliverable swap futures security.
DsfSecurity.Builder - Class in com.opengamma.strata.product.dsf
The bean-builder for DsfSecurity.
DsfSecurity.Meta - Class in com.opengamma.strata.product.dsf
The meta-bean for DsfSecurity.
DsfTrade - Class in com.opengamma.strata.product.dsf
A trade representing a futures contract based on an interest rate swap.
DsfTrade.Builder - Class in com.opengamma.strata.product.dsf
The bean-builder for DsfTrade.
DsfTrade.Meta - Class in com.opengamma.strata.product.dsf
The meta-bean for DsfTrade.
DsfTradeCalculationFunction<T extends SecuritizedProductPortfolioItem<Dsf> & Resolvable<ResolvedDsfTrade>> - Class in com.opengamma.strata.measure.dsf
Perform calculations on a single DsfTrade or DsfPosition for each of a set of scenarios.
DsfTradeCalculations - Class in com.opengamma.strata.measure.dsf
Calculates pricing and risk measures for Deliverable Swap Future (DSF) trades.
DsfTradeCalculations(DiscountingDsfTradePricer) - Constructor for class com.opengamma.strata.measure.dsf.DsfTradeCalculations
Creates an instance.
duplicateResult(Measure, Measure, Map<Measure, Result<?>>) - Static method in class com.opengamma.strata.calc.runner.FunctionUtils
Checks if a map of results contains a value for a key, and if it does inserts it into the map for a different key.

E

ECAG - Static variable in class com.opengamma.strata.product.common.ExchangeIds
Eurex Clearing AG.
effectiveDate() - Method in class com.opengamma.strata.basics.index.IborIndexObservation.Meta
The meta-property for the effectiveDate property.
effectiveDate(LocalDate) - Method in class com.opengamma.strata.basics.index.OvernightIndexObservation.Builder
Sets the effective date of the investment implied by the fixing date.
effectiveDate() - Method in class com.opengamma.strata.basics.index.OvernightIndexObservation.Meta
The meta-property for the effectiveDate property.
effectiveDateOffset(DaysAdjustment) - Method in class com.opengamma.strata.basics.index.ImmutableIborIndex.Builder
Sets the adjustment applied to the fixing date to obtain the effective date.
effectiveDateOffset() - Method in class com.opengamma.strata.basics.index.ImmutableIborIndex.Meta
The meta-property for the effectiveDateOffset property.
effectiveDateOffset(int) - Method in class com.opengamma.strata.basics.index.ImmutableOvernightIndex.Builder
Sets the number of days to add to the fixing date to obtain the effective date.
effectiveDateOffset() - Method in class com.opengamma.strata.basics.index.ImmutableOvernightIndex.Meta
The meta-property for the effectiveDateOffset property.
effectiveEndDate(LocalDate) - Method in class com.opengamma.strata.product.credit.CreditCouponPaymentPeriod.Builder
Sets the effective protection end date of the period.
effectiveEndDate() - Method in class com.opengamma.strata.product.credit.CreditCouponPaymentPeriod.Meta
The meta-property for the effectiveEndDate property.
effectiveStartDate(LocalDate) - Method in class com.opengamma.strata.product.credit.CreditCouponPaymentPeriod.Builder
Sets the effective protection start date of the period.
effectiveStartDate() - Method in class com.opengamma.strata.product.credit.CreditCouponPaymentPeriod.Meta
The meta-property for the effectiveStartDate property.
EG - Static variable in class com.opengamma.strata.basics.location.Country
The currency 'EG' - Egypt.
EGP - Static variable in class com.opengamma.strata.basics.currency.Currency
The currency 'EGP' - Egyptian Pound.
elements() - Method in class com.opengamma.strata.collect.tuple.DoublesPair
Gets the elements from this pair as a list.
elements() - Method in class com.opengamma.strata.collect.tuple.IntDoublePair
Gets the elements from this pair as a list.
elements() - Method in class com.opengamma.strata.collect.tuple.LongDoublePair
Gets the elements from this pair as a list.
elements() - Method in class com.opengamma.strata.collect.tuple.ObjDoublePair
Gets the elements from this pair as a list.
elements() - Method in class com.opengamma.strata.collect.tuple.ObjIntPair
Gets the elements from this pair as a list.
elements() - Method in class com.opengamma.strata.collect.tuple.Pair
Gets the elements from this pair as a list.
elements() - Method in class com.opengamma.strata.collect.tuple.Triple
Gets the elements from this triple as a list.
elements() - Method in interface com.opengamma.strata.collect.tuple.Tuple
Gets the elements from this tuple as a list.
empty() - Static method in class com.opengamma.strata.basics.currency.FxMatrix
Obtains an empty FX matrix.
empty() - Static method in class com.opengamma.strata.basics.currency.MultiCurrencyAmount
Obtains an empty MultiCurrencyAmount.
empty() - Static method in class com.opengamma.strata.basics.ImmutableReferenceData
Obtains an instance containing no reference data.
empty() - Static method in interface com.opengamma.strata.basics.ReferenceData
Obtains an instance containing no reference data.
empty() - Static method in class com.opengamma.strata.calc.marketdata.MarketDataConfig
Returns an empty set of market data configuration.
empty() - Static method in class com.opengamma.strata.calc.marketdata.MarketDataRequirements
Obtains an instance specifying that no market data is required.
empty() - Static method in class com.opengamma.strata.calc.marketdata.ScenarioDefinition
Returns an empty scenario definition.
empty() - Static method in interface com.opengamma.strata.calc.marketdata.TimeSeriesProvider
Returns a time-series provider that returns an empty time-series for any ID.
empty() - Static method in interface com.opengamma.strata.calc.runner.CalculationFunctions
Obtains an empty instance with no functions.
empty() - Static method in class com.opengamma.strata.calc.runner.CalculationParameters
Obtains an empty instance with no parameters.
empty() - Static method in class com.opengamma.strata.calc.runner.FunctionRequirements
Returns an empty set of requirements.
EMPTY - Static variable in class com.opengamma.strata.collect.array.DoubleArray
An empty array.
EMPTY - Static variable in class com.opengamma.strata.collect.array.DoubleMatrix
An empty array.
EMPTY - Static variable in class com.opengamma.strata.collect.array.IntArray
An empty array.
EMPTY - Static variable in class com.opengamma.strata.collect.io.ArrayByteSource
An empty source.
empty() - Static method in class com.opengamma.strata.collect.io.PropertySet
Obtains an empty property set.
empty() - Static method in class com.opengamma.strata.collect.MapStream
Returns an empty map stream.
EMPTY - Static variable in class com.opengamma.strata.collect.result.FailureItems
An empty failure list.
empty() - Static method in interface com.opengamma.strata.collect.timeseries.LocalDateDoubleTimeSeries
Returns an empty time-series.
empty(LocalDate) - Static method in interface com.opengamma.strata.data.MarketData
Obtains an instance containing no market data.
empty() - Static method in class com.opengamma.strata.data.scenario.ImmutableScenarioMarketData
Obtains a market data instance that contains no data and has no scenarios.
empty() - Static method in interface com.opengamma.strata.data.scenario.MarketDataBox
Obtains an instance containing no market data.
empty() - Static method in interface com.opengamma.strata.data.scenario.ScenarioMarketData
Obtains a market data instance that contains no data and has no scenarios.
empty() - Static method in class com.opengamma.strata.market.param.CrossGammaParameterSensitivities
An empty sensitivity instance.
empty() - Static method in class com.opengamma.strata.market.param.CurrencyParameterSensitivities
An empty sensitivity instance.
empty() - Static method in interface com.opengamma.strata.market.param.ParameterMetadata
Gets an empty metadata instance.
empty() - Static method in class com.opengamma.strata.market.param.UnitParameterSensitivities
An empty sensitivity instance.
empty() - Static method in class com.opengamma.strata.market.sensitivity.PointSensitivities
An empty sensitivity instance.
empty() - Static method in interface com.opengamma.strata.product.Attributes
Obtains an empty instance.
empty() - Static method in class com.opengamma.strata.product.PositionInfo
Obtains an empty instance, with no identifier or attributes.
empty() - Static method in class com.opengamma.strata.product.TradeInfo
Obtains an empty instance, with no values or attributes.
EMPTY_DOUBLE_ARRAY - Static variable in class com.opengamma.strata.collect.DoubleArrayMath
An empty double array.
EMPTY_DOUBLE_OBJECT_ARRAY - Static variable in class com.opengamma.strata.collect.DoubleArrayMath
An empty Double array.
encodeScheme(String) - Static method in class com.opengamma.strata.basics.StandardId
Encode a string suitable for use as the scheme.
END - Static variable in class com.opengamma.strata.market.curve.CurveNodeDate
An instance defining the curve node date as the end date of the trade.
END_DATE - Static variable in class com.opengamma.strata.market.explain.ExplainKey
The accrual end date, adjusted to be a valid business day if necessary.
endDate(LocalDate) - Method in class com.opengamma.strata.basics.schedule.PeriodicSchedule.Builder
Sets the end date, which is the end of the last schedule period.
endDate() - Method in class com.opengamma.strata.basics.schedule.PeriodicSchedule.Meta
The meta-property for the endDate property.
endDate(LocalDate) - Method in class com.opengamma.strata.basics.schedule.SchedulePeriod.Builder
Sets the end date of this period, used for financial calculations such as interest accrual.
endDate() - Method in class com.opengamma.strata.basics.schedule.SchedulePeriod.Meta
The meta-property for the endDate property.
endDate() - Method in class com.opengamma.strata.pricer.rate.OvernightRateSensitivity.Meta
The meta-property for the endDate property.
endDate(LocalDate) - Method in class com.opengamma.strata.product.bond.CapitalIndexedBondPaymentPeriod.Builder
Sets the end date of the payment period.
endDate() - Method in class com.opengamma.strata.product.bond.CapitalIndexedBondPaymentPeriod.Meta
The meta-property for the endDate property.
endDate(LocalDate) - Method in class com.opengamma.strata.product.bond.FixedCouponBondPaymentPeriod.Builder
Sets the end date of the payment period.
endDate() - Method in class com.opengamma.strata.product.bond.FixedCouponBondPaymentPeriod.Meta
The meta-property for the endDate property.
endDate(LocalDate) - Method in class com.opengamma.strata.product.bond.KnownAmountBondPaymentPeriod.Builder
Sets the end date of the payment period.
endDate() - Method in class com.opengamma.strata.product.bond.KnownAmountBondPaymentPeriod.Meta
The meta-property for the endDate property.
endDate(LocalDate) - Method in class com.opengamma.strata.product.capfloor.IborCapletFloorletPeriod.Builder
Sets the end date of the payment period.
endDate() - Method in class com.opengamma.strata.product.capfloor.IborCapletFloorletPeriod.Meta
The meta-property for the endDate property.
endDate(LocalDate) - Method in class com.opengamma.strata.product.cms.CmsPeriod.Builder
Sets the end date of the payment period.
endDate() - Method in class com.opengamma.strata.product.cms.CmsPeriod.Meta
The meta-property for the endDate property.
endDate(LocalDate) - Method in class com.opengamma.strata.product.credit.CreditCouponPaymentPeriod.Builder
Sets the end date of the accrual period.
endDate() - Method in class com.opengamma.strata.product.credit.CreditCouponPaymentPeriod.Meta
The meta-property for the endDate property.
endDate() - Method in class com.opengamma.strata.product.credit.type.DatesCdsTemplate.Meta
The meta-property for the endDate property.
endDate(LocalDate) - Method in class com.opengamma.strata.product.deposit.IborFixingDeposit.Builder
Sets the end date of the deposit.
endDate() - Method in class com.opengamma.strata.product.deposit.IborFixingDeposit.Meta
The meta-property for the endDate property.
endDate(LocalDate) - Method in class com.opengamma.strata.product.deposit.ResolvedIborFixingDeposit.Builder
Sets the end date of the deposit.
endDate() - Method in class com.opengamma.strata.product.deposit.ResolvedIborFixingDeposit.Meta
The meta-property for the endDate property.
endDate(LocalDate) - Method in class com.opengamma.strata.product.deposit.ResolvedTermDeposit.Builder
Sets the end date of the deposit.
endDate() - Method in class com.opengamma.strata.product.deposit.ResolvedTermDeposit.Meta
The meta-property for the endDate property.
endDate(LocalDate) - Method in class com.opengamma.strata.product.deposit.TermDeposit.Builder
Sets the end date of the deposit.
endDate() - Method in class com.opengamma.strata.product.deposit.TermDeposit.Meta
The meta-property for the endDate property.
endDate(LocalDate) - Method in class com.opengamma.strata.product.fra.Fra.Builder
Sets the end date, which is the termination date of the FRA.
endDate() - Method in class com.opengamma.strata.product.fra.Fra.Meta
The meta-property for the endDate property.
endDate(LocalDate) - Method in class com.opengamma.strata.product.fra.ResolvedFra.Builder
Sets the end date, which is the termination date of the FRA.
endDate() - Method in class com.opengamma.strata.product.fra.ResolvedFra.Meta
The meta-property for the endDate property.
endDate(LocalDate) - Method in class com.opengamma.strata.product.index.OvernightFuture.Builder
Sets the last date of the rate calculation period.
endDate() - Method in class com.opengamma.strata.product.index.OvernightFuture.Meta
The meta-property for the endDate property.
endDate(LocalDate) - Method in class com.opengamma.strata.product.index.OvernightFutureSecurity.Builder
Sets the last date of the rate calculation period.
endDate() - Method in class com.opengamma.strata.product.index.OvernightFutureSecurity.Meta
The meta-property for the endDate property.
endDate(LocalDate) - Method in class com.opengamma.strata.product.rate.OvernightAveragedDailyRateComputation.Builder
Sets the end date of the accrual period.
endDate() - Method in class com.opengamma.strata.product.rate.OvernightAveragedDailyRateComputation.Meta
The meta-property for the endDate property.
endDate(LocalDate) - Method in class com.opengamma.strata.product.rate.OvernightAveragedRateComputation.Builder
Sets the fixing date associated with the end date of the accrual period.
endDate() - Method in class com.opengamma.strata.product.rate.OvernightAveragedRateComputation.Meta
The meta-property for the endDate property.
endDate(LocalDate) - Method in class com.opengamma.strata.product.rate.OvernightCompoundedRateComputation.Builder
Sets the fixing date associated with the end date of the accrual period.
endDate() - Method in class com.opengamma.strata.product.rate.OvernightCompoundedRateComputation.Meta
The meta-property for the endDate property.
endDate(LocalDate) - Method in class com.opengamma.strata.product.swap.KnownAmountNotionalSwapPaymentPeriod.Builder
Sets the end date of the payment period.
endDate() - Method in class com.opengamma.strata.product.swap.KnownAmountNotionalSwapPaymentPeriod.Meta
The meta-property for the endDate property.
endDate() - Method in class com.opengamma.strata.product.swap.KnownAmountSwapLeg.Meta
The meta-property for the endDate property.
endDate(LocalDate) - Method in class com.opengamma.strata.product.swap.KnownAmountSwapPaymentPeriod.Builder
Sets the end date of the payment period.
endDate() - Method in class com.opengamma.strata.product.swap.KnownAmountSwapPaymentPeriod.Meta
The meta-property for the endDate property.
endDate(LocalDate) - Method in class com.opengamma.strata.product.swap.RateAccrualPeriod.Builder
Sets the end date of the accrual period.
endDate() - Method in class com.opengamma.strata.product.swap.RateAccrualPeriod.Meta
The meta-property for the endDate property.
endDate() - Method in class com.opengamma.strata.product.swap.RateCalculationSwapLeg.Meta
The meta-property for the endDate property.
endDate() - Method in class com.opengamma.strata.product.swap.ResolvedSwap.Meta
The meta-property for the endDate property.
endDate() - Method in class com.opengamma.strata.product.swap.Swap.Meta
The meta-property for the endDate property.
endDateBusinessDayAdjustment(BusinessDayAdjustment) - Method in class com.opengamma.strata.basics.schedule.PeriodicSchedule.Builder
Sets the optional business day adjustment to apply to the end date.
endDateBusinessDayAdjustment() - Method in class com.opengamma.strata.basics.schedule.PeriodicSchedule.Meta
The meta-property for the endDateBusinessDayAdjustment property.
endDateBusinessDayAdjustment(BusinessDayAdjustment) - Method in class com.opengamma.strata.product.credit.type.ImmutableCdsConvention.Builder
Sets the business day adjustment to apply to the end date, optional with defaulting getter.
endDateBusinessDayAdjustment() - Method in class com.opengamma.strata.product.credit.type.ImmutableCdsConvention.Meta
The meta-property for the endDateBusinessDayAdjustment property.
endDateBusinessDayAdjustment(BusinessDayAdjustment) - Method in class com.opengamma.strata.product.swap.type.FixedRateSwapLegConvention.Builder
Sets the business day adjustment to apply to the end date, optional with defaulting getter.
endDateBusinessDayAdjustment() - Method in class com.opengamma.strata.product.swap.type.FixedRateSwapLegConvention.Meta
The meta-property for the endDateBusinessDayAdjustment property.
endDateBusinessDayAdjustment(BusinessDayAdjustment) - Method in class com.opengamma.strata.product.swap.type.IborRateSwapLegConvention.Builder
Sets the business day adjustment to apply to the end date, optional with defaulting getter.
endDateBusinessDayAdjustment() - Method in class com.opengamma.strata.product.swap.type.IborRateSwapLegConvention.Meta
The meta-property for the endDateBusinessDayAdjustment property.
endDateBusinessDayAdjustment(BusinessDayAdjustment) - Method in class com.opengamma.strata.product.swap.type.OvernightRateSwapLegConvention.Builder
Sets the business day adjustment to apply to the end date, optional with defaulting getter.
endDateBusinessDayAdjustment() - Method in class com.opengamma.strata.product.swap.type.OvernightRateSwapLegConvention.Meta
The meta-property for the endDateBusinessDayAdjustment property.
endObservation() - Method in class com.opengamma.strata.product.rate.InflationEndInterpolatedRateComputation.Meta
The meta-property for the endObservation property.
endObservation() - Method in class com.opengamma.strata.product.rate.InflationEndMonthRateComputation.Meta
The meta-property for the endObservation property.
endObservation() - Method in class com.opengamma.strata.product.rate.InflationInterpolatedRateComputation.Meta
The meta-property for the endObservation property.
endObservation() - Method in class com.opengamma.strata.product.rate.InflationMonthlyRateComputation.Meta
The meta-property for the endObservation property.
endSecondObservation() - Method in class com.opengamma.strata.product.rate.InflationEndInterpolatedRateComputation.Meta
The meta-property for the endSecondObservation property.
endSecondObservation() - Method in class com.opengamma.strata.product.rate.InflationInterpolatedRateComputation.Meta
The meta-property for the endSecondObservation property.
ensureOnlyOne() - Static method in class com.opengamma.strata.collect.Guavate
Reducer used in a stream to ensure there is no more than one matching element.
entries() - Method in class com.opengamma.strata.market.curve.RatesCurveGroupDefinition.Meta
The meta-property for the entries property.
entriesToFxMatrix() - Static method in class com.opengamma.strata.basics.currency.FxMatrix
Creates a Collector that allows a Map.Entry of currency pair to rate to be streamed and collected into a new FxMatrix.
entriesToImmutableMap() - Static method in class com.opengamma.strata.collect.Guavate
Collector used at the end of a stream to build an immutable map from a stream containing map entries.
entry(K, V) - Static method in class com.opengamma.strata.collect.Guavate
Creates a single Map.Entry.
ENTRY_INDEX - Static variable in class com.opengamma.strata.market.explain.ExplainKey
The index of this entry within the parent.
ENTRY_TYPE - Static variable in class com.opengamma.strata.market.explain.ExplainKey
The type of this entry.
EnumNames<T extends Enum<T> & NamedEnum> - Class in com.opengamma.strata.collect.named
Helper that allows enum names to be created and parsed.
EOM - Static variable in class com.opengamma.strata.basics.schedule.RollConventions
The 'EOM' roll convention which adjusts the date to the end of the month.
equals(Object) - Method in class com.opengamma.strata.basics.CalculationTargetList
 
equals(Object) - Method in class com.opengamma.strata.basics.currency.AdjustablePayment
 
equals(Object) - Method in class com.opengamma.strata.basics.currency.Currency
Checks if this currency equals another currency.
equals(Object) - Method in class com.opengamma.strata.basics.currency.CurrencyAmount
Checks if this currency amount equals another.
equals(Object) - Method in class com.opengamma.strata.basics.currency.CurrencyAmountArray
 
equals(Object) - Method in class com.opengamma.strata.basics.currency.CurrencyPair
Checks if this currency pair equals another.
equals(Object) - Method in class com.opengamma.strata.basics.currency.FxMatrix
 
equals(Object) - Method in class com.opengamma.strata.basics.currency.FxRate
 
equals(Object) - Method in class com.opengamma.strata.basics.currency.Money
Checks if this money equals another.
equals(Object) - Method in class com.opengamma.strata.basics.currency.MultiCurrencyAmount
 
equals(Object) - Method in class com.opengamma.strata.basics.currency.MultiCurrencyAmountArray
 
equals(Object) - Method in class com.opengamma.strata.basics.currency.Payment
 
equals(Object) - Method in class com.opengamma.strata.basics.date.AdjustableDate
 
equals(Object) - Method in class com.opengamma.strata.basics.date.BusinessDayAdjustment
 
equals(Object) - Method in class com.opengamma.strata.basics.date.DaysAdjustment
 
equals(Object) - Method in class com.opengamma.strata.basics.date.HolidayCalendarId
Checks if this identifier equals another identifier.
equals(Object) - Method in class com.opengamma.strata.basics.date.ImmutableHolidayCalendar
 
equals(Object) - Method in class com.opengamma.strata.basics.date.PeriodAdjustment
 
equals(Object) - Method in class com.opengamma.strata.basics.date.Tenor
Checks if this tenor equals another tenor.
equals(Object) - Method in class com.opengamma.strata.basics.date.TenorAdjustment
 
equals(Object) - Method in class com.opengamma.strata.basics.ImmutableReferenceData
 
equals(Object) - Method in class com.opengamma.strata.basics.index.FxIndexObservation
Compares this observation to another based on the index and fixing date.
equals(Object) - Method in class com.opengamma.strata.basics.index.IborIndexObservation
 
equals(Object) - Method in class com.opengamma.strata.basics.index.ImmutableFloatingRateName
 
equals(Object) - Method in class com.opengamma.strata.basics.index.ImmutableFxIndex
 
equals(Object) - Method in class com.opengamma.strata.basics.index.ImmutableIborIndex
 
equals(Object) - Method in class com.opengamma.strata.basics.index.ImmutableOvernightIndex
 
equals(Object) - Method in class com.opengamma.strata.basics.index.ImmutablePriceIndex
 
equals(Object) - Method in class com.opengamma.strata.basics.index.OvernightIndexObservation
Compares this observation to another based on the index and fixing date.
equals(Object) - Method in class com.opengamma.strata.basics.index.PriceIndexObservation
Compares this observation to another based on the index and fixing date.
equals(Object) - Method in class com.opengamma.strata.basics.location.Country
Checks if this country equals another country.
equals(Object) - Method in class com.opengamma.strata.basics.schedule.Frequency
Checks if this periodic frequency equals another periodic frequency.
equals(Object) - Method in class com.opengamma.strata.basics.schedule.PeriodicSchedule
 
equals(Object) - Method in class com.opengamma.strata.basics.schedule.Schedule
 
equals(Object) - Method in class com.opengamma.strata.basics.schedule.SchedulePeriod
 
equals(Object) - Method in class com.opengamma.strata.basics.StandardId
Checks if this identifier equals another, comparing the scheme and value.
equals(Object) - Method in class com.opengamma.strata.basics.value.ValueAdjustment
 
equals(Object) - Method in class com.opengamma.strata.basics.value.ValueDerivatives
 
equals(Object) - Method in class com.opengamma.strata.basics.value.ValueSchedule
 
equals(Object) - Method in class com.opengamma.strata.basics.value.ValueStep
 
equals(Object) - Method in class com.opengamma.strata.basics.value.ValueStepSequence
 
equals(Object) - Method in class com.opengamma.strata.calc.CalculationRules
 
equals(Object) - Method in class com.opengamma.strata.calc.Column
 
equals(Object) - Method in class com.opengamma.strata.calc.ColumnHeader
 
equals(Object) - Method in class com.opengamma.strata.calc.ImmutableMeasure
 
equals(Object) - Method in class com.opengamma.strata.calc.marketdata.BuiltMarketData
 
equals(Object) - Method in class com.opengamma.strata.calc.marketdata.BuiltScenarioMarketData
 
equals(Object) - Method in class com.opengamma.strata.calc.marketdata.MarketDataConfig
 
equals(Object) - Method in class com.opengamma.strata.calc.marketdata.MarketDataRequirements
 
equals(Object) - Method in class com.opengamma.strata.calc.marketdata.PerturbationMapping
 
equals(Object) - Method in class com.opengamma.strata.calc.marketdata.ScenarioDefinition
 
equals(Object) - Method in class com.opengamma.strata.calc.ReportingCurrency
 
equals(Object) - Method in class com.opengamma.strata.calc.Results
 
equals(Object) - Method in class com.opengamma.strata.calc.runner.CalculationParameters
 
equals(Object) - Method in class com.opengamma.strata.calc.runner.CalculationResult
 
equals(Object) - Method in class com.opengamma.strata.calc.runner.CalculationResults
 
equals(Object) - Method in class com.opengamma.strata.calc.runner.CalculationTask
 
equals(Object) - Method in class com.opengamma.strata.calc.runner.CalculationTaskCell
 
equals(Object) - Method in class com.opengamma.strata.calc.runner.CalculationTasks
 
equals(Object) - Method in class com.opengamma.strata.calc.runner.FunctionRequirements
 
equals(Object) - Method in class com.opengamma.strata.collect.array.DoubleArray
 
equals(Object) - Method in class com.opengamma.strata.collect.array.DoubleMatrix
 
equals(Object) - Method in class com.opengamma.strata.collect.array.IntArray
 
equals(Object) - Method in class com.opengamma.strata.collect.io.CsvFile
Checks if this CSV file equals another.
equals(Object) - Method in class com.opengamma.strata.collect.io.CsvRow
Checks if this CSV file equals another.
equals(Object) - Method in class com.opengamma.strata.collect.io.IniFile
Checks if this INI file equals another.
equals(Object) - Method in class com.opengamma.strata.collect.io.PropertiesFile
Checks if this file equals another.
equals(Object) - Method in class com.opengamma.strata.collect.io.PropertySet
Checks if this property set equals another.
equals(Object) - Method in class com.opengamma.strata.collect.io.ResourceLocator
Checks if this locator equals another locator.
equals(Object) - Method in class com.opengamma.strata.collect.io.XmlElement
Checks if this element equals another.
equals(Object) - Method in class com.opengamma.strata.collect.io.XmlFile
Checks if this file equals another.
equals(Object) - Method in class com.opengamma.strata.collect.result.Failure
 
equals(Object) - Method in class com.opengamma.strata.collect.result.FailureItem
 
equals(Object) - Method in class com.opengamma.strata.collect.result.FailureItems
 
equals(Object) - Method in class com.opengamma.strata.collect.result.Result
 
equals(Object) - Method in class com.opengamma.strata.collect.result.ValueWithFailures
 
equals(Object) - Method in class com.opengamma.strata.collect.timeseries.LocalDateDoublePoint
Checks if this point is equal to another point.
equals(Object) - Method in class com.opengamma.strata.collect.tuple.DoublesPair
 
equals(Object) - Method in class com.opengamma.strata.collect.tuple.IntDoublePair
 
equals(Object) - Method in class com.opengamma.strata.collect.tuple.LongDoublePair
 
equals(Object) - Method in class com.opengamma.strata.collect.tuple.ObjDoublePair
 
equals(Object) - Method in class com.opengamma.strata.collect.tuple.ObjIntPair
 
equals(Object) - Method in class com.opengamma.strata.collect.tuple.Pair
 
equals(Object) - Method in class com.opengamma.strata.collect.tuple.Triple
 
equals(Object) - Method in class com.opengamma.strata.collect.TypedString
Checks if this type equals another.
equals(Object) - Method in class com.opengamma.strata.data.FxMatrixId
 
equals(Object) - Method in class com.opengamma.strata.data.FxRateId
 
equals(Object) - Method in class com.opengamma.strata.data.ImmutableMarketData
 
equals(Object) - Method in class com.opengamma.strata.data.MarketDataFxRateProvider
 
equals(Object) - Method in class com.opengamma.strata.data.MarketDataName
Checks if this instance equals another.
equals(Object) - Method in class com.opengamma.strata.data.scenario.CurrencyScenarioArray
 
equals(Object) - Method in class com.opengamma.strata.data.scenario.DoubleScenarioArray
 
equals(Object) - Method in class com.opengamma.strata.data.scenario.FxRateScenarioArray
 
equals(Object) - Method in class com.opengamma.strata.data.scenario.ImmutableScenarioMarketData
 
equals(Object) - Method in class com.opengamma.strata.data.scenario.MultiCurrencyScenarioArray
 
equals(Object) - Method in class com.opengamma.strata.market.amount.CashFlow
 
equals(Object) - Method in class com.opengamma.strata.market.amount.CashFlows
 
equals(Object) - Method in class com.opengamma.strata.market.amount.LegAmounts
 
equals(Object) - Method in class com.opengamma.strata.market.amount.SwapLegAmount
 
equals(Object) - Method in class com.opengamma.strata.market.curve.AddFixedCurve
 
equals(Object) - Method in class com.opengamma.strata.market.curve.CombinedCurve
 
equals(Object) - Method in class com.opengamma.strata.market.curve.ConstantCurve
 
equals(Object) - Method in class com.opengamma.strata.market.curve.ConstantNodalCurve
 
equals(Object) - Method in class com.opengamma.strata.market.curve.CurveId
 
equals(Object) - Method in class com.opengamma.strata.market.curve.CurveNodeDate
 
equals(Object) - Method in class com.opengamma.strata.market.curve.CurveNodeDateOrder
 
equals(Object) - Method in class com.opengamma.strata.market.curve.CurveParallelShifts
 
equals(Object) - Method in class com.opengamma.strata.market.curve.CurveParameterSize
 
equals(Object) - Method in class com.opengamma.strata.market.curve.DefaultCurveMetadata
 
equals(Object) - Method in class com.opengamma.strata.market.curve.DepositIsdaCreditCurveNode
 
equals(Object) - Method in class com.opengamma.strata.market.curve.InflationNodalCurve
 
equals(Object) - Method in class com.opengamma.strata.market.curve.InterpolatedNodalCurve
 
equals(Object) - Method in class com.opengamma.strata.market.curve.InterpolatedNodalCurveDefinition
 
equals(Object) - Method in class com.opengamma.strata.market.curve.IsdaCreditCurveDefinition
 
equals(Object) - Method in class com.opengamma.strata.market.curve.IssuerCurveInputsId
 
equals(Object) - Method in class com.opengamma.strata.market.curve.JacobianCalibrationMatrix
 
equals(Object) - Method in class com.opengamma.strata.market.curve.LegalEntityCurveGroup
 
equals(Object) - Method in class com.opengamma.strata.market.curve.LegalEntityCurveGroupId
 
equals(Object) - Method in class com.opengamma.strata.market.curve.node.CdsIndexIsdaCreditCurveNode
 
equals(Object) - Method in class com.opengamma.strata.market.curve.node.CdsIsdaCreditCurveNode
 
equals(Object) - Method in class com.opengamma.strata.market.curve.node.FixedIborSwapCurveNode
 
equals(Object) - Method in class com.opengamma.strata.market.curve.node.FixedInflationSwapCurveNode
 
equals(Object) - Method in class com.opengamma.strata.market.curve.node.FixedOvernightSwapCurveNode
 
equals(Object) - Method in class com.opengamma.strata.market.curve.node.FraCurveNode
 
equals(Object) - Method in class com.opengamma.strata.market.curve.node.FxSwapCurveNode
 
equals(Object) - Method in class com.opengamma.strata.market.curve.node.IborFixingDepositCurveNode
 
equals(Object) - Method in class com.opengamma.strata.market.curve.node.IborFutureCurveNode
 
equals(Object) - Method in class com.opengamma.strata.market.curve.node.IborIborSwapCurveNode
 
equals(Object) - Method in class com.opengamma.strata.market.curve.node.OvernightIborSwapCurveNode
 
equals(Object) - Method in class com.opengamma.strata.market.curve.node.TermDepositCurveNode
 
equals(Object) - Method in class com.opengamma.strata.market.curve.node.ThreeLegBasisSwapCurveNode
 
equals(Object) - Method in class com.opengamma.strata.market.curve.node.XCcyIborIborSwapCurveNode
 
equals(Object) - Method in class com.opengamma.strata.market.curve.ParallelShiftedCurve
 
equals(Object) - Method in class com.opengamma.strata.market.curve.ParameterizedFunctionalCurve
 
equals(Object) - Method in class com.opengamma.strata.market.curve.ParameterizedFunctionalCurveDefinition
 
equals(Object) - Method in class com.opengamma.strata.market.curve.RatesCurveGroup
 
equals(Object) - Method in class com.opengamma.strata.market.curve.RatesCurveGroupDefinition
 
equals(Object) - Method in class com.opengamma.strata.market.curve.RatesCurveGroupEntry
 
equals(Object) - Method in class com.opengamma.strata.market.curve.RatesCurveGroupId
 
equals(Object) - Method in class com.opengamma.strata.market.curve.RatesCurveInputs
 
equals(Object) - Method in class com.opengamma.strata.market.curve.RatesCurveInputsId
 
equals(Object) - Method in class com.opengamma.strata.market.curve.RepoCurveInputsId
 
equals(Object) - Method in class com.opengamma.strata.market.curve.SeasonalityDefinition
 
equals(Object) - Method in class com.opengamma.strata.market.curve.SimpleCurveParameterMetadata
 
equals(Object) - Method in class com.opengamma.strata.market.curve.SwapIsdaCreditCurveNode
 
equals(Object) - Method in class com.opengamma.strata.market.explain.ExplainMap
 
equals(Object) - Method in class com.opengamma.strata.market.FxRateShifts
 
equals(Object) - Method in class com.opengamma.strata.market.GenericDoubleShifts
 
equals(Object) - Method in class com.opengamma.strata.market.observable.IndexQuoteId
 
equals(Object) - Method in class com.opengamma.strata.market.observable.LegalEntityInformation
 
equals(Object) - Method in class com.opengamma.strata.market.observable.LegalEntityInformationId
 
equals(Object) - Method in class com.opengamma.strata.market.observable.Quote
 
equals(Object) - Method in class com.opengamma.strata.market.observable.QuoteId
 
equals(Object) - Method in class com.opengamma.strata.market.observable.QuoteScenarioArray
 
equals(Object) - Method in class com.opengamma.strata.market.observable.QuoteScenarioArrayId
 
equals(Object) - Method in class com.opengamma.strata.market.option.DeltaStrike
 
equals(Object) - Method in class com.opengamma.strata.market.option.LogMoneynessStrike
 
equals(Object) - Method in class com.opengamma.strata.market.option.MoneynessStrike
 
equals(Object) - Method in class com.opengamma.strata.market.option.SimpleStrike
 
equals(Object) - Method in class com.opengamma.strata.market.param.CrossGammaParameterSensitivities
 
equals(Object) - Method in class com.opengamma.strata.market.param.CrossGammaParameterSensitivity
 
equals(Object) - Method in class com.opengamma.strata.market.param.CurrencyParameterSensitivities
 
equals(Object) - Method in class com.opengamma.strata.market.param.CurrencyParameterSensitivity
 
equals(Object) - Method in class com.opengamma.strata.market.param.LabelDateParameterMetadata
 
equals(Object) - Method in class com.opengamma.strata.market.param.LabelParameterMetadata
 
equals(Object) - Method in class com.opengamma.strata.market.param.ParameterSize
 
equals(Object) - Method in class com.opengamma.strata.market.param.PointShifts
 
equals(Object) - Method in class com.opengamma.strata.market.param.ResolvedTradeParameterMetadata
 
equals(Object) - Method in class com.opengamma.strata.market.param.TenorDateParameterMetadata
 
equals(Object) - Method in class com.opengamma.strata.market.param.TenorParameterMetadata
 
equals(Object) - Method in class com.opengamma.strata.market.param.UnitParameterSensitivities
 
equals(Object) - Method in class com.opengamma.strata.market.param.UnitParameterSensitivity
 
equals(Object) - Method in class com.opengamma.strata.market.param.YearMonthDateParameterMetadata
 
equals(Object) - Method in class com.opengamma.strata.market.sensitivity.MutablePointSensitivities
 
equals(Object) - Method in class com.opengamma.strata.market.sensitivity.PointSensitivities
 
equals(Object) - Method in class com.opengamma.strata.market.surface.ConstantSurface
 
equals(Object) - Method in class com.opengamma.strata.market.surface.DefaultSurfaceMetadata
 
equals(Object) - Method in class com.opengamma.strata.market.surface.DeformedSurface
 
equals(Object) - Method in class com.opengamma.strata.market.surface.InterpolatedNodalSurface
 
equals(Object) - Method in class com.opengamma.strata.market.surface.interpolator.GridSurfaceInterpolator
 
equals(Object) - Method in class com.opengamma.strata.market.surface.SimpleSurfaceParameterMetadata
 
equals(Object) - Method in class com.opengamma.strata.measure.calc.TargetTypeCalculationParameter
 
equals(Object) - Method in class com.opengamma.strata.measure.calc.TradeCounterpartyCalculationParameter
 
equals(Object) - Method in class com.opengamma.strata.measure.cms.CmsSabrExtrapolationParams
 
equals(Object) - Method in class com.opengamma.strata.measure.curve.RootFinderConfig
 
equals(Object) - Method in class com.opengamma.strata.measure.fx.FxRateConfig
 
equals(Object) - Method in class com.opengamma.strata.measure.fxopt.BlackFxOptionInterpolatedNodalSurfaceVolatilitiesSpecification
 
equals(Object) - Method in class com.opengamma.strata.measure.fxopt.BlackFxOptionSmileVolatilitiesSpecification
 
equals(Object) - Method in class com.opengamma.strata.measure.fxopt.FxOptionVolatilitiesDefinition
 
equals(Object) - Method in class com.opengamma.strata.measure.fxopt.FxOptionVolatilitiesNode
 
equals(Object) - Method in class com.opengamma.strata.measure.ValuationZoneTimeDefinition
 
equals(Object) - Method in class com.opengamma.strata.pricer.bond.BlackBondFutureExpiryLogMoneynessVolatilities
 
equals(Object) - Method in class com.opengamma.strata.pricer.bond.BondFutureOptionSensitivity
 
equals(Object) - Method in class com.opengamma.strata.pricer.bond.BondFutureVolatilitiesId
 
equals(Object) - Method in class com.opengamma.strata.pricer.bond.ImmutableLegalEntityDiscountingProvider
 
equals(Object) - Method in class com.opengamma.strata.pricer.bond.IssuerCurveDiscountFactors
 
equals(Object) - Method in class com.opengamma.strata.pricer.bond.IssuerCurveZeroRateSensitivity
 
equals(Object) - Method in class com.opengamma.strata.pricer.bond.RepoCurveDiscountFactors
 
equals(Object) - Method in class com.opengamma.strata.pricer.bond.RepoCurveZeroRateSensitivity
 
equals(Object) - Method in class com.opengamma.strata.pricer.capfloor.BlackIborCapletFloorletExpiryStrikeVolatilities
 
equals(Object) - Method in class com.opengamma.strata.pricer.capfloor.DirectIborCapletFloorletVolatilityDefinition
 
equals(Object) - Method in class com.opengamma.strata.pricer.capfloor.IborCapletFloorletSabrSensitivity
 
equals(Object) - Method in class com.opengamma.strata.pricer.capfloor.IborCapletFloorletSensitivity
 
equals(Object) - Method in class com.opengamma.strata.pricer.capfloor.IborCapletFloorletVolatilitiesId
 
equals(Object) - Method in class com.opengamma.strata.pricer.capfloor.IborCapletFloorletVolatilityCalibrationResult
 
equals(Object) - Method in class com.opengamma.strata.pricer.capfloor.NormalIborCapletFloorletExpiryStrikeVolatilities
 
equals(Object) - Method in class com.opengamma.strata.pricer.capfloor.SabrIborCapletFloorletVolatilityBootstrapDefinition
 
equals(Object) - Method in class com.opengamma.strata.pricer.capfloor.SabrIborCapletFloorletVolatilityCalibrationDefinition
 
equals(Object) - Method in class com.opengamma.strata.pricer.capfloor.SabrParametersIborCapletFloorletVolatilities
 
equals(Object) - Method in class com.opengamma.strata.pricer.capfloor.ShiftedBlackIborCapletFloorletExpiryStrikeVolatilities
 
equals(Object) - Method in class com.opengamma.strata.pricer.capfloor.SurfaceIborCapletFloorletVolatilityBootstrapDefinition
 
equals(Object) - Method in class com.opengamma.strata.pricer.common.GenericVolatilitySurfacePeriodParameterMetadata
 
equals(Object) - Method in class com.opengamma.strata.pricer.common.GenericVolatilitySurfaceYearFractionParameterMetadata
 
equals(Object) - Method in class com.opengamma.strata.pricer.credit.ConstantRecoveryRates
 
equals(Object) - Method in class com.opengamma.strata.pricer.credit.CreditCurveZeroRateSensitivity
 
equals(Object) - Method in class com.opengamma.strata.pricer.credit.ImmutableCreditRatesProvider
 
equals(Object) - Method in class com.opengamma.strata.pricer.credit.IsdaCreditDiscountFactors
 
equals(Object) - Method in class com.opengamma.strata.pricer.credit.JumpToDefault
 
equals(Object) - Method in class com.opengamma.strata.pricer.credit.LegalEntitySurvivalProbabilities
 
equals(Object) - Method in class com.opengamma.strata.pricer.fx.DiscountFxForwardRates
 
equals(Object) - Method in class com.opengamma.strata.pricer.fx.ForwardFxIndexRates
 
equals(Object) - Method in class com.opengamma.strata.pricer.fx.FxForwardSensitivity
 
equals(Object) - Method in class com.opengamma.strata.pricer.fx.FxIndexSensitivity
 
equals(Object) - Method in class com.opengamma.strata.pricer.fxopt.BlackFxOptionFlatVolatilities
 
equals(Object) - Method in class com.opengamma.strata.pricer.fxopt.BlackFxOptionSmileVolatilities
 
equals(Object) - Method in class com.opengamma.strata.pricer.fxopt.BlackFxOptionSurfaceVolatilities
 
equals(Object) - Method in class com.opengamma.strata.pricer.fxopt.FxOptionSensitivity
 
equals(Object) - Method in class com.opengamma.strata.pricer.fxopt.FxOptionVolatilitiesId
 
equals(Object) - Method in class com.opengamma.strata.pricer.fxopt.FxVolatilitySurfaceYearFractionParameterMetadata
 
equals(Object) - Method in class com.opengamma.strata.pricer.fxopt.InterpolatedStrikeSmileDeltaTermStructure
 
equals(Object) - Method in class com.opengamma.strata.pricer.fxopt.RecombiningTrinomialTreeData
 
equals(Object) - Method in class com.opengamma.strata.pricer.fxopt.SmileAndBucketedSensitivities
 
equals(Object) - Method in class com.opengamma.strata.pricer.fxopt.SmileDeltaParameters
 
equals(Object) - Method in class com.opengamma.strata.pricer.fxopt.VolatilityAndBucketedSensitivities
 
equals(Object) - Method in class com.opengamma.strata.pricer.index.IborFutureOptionSensitivity
 
equals(Object) - Method in class com.opengamma.strata.pricer.index.IborFutureOptionVolatilitiesId
 
equals(Object) - Method in class com.opengamma.strata.pricer.index.NormalIborFutureOptionExpirySimpleMoneynessVolatilities
 
equals(Object) - Method in class com.opengamma.strata.pricer.model.HullWhiteOneFactorPiecewiseConstantParameters
 
equals(Object) - Method in class com.opengamma.strata.pricer.model.HullWhiteOneFactorPiecewiseConstantParametersProvider
 
equals(Object) - Method in class com.opengamma.strata.pricer.model.SabrInterestRateParameters
 
equals(Object) - Method in class com.opengamma.strata.pricer.model.SabrParameters
 
equals(Object) - Method in class com.opengamma.strata.pricer.option.RawOptionData
 
equals(Object) - Method in class com.opengamma.strata.pricer.option.TenorRawOptionData
 
equals(Object) - Method in class com.opengamma.strata.pricer.rate.DiscountIborIndexRates
 
equals(Object) - Method in class com.opengamma.strata.pricer.rate.DiscountOvernightIndexRates
 
equals(Object) - Method in class com.opengamma.strata.pricer.rate.IborRateSensitivity
 
equals(Object) - Method in class com.opengamma.strata.pricer.rate.ImmutableRatesProvider
 
equals(Object) - Method in class com.opengamma.strata.pricer.rate.InflationRateSensitivity
 
equals(Object) - Method in class com.opengamma.strata.pricer.rate.OvernightRateSensitivity
 
equals(Object) - Method in class com.opengamma.strata.pricer.rate.SimpleIborIndexRates
 
equals(Object) - Method in class com.opengamma.strata.pricer.rate.SimplePriceIndexValues
 
equals(Object) - Method in class com.opengamma.strata.pricer.SimpleDiscountFactors
 
equals(Object) - Method in class com.opengamma.strata.pricer.swaption.BlackSwaptionExpiryTenorVolatilities
 
equals(Object) - Method in class com.opengamma.strata.pricer.swaption.NormalSwaptionExpirySimpleMoneynessVolatilities
 
equals(Object) - Method in class com.opengamma.strata.pricer.swaption.NormalSwaptionExpiryStrikeVolatilities
 
equals(Object) - Method in class com.opengamma.strata.pricer.swaption.NormalSwaptionExpiryTenorVolatilities
 
equals(Object) - Method in class com.opengamma.strata.pricer.swaption.SabrParametersSwaptionVolatilities
 
equals(Object) - Method in class com.opengamma.strata.pricer.swaption.SabrSwaptionDefinition
 
equals(Object) - Method in class com.opengamma.strata.pricer.swaption.SwaptionSabrSensitivity
 
equals(Object) - Method in class com.opengamma.strata.pricer.swaption.SwaptionSensitivity
 
equals(Object) - Method in class com.opengamma.strata.pricer.swaption.SwaptionSurfaceExpirySimpleMoneynessParameterMetadata
 
equals(Object) - Method in class com.opengamma.strata.pricer.swaption.SwaptionSurfaceExpiryStrikeParameterMetadata
 
equals(Object) - Method in class com.opengamma.strata.pricer.swaption.SwaptionSurfaceExpiryTenorParameterMetadata
 
equals(Object) - Method in class com.opengamma.strata.pricer.swaption.SwaptionVolatilitiesId
 
equals(Object) - Method in class com.opengamma.strata.pricer.ZeroRateDiscountFactors
 
equals(Object) - Method in class com.opengamma.strata.pricer.ZeroRatePeriodicDiscountFactors
 
equals(Object) - Method in class com.opengamma.strata.pricer.ZeroRateSensitivity
 
equals(Object) - Method in class com.opengamma.strata.product.bond.Bill
 
equals(Object) - Method in class com.opengamma.strata.product.bond.BillPosition
 
equals(Object) - Method in class com.opengamma.strata.product.bond.BillSecurity
 
equals(Object) - Method in class com.opengamma.strata.product.bond.BillTrade
 
equals(Object) - Method in class com.opengamma.strata.product.bond.BondFuture
 
equals(Object) - Method in class com.opengamma.strata.product.bond.BondFutureOption
 
equals(Object) - Method in class com.opengamma.strata.product.bond.BondFutureOptionPosition
 
equals(Object) - Method in class com.opengamma.strata.product.bond.BondFutureOptionSecurity
 
equals(Object) - Method in class com.opengamma.strata.product.bond.BondFutureOptionTrade
 
equals(Object) - Method in class com.opengamma.strata.product.bond.BondFuturePosition
 
equals(Object) - Method in class com.opengamma.strata.product.bond.BondFutureSecurity
 
equals(Object) - Method in class com.opengamma.strata.product.bond.BondFutureTrade
 
equals(Object) - Method in class com.opengamma.strata.product.bond.CapitalIndexedBond
 
equals(Object) - Method in class com.opengamma.strata.product.bond.CapitalIndexedBondPaymentPeriod
 
equals(Object) - Method in class com.opengamma.strata.product.bond.CapitalIndexedBondPosition
 
equals(Object) - Method in class com.opengamma.strata.product.bond.CapitalIndexedBondSecurity
 
equals(Object) - Method in class com.opengamma.strata.product.bond.CapitalIndexedBondTrade
 
equals(Object) - Method in class com.opengamma.strata.product.bond.FixedCouponBond
 
equals(Object) - Method in class com.opengamma.strata.product.bond.FixedCouponBondPaymentPeriod
 
equals(Object) - Method in class com.opengamma.strata.product.bond.FixedCouponBondPosition
 
equals(Object) - Method in class com.opengamma.strata.product.bond.FixedCouponBondSecurity
 
equals(Object) - Method in class com.opengamma.strata.product.bond.FixedCouponBondTrade
 
equals(Object) - Method in class com.opengamma.strata.product.bond.KnownAmountBondPaymentPeriod
 
equals(Object) - Method in class com.opengamma.strata.product.bond.ResolvedBill
 
equals(Object) - Method in class com.opengamma.strata.product.bond.ResolvedBillTrade
 
equals(Object) - Method in class com.opengamma.strata.product.bond.ResolvedBondFuture
 
equals(Object) - Method in class com.opengamma.strata.product.bond.ResolvedBondFutureOption
 
equals(Object) - Method in class com.opengamma.strata.product.bond.ResolvedBondFutureOptionTrade
 
equals(Object) - Method in class com.opengamma.strata.product.bond.ResolvedBondFutureTrade
 
equals(Object) - Method in class com.opengamma.strata.product.bond.ResolvedCapitalIndexedBond
 
equals(Object) - Method in class com.opengamma.strata.product.bond.ResolvedCapitalIndexedBondSettlement
 
equals(Object) - Method in class com.opengamma.strata.product.bond.ResolvedCapitalIndexedBondTrade
 
equals(Object) - Method in class com.opengamma.strata.product.bond.ResolvedFixedCouponBond
 
equals(Object) - Method in class com.opengamma.strata.product.bond.ResolvedFixedCouponBondSettlement
 
equals(Object) - Method in class com.opengamma.strata.product.bond.ResolvedFixedCouponBondTrade
 
equals(Object) - Method in class com.opengamma.strata.product.capfloor.IborCapFloor
 
equals(Object) - Method in class com.opengamma.strata.product.capfloor.IborCapFloorLeg
 
equals(Object) - Method in class com.opengamma.strata.product.capfloor.IborCapFloorTrade
 
equals(Object) - Method in class com.opengamma.strata.product.capfloor.IborCapletFloorletPeriod
 
equals(Object) - Method in class com.opengamma.strata.product.capfloor.ResolvedIborCapFloor
 
equals(Object) - Method in class com.opengamma.strata.product.capfloor.ResolvedIborCapFloorLeg
 
equals(Object) - Method in class com.opengamma.strata.product.capfloor.ResolvedIborCapFloorTrade
 
equals(Object) - Method in class com.opengamma.strata.product.cms.Cms
 
equals(Object) - Method in class com.opengamma.strata.product.cms.CmsLeg
 
equals(Object) - Method in class com.opengamma.strata.product.cms.CmsPeriod
 
equals(Object) - Method in class com.opengamma.strata.product.cms.CmsTrade
 
equals(Object) - Method in class com.opengamma.strata.product.cms.ResolvedCms
 
equals(Object) - Method in class com.opengamma.strata.product.cms.ResolvedCmsLeg
 
equals(Object) - Method in class com.opengamma.strata.product.cms.ResolvedCmsTrade
 
equals(Object) - Method in class com.opengamma.strata.product.common.ExchangeId
Checks if this identifier equals another identifier.
equals(Object) - Method in class com.opengamma.strata.product.credit.Cds
 
equals(Object) - Method in class com.opengamma.strata.product.credit.CdsCalibrationTrade
 
equals(Object) - Method in class com.opengamma.strata.product.credit.CdsIndex
 
equals(Object) - Method in class com.opengamma.strata.product.credit.CdsIndexCalibrationTrade
 
equals(Object) - Method in class com.opengamma.strata.product.credit.CdsIndexTrade
 
equals(Object) - Method in class com.opengamma.strata.product.credit.CdsQuote
 
equals(Object) - Method in class com.opengamma.strata.product.credit.CdsTrade
 
equals(Object) - Method in class com.opengamma.strata.product.credit.CreditCouponPaymentPeriod
 
equals(Object) - Method in class com.opengamma.strata.product.credit.ResolvedCds
 
equals(Object) - Method in class com.opengamma.strata.product.credit.ResolvedCdsIndex
 
equals(Object) - Method in class com.opengamma.strata.product.credit.ResolvedCdsIndexTrade
 
equals(Object) - Method in class com.opengamma.strata.product.credit.ResolvedCdsTrade
 
equals(Object) - Method in class com.opengamma.strata.product.credit.type.DatesCdsTemplate
 
equals(Object) - Method in class com.opengamma.strata.product.credit.type.ImmutableCdsConvention
 
equals(Object) - Method in class com.opengamma.strata.product.credit.type.TenorCdsTemplate
 
equals(Object) - Method in class com.opengamma.strata.product.deposit.IborFixingDeposit
 
equals(Object) - Method in class com.opengamma.strata.product.deposit.IborFixingDepositTrade
 
equals(Object) - Method in class com.opengamma.strata.product.deposit.ResolvedIborFixingDeposit
 
equals(Object) - Method in class com.opengamma.strata.product.deposit.ResolvedIborFixingDepositTrade
 
equals(Object) - Method in class com.opengamma.strata.product.deposit.ResolvedTermDeposit
 
equals(Object) - Method in class com.opengamma.strata.product.deposit.ResolvedTermDepositTrade
 
equals(Object) - Method in class com.opengamma.strata.product.deposit.TermDeposit
 
equals(Object) - Method in class com.opengamma.strata.product.deposit.TermDepositTrade
 
equals(Object) - Method in class com.opengamma.strata.product.deposit.type.IborFixingDepositTemplate
 
equals(Object) - Method in class com.opengamma.strata.product.deposit.type.ImmutableIborFixingDepositConvention
 
equals(Object) - Method in class com.opengamma.strata.product.deposit.type.ImmutableTermDepositConvention
 
equals(Object) - Method in class com.opengamma.strata.product.deposit.type.TermDepositTemplate
 
equals(Object) - Method in class com.opengamma.strata.product.dsf.Dsf
 
equals(Object) - Method in class com.opengamma.strata.product.dsf.DsfPosition
 
equals(Object) - Method in class com.opengamma.strata.product.dsf.DsfSecurity
 
equals(Object) - Method in class com.opengamma.strata.product.dsf.DsfTrade
 
equals(Object) - Method in class com.opengamma.strata.product.dsf.ResolvedDsf
 
equals(Object) - Method in class com.opengamma.strata.product.dsf.ResolvedDsfTrade
 
equals(Object) - Method in class com.opengamma.strata.product.etd.EtdContractSpec
 
equals(Object) - Method in class com.opengamma.strata.product.etd.EtdContractSpecId
Checks if this identifier equals another identifier.
equals(Object) - Method in class com.opengamma.strata.product.etd.EtdFuturePosition
 
equals(Object) - Method in class com.opengamma.strata.product.etd.EtdFutureSecurity
 
equals(Object) - Method in class com.opengamma.strata.product.etd.EtdFutureTrade
 
equals(Object) - Method in class com.opengamma.strata.product.etd.EtdOptionPosition
 
equals(Object) - Method in class com.opengamma.strata.product.etd.EtdOptionSecurity
 
equals(Object) - Method in class com.opengamma.strata.product.etd.EtdOptionTrade
 
equals(Object) - Method in class com.opengamma.strata.product.etd.EtdVariant
 
equals(Object) - Method in class com.opengamma.strata.product.fra.Fra
 
equals(Object) - Method in class com.opengamma.strata.product.fra.FraTrade
 
equals(Object) - Method in class com.opengamma.strata.product.fra.ResolvedFra
 
equals(Object) - Method in class com.opengamma.strata.product.fra.ResolvedFraTrade
 
equals(Object) - Method in class com.opengamma.strata.product.fra.type.FraTemplate
 
equals(Object) - Method in class com.opengamma.strata.product.fra.type.ImmutableFraConvention
 
equals(Object) - Method in class com.opengamma.strata.product.fx.FxNdf
 
equals(Object) - Method in class com.opengamma.strata.product.fx.FxNdfTrade
 
equals(Object) - Method in class com.opengamma.strata.product.fx.FxSingle
 
equals(Object) - Method in class com.opengamma.strata.product.fx.FxSingleTrade
 
equals(Object) - Method in class com.opengamma.strata.product.fx.FxSwap
 
equals(Object) - Method in class com.opengamma.strata.product.fx.FxSwapTrade
 
equals(Object) - Method in class com.opengamma.strata.product.fx.ResolvedFxNdf
 
equals(Object) - Method in class com.opengamma.strata.product.fx.ResolvedFxNdfTrade
 
equals(Object) - Method in class com.opengamma.strata.product.fx.ResolvedFxSingle
 
equals(Object) - Method in class com.opengamma.strata.product.fx.ResolvedFxSingleTrade
 
equals(Object) - Method in class com.opengamma.strata.product.fx.ResolvedFxSwap
 
equals(Object) - Method in class com.opengamma.strata.product.fx.ResolvedFxSwapTrade
 
equals(Object) - Method in class com.opengamma.strata.product.fx.type.FxSwapTemplate
 
equals(Object) - Method in class com.opengamma.strata.product.fx.type.ImmutableFxSwapConvention
 
equals(Object) - Method in class com.opengamma.strata.product.fxopt.FxSingleBarrierOption
 
equals(Object) - Method in class com.opengamma.strata.product.fxopt.FxSingleBarrierOptionTrade
 
equals(Object) - Method in class com.opengamma.strata.product.fxopt.FxVanillaOption
 
equals(Object) - Method in class com.opengamma.strata.product.fxopt.FxVanillaOptionTrade
 
equals(Object) - Method in class com.opengamma.strata.product.fxopt.ResolvedFxSingleBarrierOption
 
equals(Object) - Method in class com.opengamma.strata.product.fxopt.ResolvedFxSingleBarrierOptionTrade
 
equals(Object) - Method in class com.opengamma.strata.product.fxopt.ResolvedFxVanillaOption
 
equals(Object) - Method in class com.opengamma.strata.product.fxopt.ResolvedFxVanillaOptionTrade
 
equals(Object) - Method in class com.opengamma.strata.product.GenericSecurity
 
equals(Object) - Method in class com.opengamma.strata.product.GenericSecurityPosition
 
equals(Object) - Method in class com.opengamma.strata.product.GenericSecurityTrade
 
equals(Object) - Method in class com.opengamma.strata.product.index.IborFuture
 
equals(Object) - Method in class com.opengamma.strata.product.index.IborFutureOption
 
equals(Object) - Method in class com.opengamma.strata.product.index.IborFutureOptionPosition
 
equals(Object) - Method in class com.opengamma.strata.product.index.IborFutureOptionSecurity
 
equals(Object) - Method in class com.opengamma.strata.product.index.IborFutureOptionTrade
 
equals(Object) - Method in class com.opengamma.strata.product.index.IborFuturePosition
 
equals(Object) - Method in class com.opengamma.strata.product.index.IborFutureSecurity
 
equals(Object) - Method in class com.opengamma.strata.product.index.IborFutureTrade
 
equals(Object) - Method in class com.opengamma.strata.product.index.OvernightFuture
 
equals(Object) - Method in class com.opengamma.strata.product.index.OvernightFuturePosition
 
equals(Object) - Method in class com.opengamma.strata.product.index.OvernightFutureSecurity
 
equals(Object) - Method in class com.opengamma.strata.product.index.OvernightFutureTrade
 
equals(Object) - Method in class com.opengamma.strata.product.index.ResolvedIborFuture
 
equals(Object) - Method in class com.opengamma.strata.product.index.ResolvedIborFutureOption
 
equals(Object) - Method in class com.opengamma.strata.product.index.ResolvedIborFutureOptionTrade
 
equals(Object) - Method in class com.opengamma.strata.product.index.ResolvedIborFutureTrade
 
equals(Object) - Method in class com.opengamma.strata.product.index.ResolvedOvernightFuture
 
equals(Object) - Method in class com.opengamma.strata.product.index.ResolvedOvernightFutureTrade
 
equals(Object) - Method in class com.opengamma.strata.product.index.type.ImmutableIborFutureConvention
 
equals(Object) - Method in class com.opengamma.strata.product.LegalEntityId
Checks if this identifier equals another identifier.
equals(Object) - Method in class com.opengamma.strata.product.option.SimpleConstantContinuousBarrier
 
equals(Object) - Method in class com.opengamma.strata.product.payment.BulletPayment
 
equals(Object) - Method in class com.opengamma.strata.product.payment.BulletPaymentTrade
 
equals(Object) - Method in class com.opengamma.strata.product.payment.ResolvedBulletPayment
 
equals(Object) - Method in class com.opengamma.strata.product.payment.ResolvedBulletPaymentTrade
 
equals(Object) - Method in class com.opengamma.strata.product.PortfolioItemSummary
 
equals(Object) - Method in class com.opengamma.strata.product.PositionInfo
 
equals(Object) - Method in class com.opengamma.strata.product.rate.FixedRateComputation
 
equals(Object) - Method in class com.opengamma.strata.product.rate.IborAveragedFixing
 
equals(Object) - Method in class com.opengamma.strata.product.rate.IborAveragedRateComputation
 
equals(Object) - Method in class com.opengamma.strata.product.rate.IborInterpolatedRateComputation
 
equals(Object) - Method in class com.opengamma.strata.product.rate.IborRateComputation
 
equals(Object) - Method in class com.opengamma.strata.product.rate.InflationEndInterpolatedRateComputation
 
equals(Object) - Method in class com.opengamma.strata.product.rate.InflationEndMonthRateComputation
 
equals(Object) - Method in class com.opengamma.strata.product.rate.InflationInterpolatedRateComputation
 
equals(Object) - Method in class com.opengamma.strata.product.rate.InflationMonthlyRateComputation
 
equals(Object) - Method in class com.opengamma.strata.product.rate.OvernightAveragedDailyRateComputation
 
equals(Object) - Method in class com.opengamma.strata.product.rate.OvernightAveragedRateComputation
 
equals(Object) - Method in class com.opengamma.strata.product.rate.OvernightCompoundedRateComputation
 
equals(Object) - Method in class com.opengamma.strata.product.SecurityId
Checks if this identifier equals another identifier.
equals(Object) - Method in class com.opengamma.strata.product.SecurityInfo
 
equals(Object) - Method in class com.opengamma.strata.product.SecurityPosition
 
equals(Object) - Method in class com.opengamma.strata.product.SecurityPriceInfo
 
equals(Object) - Method in class com.opengamma.strata.product.SecurityTrade
 
equals(Object) - Method in class com.opengamma.strata.product.swap.FixedRateCalculation
 
equals(Object) - Method in class com.opengamma.strata.product.swap.FixedRateStubCalculation
 
equals(Object) - Method in class com.opengamma.strata.product.swap.FxReset
 
equals(Object) - Method in class com.opengamma.strata.product.swap.FxResetCalculation
 
equals(Object) - Method in class com.opengamma.strata.product.swap.FxResetNotionalExchange
 
equals(Object) - Method in class com.opengamma.strata.product.swap.IborRateCalculation
 
equals(Object) - Method in class com.opengamma.strata.product.swap.IborRateStubCalculation
 
equals(Object) - Method in class com.opengamma.strata.product.swap.ImmutableSwapIndex
 
equals(Object) - Method in class com.opengamma.strata.product.swap.InflationRateCalculation
 
equals(Object) - Method in class com.opengamma.strata.product.swap.KnownAmountNotionalSwapPaymentPeriod
 
equals(Object) - Method in class com.opengamma.strata.product.swap.KnownAmountSwapLeg
 
equals(Object) - Method in class com.opengamma.strata.product.swap.KnownAmountSwapPaymentPeriod
 
equals(Object) - Method in class com.opengamma.strata.product.swap.NotionalExchange
 
equals(Object) - Method in class com.opengamma.strata.product.swap.NotionalSchedule
 
equals(Object) - Method in class com.opengamma.strata.product.swap.OvernightRateCalculation
 
equals(Object) - Method in class com.opengamma.strata.product.swap.PaymentSchedule
 
equals(Object) - Method in class com.opengamma.strata.product.swap.RateAccrualPeriod
 
equals(Object) - Method in class com.opengamma.strata.product.swap.RateCalculationSwapLeg
 
equals(Object) - Method in class com.opengamma.strata.product.swap.RatePaymentPeriod
 
equals(Object) - Method in class com.opengamma.strata.product.swap.RatePeriodSwapLeg
 
equals(Object) - Method in class com.opengamma.strata.product.swap.ResetSchedule
 
equals(Object) - Method in class com.opengamma.strata.product.swap.ResolvedSwap
 
equals(Object) - Method in class com.opengamma.strata.product.swap.ResolvedSwapLeg
 
equals(Object) - Method in class com.opengamma.strata.product.swap.ResolvedSwapTrade
 
equals(Object) - Method in class com.opengamma.strata.product.swap.Swap
 
equals(Object) - Method in class com.opengamma.strata.product.swap.SwapTrade
 
equals(Object) - Method in class com.opengamma.strata.product.swap.type.FixedIborSwapTemplate
 
equals(Object) - Method in class com.opengamma.strata.product.swap.type.FixedInflationSwapTemplate
 
equals(Object) - Method in class com.opengamma.strata.product.swap.type.FixedOvernightSwapTemplate
 
equals(Object) - Method in class com.opengamma.strata.product.swap.type.FixedRateSwapLegConvention
 
equals(Object) - Method in class com.opengamma.strata.product.swap.type.IborIborSwapTemplate
 
equals(Object) - Method in class com.opengamma.strata.product.swap.type.IborRateSwapLegConvention
 
equals(Object) - Method in class com.opengamma.strata.product.swap.type.ImmutableFixedIborSwapConvention
 
equals(Object) - Method in class com.opengamma.strata.product.swap.type.ImmutableFixedInflationSwapConvention
 
equals(Object) - Method in class com.opengamma.strata.product.swap.type.ImmutableFixedOvernightSwapConvention
 
equals(Object) - Method in class com.opengamma.strata.product.swap.type.ImmutableIborIborSwapConvention
 
equals(Object) - Method in class com.opengamma.strata.product.swap.type.ImmutableOvernightIborSwapConvention
 
equals(Object) - Method in class com.opengamma.strata.product.swap.type.ImmutableThreeLegBasisSwapConvention
 
equals(Object) - Method in class com.opengamma.strata.product.swap.type.ImmutableXCcyIborIborSwapConvention
 
equals(Object) - Method in class com.opengamma.strata.product.swap.type.InflationRateSwapLegConvention
 
equals(Object) - Method in class com.opengamma.strata.product.swap.type.OvernightIborSwapTemplate
 
equals(Object) - Method in class com.opengamma.strata.product.swap.type.OvernightRateSwapLegConvention
 
equals(Object) - Method in class com.opengamma.strata.product.swap.type.ThreeLegBasisSwapTemplate
 
equals(Object) - Method in class com.opengamma.strata.product.swap.type.XCcyIborIborSwapTemplate
 
equals(Object) - Method in class com.opengamma.strata.product.swaption.CashSwaptionSettlement
 
equals(Object) - Method in class com.opengamma.strata.product.swaption.PhysicalSwaptionSettlement
 
equals(Object) - Method in class com.opengamma.strata.product.swaption.ResolvedSwaption
 
equals(Object) - Method in class com.opengamma.strata.product.swaption.ResolvedSwaptionTrade
 
equals(Object) - Method in class com.opengamma.strata.product.swaption.Swaption
 
equals(Object) - Method in class com.opengamma.strata.product.swaption.SwaptionTrade
 
equals(Object) - Method in class com.opengamma.strata.product.TradedPrice
 
equals(Object) - Method in class com.opengamma.strata.product.TradeInfo
 
equals(Object) - Method in class com.opengamma.strata.report.cashflow.CashFlowReport
 
equals(Object) - Method in class com.opengamma.strata.report.framework.format.FormatSettings
 
equals(Object) - Method in class com.opengamma.strata.report.ReportCalculationResults
 
equals(Object) - Method in class com.opengamma.strata.report.ReportRequirements
 
equals(Object) - Method in class com.opengamma.strata.report.trade.TradeReport
 
equals(Object) - Method in class com.opengamma.strata.report.trade.TradeReportColumn
 
equals(Object) - Method in class com.opengamma.strata.report.trade.TradeReportTemplate
 
equalWithTolerance(DoubleArray, double) - Method in class com.opengamma.strata.collect.array.DoubleArray
Checks if this array equals another within the specified tolerance.
equalWithTolerance(CrossGammaParameterSensitivities, double) - Method in class com.opengamma.strata.market.param.CrossGammaParameterSensitivities
Checks if this sensitivity equals another within the specified tolerance.
equalWithTolerance(CurrencyParameterSensitivities, double) - Method in class com.opengamma.strata.market.param.CurrencyParameterSensitivities
Checks if this sensitivity equals another within the specified tolerance.
equalWithTolerance(UnitParameterSensitivities, double) - Method in class com.opengamma.strata.market.param.UnitParameterSensitivities
Checks if this sensitivity equals another within the specified tolerance.
equalWithTolerance(PointSensitivities, double) - Method in class com.opengamma.strata.market.sensitivity.PointSensitivities
Checks if this sensitivity equals another within the specified tolerance.
equalZeroWithTolerance(double) - Method in class com.opengamma.strata.collect.array.DoubleArray
Checks if this array equals zero within the specified tolerance.
ES - Static variable in class com.opengamma.strata.basics.location.Country
The currency 'ES' - Spain.
ETD_FUTURE - Static variable in class com.opengamma.strata.product.ProductType
ETD_OPTION - Static variable in class com.opengamma.strata.product.ProductType
ETD_SCHEME - Static variable in class com.opengamma.strata.product.etd.EtdIdUtils
Scheme used for ETDs.
EtdContractCode - Class in com.opengamma.strata.product.etd
The contract code for an Exchange Traded Derivative (ETD).
EtdContractSpec - Class in com.opengamma.strata.product.etd
The contract specification defining an Exchange Traded Derivative (ETD) product.
EtdContractSpec.Meta - Class in com.opengamma.strata.product.etd
The meta-bean for EtdContractSpec.
EtdContractSpecBuilder - Class in com.opengamma.strata.product.etd
A builder for building instances of EtdContractSpec.
EtdContractSpecId - Class in com.opengamma.strata.product.etd
An identifier for an ETD product.
EtdExpiryType - Enum in com.opengamma.strata.product.etd
The expiry type of an Exchange Traded Derivative (ETD) product.
EtdFuturePosition - Class in com.opengamma.strata.product.etd
A position in an ETD future, where the security is embedded ready for mark-to-market pricing.
EtdFuturePosition.Builder - Class in com.opengamma.strata.product.etd
The bean-builder for EtdFuturePosition.
EtdFuturePosition.Meta - Class in com.opengamma.strata.product.etd
The meta-bean for EtdFuturePosition.
EtdFutureSecurity - Class in com.opengamma.strata.product.etd
An instrument representing an exchange traded derivative (ETD) future.
EtdFutureSecurity.Builder - Class in com.opengamma.strata.product.etd
The bean-builder for EtdFutureSecurity.
EtdFutureSecurity.Meta - Class in com.opengamma.strata.product.etd
The meta-bean for EtdFutureSecurity.
EtdFutureTrade - Class in com.opengamma.strata.product.etd
A trade representing an ETD future.
EtdFutureTrade.Builder - Class in com.opengamma.strata.product.etd
The bean-builder for EtdFutureTrade.
EtdFutureTrade.Meta - Class in com.opengamma.strata.product.etd
The meta-bean for EtdFutureTrade.
EtdIdUtils - Class in com.opengamma.strata.product.etd
A utility for generating ETD identifiers.
EtdOptionPosition - Class in com.opengamma.strata.product.etd
A position in an ETD option, where the security is embedded ready for mark-to-market pricing.
EtdOptionPosition.Builder - Class in com.opengamma.strata.product.etd
The bean-builder for EtdOptionPosition.
EtdOptionPosition.Meta - Class in com.opengamma.strata.product.etd
The meta-bean for EtdOptionPosition.
EtdOptionSecurity - Class in com.opengamma.strata.product.etd
An instrument representing an exchange traded derivative (ETD) option.
EtdOptionSecurity.Builder - Class in com.opengamma.strata.product.etd
The bean-builder for EtdOptionSecurity.
EtdOptionSecurity.Meta - Class in com.opengamma.strata.product.etd
The meta-bean for EtdOptionSecurity.
EtdOptionTrade - Class in com.opengamma.strata.product.etd
A trade representing an ETD option.
EtdOptionTrade.Builder - Class in com.opengamma.strata.product.etd
The bean-builder for EtdOptionTrade.
EtdOptionTrade.Meta - Class in com.opengamma.strata.product.etd
The meta-bean for EtdOptionTrade.
EtdOptionType - Enum in com.opengamma.strata.product.etd
The option expiry type, 'American' or 'European'.
EtdPosition - Interface in com.opengamma.strata.product.etd
A position in an ETD, where the security is embedded ready for mark-to-market pricing.
EtdSecurity - Interface in com.opengamma.strata.product.etd
An instrument representing an exchange traded derivative (ETD).
EtdSettlementType - Enum in com.opengamma.strata.product.etd
The type of an Exchange Traded Derivative (ETD) settlement.
EtdType - Enum in com.opengamma.strata.product.etd
The type of an Exchange Traded Derivative (ETD) product, either a future or an option.
EtdVariant - Class in com.opengamma.strata.product.etd
The variant of an exchange traded derivative (ETD).
EU - Static variable in class com.opengamma.strata.basics.location.Country
The region of 'EU' - Europe (special status in ISO-3166).
EU_AI_CPI - Static variable in class com.opengamma.strata.basics.index.PriceIndices
The consumer price index for Europe, "Non-revised Harmonised Index of Consumer Prices All Items".
EU_EXT_CPI - Static variable in class com.opengamma.strata.basics.index.FloatingRateNames
Constant for EU-EXT-CPI Price index.
EU_EXT_CPI - Static variable in class com.opengamma.strata.basics.index.PriceIndices
The consumer price index for Europe, "Non-revised Harmonised Index of Consumer Prices Excluding Tobacco".
EUR - Static variable in class com.opengamma.strata.basics.currency.Currency
The currency 'EUR' - Euro.
EUR_CHF_ECB - Static variable in class com.opengamma.strata.basics.index.FxIndices
The FX index for conversion from EUR to CHF, as defined by the European Central Bank "Euro foreign exchange reference rates".
EUR_DEPOSIT_T2 - Static variable in class com.opengamma.strata.product.deposit.type.TermDepositConventions
The 'EUR-Deposit-T2' term deposit convention with T+2 settlement date.
EUR_EONIA - Static variable in class com.opengamma.strata.basics.index.FloatingRateNames
Constant for EUR-EONIA Overnight index.
EUR_EONIA - Static variable in class com.opengamma.strata.basics.index.OvernightIndices
The EONIA index for EUR.
EUR_EURIBOR - Static variable in class com.opengamma.strata.basics.index.FloatingRateNames
Constant for EUR-EURIBOR.
EUR_EURIBOR_1100_10Y - Static variable in class com.opengamma.strata.product.swap.SwapIndices
EUR Rates 1100 for tenor of 10 years.
EUR_EURIBOR_1100_12Y - Static variable in class com.opengamma.strata.product.swap.SwapIndices
EUR Rates 1100 for tenor of 12 years.
EUR_EURIBOR_1100_15Y - Static variable in class com.opengamma.strata.product.swap.SwapIndices
EUR Rates 1100 for tenor of 15 years.
EUR_EURIBOR_1100_1Y - Static variable in class com.opengamma.strata.product.swap.SwapIndices
EUR Rates 1100 for tenor of 1 year.
EUR_EURIBOR_1100_20Y - Static variable in class com.opengamma.strata.product.swap.SwapIndices
EUR Rates 1100 for tenor of 20 years.
EUR_EURIBOR_1100_25Y - Static variable in class com.opengamma.strata.product.swap.SwapIndices
EUR Rates 1100 for tenor of 25 years.
EUR_EURIBOR_1100_2Y - Static variable in class com.opengamma.strata.product.swap.SwapIndices
EUR Rates 1100 for tenor of 2 years.
EUR_EURIBOR_1100_30Y - Static variable in class com.opengamma.strata.product.swap.SwapIndices
EUR Rates 1100 for tenor of 30 years.
EUR_EURIBOR_1100_3Y - Static variable in class com.opengamma.strata.product.swap.SwapIndices
EUR Rates 1100 for tenor of 3 years.
EUR_EURIBOR_1100_4Y - Static variable in class com.opengamma.strata.product.swap.SwapIndices
EUR Rates 1100 for tenor of 4 years.
EUR_EURIBOR_1100_5Y - Static variable in class com.opengamma.strata.product.swap.SwapIndices
EUR Rates 1100 for tenor of 5 years.
EUR_EURIBOR_1100_6Y - Static variable in class com.opengamma.strata.product.swap.SwapIndices
EUR Rates 1100 for tenor of 6 years.
EUR_EURIBOR_1100_7Y - Static variable in class com.opengamma.strata.product.swap.SwapIndices
EUR Rates 1100 for tenor of 7 years.
EUR_EURIBOR_1100_8Y - Static variable in class com.opengamma.strata.product.swap.SwapIndices
EUR Rates 1100 for tenor of 8 years.
EUR_EURIBOR_1100_9Y - Static variable in class com.opengamma.strata.product.swap.SwapIndices
EUR Rates 1100 for tenor of 9 years.
EUR_EURIBOR_1200_10Y - Static variable in class com.opengamma.strata.product.swap.SwapIndices
EUR Rates 1200 for tenor of 10 years.
EUR_EURIBOR_1200_12Y - Static variable in class com.opengamma.strata.product.swap.SwapIndices
EUR Rates 1200 for tenor of 12 years.
EUR_EURIBOR_1200_15Y - Static variable in class com.opengamma.strata.product.swap.SwapIndices
EUR Rates 1200 for tenor of 15 years.
EUR_EURIBOR_1200_1Y - Static variable in class com.opengamma.strata.product.swap.SwapIndices
EUR Rates 1200 for tenor of 1 year.
EUR_EURIBOR_1200_20Y - Static variable in class com.opengamma.strata.product.swap.SwapIndices
EUR Rates 1200 for tenor of 20 years.
EUR_EURIBOR_1200_25Y - Static variable in class com.opengamma.strata.product.swap.SwapIndices
EUR Rates 1200 for tenor of 25 years.
EUR_EURIBOR_1200_2Y - Static variable in class com.opengamma.strata.product.swap.SwapIndices
EUR Rates 1200 for tenor of 2 years.
EUR_EURIBOR_1200_30Y - Static variable in class com.opengamma.strata.product.swap.SwapIndices
EUR Rates 1200 for tenor of 30 years.
EUR_EURIBOR_1200_3Y - Static variable in class com.opengamma.strata.product.swap.SwapIndices
EUR Rates 1200 for tenor of 3 years.
EUR_EURIBOR_1200_4Y - Static variable in class com.opengamma.strata.product.swap.SwapIndices
EUR Rates 1200 for tenor of 4 years.
EUR_EURIBOR_1200_5Y - Static variable in class com.opengamma.strata.product.swap.SwapIndices
EUR Rates 1200 for tenor of 5 years.
EUR_EURIBOR_1200_6Y - Static variable in class com.opengamma.strata.product.swap.SwapIndices
EUR Rates 1200 for tenor of 6 years.
EUR_EURIBOR_1200_7Y - Static variable in class com.opengamma.strata.product.swap.SwapIndices
EUR Rates 1200 for tenor of 7 years.
EUR_EURIBOR_1200_8Y - Static variable in class com.opengamma.strata.product.swap.SwapIndices
EUR Rates 1200 for tenor of 8 years.
EUR_EURIBOR_1200_9Y - Static variable in class com.opengamma.strata.product.swap.SwapIndices
EUR Rates 1200 for tenor of 9 years.
EUR_EURIBOR_12M - Static variable in class com.opengamma.strata.basics.index.IborIndices
The 12 month EURIBOR index.
EUR_EURIBOR_1M - Static variable in class com.opengamma.strata.basics.index.IborIndices
The 1 month EURIBOR index.
EUR_EURIBOR_1W - Static variable in class com.opengamma.strata.basics.index.IborIndices
The 1 week EURIBOR index.
EUR_EURIBOR_2M - Static variable in class com.opengamma.strata.basics.index.IborIndices
The 2 month EURIBOR index.
EUR_EURIBOR_2W - Static variable in class com.opengamma.strata.basics.index.IborIndices
The 2 week EURIBOR index.
EUR_EURIBOR_3M - Static variable in class com.opengamma.strata.basics.index.IborIndices
The 3 month EURIBOR index.
EUR_EURIBOR_3M_MONTHLY_IMM - Static variable in class com.opengamma.strata.product.index.type.IborFutureConventions
The 'EUR-EURIBOR-3M-Monthly-IMM' convention.
EUR_EURIBOR_3M_QUARTERLY_IMM - Static variable in class com.opengamma.strata.product.index.type.IborFutureConventions
The 'EUR-EURIBOR-3M-Quarterly-IMM' convention.
EUR_EURIBOR_3M_USD_LIBOR_3M - Static variable in class com.opengamma.strata.product.swap.type.XCcyIborIborSwapConventions
The 'EUR-EURIBOR-3M-USD-LIBOR-3M' swap convention.
EUR_EURIBOR_6M - Static variable in class com.opengamma.strata.basics.index.IborIndices
The 6 month EURIBOR index.
EUR_EURIBOR_9M - Static variable in class com.opengamma.strata.basics.index.IborIndices
The 9 month EURIBOR index.
EUR_FIXED_1Y_EONIA_OIS - Static variable in class com.opengamma.strata.product.swap.type.FixedOvernightSwapConventions
The 'EUR-FIXED-1Y-EONIA_OIS' swap convention.
EUR_FIXED_1Y_EURIBOR_3M - Static variable in class com.opengamma.strata.product.swap.type.FixedIborSwapConventions
The 'EUR-FIXED-1Y-EURIBOR-3M' swap convention.
EUR_FIXED_1Y_EURIBOR_3M_EURIBOR_6M - Static variable in class com.opengamma.strata.product.swap.type.ThreeLegBasisSwapConventions
The 'EUR-FIXED-1Y-EURIBOR-3M-EURIBOR-6M' swap convention.
EUR_FIXED_1Y_EURIBOR_6M - Static variable in class com.opengamma.strata.product.swap.type.FixedIborSwapConventions
The 'EUR-FIXED-1Y-EURIBOR-6M' swap convention.
EUR_FIXED_1Y_LIBOR_3M - Static variable in class com.opengamma.strata.product.swap.type.FixedIborSwapConventions
The 'EUR-FIXED-1Y-LIBOR-3M' swap convention.
EUR_FIXED_1Y_LIBOR_6M - Static variable in class com.opengamma.strata.product.swap.type.FixedIborSwapConventions
The 'EUR-FIXED-1Y-LIBOR-6M' swap convention.
EUR_FIXED_TERM_EONIA_OIS - Static variable in class com.opengamma.strata.product.swap.type.FixedOvernightSwapConventions
The 'EUR-FIXED-TERM-EONIA-OIS' swap convention.
EUR_FIXED_ZC_EU_AI_CPI - Static variable in class com.opengamma.strata.product.swap.type.FixedInflationSwapConventions
Euro vanilla fixed vs Europe CPI swap.
EUR_FIXED_ZC_EU_EXT_CPI - Static variable in class com.opengamma.strata.product.swap.type.FixedInflationSwapConventions
Euro vanilla fixed vs Europe (Excluding Tobacco) CPI swap.
EUR_FIXED_ZC_FR_CPI - Static variable in class com.opengamma.strata.product.swap.type.FixedInflationSwapConventions
Euro vanilla fixed vs France CPI swap.
EUR_GB_STANDARD - Static variable in class com.opengamma.strata.product.credit.type.CdsConventions
EUR-dominated standardized credit default swap.
EUR_GBP - Static variable in class com.opengamma.strata.product.fx.type.FxSwapConventions
The "EUR/GBP" FX Swap convention.
EUR_GBP - Static variable in class com.opengamma.strata.product.fx.type.StandardFxSwapConventions
EUR/GBP convention with 2 days spot date.
EUR_GBP_ECB - Static variable in class com.opengamma.strata.basics.index.FxIndices
The FX index for conversion from EUR to GBP, as defined by the European Central Bank "Euro foreign exchange reference rates".
EUR_JPY_ECB - Static variable in class com.opengamma.strata.basics.index.FxIndices
The FX index for conversion from EUR to JPY, as defined by the European Central Bank "Euro foreign exchange reference rates".
EUR_LIBOR - Static variable in class com.opengamma.strata.basics.index.FloatingRateNames
Constant for EUR-LIBOR.
EUR_LIBOR_12M - Static variable in class com.opengamma.strata.basics.index.IborIndices
The 12 month LIBOR index for EUR.
EUR_LIBOR_1M - Static variable in class com.opengamma.strata.basics.index.IborIndices
The 1 month LIBOR index for EUR.
EUR_LIBOR_1W - Static variable in class com.opengamma.strata.basics.index.IborIndices
The 1 week LIBOR index for EUR.
EUR_LIBOR_2M - Static variable in class com.opengamma.strata.basics.index.IborIndices
The 2 month LIBOR index for EUR.
EUR_LIBOR_3M - Static variable in class com.opengamma.strata.basics.index.IborIndices
The 3 month LIBOR index for EUR.
EUR_LIBOR_6M - Static variable in class com.opengamma.strata.basics.index.IborIndices
The 6 month LIBOR index for EUR.
EUR_SHORT_DEPOSIT_T0 - Static variable in class com.opengamma.strata.product.deposit.type.TermDepositConventions
The 'EUR-ShortDeposit-T0' term deposit convention with T+0 settlement date.
EUR_SHORT_DEPOSIT_T1 - Static variable in class com.opengamma.strata.product.deposit.type.TermDepositConventions
The 'EUR-ShortDeposit-T1' term deposit convention with T+1 settlement date This has the following business day convention and is typically used for T/N.
EUR_SHORT_DEPOSIT_T2 - Static variable in class com.opengamma.strata.product.deposit.type.TermDepositConventions
The 'EUR-ShortDeposit-T2' term deposit convention with T+2 settlement date This has the following business day convention and is typically used for deposits up to one month.
EUR_STANDARD - Static variable in class com.opengamma.strata.product.credit.type.CdsConventions
EUR-dominated standardized credit default swap.
EUR_USD - Static variable in class com.opengamma.strata.product.fx.type.FxSwapConventions
The "EUR/USD" FX Swap convention.
EUR_USD - Static variable in class com.opengamma.strata.product.fx.type.StandardFxSwapConventions
EUR/USD convention with 2 days spot date.
EUR_USD_ECB - Static variable in class com.opengamma.strata.basics.index.FxIndices
The FX index for conversion from EUR to USD, as defined by the European Central Bank "Euro foreign exchange reference rates".
EUR_USD_WM - Static variable in class com.opengamma.strata.basics.index.FxIndices
The FX index for conversion from EUR to GBP, as defined by the WM company "Closing Spot rates".
EUTA - Static variable in class com.opengamma.strata.basics.date.HolidayCalendarIds
An identifier for the holiday calendar of the European Union TARGET system, with code 'EUTA'.
evaluate(Bean, CalculationFunctions, String, List<String>) - Method in class com.opengamma.strata.report.framework.expression.BeanTokenEvaluator
 
evaluate(CurrencyAmount, CalculationFunctions, String, List<String>) - Method in class com.opengamma.strata.report.framework.expression.CurrencyAmountTokenEvaluator
 
evaluate(CurrencyParameterSensitivities, CalculationFunctions, String, List<String>) - Method in class com.opengamma.strata.report.framework.expression.CurrencyParameterSensitivitiesTokenEvaluator
 
evaluate(CurrencyParameterSensitivity, CalculationFunctions, String, List<String>) - Method in class com.opengamma.strata.report.framework.expression.CurrencyParameterSensitivityTokenEvaluator
 
evaluate(Iterable<?>, CalculationFunctions, String, List<String>) - Method in class com.opengamma.strata.report.framework.expression.IterableTokenEvaluator
 
evaluate(Map<?, ?>, CalculationFunctions, String, List<String>) - Method in class com.opengamma.strata.report.framework.expression.MapTokenEvaluator
 
evaluate(Position, CalculationFunctions, String, List<String>) - Method in class com.opengamma.strata.report.framework.expression.PositionTokenEvaluator
 
evaluate(Security, CalculationFunctions, String, List<String>) - Method in class com.opengamma.strata.report.framework.expression.SecurityTokenEvaluator
 
evaluate(T, CalculationFunctions, String, List<String>) - Method in class com.opengamma.strata.report.framework.expression.TokenEvaluator
Evaluates a token against a given object.
evaluate(Trade, CalculationFunctions, String, List<String>) - Method in class com.opengamma.strata.report.framework.expression.TradeTokenEvaluator
 
evaluate(String, ReportCalculationResults) - Static method in class com.opengamma.strata.report.framework.expression.ValuePathEvaluator
Evaluates a value path against a set of results, returning the resolved result for each trade.
EvaluationResult - Class in com.opengamma.strata.report.framework.expression
The result of a TokenEvaluator evaluating an expression against an object.
eventsPerYear() - Method in class com.opengamma.strata.basics.schedule.Frequency
Calculates the number of events that occur in a year.
eventsPerYearEstimate() - Method in class com.opengamma.strata.basics.schedule.Frequency
Estimates the number of events that occur in a year.
exactDivide(Frequency) - Method in class com.opengamma.strata.basics.schedule.Frequency
Exactly divides this frequency by another.
EXCEPTION - Static variable in class com.opengamma.strata.market.curve.interpolator.CurveExtrapolators
Extrapolator that throws an exception if extrapolation is attempted.
EXCEPTION_MESSAGE_ATTRIBUTE - Static variable in class com.opengamma.strata.collect.result.FailureItem
Attribute used to store the exception message.
EXCHANGE_FIELD - Static variable in class com.opengamma.strata.loader.csv.CsvLoaderUtils
The column name for the exchange.
ExchangeId - Class in com.opengamma.strata.product.common
An identifier for an exchange based on the ISO Market Identifier Code (MIC).
exchangeId() - Method in class com.opengamma.strata.product.etd.EtdContractSpec.Meta
The meta-property for the exchangeId property.
exchangeId(ExchangeId) - Method in class com.opengamma.strata.product.etd.EtdContractSpecBuilder
Sets the ID of the exchange where the instruments derived from the contract specification are traded.
ExchangeIds - Class in com.opengamma.strata.product.common
Identifiers for common exchanges.
exCouponPeriod(DaysAdjustment) - Method in class com.opengamma.strata.product.bond.CapitalIndexedBond.Builder
Sets ex-coupon period.
exCouponPeriod() - Method in class com.opengamma.strata.product.bond.CapitalIndexedBond.Meta
The meta-property for the exCouponPeriod property.
exCouponPeriod(DaysAdjustment) - Method in class com.opengamma.strata.product.bond.CapitalIndexedBondSecurity.Builder
Sets ex-coupon period.
exCouponPeriod() - Method in class com.opengamma.strata.product.bond.CapitalIndexedBondSecurity.Meta
The meta-property for the exCouponPeriod property.
exCouponPeriod(DaysAdjustment) - Method in class com.opengamma.strata.product.bond.FixedCouponBond.Builder
Sets ex-coupon period.
exCouponPeriod() - Method in class com.opengamma.strata.product.bond.FixedCouponBond.Meta
The meta-property for the exCouponPeriod property.
exCouponPeriod(DaysAdjustment) - Method in class com.opengamma.strata.product.bond.FixedCouponBondSecurity.Builder
Sets ex-coupon period.
exCouponPeriod() - Method in class com.opengamma.strata.product.bond.FixedCouponBondSecurity.Meta
The meta-property for the exCouponPeriod property.
execute(ScenarioMarketData, ReferenceData) - Method in class com.opengamma.strata.calc.runner.CalculationTask
Executes the task, performing calculations for the target using multiple sets of market data.
EXERCISE_PRICE_FIELD - Static variable in class com.opengamma.strata.loader.csv.CsvLoaderUtils
The column name for the option strike price.
EXERCISE_STYLE_FIELD - Static variable in class com.opengamma.strata.loader.csv.CsvLoaderUtils
The column name for the exercise style.
EXPECTED_LOSS - Static variable in class com.opengamma.strata.measure.credit.CreditMeasures
Measure representing the expected value of protection settlement.
expectedLoss(ResolvedCds, CreditRatesProvider) - Method in class com.opengamma.strata.pricer.credit.IsdaCdsProductPricer
Calculates the expected loss of the CDS product.
expectedLoss(ResolvedCdsTrade, CreditRatesProvider) - Method in class com.opengamma.strata.pricer.credit.IsdaCdsTradePricer
Calculates the expected loss of the underlying product.
expectedLoss(ResolvedCdsIndex, CreditRatesProvider) - Method in class com.opengamma.strata.pricer.credit.IsdaHomogenousCdsIndexProductPricer
Calculates the expected loss of the CDS index product.
expectedLoss(ResolvedCdsIndexTrade, CreditRatesProvider) - Method in class com.opengamma.strata.pricer.credit.IsdaHomogenousCdsIndexTradePricer
Calculates the expected loss of the underlying product.
expiry() - Method in class com.opengamma.strata.pricer.bond.BondFutureOptionSensitivity.Meta
The meta-property for the expiry property.
expiry() - Method in class com.opengamma.strata.pricer.capfloor.IborCapletFloorletSabrSensitivity.Meta
The meta-property for the expiry property.
expiry() - Method in class com.opengamma.strata.pricer.capfloor.IborCapletFloorletSensitivity.Meta
The meta-property for the expiry property.
expiry() - Method in class com.opengamma.strata.pricer.fxopt.FxOptionSensitivity.Meta
The meta-property for the expiry property.
expiry() - Method in class com.opengamma.strata.pricer.fxopt.SmileDeltaParameters.Meta
The meta-property for the expiry property.
expiry() - Method in class com.opengamma.strata.pricer.index.IborFutureOptionSensitivity.Meta
The meta-property for the expiry property.
expiry() - Method in class com.opengamma.strata.pricer.swaption.SwaptionSabrSensitivity.Meta
The meta-property for the expiry property.
expiry() - Method in class com.opengamma.strata.pricer.swaption.SwaptionSensitivity.Meta
The meta-property for the expiry property.
expiry(ZonedDateTime) - Method in class com.opengamma.strata.product.bond.ResolvedBondFutureOption.Builder
Sets the expiry of the option.
expiry() - Method in class com.opengamma.strata.product.bond.ResolvedBondFutureOption.Meta
The meta-property for the expiry property.
expiry(YearMonth) - Method in class com.opengamma.strata.product.etd.EtdFutureSecurity.Builder
Sets the year-month of the expiry.
expiry() - Method in class com.opengamma.strata.product.etd.EtdFutureSecurity.Meta
The meta-property for the expiry property.
expiry(YearMonth) - Method in class com.opengamma.strata.product.etd.EtdOptionSecurity.Builder
Sets the year-month of the expiry.
expiry() - Method in class com.opengamma.strata.product.etd.EtdOptionSecurity.Meta
The meta-property for the expiry property.
expiry(ZonedDateTime) - Method in class com.opengamma.strata.product.fxopt.ResolvedFxVanillaOption.Builder
Sets the expiry date-time of the option.
expiry() - Method in class com.opengamma.strata.product.fxopt.ResolvedFxVanillaOption.Meta
The meta-property for the expiry property.
expiry(ZonedDateTime) - Method in class com.opengamma.strata.product.index.ResolvedIborFutureOption.Builder
Sets the expiry of the option.
expiry() - Method in class com.opengamma.strata.product.index.ResolvedIborFutureOption.Meta
The meta-property for the expiry property.
expiry(ZonedDateTime) - Method in class com.opengamma.strata.product.swaption.ResolvedSwaption.Builder
Sets the expiry date-time of the option.
expiry() - Method in class com.opengamma.strata.product.swaption.ResolvedSwaption.Meta
The meta-property for the expiry property.
EXPIRY_DAY_FIELD - Static variable in class com.opengamma.strata.loader.csv.CsvLoaderUtils
The column name for the expiry day.
EXPIRY_FIELD - Static variable in class com.opengamma.strata.loader.csv.CsvLoaderUtils
The column name for the expiry month/year.
EXPIRY_WEEK_FIELD - Static variable in class com.opengamma.strata.loader.csv.CsvLoaderUtils
The column name for the expiry week.
expiryDate(LocalDate) - Method in class com.opengamma.strata.product.bond.BondFutureOption.Builder
Sets the expiry date of the option.
expiryDate() - Method in class com.opengamma.strata.product.bond.BondFutureOption.Meta
The meta-property for the expiryDate property.
expiryDate(LocalDate) - Method in class com.opengamma.strata.product.bond.BondFutureOptionSecurity.Builder
Sets the expiry date of the option.
expiryDate() - Method in class com.opengamma.strata.product.bond.BondFutureOptionSecurity.Meta
The meta-property for the expiryDate property.
expiryDate(LocalDate) - Method in class com.opengamma.strata.product.fxopt.FxVanillaOption.Builder
Sets the expiry date of the option.
expiryDate() - Method in class com.opengamma.strata.product.fxopt.FxVanillaOption.Meta
The meta-property for the expiryDate property.
expiryDate(LocalDate) - Method in class com.opengamma.strata.product.index.IborFutureOption.Builder
Sets the expiry date of the option.
expiryDate() - Method in class com.opengamma.strata.product.index.IborFutureOption.Meta
The meta-property for the expiryDate property.
expiryDate(LocalDate) - Method in class com.opengamma.strata.product.index.IborFutureOptionSecurity.Builder
Sets the expiry date of the option.
expiryDate() - Method in class com.opengamma.strata.product.index.IborFutureOptionSecurity.Meta
The meta-property for the expiryDate property.
expiryDate(AdjustableDate) - Method in class com.opengamma.strata.product.swaption.Swaption.Builder
Sets the expiry date of the option.
expiryDate() - Method in class com.opengamma.strata.product.swaption.Swaption.Meta
The meta-property for the expiryDate property.
expiryDateOffset(DaysAdjustment) - Method in class com.opengamma.strata.measure.fxopt.FxOptionVolatilitiesNode.Builder
Sets the offset of the expiry date from the delivery date.
expiryDateOffset() - Method in class com.opengamma.strata.measure.fxopt.FxOptionVolatilitiesNode.Meta
The meta-property for the expiryDateOffset property.
expiryTime(LocalTime) - Method in class com.opengamma.strata.product.bond.BondFutureOption.Builder
Sets the expiry time of the option.
expiryTime() - Method in class com.opengamma.strata.product.bond.BondFutureOption.Meta
The meta-property for the expiryTime property.
expiryTime(LocalTime) - Method in class com.opengamma.strata.product.bond.BondFutureOptionSecurity.Builder
Sets the expiry time of the option.
expiryTime() - Method in class com.opengamma.strata.product.bond.BondFutureOptionSecurity.Meta
The meta-property for the expiryTime property.
expiryTime(LocalTime) - Method in class com.opengamma.strata.product.fxopt.FxVanillaOption.Builder
Sets the expiry time of the option.
expiryTime() - Method in class com.opengamma.strata.product.fxopt.FxVanillaOption.Meta
The meta-property for the expiryTime property.
expiryTime(LocalTime) - Method in class com.opengamma.strata.product.index.IborFutureOption.Builder
Sets the expiry time of the option.
expiryTime() - Method in class com.opengamma.strata.product.index.IborFutureOption.Meta
The meta-property for the expiryTime property.
expiryTime(LocalTime) - Method in class com.opengamma.strata.product.index.IborFutureOptionSecurity.Builder
Sets the expiry time of the option.
expiryTime() - Method in class com.opengamma.strata.product.index.IborFutureOptionSecurity.Meta
The meta-property for the expiryTime property.
expiryTime(LocalTime) - Method in class com.opengamma.strata.product.swaption.Swaption.Builder
Sets the expiry time of the option.
expiryTime() - Method in class com.opengamma.strata.product.swaption.Swaption.Meta
The meta-property for the expiryTime property.
expiryZone(ZoneId) - Method in class com.opengamma.strata.product.bond.BondFutureOption.Builder
Sets the time-zone of the expiry time.
expiryZone() - Method in class com.opengamma.strata.product.bond.BondFutureOption.Meta
The meta-property for the expiryZone property.
expiryZone(ZoneId) - Method in class com.opengamma.strata.product.bond.BondFutureOptionSecurity.Builder
Sets the time-zone of the expiry time.
expiryZone() - Method in class com.opengamma.strata.product.bond.BondFutureOptionSecurity.Meta
The meta-property for the expiryZone property.
expiryZone(ZoneId) - Method in class com.opengamma.strata.product.fxopt.FxVanillaOption.Builder
Sets the time-zone of the expiry time.
expiryZone() - Method in class com.opengamma.strata.product.fxopt.FxVanillaOption.Meta
The meta-property for the expiryZone property.
expiryZone(ZoneId) - Method in class com.opengamma.strata.product.index.IborFutureOption.Builder
Sets the time-zone of the expiry time.
expiryZone() - Method in class com.opengamma.strata.product.index.IborFutureOption.Meta
The meta-property for the expiryZone property.
expiryZone(ZoneId) - Method in class com.opengamma.strata.product.index.IborFutureOptionSecurity.Builder
Sets the time-zone of the expiry time.
expiryZone() - Method in class com.opengamma.strata.product.index.IborFutureOptionSecurity.Meta
The meta-property for the expiryZone property.
expiryZone(ZoneId) - Method in class com.opengamma.strata.product.swaption.Swaption.Builder
Sets the time-zone of the expiry time.
expiryZone() - Method in class com.opengamma.strata.product.swaption.Swaption.Meta
The meta-property for the expiryZone property.
EXPLAIN_PRESENT_VALUE - Static variable in class com.opengamma.strata.measure.Measures
Measure representing a break-down of the present value calculation on the target.
ExplainKey<T> - Class in com.opengamma.strata.market.explain
A key for the map of explanatory values.
ExplainMap - Class in com.opengamma.strata.market.explain
A map of explanatory values.
ExplainMap.Meta - Class in com.opengamma.strata.market.explain
The meta-bean for ExplainMap.
ExplainMapBuilder - Class in com.opengamma.strata.market.explain
A builder for the map of explanatory values.
explainPresentValue(ResolvedFraTrade, RatesMarketDataLookup, ScenarioMarketData) - Method in class com.opengamma.strata.measure.fra.FraTradeCalculations
Explains the present value calculation across one or more scenarios.
explainPresentValue(ResolvedFraTrade, RatesProvider) - Method in class com.opengamma.strata.measure.fra.FraTradeCalculations
Explains the present value calculation for a single set of market data.
explainPresentValue(ResolvedSwapTrade, RatesMarketDataLookup, ScenarioMarketData) - Method in class com.opengamma.strata.measure.swap.SwapTradeCalculations
Explains the present value calculation across one or more scenarios.
explainPresentValue(ResolvedSwapTrade, RatesProvider) - Method in class com.opengamma.strata.measure.swap.SwapTradeCalculations
Explains the present value calculation for a single set of market data.
explainPresentValue(CapitalIndexedBondPaymentPeriod, RatesProvider, IssuerCurveDiscountFactors, ExplainMapBuilder) - Method in class com.opengamma.strata.pricer.bond.DiscountingCapitalIndexedBondPaymentPeriodPricer
Explains the present value of a single payment period.
explainPresentValue(FixedCouponBondPaymentPeriod, IssuerCurveDiscountFactors, ExplainMapBuilder) - Method in class com.opengamma.strata.pricer.bond.DiscountingFixedCouponBondPaymentPeriodPricer
Explains the present value of a single fixed coupon payment period.
explainPresentValue(ResolvedCmsLeg, RatesProvider, SabrSwaptionVolatilities) - Method in class com.opengamma.strata.pricer.cms.SabrExtrapolationReplicationCmsLegPricer
Explains the present value of a CMS leg.
explainPresentValue(CmsPeriod, RatesProvider, SabrSwaptionVolatilities, ExplainMapBuilder) - Method in class com.opengamma.strata.pricer.cms.SabrExtrapolationReplicationCmsPeriodPricer
Explains the present value of the CMS period.
explainPresentValue(ResolvedCms, RatesProvider, SabrSwaptionVolatilities) - Method in class com.opengamma.strata.pricer.cms.SabrExtrapolationReplicationCmsProductPricer
Explains the present value of the CMS product.
explainPresentValue(ResolvedCms, RatesProvider, SabrSwaptionVolatilities) - Method in class com.opengamma.strata.pricer.cms.SabrExtrapolationReplicationCmsTradePricer
Explains the present value of the CMS trade.
explainPresentValue(Payment, BaseProvider) - Method in class com.opengamma.strata.pricer.DiscountingPaymentPricer
Explains the present value of the payment.
explainPresentValue(ResolvedFra, RatesProvider) - Method in class com.opengamma.strata.pricer.fra.DiscountingFraProductPricer
Explains the present value of the FRA product.
explainPresentValue(ResolvedFraTrade, RatesProvider) - Method in class com.opengamma.strata.pricer.fra.DiscountingFraTradePricer
Explains the present value of the FRA product.
explainPresentValue(ResolvedBulletPaymentTrade, BaseProvider) - Method in class com.opengamma.strata.pricer.payment.DiscountingBulletPaymentTradePricer
Explains the present value of the bullet payment product.
explainPresentValue(ResolvedSwapLeg, RatesProvider) - Method in class com.opengamma.strata.pricer.swap.DiscountingSwapLegPricer
Explain present value for a swap leg.
explainPresentValue(ResolvedSwap, RatesProvider) - Method in class com.opengamma.strata.pricer.swap.DiscountingSwapProductPricer
Explains the present value of the swap product.
explainPresentValue(ResolvedSwapTrade, RatesProvider) - Method in class com.opengamma.strata.pricer.swap.DiscountingSwapTradePricer
Explains the present value of the swap trade.
explainPresentValue(T, RatesProvider, ExplainMapBuilder) - Method in interface com.opengamma.strata.pricer.swap.SwapPaymentEventPricer
Explains the present value of a single payment event.
explainPresentValue(T, RatesProvider, ExplainMapBuilder) - Method in interface com.opengamma.strata.pricer.swap.SwapPaymentPeriodPricer
Explains the present value of a single payment period.
explainPresentValueWithSpread(FixedCouponBondPaymentPeriod, IssuerCurveDiscountFactors, ExplainMapBuilder, double, CompoundedRateType, int) - Method in class com.opengamma.strata.pricer.bond.DiscountingFixedCouponBondPaymentPeriodPricer
Explains the present value of a single fixed coupon payment period with z-spread.
explainPresentValueWithZSpread(CapitalIndexedBondPaymentPeriod, RatesProvider, IssuerCurveDiscountFactors, ExplainMapBuilder, double, CompoundedRateType, int) - Method in class com.opengamma.strata.pricer.bond.DiscountingCapitalIndexedBondPaymentPeriodPricer
Explains the present value of a single payment period with z-spread.
explainRate(IborIndexObservation, ExplainMapBuilder, Consumer<ExplainMapBuilder>) - Method in interface com.opengamma.strata.pricer.rate.IborIndexRates
Explains the calculation of the the historic or forward rate at the specified fixing date.
explainRate(T, LocalDate, LocalDate, RatesProvider, ExplainMapBuilder) - Method in interface com.opengamma.strata.pricer.rate.RateComputationFn
Explains the calculation of the applicable rate.
explanationString() - Method in class com.opengamma.strata.market.explain.ExplainMap
Gets the explanation as a string.
EXPONENTIAL - Static variable in class com.opengamma.strata.market.curve.interpolator.CurveExtrapolators
Exponential extrapolator.
extendedEnum() - Static method in interface com.opengamma.strata.basics.date.BusinessDayConvention
Gets the extended enum helper.
extendedEnum() - Static method in interface com.opengamma.strata.basics.date.DateSequence
Gets the extended enum helper.
extendedEnum() - Static method in interface com.opengamma.strata.basics.date.DayCount
Gets the extended enum helper.
extendedEnum() - Static method in class com.opengamma.strata.basics.date.HolidayCalendars
Gets the extended enum helper.
extendedEnum() - Static method in interface com.opengamma.strata.basics.date.PeriodAdditionConvention
Gets the extended enum helper.
extendedEnum() - Static method in interface com.opengamma.strata.basics.index.FloatingRateName
Gets the extended enum helper.
extendedEnum() - Static method in interface com.opengamma.strata.basics.index.FxIndex
Gets the extended enum helper.
extendedEnum() - Static method in interface com.opengamma.strata.basics.index.IborIndex
Gets the extended enum helper.
extendedEnum() - Static method in interface com.opengamma.strata.basics.index.OvernightIndex
Gets the extended enum helper.
extendedEnum() - Static method in interface com.opengamma.strata.basics.index.PriceIndex
Gets the extended enum helper.
extendedEnum() - Static method in interface com.opengamma.strata.basics.schedule.RollConvention
Gets the extended enum helper.
extendedEnum() - Static method in interface com.opengamma.strata.calc.Measure
Gets the extended enum helper.
ExtendedEnum<T extends Named> - Class in com.opengamma.strata.collect.named
Manager for extended enums controlled by code or configuration.
extendedEnum() - Static method in interface com.opengamma.strata.loader.fpml.FpmlParserPlugin
Gets the extended enum helper.
extendedEnum() - Static method in interface com.opengamma.strata.market.curve.interpolator.CurveExtrapolator
Gets the extended enum helper.
extendedEnum() - Static method in interface com.opengamma.strata.market.curve.interpolator.CurveInterpolator
Gets the extended enum helper.
extendedEnum() - Static method in interface com.opengamma.strata.product.credit.type.CdsConvention
Gets the extended enum helper.
extendedEnum() - Static method in interface com.opengamma.strata.product.deposit.type.IborFixingDepositConvention
Gets the extended enum helper.
extendedEnum() - Static method in interface com.opengamma.strata.product.deposit.type.TermDepositConvention
Gets the extended enum helper.
extendedEnum() - Static method in interface com.opengamma.strata.product.fra.type.FraConvention
Gets the extended enum helper.
extendedEnum() - Static method in interface com.opengamma.strata.product.fx.type.FxSwapConvention
Gets the extended enum helper.
extendedEnum() - Static method in interface com.opengamma.strata.product.index.type.IborFutureConvention
Gets the extended enum helper.
extendedEnum() - Static method in interface com.opengamma.strata.product.swap.SwapIndex
Gets the extended enum helper.
extendedEnum() - Static method in interface com.opengamma.strata.product.swap.type.FixedIborSwapConvention
Gets the extended enum helper.
extendedEnum() - Static method in interface com.opengamma.strata.product.swap.type.FixedInflationSwapConvention
Gets the extended enum helper.
extendedEnum() - Static method in interface com.opengamma.strata.product.swap.type.FixedOvernightSwapConvention
Gets the extended enum helper.
extendedEnum() - Static method in interface com.opengamma.strata.product.swap.type.IborIborSwapConvention
Gets the extended enum helper.
extendedEnum() - Static method in interface com.opengamma.strata.product.swap.type.OvernightIborSwapConvention
Gets the extended enum helper.
extendedEnum() - Static method in interface com.opengamma.strata.product.swap.type.ThreeLegBasisSwapConvention
Gets the extended enum helper.
extendedEnum() - Static method in interface com.opengamma.strata.product.swap.type.XCcyIborIborSwapConvention
Gets the extended enum helper.
ExtendedEnum.ExternalEnumNames<T extends Named> - Class in com.opengamma.strata.collect.named
Maps names used by external systems to the standard name used here.
externalName() - Method in class com.opengamma.strata.basics.index.ImmutableFloatingRateName.Meta
The meta-property for the externalName property.
externalNameGroups() - Method in class com.opengamma.strata.collect.named.ExtendedEnum
Returns the set of groups that have external names defined.
externalNames() - Method in class com.opengamma.strata.collect.named.ExtendedEnum.ExternalEnumNames
Returns the complete map of external name to standard name.
externalNames(String) - Method in class com.opengamma.strata.collect.named.ExtendedEnum
Returns the mapping of external names to standard names for a group.
extrapolatorLeft(CurveExtrapolator) - Method in class com.opengamma.strata.market.curve.InterpolatedNodalCurve.Builder
Sets the extrapolator for x-values on the left, defaulted to 'Flat".
extrapolatorLeft() - Method in class com.opengamma.strata.market.curve.InterpolatedNodalCurve.Meta
The meta-property for the extrapolatorLeft property.
extrapolatorLeft(CurveExtrapolator) - Method in class com.opengamma.strata.market.curve.InterpolatedNodalCurveDefinition.Builder
Sets the extrapolator used to find points to the left of the leftmost point on the curve.
extrapolatorLeft() - Method in class com.opengamma.strata.market.curve.InterpolatedNodalCurveDefinition.Meta
The meta-property for the extrapolatorLeft property.
extrapolatorLeft(CurveExtrapolator) - Method in class com.opengamma.strata.pricer.capfloor.SabrIborCapletFloorletVolatilityBootstrapDefinition.Builder
Sets the left extrapolator for the SABR parameter curves.
extrapolatorLeft() - Method in class com.opengamma.strata.pricer.capfloor.SabrIborCapletFloorletVolatilityBootstrapDefinition.Meta
The meta-property for the extrapolatorLeft property.
extrapolatorLeft(CurveExtrapolator) - Method in class com.opengamma.strata.pricer.capfloor.SabrIborCapletFloorletVolatilityCalibrationDefinition.Builder
Sets the left extrapolator for the SABR parameters.
extrapolatorLeft() - Method in class com.opengamma.strata.pricer.capfloor.SabrIborCapletFloorletVolatilityCalibrationDefinition.Meta
The meta-property for the extrapolatorLeft property.
extrapolatorRight(CurveExtrapolator) - Method in class com.opengamma.strata.market.curve.InterpolatedNodalCurve.Builder
Sets the extrapolator for x-values on the right, defaulted to 'Flat".
extrapolatorRight() - Method in class com.opengamma.strata.market.curve.InterpolatedNodalCurve.Meta
The meta-property for the extrapolatorRight property.
extrapolatorRight(CurveExtrapolator) - Method in class com.opengamma.strata.market.curve.InterpolatedNodalCurveDefinition.Builder
Sets the extrapolator used to find points to the right of the rightmost point on the curve.
extrapolatorRight() - Method in class com.opengamma.strata.market.curve.InterpolatedNodalCurveDefinition.Meta
The meta-property for the extrapolatorRight property.
extrapolatorRight(CurveExtrapolator) - Method in class com.opengamma.strata.pricer.capfloor.SabrIborCapletFloorletVolatilityBootstrapDefinition.Builder
Sets the right extrapolator for the SABR parameter curves.
extrapolatorRight() - Method in class com.opengamma.strata.pricer.capfloor.SabrIborCapletFloorletVolatilityBootstrapDefinition.Meta
The meta-property for the extrapolatorRight property.
extrapolatorRight(CurveExtrapolator) - Method in class com.opengamma.strata.pricer.capfloor.SabrIborCapletFloorletVolatilityCalibrationDefinition.Builder
Sets the right extrapolator for the SABR parameters.
extrapolatorRight() - Method in class com.opengamma.strata.pricer.capfloor.SabrIborCapletFloorletVolatilityCalibrationDefinition.Meta
The meta-property for the extrapolatorRight property.

F

Failure - Class in com.opengamma.strata.collect.result
Description of a failed result.
failure(FailureReason, String, Object...) - Static method in class com.opengamma.strata.collect.result.Result
Creates a failed result specifying the failure reason.
failure(Exception) - Static method in class com.opengamma.strata.collect.result.Result
Creates a failed result caused by an exception.
failure(Exception, String, Object...) - Static method in class com.opengamma.strata.collect.result.Result
Creates a failed result caused by an exception.
failure(FailureReason, Exception) - Static method in class com.opengamma.strata.collect.result.Result
Creates a failed result caused by an exception with a specified reason.
failure(FailureReason, Exception, String, Object...) - Static method in class com.opengamma.strata.collect.result.Result
Creates a failed result caused by an exception with a specified reason and message.
failure(Result<?>) - Static method in class com.opengamma.strata.collect.result.Result
Returns a failed result from another failed result.
failure(Result<?>, Result<?>, Result<?>...) - Static method in class com.opengamma.strata.collect.result.Result
Creates a failed result combining multiple failed results.
failure(Iterable<? extends Result<?>>) - Static method in class com.opengamma.strata.collect.result.Result
Creates a failed result combining multiple failed results.
failure(Failure) - Static method in class com.opengamma.strata.collect.result.Result
Creates a failed result containing a failure.
failure() - Method in class com.opengamma.strata.collect.result.Result.Meta
The meta-property for the failure property.
failure(String, Object...) - Static method in class com.opengamma.strata.report.framework.expression.EvaluationResult
Creates a result for an unsuccessful evaluation of an expression.
Failure.Meta - Class in com.opengamma.strata.collect.result
The meta-bean for Failure.
FailureException - Exception in com.opengamma.strata.collect.result
An exception thrown when a failure Result is encountered and the failure can't be handled.
FailureException(Failure) - Constructor for exception com.opengamma.strata.collect.result.FailureException
Returns an exception wrapping a failure that couldn't be handled.
FailureItem - Class in com.opengamma.strata.collect.result
Details of a single failed item.
FailureItem.Meta - Class in com.opengamma.strata.collect.result
The meta-bean for FailureItem.
FailureItems - Class in com.opengamma.strata.collect.result
A list of failure items.
FailureItems.Meta - Class in com.opengamma.strata.collect.result
The meta-bean for FailureItems.
FailureItemsBuilder - Class in com.opengamma.strata.collect.result
A builder for a list of failure items.
FailureReason - Enum in com.opengamma.strata.collect.result
Represents the reason why failure occurred.
failures() - Method in class com.opengamma.strata.collect.result.FailureItems.Meta
The meta-property for the failures property.
failures() - Method in class com.opengamma.strata.collect.result.ValueWithFailures.Meta
The meta-property for the failures property.
farForwardPointsId(ObservableId) - Method in class com.opengamma.strata.market.curve.node.FxSwapCurveNode.Builder
Sets the identifier of the market data value which provides the FX forward points.
farForwardPointsId() - Method in class com.opengamma.strata.market.curve.node.FxSwapCurveNode.Meta
The meta-property for the farForwardPointsId property.
farLeg() - Method in class com.opengamma.strata.product.fx.FxSwap.Meta
The meta-property for the farLeg property.
farLeg() - Method in class com.opengamma.strata.product.fx.ResolvedFxSwap.Meta
The meta-property for the farLeg property.
FastCreditCurveCalibrator - Class in com.opengamma.strata.pricer.credit
Fast credit curve calibrator.
FastCreditCurveCalibrator(AccrualOnDefaultFormula) - Constructor for class com.opengamma.strata.pricer.credit.FastCreditCurveCalibrator
Constructs a credit curve builder with the accrual-on-default formula specified.
FastCreditCurveCalibrator(AccrualOnDefaultFormula, ArbitrageHandling) - Constructor for class com.opengamma.strata.pricer.credit.FastCreditCurveCalibrator
Constructs a credit curve builder with accrual-on-default formula and arbitrage handing specified.
FI - Static variable in class com.opengamma.strata.basics.location.Country
The currency 'FI' - Finland.
field(int) - Method in class com.opengamma.strata.collect.io.CsvRow
Gets the specified field.
fieldCount() - Method in class com.opengamma.strata.collect.io.CsvRow
Gets the number of fields.
FieldName - Class in com.opengamma.strata.data
The name of a field in a market data record.
fields() - Method in class com.opengamma.strata.collect.io.CsvRow
Gets all fields in the row.
FILE_URL_PREFIX - Static variable in class com.opengamma.strata.collect.io.ResourceLocator
The prefix for file resource locators.
filled(int) - Static method in class com.opengamma.strata.collect.array.DoubleArray
Obtains an instance with all entries equal to the zero.
filled(int, double) - Static method in class com.opengamma.strata.collect.array.DoubleArray
Obtains an instance with all entries equal to the same value.
filled(int, int) - Static method in class com.opengamma.strata.collect.array.DoubleMatrix
Obtains an instance with all entries equal to the zero.
filled(int, int, double) - Static method in class com.opengamma.strata.collect.array.DoubleMatrix
Obtains an instance with all entries equal to the same value.
filled(int) - Static method in class com.opengamma.strata.collect.array.IntArray
Obtains an instance with all entries equal to the zero.
filled(int, int) - Static method in class com.opengamma.strata.collect.array.IntArray
Obtains an instance with all entries equal to the same value.
filter(MarketDataFilter<? extends T, ?>) - Method in class com.opengamma.strata.calc.marketdata.PerturbationMapping.Builder
Sets the filter that decides whether the perturbation should be applied to a piece of market data.
filter() - Method in class com.opengamma.strata.calc.marketdata.PerturbationMapping.Meta
The meta-property for the filter property.
filter(CalculationTarget, Measure) - Method in interface com.opengamma.strata.calc.runner.CalculationParameter
Filters this parameter to the specified target and measure.
filter(CalculationTarget, Measure) - Method in class com.opengamma.strata.calc.runner.CalculationParameters
Filters the parameters, matching only those that are applicable for the target and measure.
filter(BiFunction<? super K, ? super V, Boolean>) - Method in class com.opengamma.strata.collect.MapStream
Filters the stream by applying the predicate function to each key and value.
filter(Predicate<? super Map.Entry<K, V>>) - Method in class com.opengamma.strata.collect.MapStream
 
filter(ObjDoublePredicate<LocalDate>) - Method in interface com.opengamma.strata.collect.timeseries.LocalDateDoubleTimeSeries
Create a new time-series by filtering this one.
filter(CalculationTarget, Measure) - Method in class com.opengamma.strata.measure.calc.TargetTypeCalculationParameter
 
filter(CalculationTarget, Measure) - Method in class com.opengamma.strata.measure.calc.TradeCounterpartyCalculationParameter
 
filter(CalculationTarget, Measure) - Method in class com.opengamma.strata.measure.cms.CmsSabrExtrapolationParams
 
filter(CalculationTarget, Measure) - Method in enum com.opengamma.strata.measure.fxopt.FxSingleBarrierOptionMethod
 
filter(CalculationTarget, Measure) - Method in enum com.opengamma.strata.measure.fxopt.FxVanillaOptionMethod
 
filtered(LocalDate, ReferenceData) - Method in interface com.opengamma.strata.market.curve.CurveDefinition
Returns a filtered version of this definition with no invalid nodes.
filtered(LocalDate, ReferenceData) - Method in class com.opengamma.strata.market.curve.InterpolatedNodalCurveDefinition
 
filtered(LocalDate, ReferenceData) - Method in interface com.opengamma.strata.market.curve.NodalCurveDefinition
 
filtered(LocalDate, ReferenceData) - Method in class com.opengamma.strata.market.curve.ParameterizedFunctionalCurveDefinition
 
filtered(LocalDate, ReferenceData) - Method in class com.opengamma.strata.market.curve.RatesCurveGroupDefinition
Returns a filtered version of this definition with no invalid nodes.
filterKeys(Predicate<? super K>) - Method in class com.opengamma.strata.collect.MapStream
Filters the stream by applying the predicate function to each key.
filterKeys(Class<R>) - Method in class com.opengamma.strata.collect.MapStream
Filters the stream checking the type of each key.
filterValues(Predicate<? super V>) - Method in class com.opengamma.strata.collect.MapStream
Filters the stream by applying the predicate function to each value.
filterValues(Class<R>) - Method in class com.opengamma.strata.collect.MapStream
Filters the stream checking the type of each value.
finalExchange(boolean) - Method in class com.opengamma.strata.product.swap.NotionalSchedule.Builder
Sets the flag indicating whether to exchange the final notional.
finalExchange() - Method in class com.opengamma.strata.product.swap.NotionalSchedule.Meta
The meta-property for the finalExchange property.
finalExchange(boolean) - Method in class com.opengamma.strata.product.swap.RatePeriodSwapLeg.Builder
Sets the flag indicating whether to exchange the final notional.
finalExchange() - Method in class com.opengamma.strata.product.swap.RatePeriodSwapLeg.Meta
The meta-property for the finalExchange property.
finalStub(FixedRateStubCalculation) - Method in class com.opengamma.strata.product.swap.FixedRateCalculation.Builder
Sets the final stub, optional.
finalStub() - Method in class com.opengamma.strata.product.swap.FixedRateCalculation.Meta
The meta-property for the finalStub property.
finalStub(IborRateStubCalculation) - Method in class com.opengamma.strata.product.swap.IborRateCalculation.Builder
Sets the rate to be used in final stub, optional.
finalStub() - Method in class com.opengamma.strata.product.swap.IborRateCalculation.Meta
The meta-property for the finalStub property.
find(Class<T>) - Method in class com.opengamma.strata.calc.marketdata.MarketDataConfig
Returns an item of configuration that is the default of its type.
find(String) - Method in class com.opengamma.strata.collect.named.CombinedExtendedEnum
Finds an instance by name.
find(String) - Method in class com.opengamma.strata.collect.named.ExtendedEnum
Finds an instance by name.
findAny() - Method in class com.opengamma.strata.collect.MapStream
 
findAttribute(String) - Method in class com.opengamma.strata.collect.io.XmlElement
Finds an attribute by name, or empty if not found.
findAttribute(AttributeType<T>) - Method in interface com.opengamma.strata.product.Attributes
Finds the attribute associated with the specified type.
findAttribute(AttributeType<T>) - Method in class com.opengamma.strata.product.etd.EtdContractSpec
Finds the attribute associated with the specified type.
findAttribute(AttributeType<T>) - Method in class com.opengamma.strata.product.PositionInfo
 
findAttribute(AttributeType<T>) - Method in class com.opengamma.strata.product.SecurityInfo
Finds the attribute associated with the specified type.
findAttribute(AttributeType<T>) - Method in class com.opengamma.strata.product.TradeInfo
 
findChild(String) - Method in class com.opengamma.strata.collect.io.XmlElement
Finds the child element with the specified name, or empty if not found, throwing an exception if more than one.
findCurve(CurveName) - Method in interface com.opengamma.strata.market.curve.CurveGroup
Finds the curve with the specified name.
findCurve(CurveName) - Method in class com.opengamma.strata.market.curve.LegalEntityCurveGroup
Finds the curve with the specified name.
findCurve(CurveName) - Method in class com.opengamma.strata.market.curve.RatesCurveGroup
Finds the curve with the specified name.
findCurveDefinition(CurveName) - Method in class com.opengamma.strata.market.curve.RatesCurveGroupDefinition
Finds the definition for the curve with the specified name.
findData(MarketDataName<T>) - Method in interface com.opengamma.strata.market.MarketDataView
Finds the market data with the specified name.
findData(MarketDataName<T>) - Method in class com.opengamma.strata.pricer.bond.BlackBondFutureExpiryLogMoneynessVolatilities
 
findData(MarketDataName<T>) - Method in class com.opengamma.strata.pricer.bond.ImmutableLegalEntityDiscountingProvider
 
findData(MarketDataName<T>) - Method in interface com.opengamma.strata.pricer.bond.LegalEntityDiscountingProvider
Finds the market data with the specified name.
findData(MarketDataName<T>) - Method in class com.opengamma.strata.pricer.capfloor.BlackIborCapletFloorletExpiryStrikeVolatilities
 
findData(MarketDataName<T>) - Method in class com.opengamma.strata.pricer.capfloor.NormalIborCapletFloorletExpiryStrikeVolatilities
 
findData(MarketDataName<T>) - Method in class com.opengamma.strata.pricer.capfloor.SabrParametersIborCapletFloorletVolatilities
 
findData(MarketDataName<T>) - Method in class com.opengamma.strata.pricer.capfloor.ShiftedBlackIborCapletFloorletExpiryStrikeVolatilities
 
findData(MarketDataName<T>) - Method in class com.opengamma.strata.pricer.credit.ConstantRecoveryRates
 
findData(MarketDataName<T>) - Method in interface com.opengamma.strata.pricer.credit.CreditRatesProvider
Finds the market data with the specified name.
findData(MarketDataName<T>) - Method in class com.opengamma.strata.pricer.credit.ImmutableCreditRatesProvider
 
findData(MarketDataName<T>) - Method in class com.opengamma.strata.pricer.credit.IsdaCreditDiscountFactors
 
findData(MarketDataName<T>) - Method in class com.opengamma.strata.pricer.fx.DiscountFxForwardRates
 
findData(MarketDataName<T>) - Method in class com.opengamma.strata.pricer.fx.ForwardFxIndexRates
 
findData(MarketDataName<T>) - Method in class com.opengamma.strata.pricer.fxopt.BlackFxOptionFlatVolatilities
 
findData(MarketDataName<T>) - Method in class com.opengamma.strata.pricer.fxopt.BlackFxOptionSmileVolatilities
 
findData(MarketDataName<T>) - Method in class com.opengamma.strata.pricer.fxopt.BlackFxOptionSurfaceVolatilities
 
findData(MarketDataName<T>) - Method in class com.opengamma.strata.pricer.index.NormalIborFutureOptionExpirySimpleMoneynessVolatilities
 
findData(MarketDataName<T>) - Method in class com.opengamma.strata.pricer.rate.DiscountIborIndexRates
 
findData(MarketDataName<T>) - Method in class com.opengamma.strata.pricer.rate.DiscountOvernightIndexRates
 
findData(MarketDataName<T>) - Method in class com.opengamma.strata.pricer.rate.ImmutableRatesProvider
 
findData(MarketDataName<T>) - Method in interface com.opengamma.strata.pricer.rate.RatesProvider
Finds the market data with the specified name.
findData(MarketDataName<T>) - Method in class com.opengamma.strata.pricer.rate.SimpleIborIndexRates
 
findData(MarketDataName<T>) - Method in class com.opengamma.strata.pricer.rate.SimplePriceIndexValues
 
findData(MarketDataName<T>) - Method in class com.opengamma.strata.pricer.SimpleDiscountFactors
 
findData(MarketDataName<T>) - Method in class com.opengamma.strata.pricer.swaption.BlackSwaptionExpiryTenorVolatilities
 
findData(MarketDataName<T>) - Method in class com.opengamma.strata.pricer.swaption.NormalSwaptionExpirySimpleMoneynessVolatilities
 
findData(MarketDataName<T>) - Method in class com.opengamma.strata.pricer.swaption.NormalSwaptionExpiryStrikeVolatilities
 
findData(MarketDataName<T>) - Method in class com.opengamma.strata.pricer.swaption.NormalSwaptionExpiryTenorVolatilities
 
findData(MarketDataName<T>) - Method in class com.opengamma.strata.pricer.swaption.SabrParametersSwaptionVolatilities
 
findData(MarketDataName<T>) - Method in class com.opengamma.strata.pricer.ZeroRateDiscountFactors
 
findData(MarketDataName<T>) - Method in class com.opengamma.strata.pricer.ZeroRatePeriodicDiscountFactors
 
findDiscountCurve(Currency) - Method in class com.opengamma.strata.market.curve.RatesCurveGroup
Finds the discount curve for the currency if there is one in the group.
findEntry(CurveName) - Method in class com.opengamma.strata.market.curve.RatesCurveGroupDefinition
Finds the entry for the curve with the specified name.
findField(String) - Method in class com.opengamma.strata.collect.io.CsvRow
Gets a single field value from the row by header.
findField(Pattern) - Method in class com.opengamma.strata.collect.io.CsvRow
Gets a single field value from the row by header pattern.
findFirst() - Method in class com.opengamma.strata.collect.MapStream
 
findForwardCurve(Index) - Method in class com.opengamma.strata.market.curve.RatesCurveGroup
Finds the forward curve for the index if there is one in the group.
findFunction(T) - Method in interface com.opengamma.strata.calc.runner.CalculationFunctions
Finds the function that handles the specified target.
findIds(MarketDataName<T>) - Method in class com.opengamma.strata.calc.marketdata.BuiltMarketData
 
findIds(MarketDataName<T>) - Method in class com.opengamma.strata.calc.marketdata.BuiltScenarioMarketData
 
findIds(MarketDataName<T>) - Method in class com.opengamma.strata.data.ImmutableMarketData
 
findIds(MarketDataName<T>) - Method in interface com.opengamma.strata.data.MarketData
Finds the market data identifiers associated with the specified name.
findIds(MarketDataName<T>) - Method in class com.opengamma.strata.data.scenario.ImmutableScenarioMarketData
 
findIds(MarketDataName<T>) - Method in interface com.opengamma.strata.data.scenario.ScenarioMarketData
Finds the market data identifiers associated with the specified name.
findIndex(String) - Static method in class com.opengamma.strata.loader.LoaderUtils
Attempts to locate a rate index by reference name.
findInfo(CurveInfoType<T>) - Method in interface com.opengamma.strata.market.curve.CurveMetadata
Finds curve information of a specific type.
findInfo(CurveInfoType<T>) - Method in class com.opengamma.strata.market.curve.DefaultCurveMetadata
 
findInfo(SurfaceInfoType<T>) - Method in class com.opengamma.strata.market.surface.DefaultSurfaceMetadata
 
findInfo(SurfaceInfoType<T>) - Method in interface com.opengamma.strata.market.surface.SurfaceMetadata
Finds surface information of a specific type.
findIssuerCurve(LegalEntityGroup, Currency) - Method in class com.opengamma.strata.market.curve.LegalEntityCurveGroup
Finds the issuer curve for the legal entity group and currency if there is one in the group.
findLenient(String) - Method in class com.opengamma.strata.collect.named.ExtendedEnum
Looks up an instance by name leniently.
findNotional(LocalDate) - Method in class com.opengamma.strata.product.swap.ResolvedSwapLeg
Finds the notional on the specified date.
findParameter(Class<T>) - Method in class com.opengamma.strata.calc.runner.CalculationParameters
Finds the parameter that matches the specified query type.
findPaymentPeriod(LocalDate) - Method in class com.opengamma.strata.product.swap.ResolvedSwapLeg
Finds the payment period applicable for the specified accrual date.
findPeriod(LocalDate) - Method in class com.opengamma.strata.product.bond.ResolvedCapitalIndexedBond
Finds the period that contains the specified date.
findPeriod(LocalDate) - Method in class com.opengamma.strata.product.bond.ResolvedFixedCouponBond
Finds the period that contains the specified date.
findPeriod(LocalDate) - Method in class com.opengamma.strata.product.credit.ResolvedCds
Finds the period that contains the specified date.
findPeriod(LocalDate) - Method in class com.opengamma.strata.product.credit.ResolvedCdsIndex
Finds the period that contains the specified date.
findPeriodIndex(LocalDate) - Method in class com.opengamma.strata.product.bond.ResolvedCapitalIndexedBond
Finds the period that contains the specified date.
findRepoCurve(RepoGroup, Currency) - Method in class com.opengamma.strata.market.curve.LegalEntityCurveGroup
Finds the repo curve for the repo group and currency if there is one in the group.
findRoot(Function<DoubleArray, DoubleArray>, DoubleArray) - Method in interface com.opengamma.strata.math.rootfind.NewtonVectorRootFinder
Finds the root from the specified start position.
findRoot(Function<DoubleArray, DoubleArray>, Function<DoubleArray, DoubleMatrix>, DoubleArray) - Method in interface com.opengamma.strata.math.rootfind.NewtonVectorRootFinder
Finds the root from the specified start position.
findSensitivity(MarketDataName<?>, Currency) - Method in class com.opengamma.strata.market.param.CrossGammaParameterSensitivities
Finds a single sensitivity instance by name and currency.
findSensitivity(MarketDataName<?>, Currency) - Method in class com.opengamma.strata.market.param.CurrencyParameterSensitivities
Finds a single sensitivity instance by name and currency.
findSensitivity(MarketDataName<?>) - Method in class com.opengamma.strata.market.param.UnitParameterSensitivities
Finds a single sensitivity instance by name.
findValue(ReferenceDataId<T>) - Method in interface com.opengamma.strata.basics.ReferenceData
Finds the reference data value associated with the specified identifier.
findValue(MarketDataId<T>) - Method in class com.opengamma.strata.calc.marketdata.BuiltMarketData
 
findValue(MarketDataId<T>) - Method in class com.opengamma.strata.calc.marketdata.BuiltScenarioMarketData
 
findValue(String) - Method in class com.opengamma.strata.collect.io.CsvRow
Gets a single value from the row by header.
findValue(Pattern) - Method in class com.opengamma.strata.collect.io.CsvRow
Gets a single value from the row by header pattern.
findValue(MarketDataId<T>) - Method in class com.opengamma.strata.data.ImmutableMarketData
 
findValue(MarketDataId<T>) - Method in interface com.opengamma.strata.data.MarketData
Finds the market data value associated with the specified identifier.
findValue(MarketDataId<T>) - Method in class com.opengamma.strata.data.scenario.ImmutableScenarioMarketData
 
findValue(MarketDataId<T>) - Method in interface com.opengamma.strata.data.scenario.ScenarioMarketData
Finds the market data value associated with the specified identifier.
FiniteDifferenceSpreadSensitivityCalculator - Class in com.opengamma.strata.pricer.credit
Finite difference spread sensitivity calculator.
FiniteDifferenceSpreadSensitivityCalculator(AccrualOnDefaultFormula, double) - Constructor for class com.opengamma.strata.pricer.credit.FiniteDifferenceSpreadSensitivityCalculator
Constructor with accrual-on-default formula and bump amount specified.
first() - Method in class com.opengamma.strata.collect.tuple.DoublesPair.Meta
The meta-property for the first property.
first() - Method in class com.opengamma.strata.collect.tuple.IntDoublePair.Meta
The meta-property for the first property.
first() - Method in class com.opengamma.strata.collect.tuple.LongDoublePair.Meta
The meta-property for the first property.
first() - Method in class com.opengamma.strata.collect.tuple.ObjDoublePair.Meta
The meta-property for the first property.
first() - Method in class com.opengamma.strata.collect.tuple.ObjIntPair.Meta
The meta-property for the first property.
first() - Method in class com.opengamma.strata.collect.tuple.Pair.Meta
The meta-property for the first property.
first() - Method in class com.opengamma.strata.collect.tuple.Triple.Meta
The meta-property for the first property.
firstDeliveryDate(LocalDate) - Method in class com.opengamma.strata.product.bond.BondFuture.Builder
Sets the first delivery date.
firstDeliveryDate() - Method in class com.opengamma.strata.product.bond.BondFuture.Meta
The meta-property for the firstDeliveryDate property.
firstDeliveryDate(LocalDate) - Method in class com.opengamma.strata.product.bond.BondFutureSecurity.Builder
Sets the first delivery date.
firstDeliveryDate() - Method in class com.opengamma.strata.product.bond.BondFutureSecurity.Meta
The meta-property for the firstDeliveryDate property.
firstDeliveryDate(LocalDate) - Method in class com.opengamma.strata.product.bond.ResolvedBondFuture.Builder
Sets the first delivery date.
firstDeliveryDate() - Method in class com.opengamma.strata.product.bond.ResolvedBondFuture.Meta
The meta-property for the firstDeliveryDate property.
firstDerivative(double) - Method in class com.opengamma.strata.market.curve.AddFixedCurve
 
firstDerivative(double) - Method in class com.opengamma.strata.market.curve.CombinedCurve
 
firstDerivative(double) - Method in class com.opengamma.strata.market.curve.ConstantCurve
 
firstDerivative(double) - Method in class com.opengamma.strata.market.curve.ConstantNodalCurve
 
firstDerivative(double) - Method in interface com.opengamma.strata.market.curve.Curve
Computes the first derivative of the curve.
firstDerivative(double) - Method in class com.opengamma.strata.market.curve.InflationNodalCurve
 
firstDerivative(double) - Method in class com.opengamma.strata.market.curve.InterpolatedNodalCurve
 
firstDerivative(double) - Method in class com.opengamma.strata.market.curve.interpolator.AbstractBoundCurveInterpolator
 
firstDerivative(double) - Method in interface com.opengamma.strata.market.curve.interpolator.BoundCurveInterpolator
Computes the first derivative of the y-value for the specified x-value.
firstDerivative(double) - Method in class com.opengamma.strata.market.curve.ParallelShiftedCurve
 
firstDerivative(double) - Method in class com.opengamma.strata.market.curve.ParameterizedFunctionalCurve
 
firstFixingDateOffset(DaysAdjustment) - Method in class com.opengamma.strata.product.swap.IborRateCalculation.Builder
Sets the offset of the first fixing date from the first adjusted reset date, optional.
firstFixingDateOffset() - Method in class com.opengamma.strata.product.swap.IborRateCalculation.Meta
The meta-property for the firstFixingDateOffset property.
firstIndexValue(Double) - Method in class com.opengamma.strata.product.swap.InflationRateCalculation.Builder
Sets the initial value of the index, optional.
firstIndexValue() - Method in class com.opengamma.strata.product.swap.InflationRateCalculation.Meta
The meta-property for the firstIndexValue property.
firstNonEmpty(Supplier<Optional<? extends T>>...) - Static method in class com.opengamma.strata.collect.Guavate
Uses a number of suppliers to create a single optional result.
firstNonEmpty(Optional<? extends T>...) - Static method in class com.opengamma.strata.collect.Guavate
Chooses the first optional that is not empty.
firstNoticeDate(LocalDate) - Method in class com.opengamma.strata.product.bond.BondFuture.Builder
Sets the first notice date.
firstNoticeDate() - Method in class com.opengamma.strata.product.bond.BondFuture.Meta
The meta-property for the firstNoticeDate property.
firstNoticeDate(LocalDate) - Method in class com.opengamma.strata.product.bond.BondFutureSecurity.Builder
Sets the first notice date.
firstNoticeDate() - Method in class com.opengamma.strata.product.bond.BondFutureSecurity.Meta
The meta-property for the firstNoticeDate property.
firstNoticeDate(LocalDate) - Method in class com.opengamma.strata.product.bond.ResolvedBondFuture.Builder
Sets the first notice date.
firstNoticeDate() - Method in class com.opengamma.strata.product.bond.ResolvedBondFuture.Meta
The meta-property for the firstNoticeDate property.
firstRate(Double) - Method in class com.opengamma.strata.product.swap.IborRateCalculation.Builder
Sets the rate of the first reset period, which may be a stub, optional.
firstRate() - Method in class com.opengamma.strata.product.swap.IborRateCalculation.Meta
The meta-property for the firstRate property.
firstRegularRate(Double) - Method in class com.opengamma.strata.product.swap.IborRateCalculation.Builder
Sets the rate of the first regular reset period, optional.
firstRegularRate() - Method in class com.opengamma.strata.product.swap.IborRateCalculation.Meta
The meta-property for the firstRegularRate property.
firstRegularStartDate(LocalDate) - Method in class com.opengamma.strata.basics.schedule.PeriodicSchedule.Builder
Sets the optional start date of the first regular schedule period, which is the end date of the initial stub.
firstRegularStartDate() - Method in class com.opengamma.strata.basics.schedule.PeriodicSchedule.Meta
The meta-property for the firstRegularStartDate property.
firstRegularStartDate(LocalDate) - Method in class com.opengamma.strata.product.swap.PaymentSchedule.Builder
Sets the optional start date of the first regular payment schedule period, which is the end date of the initial stub.
firstRegularStartDate() - Method in class com.opengamma.strata.product.swap.PaymentSchedule.Meta
The meta-property for the firstRegularStartDate property.
firstStepDate() - Method in class com.opengamma.strata.basics.value.ValueStepSequence.Meta
The meta-property for the firstStepDate property.
FIXED_RATE - Static variable in class com.opengamma.strata.market.explain.ExplainKey
The fixed rate, as defined in the contract.
FixedCouponBond - Class in com.opengamma.strata.product.bond
A fixed coupon bond.
FixedCouponBond.Builder - Class in com.opengamma.strata.product.bond
The bean-builder for FixedCouponBond.
FixedCouponBond.Meta - Class in com.opengamma.strata.product.bond
The meta-bean for FixedCouponBond.
FixedCouponBondPaymentPeriod - Class in com.opengamma.strata.product.bond
A period over which a fixed coupon is paid.
FixedCouponBondPaymentPeriod.Builder - Class in com.opengamma.strata.product.bond
The bean-builder for FixedCouponBondPaymentPeriod.
FixedCouponBondPaymentPeriod.Meta - Class in com.opengamma.strata.product.bond
The meta-bean for FixedCouponBondPaymentPeriod.
FixedCouponBondPosition - Class in com.opengamma.strata.product.bond
A position in a fixed coupon bond.
FixedCouponBondPosition.Builder - Class in com.opengamma.strata.product.bond
The bean-builder for FixedCouponBondPosition.
FixedCouponBondPosition.Meta - Class in com.opengamma.strata.product.bond
The meta-bean for FixedCouponBondPosition.
FixedCouponBondSecurity - Class in com.opengamma.strata.product.bond
A security representing a fixed coupon bond.
FixedCouponBondSecurity.Builder - Class in com.opengamma.strata.product.bond
The bean-builder for FixedCouponBondSecurity.
FixedCouponBondSecurity.Meta - Class in com.opengamma.strata.product.bond
The meta-bean for FixedCouponBondSecurity.
FixedCouponBondTrade - Class in com.opengamma.strata.product.bond
A trade representing a fixed coupon bond.
FixedCouponBondTrade.Builder - Class in com.opengamma.strata.product.bond
The bean-builder for FixedCouponBondTrade.
FixedCouponBondTrade.Meta - Class in com.opengamma.strata.product.bond
The meta-bean for FixedCouponBondTrade.
FixedCouponBondTradeCalculationFunction<T extends SecuritizedProductPortfolioItem<FixedCouponBond> & Resolvable<ResolvedFixedCouponBondTrade>> - Class in com.opengamma.strata.measure.bond
Perform calculations on a single FixedCouponBondTrade or FixedCouponBondPosition for each of a set of scenarios.
FixedCouponBondTradeCalculations - Class in com.opengamma.strata.measure.bond
Calculates pricing and risk measures for forward rate agreement (fixed coupon bond) trades.
FixedCouponBondTradeCalculations(DiscountingFixedCouponBondTradePricer) - Constructor for class com.opengamma.strata.measure.bond.FixedCouponBondTradeCalculations
Creates an instance.
FixedCouponBondYieldConvention - Enum in com.opengamma.strata.product.bond
A convention defining accrued interest calculation type for a bond security.
fixedCurve() - Method in class com.opengamma.strata.market.curve.AddFixedCurve.Meta
The meta-property for the fixedCurve property.
FixedIborSwapConvention - Interface in com.opengamma.strata.product.swap.type
A market convention for Fixed-Ibor swap trades.
FixedIborSwapConventions - Class in com.opengamma.strata.product.swap.type
Market standard Fixed-Ibor swap conventions.
FixedIborSwapCurveNode - Class in com.opengamma.strata.market.curve.node
A curve node whose instrument is a Fixed-Ibor interest rate swap.
FixedIborSwapCurveNode.Builder - Class in com.opengamma.strata.market.curve.node
The bean-builder for FixedIborSwapCurveNode.
FixedIborSwapCurveNode.Meta - Class in com.opengamma.strata.market.curve.node
The meta-bean for FixedIborSwapCurveNode.
FixedIborSwapTemplate - Class in com.opengamma.strata.product.swap.type
A template for creating Fixed-Ibor swap trades.
FixedIborSwapTemplate.Builder - Class in com.opengamma.strata.product.swap.type
The bean-builder for FixedIborSwapTemplate.
FixedIborSwapTemplate.Meta - Class in com.opengamma.strata.product.swap.type
The meta-bean for FixedIborSwapTemplate.
FixedInflationSwapConvention - Interface in com.opengamma.strata.product.swap.type
A market convention for Inflation swap trades.
FixedInflationSwapConventions - Class in com.opengamma.strata.product.swap.type
Fixed-Inflation swap conventions.
FixedInflationSwapCurveNode - Class in com.opengamma.strata.market.curve.node
A curve node whose instrument is a Fixed-Inflation swap.
FixedInflationSwapCurveNode.Builder - Class in com.opengamma.strata.market.curve.node
The bean-builder for FixedInflationSwapCurveNode.
FixedInflationSwapCurveNode.Meta - Class in com.opengamma.strata.market.curve.node
The meta-bean for FixedInflationSwapCurveNode.
FixedInflationSwapTemplate - Class in com.opengamma.strata.product.swap.type
An template for creating inflation swap trades.
FixedInflationSwapTemplate.Builder - Class in com.opengamma.strata.product.swap.type
The bean-builder for FixedInflationSwapTemplate.
FixedInflationSwapTemplate.Meta - Class in com.opengamma.strata.product.swap.type
The meta-bean for FixedInflationSwapTemplate.
fixedLeg(ResolvedSwap) - Method in class com.opengamma.strata.pricer.swaption.VolatilitySwaptionCashParYieldProductPricer
Checks that there is exactly one fixed leg and returns it.
fixedLeg(ResolvedSwap) - Method in class com.opengamma.strata.pricer.swaption.VolatilitySwaptionPhysicalProductPricer
Checks that there is exactly one fixed leg and returns it.
fixedLeg(FixedRateSwapLegConvention) - Method in class com.opengamma.strata.product.swap.type.ImmutableFixedIborSwapConvention.Builder
Sets the market convention of the fixed leg.
fixedLeg() - Method in class com.opengamma.strata.product.swap.type.ImmutableFixedIborSwapConvention.Meta
The meta-property for the fixedLeg property.
fixedLeg(FixedRateSwapLegConvention) - Method in class com.opengamma.strata.product.swap.type.ImmutableFixedInflationSwapConvention.Builder
Sets the market convention of the fixed leg.
fixedLeg() - Method in class com.opengamma.strata.product.swap.type.ImmutableFixedInflationSwapConvention.Meta
The meta-property for the fixedLeg property.
fixedLeg(FixedRateSwapLegConvention) - Method in class com.opengamma.strata.product.swap.type.ImmutableFixedOvernightSwapConvention.Builder
Sets the market convention of the fixed leg.
fixedLeg() - Method in class com.opengamma.strata.product.swap.type.ImmutableFixedOvernightSwapConvention.Meta
The meta-property for the fixedLeg property.
FixedOvernightSwapConvention - Interface in com.opengamma.strata.product.swap.type
A market convention for Fixed-Overnight swap trades.
FixedOvernightSwapConventions - Class in com.opengamma.strata.product.swap.type
Market standard Fixed-Overnight swap conventions.
FixedOvernightSwapCurveNode - Class in com.opengamma.strata.market.curve.node
A curve node whose instrument is a Fixed-Overnight interest rate swap.
FixedOvernightSwapCurveNode.Builder - Class in com.opengamma.strata.market.curve.node
The bean-builder for FixedOvernightSwapCurveNode.
FixedOvernightSwapCurveNode.Meta - Class in com.opengamma.strata.market.curve.node
The meta-bean for FixedOvernightSwapCurveNode.
FixedOvernightSwapTemplate - Class in com.opengamma.strata.product.swap.type
A template for creating Fixed-Overnight swap trades.
FixedOvernightSwapTemplate.Builder - Class in com.opengamma.strata.product.swap.type
The bean-builder for FixedOvernightSwapTemplate.
FixedOvernightSwapTemplate.Meta - Class in com.opengamma.strata.product.swap.type
The meta-bean for FixedOvernightSwapTemplate.
fixedRate(Double) - Method in class com.opengamma.strata.market.curve.node.CdsIndexIsdaCreditCurveNode.Builder
Sets the fixed coupon rate.
fixedRate() - Method in class com.opengamma.strata.market.curve.node.CdsIndexIsdaCreditCurveNode.Meta
The meta-property for the fixedRate property.
fixedRate(Double) - Method in class com.opengamma.strata.market.curve.node.CdsIsdaCreditCurveNode.Builder
Sets the fixed coupon rate.
fixedRate() - Method in class com.opengamma.strata.market.curve.node.CdsIsdaCreditCurveNode.Meta
The meta-property for the fixedRate property.
fixedRate(double) - Method in class com.opengamma.strata.product.bond.FixedCouponBond.Builder
Sets the fixed coupon rate.
fixedRate() - Method in class com.opengamma.strata.product.bond.FixedCouponBond.Meta
The meta-property for the fixedRate property.
fixedRate(double) - Method in class com.opengamma.strata.product.bond.FixedCouponBondPaymentPeriod.Builder
Sets the fixed coupon rate.
fixedRate() - Method in class com.opengamma.strata.product.bond.FixedCouponBondPaymentPeriod.Meta
The meta-property for the fixedRate property.
fixedRate(double) - Method in class com.opengamma.strata.product.bond.FixedCouponBondSecurity.Builder
Sets the fixed coupon rate.
fixedRate() - Method in class com.opengamma.strata.product.bond.FixedCouponBondSecurity.Meta
The meta-property for the fixedRate property.
fixedRate(double) - Method in class com.opengamma.strata.product.bond.ResolvedFixedCouponBond.Builder
Sets the fixed coupon rate.
fixedRate() - Method in class com.opengamma.strata.product.bond.ResolvedFixedCouponBond.Meta
The meta-property for the fixedRate property.
fixedRate(double) - Method in class com.opengamma.strata.product.credit.Cds.Builder
Sets the fixed coupon rate.
fixedRate() - Method in class com.opengamma.strata.product.credit.Cds.Meta
The meta-property for the fixedRate property.
fixedRate(double) - Method in class com.opengamma.strata.product.credit.CdsIndex.Builder
Sets the fixed coupon rate.
fixedRate() - Method in class com.opengamma.strata.product.credit.CdsIndex.Meta
The meta-property for the fixedRate property.
fixedRate(double) - Method in class com.opengamma.strata.product.credit.CreditCouponPaymentPeriod.Builder
Sets the fixed coupon rate.
fixedRate() - Method in class com.opengamma.strata.product.credit.CreditCouponPaymentPeriod.Meta
The meta-property for the fixedRate property.
fixedRate(double) - Method in class com.opengamma.strata.product.deposit.IborFixingDeposit.Builder
Sets the fixed interest rate to be paid.
fixedRate() - Method in class com.opengamma.strata.product.deposit.IborFixingDeposit.Meta
The meta-property for the fixedRate property.
fixedRate(double) - Method in class com.opengamma.strata.product.deposit.ResolvedIborFixingDeposit.Builder
Sets the fixed rate of interest.
fixedRate() - Method in class com.opengamma.strata.product.deposit.ResolvedIborFixingDeposit.Meta
The meta-property for the fixedRate property.
fixedRate(double) - Method in class com.opengamma.strata.product.fra.Fra.Builder
Sets the fixed rate of interest.
fixedRate() - Method in class com.opengamma.strata.product.fra.Fra.Meta
The meta-property for the fixedRate property.
fixedRate(double) - Method in class com.opengamma.strata.product.fra.ResolvedFra.Builder
Sets the fixed rate of interest.
fixedRate() - Method in class com.opengamma.strata.product.fra.ResolvedFra.Meta
The meta-property for the fixedRate property.
fixedRate(Double) - Method in class com.opengamma.strata.product.rate.IborAveragedFixing.Builder
Sets the fixed rate for the fixing date, optional.
fixedRate() - Method in class com.opengamma.strata.product.rate.IborAveragedFixing.Meta
The meta-property for the fixedRate property.
fixedRate() - Method in class com.opengamma.strata.product.swap.FixedRateStubCalculation.Meta
The meta-property for the fixedRate property.
fixedRate(Double) - Method in class com.opengamma.strata.product.swap.IborRateStubCalculation.Builder
Sets the fixed rate to use in the stub.
fixedRate() - Method in class com.opengamma.strata.product.swap.IborRateStubCalculation.Meta
The meta-property for the fixedRate property.
FixedRateCalculation - Class in com.opengamma.strata.product.swap
Defines the calculation of a fixed rate swap leg.
FixedRateCalculation.Builder - Class in com.opengamma.strata.product.swap
The bean-builder for FixedRateCalculation.
FixedRateCalculation.Meta - Class in com.opengamma.strata.product.swap
The meta-bean for FixedRateCalculation.
FixedRateComputation - Class in com.opengamma.strata.product.rate
Defines a known fixed rate of interest.
FixedRateComputation.Meta - Class in com.opengamma.strata.product.rate
The meta-bean for FixedRateComputation.
FixedRateStubCalculation - Class in com.opengamma.strata.product.swap
Defines the rate applicable in the initial or final stub of a fixed swap leg.
FixedRateStubCalculation.Meta - Class in com.opengamma.strata.product.swap
The meta-bean for FixedRateStubCalculation.
FixedRateSwapLegConvention - Class in com.opengamma.strata.product.swap.type
A market convention for the fixed leg of rate swap trades.
FixedRateSwapLegConvention.Builder - Class in com.opengamma.strata.product.swap.type
The bean-builder for FixedRateSwapLegConvention.
FixedRateSwapLegConvention.Meta - Class in com.opengamma.strata.product.swap.type
The meta-bean for FixedRateSwapLegConvention.
FIXING_DATE - Static variable in class com.opengamma.strata.market.explain.ExplainKey
The fixing date.
fixingCalendar(HolidayCalendarId) - Method in class com.opengamma.strata.basics.index.ImmutableFxIndex.Builder
Sets the calendar that determines which dates are fixing dates.
fixingCalendar() - Method in class com.opengamma.strata.basics.index.ImmutableFxIndex.Meta
The meta-property for the fixingCalendar property.
fixingCalendar(HolidayCalendarId) - Method in class com.opengamma.strata.basics.index.ImmutableIborIndex.Builder
Sets the calendar that determines which dates are fixing dates.
fixingCalendar() - Method in class com.opengamma.strata.basics.index.ImmutableIborIndex.Meta
The meta-property for the fixingCalendar property.
fixingCalendar(HolidayCalendarId) - Method in class com.opengamma.strata.basics.index.ImmutableOvernightIndex.Builder
Sets the calendar that the index uses.
fixingCalendar() - Method in class com.opengamma.strata.basics.index.ImmutableOvernightIndex.Meta
The meta-property for the fixingCalendar property.
fixingCalendar(HolidayCalendar) - Method in class com.opengamma.strata.product.rate.OvernightAveragedDailyRateComputation.Builder
Sets the resolved calendar that the index uses.
fixingCalendar() - Method in class com.opengamma.strata.product.rate.OvernightAveragedDailyRateComputation.Meta
The meta-property for the fixingCalendar property.
fixingCalendar(HolidayCalendar) - Method in class com.opengamma.strata.product.rate.OvernightAveragedRateComputation.Builder
Sets the resolved calendar that the index uses.
fixingCalendar() - Method in class com.opengamma.strata.product.rate.OvernightAveragedRateComputation.Meta
The meta-property for the fixingCalendar property.
fixingCalendar(HolidayCalendar) - Method in class com.opengamma.strata.product.rate.OvernightCompoundedRateComputation.Builder
Sets the resolved calendar that the index uses.
fixingCalendar() - Method in class com.opengamma.strata.product.rate.OvernightCompoundedRateComputation.Meta
The meta-property for the fixingCalendar property.
fixingDate() - Method in class com.opengamma.strata.basics.index.FxIndexObservation.Meta
The meta-property for the fixingDate property.
fixingDate() - Method in class com.opengamma.strata.basics.index.IborIndexObservation.Meta
The meta-property for the fixingDate property.
fixingDate(LocalDate) - Method in class com.opengamma.strata.basics.index.OvernightIndexObservation.Builder
Sets the date of the index fixing.
fixingDate() - Method in class com.opengamma.strata.basics.index.OvernightIndexObservation.Meta
The meta-property for the fixingDate property.
fixingDate() - Method in class com.opengamma.strata.pricer.index.IborFutureOptionSensitivity.Meta
The meta-property for the fixingDate property.
fixingDate(LocalDate) - Method in class com.opengamma.strata.product.cms.CmsPeriod.Builder
Sets the date of the index fixing.
fixingDate() - Method in class com.opengamma.strata.product.cms.CmsPeriod.Meta
The meta-property for the fixingDate property.
fixingDateOffset(DaysAdjustment) - Method in class com.opengamma.strata.basics.index.ImmutableFxIndex.Builder
Sets the adjustment applied to the maturity date to obtain the fixing date.
fixingDateOffset() - Method in class com.opengamma.strata.basics.index.ImmutableFxIndex.Meta
The meta-property for the fixingDateOffset property.
fixingDateOffset(DaysAdjustment) - Method in class com.opengamma.strata.basics.index.ImmutableIborIndex.Builder
Sets the adjustment applied to the effective date to obtain the fixing date.
fixingDateOffset() - Method in class com.opengamma.strata.basics.index.ImmutableIborIndex.Meta
The meta-property for the fixingDateOffset property.
fixingDateOffset(DaysAdjustment) - Method in class com.opengamma.strata.product.cms.CmsLeg.Builder
Sets the offset of the fixing date from each adjusted reset date.
fixingDateOffset() - Method in class com.opengamma.strata.product.cms.CmsLeg.Meta
The meta-property for the fixingDateOffset property.
fixingDateOffset(DaysAdjustment) - Method in class com.opengamma.strata.product.deposit.IborFixingDeposit.Builder
Sets the offset of the fixing date from the start date.
fixingDateOffset() - Method in class com.opengamma.strata.product.deposit.IborFixingDeposit.Meta
The meta-property for the fixingDateOffset property.
fixingDateOffset(DaysAdjustment) - Method in class com.opengamma.strata.product.deposit.type.ImmutableIborFixingDepositConvention.Builder
Sets the offset of the fixing date from the start date, optional with defaulting getter.
fixingDateOffset() - Method in class com.opengamma.strata.product.deposit.type.ImmutableIborFixingDepositConvention.Meta
The meta-property for the fixingDateOffset property.
fixingDateOffset(DaysAdjustment) - Method in class com.opengamma.strata.product.fra.Fra.Builder
Sets the offset of the fixing date from the start date.
fixingDateOffset() - Method in class com.opengamma.strata.product.fra.Fra.Meta
The meta-property for the fixingDateOffset property.
fixingDateOffset(DaysAdjustment) - Method in class com.opengamma.strata.product.fra.type.ImmutableFraConvention.Builder
Sets the offset of the fixing date from the start date, optional with defaulting getter.
fixingDateOffset() - Method in class com.opengamma.strata.product.fra.type.ImmutableFraConvention.Meta
The meta-property for the fixingDateOffset property.
fixingDateOffset(DaysAdjustment) - Method in class com.opengamma.strata.product.swap.FxResetCalculation.Builder
Sets the offset of the FX reset fixing date from each adjusted accrual date.
fixingDateOffset() - Method in class com.opengamma.strata.product.swap.FxResetCalculation.Meta
The meta-property for the fixingDateOffset property.
fixingDateOffset(DaysAdjustment) - Method in class com.opengamma.strata.product.swap.IborRateCalculation.Builder
Sets the offset of the fixing date from each adjusted reset date.
fixingDateOffset() - Method in class com.opengamma.strata.product.swap.IborRateCalculation.Meta
The meta-property for the fixingDateOffset property.
fixingDateOffset(DaysAdjustment) - Method in class com.opengamma.strata.product.swap.type.IborRateSwapLegConvention.Builder
Sets the offset of the fixing date from each adjusted reset date.
fixingDateOffset() - Method in class com.opengamma.strata.product.swap.type.IborRateSwapLegConvention.Meta
The meta-property for the fixingDateOffset property.
fixingDateOffsetDays() - Method in class com.opengamma.strata.basics.index.ImmutableFloatingRateName.Meta
The meta-property for the fixingDateOffsetDays property.
fixingMonth() - Method in class com.opengamma.strata.basics.index.PriceIndexObservation.Meta
The meta-property for the fixingMonth property.
fixingRelativeTo(FixingRelativeTo) - Method in class com.opengamma.strata.product.cms.CmsLeg.Builder
Sets the base date that each fixing is made relative to, defaulted to 'PeriodStart'.
fixingRelativeTo() - Method in class com.opengamma.strata.product.cms.CmsLeg.Meta
The meta-property for the fixingRelativeTo property.
FixingRelativeTo - Enum in com.opengamma.strata.product.swap
The base date that each rate fixing is made relative to.
fixingRelativeTo(FxResetFixingRelativeTo) - Method in class com.opengamma.strata.product.swap.FxResetCalculation.Builder
Sets the base date that each FX reset fixing is made relative to, defaulted to 'PeriodStart'.
fixingRelativeTo() - Method in class com.opengamma.strata.product.swap.FxResetCalculation.Meta
The meta-property for the fixingRelativeTo property.
fixingRelativeTo(FixingRelativeTo) - Method in class com.opengamma.strata.product.swap.IborRateCalculation.Builder
Sets the base date that each fixing is made relative to, defaulted to 'PeriodStart'.
fixingRelativeTo() - Method in class com.opengamma.strata.product.swap.IborRateCalculation.Meta
The meta-property for the fixingRelativeTo property.
fixingRelativeTo(FixingRelativeTo) - Method in class com.opengamma.strata.product.swap.type.IborRateSwapLegConvention.Builder
Sets the base date that each fixing is made relative to, optional with defaulting getter.
fixingRelativeTo() - Method in class com.opengamma.strata.product.swap.type.IborRateSwapLegConvention.Meta
The meta-property for the fixingRelativeTo property.
fixings() - Method in class com.opengamma.strata.pricer.fx.ForwardFxIndexRates.Meta
The meta-property for the fixings property.
fixings() - Method in class com.opengamma.strata.pricer.rate.DiscountIborIndexRates.Meta
The meta-property for the fixings property.
fixings() - Method in class com.opengamma.strata.pricer.rate.DiscountOvernightIndexRates.Meta
The meta-property for the fixings property.
fixings() - Method in class com.opengamma.strata.pricer.rate.SimpleIborIndexRates.Meta
The meta-property for the fixings property.
fixings() - Method in class com.opengamma.strata.pricer.rate.SimplePriceIndexValues.Meta
The meta-property for the fixings property.
fixings() - Method in class com.opengamma.strata.product.rate.IborAveragedRateComputation.Meta
The meta-property for the fixings property.
FixingSeriesCsvLoader - Class in com.opengamma.strata.loader.csv
Loads a set of historical fixing series into memory from CSV resources.
fixingTime(LocalTime) - Method in class com.opengamma.strata.basics.index.ImmutableIborIndex.Builder
Sets the fixing time.
fixingTime() - Method in class com.opengamma.strata.basics.index.ImmutableIborIndex.Meta
The meta-property for the fixingTime property.
fixingTime(LocalTime) - Method in class com.opengamma.strata.product.swap.ImmutableSwapIndex.Builder
Sets the fixing time.
fixingTime() - Method in class com.opengamma.strata.product.swap.ImmutableSwapIndex.Meta
The meta-property for the fixingTime property.
fixingZone(ZoneId) - Method in class com.opengamma.strata.basics.index.ImmutableIborIndex.Builder
Sets the fixing time-zone.
fixingZone() - Method in class com.opengamma.strata.basics.index.ImmutableIborIndex.Meta
The meta-property for the fixingZone property.
fixingZone(ZoneId) - Method in class com.opengamma.strata.product.swap.ImmutableSwapIndex.Builder
Sets the time-zone of the fixing time.
fixingZone() - Method in class com.opengamma.strata.product.swap.ImmutableSwapIndex.Meta
The meta-property for the fixingZone property.
FLAT - Static variable in class com.opengamma.strata.market.curve.interpolator.CurveExtrapolators
Flat extrapolator.
flatCombine(Iterable<? extends Result<T>>, Function<Stream<T>, Result<R>>) - Static method in class com.opengamma.strata.collect.result.Result
Takes a collection of results, checks if all of them are successes and then applies the supplied function to the successes.
flatFloatingLeg(IborRateSwapLegConvention) - Method in class com.opengamma.strata.product.swap.type.ImmutableThreeLegBasisSwapConvention.Builder
Sets the market convention of the floating leg that does not have the spread applied.
flatFloatingLeg() - Method in class com.opengamma.strata.product.swap.type.ImmutableThreeLegBasisSwapConvention.Meta
The meta-property for the flatFloatingLeg property.
flatLeg(IborRateSwapLegConvention) - Method in class com.opengamma.strata.product.swap.type.ImmutableIborIborSwapConvention.Builder
Sets the market convention of the floating leg that does not have the spread applied.
flatLeg() - Method in class com.opengamma.strata.product.swap.type.ImmutableIborIborSwapConvention.Meta
The meta-property for the flatLeg property.
flatLeg(IborRateSwapLegConvention) - Method in class com.opengamma.strata.product.swap.type.ImmutableXCcyIborIborSwapConvention.Builder
Sets the market convention of the floating leg that does not have the spread applied.
flatLeg() - Method in class com.opengamma.strata.product.swap.type.ImmutableXCcyIborIborSwapConvention.Meta
The meta-property for the flatLeg property.
flatMap(BiFunction<? super K, ? super V, Stream<R>>) - Method in class com.opengamma.strata.collect.MapStream
Transforms the entries in the stream by applying a mapper function to each key and value to produce a stream of elements, and then flattening the resulting stream of streams.
flatMap(Function<? super Map.Entry<K, V>, ? extends Stream<? extends R>>) - Method in class com.opengamma.strata.collect.MapStream
 
flatMap(Function<? super T, Result<R>>) - Method in class com.opengamma.strata.collect.result.Result
Processes a successful result by applying a function that returns another result.
flatMap(Function<? super T, ValueWithFailures<R>>) - Method in class com.opengamma.strata.collect.result.ValueWithFailures
Processes the value by applying a function that returns another result.
flatMapKeys(Function<? super K, Stream<R>>) - Method in class com.opengamma.strata.collect.MapStream
Transforms the keys in the stream by applying a mapper function to each key.
flatMapKeys(BiFunction<? super K, ? super V, Stream<R>>) - Method in class com.opengamma.strata.collect.MapStream
Transforms the keys in the stream by applying a mapper function to each key and value.
flatMapToDouble(Function<? super Map.Entry<K, V>, ? extends DoubleStream>) - Method in class com.opengamma.strata.collect.MapStream
 
flatMapToInt(Function<? super Map.Entry<K, V>, ? extends IntStream>) - Method in class com.opengamma.strata.collect.MapStream
 
flatMapToLong(Function<? super Map.Entry<K, V>, ? extends LongStream>) - Method in class com.opengamma.strata.collect.MapStream
 
flatMapValues(Function<? super V, Stream<R>>) - Method in class com.opengamma.strata.collect.MapStream
Transforms the values in the stream by applying a mapper function to each value.
flatMapValues(BiFunction<? super K, ? super V, Stream<R>>) - Method in class com.opengamma.strata.collect.MapStream
Transforms the values in the stream by applying a mapper function to each key and value.
floatingLeg(IborRateSwapLegConvention) - Method in class com.opengamma.strata.product.swap.type.ImmutableFixedIborSwapConvention.Builder
Sets the market convention of the floating leg.
floatingLeg() - Method in class com.opengamma.strata.product.swap.type.ImmutableFixedIborSwapConvention.Meta
The meta-property for the floatingLeg property.
floatingLeg(InflationRateSwapLegConvention) - Method in class com.opengamma.strata.product.swap.type.ImmutableFixedInflationSwapConvention.Builder
Sets the market convention of the floating leg.
floatingLeg() - Method in class com.opengamma.strata.product.swap.type.ImmutableFixedInflationSwapConvention.Meta
The meta-property for the floatingLeg property.
floatingLeg(OvernightRateSwapLegConvention) - Method in class com.opengamma.strata.product.swap.type.ImmutableFixedOvernightSwapConvention.Builder
Sets the market convention of the floating leg.
floatingLeg() - Method in class com.opengamma.strata.product.swap.type.ImmutableFixedOvernightSwapConvention.Meta
The meta-property for the floatingLeg property.
floatingRate(IborRateComputation) - Method in class com.opengamma.strata.product.deposit.ResolvedIborFixingDeposit.Builder
Sets the floating rate of interest.
floatingRate() - Method in class com.opengamma.strata.product.deposit.ResolvedIborFixingDeposit.Meta
The meta-property for the floatingRate property.
floatingRate(RateComputation) - Method in class com.opengamma.strata.product.fra.ResolvedFra.Builder
Sets the floating rate of interest.
floatingRate() - Method in class com.opengamma.strata.product.fra.ResolvedFra.Meta
The meta-property for the floatingRate property.
FloatingRateIndex - Interface in com.opengamma.strata.basics.index
An index used to provide floating rates, typically in interest rate swaps.
FloatingRateName - Interface in com.opengamma.strata.basics.index
A floating rate index name, such as Libor, Euribor or US Fed Fund.
FloatingRateNames - Class in com.opengamma.strata.basics.index
Constants and implementations for standard Floating rate names.
FloatingRateType - Enum in com.opengamma.strata.basics.index
The type of a floating rate index.
floorlet(Double) - Method in class com.opengamma.strata.product.capfloor.IborCapletFloorletPeriod.Builder
Sets the optional floorlet strike.
floorlet() - Method in class com.opengamma.strata.product.capfloor.IborCapletFloorletPeriod.Meta
The meta-property for the floorlet property.
floorlet(Double) - Method in class com.opengamma.strata.product.cms.CmsPeriod.Builder
Sets the optional floorlet strike.
floorlet() - Method in class com.opengamma.strata.product.cms.CmsPeriod.Meta
The meta-property for the floorlet property.
floorSchedule(ValueSchedule) - Method in class com.opengamma.strata.product.capfloor.IborCapFloorLeg.Builder
Sets the floor schedule, optional.
floorSchedule() - Method in class com.opengamma.strata.product.capfloor.IborCapFloorLeg.Meta
The meta-property for the floorSchedule property.
floorSchedule(ValueSchedule) - Method in class com.opengamma.strata.product.cms.CmsLeg.Builder
Sets the floor schedule, optional.
floorSchedule() - Method in class com.opengamma.strata.product.cms.CmsLeg.Meta
The meta-property for the floorSchedule property.
FOLLOWING - Static variable in class com.opengamma.strata.basics.date.BusinessDayConventions
The 'Following' convention which adjusts to the next business day.
forEach(IntDoubleConsumer) - Method in class com.opengamma.strata.collect.array.DoubleArray
Applies an action to each value in the array.
forEach(IntIntDoubleConsumer) - Method in class com.opengamma.strata.collect.array.DoubleMatrix
Applies an action to each value in the matrix.
forEach(IntIntConsumer) - Method in class com.opengamma.strata.collect.array.IntArray
Applies an action to each value in the array.
forEach(BiConsumer<? super K, ? super V>) - Method in class com.opengamma.strata.collect.MapStream
Performs an action for each entry in the stream, passing the key and value to the action.
forEach(Consumer<? super Map.Entry<K, V>>) - Method in class com.opengamma.strata.collect.MapStream
 
forEach(ObjDoubleConsumer<LocalDate>) - Method in interface com.opengamma.strata.collect.timeseries.LocalDateDoubleTimeSeries
Applies an action to each pair in the time series.
forEachOrdered(Consumer<? super Map.Entry<K, V>>) - Method in class com.opengamma.strata.collect.MapStream
 
FORECAST_VALUE - Static variable in class com.opengamma.strata.market.explain.ExplainKey
The forecast value.
forecastValue() - Method in class com.opengamma.strata.market.amount.CashFlow.Meta
The meta-property for the forecastValue property.
forecastValue(CapitalIndexedBondPaymentPeriod, RatesProvider) - Method in class com.opengamma.strata.pricer.bond.DiscountingCapitalIndexedBondPaymentPeriodPricer
Calculates the forecast value of a single payment period.
forecastValue(FixedCouponBondPaymentPeriod, IssuerCurveDiscountFactors) - Method in class com.opengamma.strata.pricer.bond.DiscountingFixedCouponBondPaymentPeriodPricer
Calculates the forecast value of a single fixed coupon payment period.
forecastValue(Payment, BaseProvider) - Method in class com.opengamma.strata.pricer.DiscountingPaymentPricer
Computes the forecast value of the payment.
forecastValue(ResolvedFra, RatesProvider) - Method in class com.opengamma.strata.pricer.fra.DiscountingFraProductPricer
Calculates the forecast value of the FRA product.
forecastValue(ResolvedFraTrade, RatesProvider) - Method in class com.opengamma.strata.pricer.fra.DiscountingFraTradePricer
Calculates the forecast value of the FRA trade.
forecastValue(ResolvedSwapLeg, RatesProvider) - Method in class com.opengamma.strata.pricer.swap.DiscountingSwapLegPricer
Calculates the forecast value of the swap leg.
forecastValue(ResolvedSwap, RatesProvider) - Method in class com.opengamma.strata.pricer.swap.DiscountingSwapProductPricer
Calculates the forecast value of the swap product.
forecastValue(ResolvedSwapTrade, RatesProvider) - Method in class com.opengamma.strata.pricer.swap.DiscountingSwapTradePricer
Calculates the forecast value of the swap trade.
forecastValue(T, RatesProvider) - Method in interface com.opengamma.strata.pricer.swap.SwapPaymentEventPricer
Calculates the forecast value of a single payment event.
forecastValue(T, RatesProvider) - Method in interface com.opengamma.strata.pricer.swap.SwapPaymentPeriodPricer
Calculates the forecast value of a single payment period.
forecastValueAmount(Payment, BaseProvider) - Method in class com.opengamma.strata.pricer.DiscountingPaymentPricer
Computes the forecast value of the payment.
forecastValueSensitivity(CapitalIndexedBondPaymentPeriod, RatesProvider) - Method in class com.opengamma.strata.pricer.bond.DiscountingCapitalIndexedBondPaymentPeriodPricer
Calculates the forecast value sensitivity of a single payment period.
forecastValueSensitivity(FixedCouponBondPaymentPeriod, IssuerCurveDiscountFactors) - Method in class com.opengamma.strata.pricer.bond.DiscountingFixedCouponBondPaymentPeriodPricer
Calculates the forecast value sensitivity of a single fixed coupon payment period.
forecastValueSensitivity(ResolvedFra, RatesProvider) - Method in class com.opengamma.strata.pricer.fra.DiscountingFraProductPricer
Calculates the forecast value sensitivity of the FRA product.
forecastValueSensitivity(ResolvedFraTrade, RatesProvider) - Method in class com.opengamma.strata.pricer.fra.DiscountingFraTradePricer
Calculates the forecast value sensitivity of the FRA trade.
forecastValueSensitivity(ResolvedSwapLeg, RatesProvider) - Method in class com.opengamma.strata.pricer.swap.DiscountingSwapLegPricer
Calculates the forecast value sensitivity of the swap leg.
forecastValueSensitivity(ResolvedSwap, RatesProvider) - Method in class com.opengamma.strata.pricer.swap.DiscountingSwapProductPricer
Calculates the forecast value sensitivity of the swap product.
forecastValueSensitivity(ResolvedSwapTrade, RatesProvider) - Method in class com.opengamma.strata.pricer.swap.DiscountingSwapTradePricer
Calculates the forecast value sensitivity of the swap trade.
forecastValueSensitivity(T, RatesProvider) - Method in interface com.opengamma.strata.pricer.swap.SwapPaymentEventPricer
Calculates the forecast value sensitivity of a single payment event.
forecastValueSensitivity(T, RatesProvider) - Method in interface com.opengamma.strata.pricer.swap.SwapPaymentPeriodPricer
Calculates the forecast value sensitivity of a single payment period.
format(String, Object) - Static method in class com.opengamma.strata.collect.Messages
Formats a templated message inserting a single argument.
format(String, Object...) - Static method in class com.opengamma.strata.collect.Messages
Formats a templated message inserting arguments.
format(T) - Method in class com.opengamma.strata.collect.named.EnumNames
Creates a standard Strata mixed case name from an enum-style constant.
FormatCategory - Enum in com.opengamma.strata.report.framework.format
Defines categories of data types.
formatData(CashFlowReport, int, int, ReportOutputFormat) - Method in class com.opengamma.strata.report.cashflow.CashFlowReportFormatter
 
formatData(R, int, int, ReportOutputFormat) - Method in class com.opengamma.strata.report.framework.format.ReportFormatter
Formats a piece of data for display.
formatData(TradeReport, int, int, ReportOutputFormat) - Method in class com.opengamma.strata.report.trade.TradeReportFormatter
 
formatForCsv(T) - Method in interface com.opengamma.strata.report.framework.format.ValueFormatter
Formats a value for use in a CSV file.
formatForDisplay(T) - Method in interface com.opengamma.strata.report.framework.format.ValueFormatter
Formats a value for display.
FormatSettings<T> - Class in com.opengamma.strata.report.framework.format
Contains formatting settings for a specific type.
FormatSettings.Meta<T> - Class in com.opengamma.strata.report.framework.format
The meta-bean for FormatSettings.
FormatSettingsProvider - Class in com.opengamma.strata.report.framework.format
Provides and caches format settings across types.
FormatSettingsProvider() - Constructor for class com.opengamma.strata.report.framework.format.FormatSettingsProvider
Creates an instance.
formatter() - Method in class com.opengamma.strata.report.framework.format.FormatSettings.Meta
The meta-property for the formatter property.
formatValue(Object, ReportOutputFormat) - Method in class com.opengamma.strata.report.framework.format.ReportFormatter
Formats a value into a string.
formatWithAttributes(String, Object...) - Static method in class com.opengamma.strata.collect.Messages
Formats a templated message inserting named arguments.
forward() - Method in class com.opengamma.strata.pricer.capfloor.IborCapletFloorletSensitivity.Meta
The meta-property for the forward property.
forward() - Method in class com.opengamma.strata.pricer.fxopt.FxOptionSensitivity.Meta
The meta-property for the forward property.
forward() - Method in class com.opengamma.strata.pricer.swaption.SwaptionSensitivity.Meta
The meta-property for the forward property.
FORWARD_FX_RATE - Static variable in class com.opengamma.strata.measure.Measures
Measure representing the forward FX rate of the calculation target.
FORWARD_RATE - Static variable in class com.opengamma.strata.market.explain.ExplainKey
The forward rate.
FORWARD_RATE - Static variable in class com.opengamma.strata.market.ValueType
Type used when each value is a forward rate - 'ForwardRate'.
FORWARD_RATE_END_DATE - Static variable in class com.opengamma.strata.market.explain.ExplainKey
The end date used to calculate the forward rate.
FORWARD_RATE_START_DATE - Static variable in class com.opengamma.strata.market.explain.ExplainKey
The start date used to calculate the forward rate.
forwardCurves(Map<? extends Index, ? extends Curve>) - Method in class com.opengamma.strata.market.curve.RatesCurveGroup.Builder
Sets the forward curves in the group, keyed by index.
forwardCurves() - Method in class com.opengamma.strata.market.curve.RatesCurveGroup.Meta
The meta-property for the forwardCurves property.
ForwardFxIndexRates - Class in com.opengamma.strata.pricer.fx
Provides access to rates for an FX index.
ForwardFxIndexRates.Meta - Class in com.opengamma.strata.pricer.fx
The meta-bean for ForwardFxIndexRates.
forwardFxRate(ResolvedFxNdfTrade, RatesMarketDataLookup, ScenarioMarketData) - Method in class com.opengamma.strata.measure.fx.FxNdfTradeCalculations
Calculates the forward FX rate across one or more scenarios.
forwardFxRate(ResolvedFxNdfTrade, RatesProvider) - Method in class com.opengamma.strata.measure.fx.FxNdfTradeCalculations
Calculates the forward FX rate for a single set of market data.
forwardFxRate(ResolvedFxSingleTrade, RatesMarketDataLookup, ScenarioMarketData) - Method in class com.opengamma.strata.measure.fx.FxSingleTradeCalculations
Calculates the forward FX rate across one or more scenarios.
forwardFxRate(ResolvedFxSingleTrade, RatesProvider) - Method in class com.opengamma.strata.measure.fx.FxSingleTradeCalculations
Calculates the forward FX rate for a single set of market data.
forwardFxRate(ResolvedFxNdf, RatesProvider) - Method in class com.opengamma.strata.pricer.fx.DiscountingFxNdfProductPricer
Calculates the forward exchange rate.
forwardFxRate(ResolvedFxNdfTrade, RatesProvider) - Method in class com.opengamma.strata.pricer.fx.DiscountingFxNdfTradePricer
Calculates the forward exchange rate.
forwardFxRate(ResolvedFxSingle, RatesProvider) - Method in class com.opengamma.strata.pricer.fx.DiscountingFxSingleProductPricer
Calculates the forward exchange rate.
forwardFxRate(ResolvedFxSingleTrade, RatesProvider) - Method in class com.opengamma.strata.pricer.fx.DiscountingFxSingleTradePricer
Calculates the forward exchange rate.
forwardFxRatePointSensitivity(ResolvedFxSingle, RatesProvider) - Method in class com.opengamma.strata.pricer.fx.DiscountingFxSingleProductPricer
Calculates the forward exchange rate point sensitivity.
forwardFxRatePointSensitivity(ResolvedFxSingleTrade, RatesProvider) - Method in class com.opengamma.strata.pricer.fx.DiscountingFxSingleTradePricer
Calculates the forward exchange rate point sensitivity.
forwardFxRateSpotSensitivity(ResolvedFxSingle, RatesProvider) - Method in class com.opengamma.strata.pricer.fx.DiscountingFxSingleProductPricer
Calculates the sensitivity of the forward exchange rate to the spot rate.
forwardFxRateSpotSensitivity(ResolvedFxSingleTrade, RatesProvider) - Method in class com.opengamma.strata.pricer.fx.DiscountingFxSingleTradePricer
Calculates the sensitivity of the forward exchange rate to the spot rate.
forwardRates(String, DayCount) - Static method in class com.opengamma.strata.market.curve.Curves
Creates curve metadata for a curve providing forward rates.
forwardRates(CurveName, DayCount) - Static method in class com.opengamma.strata.market.curve.Curves
Creates curve metadata for a curve providing forward rates.
forwardRates(CurveName, DayCount, List<? extends ParameterMetadata>) - Static method in class com.opengamma.strata.market.curve.Curves
Creates curve metadata for a curve providing forward rates.
FpmlDocument - Class in com.opengamma.strata.loader.fpml
Provides data about the whole FpML document and parse helper methods.
FpmlDocument(XmlElement, Map<String, XmlElement>, FpmlPartySelector, FpmlTradeInfoParserPlugin, ReferenceData) - Constructor for class com.opengamma.strata.loader.fpml.FpmlDocument
Creates an instance, based on the specified element.
FpmlDocumentParser - Class in com.opengamma.strata.loader.fpml
Loader of trade data in FpML format.
FpmlParseException - Exception in com.opengamma.strata.loader.fpml
Exception thrown when parsing FpML.
FpmlParseException(String) - Constructor for exception com.opengamma.strata.loader.fpml.FpmlParseException
Creates an instance based on a message.
FpmlParserPlugin - Interface in com.opengamma.strata.loader.fpml
Pluggable FpML trade parser.
FpmlPartySelector - Interface in com.opengamma.strata.loader.fpml
Finds the party representing "us" in FpML.
FpmlTradeInfoParserPlugin - Interface in com.opengamma.strata.loader.fpml
Pluggable FpML trade information parser.
FR - Static variable in class com.opengamma.strata.basics.location.Country
The currency 'FR' - France.
FR_EXT_CPI - Static variable in class com.opengamma.strata.basics.index.FloatingRateNames
Constant for FR-EXT-CPI Price index.
FR_EXT_CPI - Static variable in class com.opengamma.strata.basics.index.PriceIndices
The consumer price index for France, "Non-revised Harmonised Index of Consumer Prices Excluding Tobacco".
Fra - Class in com.opengamma.strata.product.fra
A forward rate agreement (FRA).
FRA - Static variable in class com.opengamma.strata.product.ProductType
A Fra.
Fra.Builder - Class in com.opengamma.strata.product.fra
The bean-builder for Fra.
Fra.Meta - Class in com.opengamma.strata.product.fra
The meta-bean for Fra.
FRA_MQ - Static variable in class com.opengamma.strata.pricer.curve.MarketQuoteMeasure
The measure for ResolvedFraTrade using par rate discounting.
FRA_PAR_SPREAD - Static variable in class com.opengamma.strata.pricer.curve.TradeCalibrationMeasure
The calibrator for ResolvedFraTrade using par spread discounting.
FRA_PV - Static variable in class com.opengamma.strata.pricer.curve.PresentValueCalibrationMeasure
The measure for FraTrade using present value discounting.
FraConvention - Interface in com.opengamma.strata.product.fra.type
A market convention for forward rate agreement (FRA) trades.
FraConventions - Class in com.opengamma.strata.product.fra.type
Market standard FRA conventions.
FraCurveNode - Class in com.opengamma.strata.market.curve.node
A curve node whose instrument is a Forward Rate Agreement (FRA).
FraCurveNode.Builder - Class in com.opengamma.strata.market.curve.node
The bean-builder for FraCurveNode.
FraCurveNode.Meta - Class in com.opengamma.strata.market.curve.node
The meta-bean for FraCurveNode.
FraDiscountingMethod - Enum in com.opengamma.strata.product.fra
A convention defining how to discount Forward Rate Agreements (FRAs).
FraTemplate - Class in com.opengamma.strata.product.fra.type
A template for creating a forward rate agreement (FRA) trade.
FraTemplate.Builder - Class in com.opengamma.strata.product.fra.type
The bean-builder for FraTemplate.
FraTemplate.Meta - Class in com.opengamma.strata.product.fra.type
The meta-bean for FraTemplate.
FraTrade - Class in com.opengamma.strata.product.fra
A trade in a forward rate agreement (FRA).
FraTrade.Builder - Class in com.opengamma.strata.product.fra
The bean-builder for FraTrade.
FraTrade.Meta - Class in com.opengamma.strata.product.fra
The meta-bean for FraTrade.
FraTradeCalculationFunction - Class in com.opengamma.strata.measure.fra
Perform calculations on a single FraTrade for each of a set of scenarios.
FraTradeCalculationFunction() - Constructor for class com.opengamma.strata.measure.fra.FraTradeCalculationFunction
Creates an instance.
FraTradeCalculations - Class in com.opengamma.strata.measure.fra
Calculates pricing and risk measures for forward rate agreement (FRA) trades.
FraTradeCalculations(DiscountingFraTradePricer) - Constructor for class com.opengamma.strata.measure.fra.FraTradeCalculations
Creates an instance.
Frequency - Class in com.opengamma.strata.basics.schedule
A periodic frequency used by financial products that have a specific event every so often.
frequency(Frequency) - Method in class com.opengamma.strata.basics.schedule.PeriodicSchedule.Builder
Sets the regular periodic frequency to use.
frequency() - Method in class com.opengamma.strata.basics.schedule.PeriodicSchedule.Meta
The meta-property for the frequency property.
frequency(Frequency) - Method in class com.opengamma.strata.basics.schedule.Schedule.Builder
Sets the periodic frequency used when building the schedule.
frequency() - Method in class com.opengamma.strata.basics.schedule.Schedule.Meta
The meta-property for the frequency property.
frequency() - Method in class com.opengamma.strata.basics.value.ValueStepSequence.Meta
The meta-property for the frequency property.
frequency(Frequency) - Method in class com.opengamma.strata.product.bond.ResolvedCapitalIndexedBond.Builder
Sets the frequency of the bond payments.
frequency() - Method in class com.opengamma.strata.product.bond.ResolvedCapitalIndexedBond.Meta
The meta-property for the frequency property.
frequency(Frequency) - Method in class com.opengamma.strata.product.bond.ResolvedFixedCouponBond.Builder
Sets the frequency of the bond payments.
frequency() - Method in class com.opengamma.strata.product.bond.ResolvedFixedCouponBond.Meta
The meta-property for the frequency property.
FRI_SAT - Static variable in class com.opengamma.strata.basics.date.HolidayCalendarIds
An identifier for a calendar declaring all days as business days except Friday/Saturday weekends, with code 'FriSat'.
FRI_SAT - Static variable in class com.opengamma.strata.basics.date.HolidayCalendars
An instance declaring all days as business days except Friday/Saturday weekends.
from(ByteSource) - Static method in class com.opengamma.strata.collect.io.ArrayByteSource
Creates an instance from another byte source.
from(CheckedSupplier<InputStream>) - Static method in class com.opengamma.strata.collect.io.ArrayByteSource
Creates an instance from an input stream.
FROM_FIXING_SERIES - Static variable in class com.opengamma.strata.market.explain.ExplainKey
The flag to indicate that the that the observed value is from a fixing time-series.
FRPA - Static variable in class com.opengamma.strata.basics.date.HolidayCalendarIds
An identifier for the holiday calendar of Paris, France, with code 'FRPA'.
function(CheckedFunction<T, R>) - Static method in class com.opengamma.strata.collect.Unchecked
Converts checked exceptions to unchecked based on the Function interface.
FunctionRequirements - Class in com.opengamma.strata.calc.runner
Specifies the market data required for a function to perform a calculation.
FunctionRequirements.Builder - Class in com.opengamma.strata.calc.runner
The bean-builder for FunctionRequirements.
FunctionRequirements.Meta - Class in com.opengamma.strata.calc.runner
The meta-bean for FunctionRequirements.
functions() - Method in class com.opengamma.strata.calc.CalculationRules.Meta
The meta-property for the functions property.
FunctionUtils - Class in com.opengamma.strata.calc.runner
Static utility methods useful when writing calculation functions.
futureExpiryDate() - Method in class com.opengamma.strata.pricer.bond.BondFutureOptionSensitivity.Meta
The meta-property for the futureExpiryDate property.
futureId(ExchangeId, EtdContractCode, YearMonth, EtdVariant) - Static method in class com.opengamma.strata.product.etd.EtdIdUtils
Creates an identifier for an ETD future instrument.
FutureOptionPremiumStyle - Enum in com.opengamma.strata.product.option
The style of premium for an option on a futures contract.
futurePrice() - Method in class com.opengamma.strata.pricer.bond.BondFutureOptionSensitivity.Meta
The meta-property for the futurePrice property.
futurePrice() - Method in class com.opengamma.strata.pricer.index.IborFutureOptionSensitivity.Meta
The meta-property for the futurePrice property.
futuresConvexityFactor(LocalDate, LocalDate, LocalDate) - Method in class com.opengamma.strata.pricer.model.HullWhiteOneFactorPiecewiseConstantParametersProvider
Calculates the future convexity factor for the specified period at the future reference date.
futuresConvexityFactorAdjoint(LocalDate, LocalDate, LocalDate) - Method in class com.opengamma.strata.pricer.model.HullWhiteOneFactorPiecewiseConstantParametersProvider
Calculates the future convexity factor and its derivative for the specified period at the future reference date.
fuzzyEquals(double[], double[], double) - Static method in class com.opengamma.strata.collect.DoubleArrayMath
Compares each element in the first array to the matching index in the second array within a tolerance.
fuzzyEqualsZero(double[], double) - Static method in class com.opengamma.strata.collect.DoubleArrayMath
Compares each element in the array to zero within a tolerance.
fx(CurrencyAmount, CurrencyAmount) - Static method in class com.opengamma.strata.product.common.SummarizerUtils
Converts an FX exchange to a string.
FX_NDF - Static variable in class com.opengamma.strata.product.ProductType
FX_SINGLE - Static variable in class com.opengamma.strata.product.ProductType
FX_SINGLE_BARRIER_OPTION - Static variable in class com.opengamma.strata.product.ProductType
FX_SWAP - Static variable in class com.opengamma.strata.product.ProductType
FX_SWAP_PAR_SPREAD - Static variable in class com.opengamma.strata.pricer.curve.TradeCalibrationMeasure
The calibrator for ResolvedFxSwapTrade using par spread discounting.
FX_VANILLA_OPTION - Static variable in class com.opengamma.strata.product.ProductType
FxConvertible<R> - Interface in com.opengamma.strata.basics.currency
Defines a standard mechanism for converting an object representing one or more monetary amounts to a single currency.
fxForwardRates() - Method in class com.opengamma.strata.pricer.fx.ForwardFxIndexRates.Meta
The meta-property for the fxForwardRates property.
FxForwardRates - Interface in com.opengamma.strata.pricer.fx
Provides access to rates for a currency pair.
fxForwardRates(CurrencyPair) - Method in class com.opengamma.strata.pricer.rate.ImmutableRatesProvider
 
fxForwardRates(CurrencyPair) - Method in interface com.opengamma.strata.pricer.rate.RatesProvider
Gets the forward FX rates for a currency pair.
FxForwardSensitivity - Class in com.opengamma.strata.pricer.fx
Point sensitivity to a forward rate of an FX rate for a currency pair.
FxForwardSensitivity.Meta - Class in com.opengamma.strata.pricer.fx
The meta-bean for FxForwardSensitivity.
FxIndex - Interface in com.opengamma.strata.basics.index
An index of foreign exchange rates.
FxIndexObservation - Class in com.opengamma.strata.basics.index
Information about a single observation of an FX index.
FxIndexObservation.Meta - Class in com.opengamma.strata.basics.index
The meta-bean for FxIndexObservation.
FxIndexRates - Interface in com.opengamma.strata.pricer.fx
Provides access to rates for an FX index.
fxIndexRates(FxIndex) - Method in class com.opengamma.strata.pricer.rate.ImmutableRatesProvider
 
fxIndexRates(FxIndex) - Method in interface com.opengamma.strata.pricer.rate.RatesProvider
Gets the rates for an FX index.
FxIndexSensitivity - Class in com.opengamma.strata.pricer.fx
Point sensitivity to a forward rate of an FX rate for an FX index.
FxIndexSensitivity.Meta - Class in com.opengamma.strata.pricer.fx
The meta-bean for FxIndexSensitivity.
FxIndices - Class in com.opengamma.strata.basics.index
Constants and implementations for standard foreign exchange indices.
FxMatrix - Class in com.opengamma.strata.basics.currency
A matrix of foreign exchange rates.
FxMatrix.Meta - Class in com.opengamma.strata.basics.currency
The meta-bean for FxMatrix.
FxMatrixBuilder - Class in com.opengamma.strata.basics.currency
A mutable builder class for FxMatrix.
FxMatrixId - Class in com.opengamma.strata.data
Identifies the market data for an FX matrix.
FxNdf - Class in com.opengamma.strata.product.fx
A Non-Deliverable Forward (NDF).
FxNdf.Builder - Class in com.opengamma.strata.product.fx
The bean-builder for FxNdf.
FxNdf.Meta - Class in com.opengamma.strata.product.fx
The meta-bean for FxNdf.
FxNdfTrade - Class in com.opengamma.strata.product.fx
A trade in a Non-Deliverable Forward (NDF).
FxNdfTrade.Builder - Class in com.opengamma.strata.product.fx
The bean-builder for FxNdfTrade.
FxNdfTrade.Meta - Class in com.opengamma.strata.product.fx
The meta-bean for FxNdfTrade.
FxNdfTradeCalculationFunction - Class in com.opengamma.strata.measure.fx
Perform calculations on a single FxNdfTrade for each of a set of scenarios.
FxNdfTradeCalculationFunction() - Constructor for class com.opengamma.strata.measure.fx.FxNdfTradeCalculationFunction
Creates an instance.
FxNdfTradeCalculations - Class in com.opengamma.strata.measure.fx
Calculates pricing and risk measures for FX Non-Deliverable Forward (NDF) trades.
FxNdfTradeCalculations(DiscountingFxNdfTradePricer) - Constructor for class com.opengamma.strata.measure.fx.FxNdfTradeCalculations
Creates an instance.
FxOptionMarketData - Interface in com.opengamma.strata.measure.fxopt
Market data for FX options.
FxOptionMarketDataLookup - Interface in com.opengamma.strata.measure.fxopt
The lookup that provides access to FX options volatilities in market data.
FxOptionScenarioMarketData - Interface in com.opengamma.strata.measure.fxopt
Market data for FX options, used for calculation across multiple scenarios.
FxOptionSensitivity - Class in com.opengamma.strata.pricer.fxopt
Point sensitivity to an implied volatility for a FX option model.
FxOptionSensitivity.Meta - Class in com.opengamma.strata.pricer.fxopt
The meta-bean for FxOptionSensitivity.
FxOptionVolatilities - Interface in com.opengamma.strata.pricer.fxopt
Volatilities for pricing FX options.
FxOptionVolatilitiesDefinition - Class in com.opengamma.strata.measure.fxopt
The definition of how to build FX option volatilities.
FxOptionVolatilitiesDefinition.Meta - Class in com.opengamma.strata.measure.fxopt
The meta-bean for FxOptionVolatilitiesDefinition.
FxOptionVolatilitiesId - Class in com.opengamma.strata.pricer.fxopt
An identifier used to access FX option volatilities by name.
FxOptionVolatilitiesMarketDataFunction - Class in com.opengamma.strata.measure.fxopt
Market data function that builds FX option volatilities.
FxOptionVolatilitiesMarketDataFunction() - Constructor for class com.opengamma.strata.measure.fxopt.FxOptionVolatilitiesMarketDataFunction
 
FxOptionVolatilitiesName - Class in com.opengamma.strata.pricer.fxopt
The name of a set of FX option volatilities.
FxOptionVolatilitiesNode - Class in com.opengamma.strata.measure.fxopt
A node in the configuration specifying how to build FX option volatilities.
FxOptionVolatilitiesNode.Builder - Class in com.opengamma.strata.measure.fxopt
The bean-builder for FxOptionVolatilitiesNode.
FxOptionVolatilitiesNode.Meta - Class in com.opengamma.strata.measure.fxopt
The meta-bean for FxOptionVolatilitiesNode.
FxOptionVolatilitiesSpecification - Interface in com.opengamma.strata.measure.fxopt
The specification of how to build FX option volatilities.
FxProduct - Interface in com.opengamma.strata.product.fx
A foreign exchange product, such as an FX forward, FX spot or FX option.
fxRate(Currency, Currency) - Method in class com.opengamma.strata.basics.currency.FxMatrix
Gets the FX rate for the specified currency pair.
FxRate - Class in com.opengamma.strata.basics.currency
A single foreign exchange rate between two currencies, such as 'EUR/USD 1.25'.
fxRate(Currency, Currency) - Method in class com.opengamma.strata.basics.currency.FxRate
Gets the FX rate for the specified currency pair.
fxRate(Currency, Currency) - Method in interface com.opengamma.strata.basics.currency.FxRateProvider
Gets the FX rate for the specified currency pair.
fxRate(CurrencyPair) - Method in interface com.opengamma.strata.basics.currency.FxRateProvider
Gets the FX rate for the specified currency pair.
fxRate(Currency, Currency) - Method in class com.opengamma.strata.data.MarketDataFxRateProvider
 
fxRate(Currency, Currency, int) - Method in class com.opengamma.strata.data.scenario.FxRateScenarioArray
Returns the FX rate for the specified currency pair and scenario index.
fxRate(Currency, Currency, int) - Method in interface com.opengamma.strata.data.scenario.ScenarioFxRateProvider
Gets the FX rate for the specified currency pair and scenario index.
fxRate(Currency, Currency) - Method in interface com.opengamma.strata.pricer.BaseProvider
Gets the FX rate for the specified currency pair on the valuation date.
fxRate(CurrencyPair) - Method in interface com.opengamma.strata.pricer.BaseProvider
Gets the FX rate for the specified currency pair on the valuation date.
fxRate(Currency, Currency) - Method in class com.opengamma.strata.pricer.rate.ImmutableRatesProvider
 
FxRate.Meta - Class in com.opengamma.strata.basics.currency
The meta-bean for FxRate.
FxRateConfig - Class in com.opengamma.strata.measure.fx
Configuration defining how to create FxRate instances from observable market data.
FxRateConfig.Builder - Class in com.opengamma.strata.measure.fx
The bean-builder for FxRateConfig.
FxRateConfig.Meta - Class in com.opengamma.strata.measure.fx
The meta-bean for FxRateConfig.
FxRateId - Class in com.opengamma.strata.data
Identifies the market data for an FX rate.
fxRateId(FxRateId) - Method in class com.opengamma.strata.market.curve.node.FxSwapCurveNode.Builder
Sets the identifier used to obtain the FX rate market value, defaulted from the template.
fxRateId() - Method in class com.opengamma.strata.market.curve.node.FxSwapCurveNode.Meta
The meta-property for the fxRateId property.
fxRateId(FxRateId) - Method in class com.opengamma.strata.market.curve.node.XCcyIborIborSwapCurveNode.Builder
Sets the identifier used to obtain the FX rate market value, defaulted from the template.
fxRateId() - Method in class com.opengamma.strata.market.curve.node.XCcyIborIborSwapCurveNode.Meta
The meta-property for the fxRateId property.
FxRateLookup - Interface in com.opengamma.strata.calc.runner
The lookup that provides access to FX rates in market data.
FxRateMarketDataFunction - Class in com.opengamma.strata.measure.fx
Function which builds FxRate instances from observable market data.
FxRateMarketDataFunction() - Constructor for class com.opengamma.strata.measure.fx.FxRateMarketDataFunction
 
FxRateProvider - Interface in com.opengamma.strata.basics.currency
A provider of FX rates.
fxRateProvider(MarketData) - Method in interface com.opengamma.strata.calc.runner.FxRateLookup
Obtains an FX rate provider based on the specified market data.
fxRateProvider(int) - Method in interface com.opengamma.strata.data.scenario.ScenarioFxRateProvider
Gets the FX rate provider for the specified scenario index.
fxRateProvider() - Method in interface com.opengamma.strata.measure.rate.RatesMarketData
Gets the FX rate provider.
fxRateProvider(MarketData) - Method in interface com.opengamma.strata.measure.rate.RatesMarketDataLookup
Obtains an FX rate provider based on the specified market data.
fxRateProvider() - Method in class com.opengamma.strata.pricer.fx.DiscountFxForwardRates.Meta
The meta-property for the fxRateProvider property.
fxRateProvider() - Method in class com.opengamma.strata.pricer.rate.ImmutableRatesProvider.Meta
The meta-property for the fxRateProvider property.
fxRateProvider(FxRateProvider) - Method in class com.opengamma.strata.pricer.rate.ImmutableRatesProviderBuilder
Sets the FX rate provider.
FxRateScenarioArray - Class in com.opengamma.strata.data.scenario
A set of FX rates between two currencies containing rates for multiple scenarios.
FxRateScenarioArray.Meta - Class in com.opengamma.strata.data.scenario
The meta-bean for FxRateScenarioArray.
FxRatesCsvLoader - Class in com.opengamma.strata.loader.csv
Loads a set of FX rates into memory from CSV resources.
FxRateShifts - Class in com.opengamma.strata.market
A perturbation that applies different shifts to an FX rate.
FxRateShifts.Meta - Class in com.opengamma.strata.market
The meta-bean for FxRateShifts.
FxReset - Class in com.opengamma.strata.product.swap
An FX rate conversion for the notional amount of a swap leg.
fxReset(FxResetCalculation) - Method in class com.opengamma.strata.product.swap.NotionalSchedule.Builder
Sets the FX reset definition, optional.
fxReset() - Method in class com.opengamma.strata.product.swap.NotionalSchedule.Meta
The meta-property for the fxReset property.
fxReset(FxReset) - Method in class com.opengamma.strata.product.swap.RatePaymentPeriod.Builder
Sets the FX reset definition, optional.
fxReset() - Method in class com.opengamma.strata.product.swap.RatePaymentPeriod.Meta
The meta-property for the fxReset property.
FxReset.Meta - Class in com.opengamma.strata.product.swap
The meta-bean for FxReset.
FxResetCalculation - Class in com.opengamma.strata.product.swap
Defines the calculation of an FX rate conversion for the notional amount of a swap leg.
FxResetCalculation.Builder - Class in com.opengamma.strata.product.swap
The bean-builder for FxResetCalculation.
FxResetCalculation.Meta - Class in com.opengamma.strata.product.swap
The meta-bean for FxResetCalculation.
FxResetFixingRelativeTo - Enum in com.opengamma.strata.product.swap
The base date that each FX reset fixing is made relative to.
FxResetNotionalExchange - Class in com.opengamma.strata.product.swap
An exchange of notionals between two counterparties where FX reset applies.
FxResetNotionalExchange.Meta - Class in com.opengamma.strata.product.swap
The meta-bean for FxResetNotionalExchange.
fxResetObservation(FxIndexObservation) - Method in class com.opengamma.strata.product.swap.KnownAmountNotionalSwapPaymentPeriod.Builder
Sets the FX reset definition, optional.
fxResetObservation() - Method in class com.opengamma.strata.product.swap.KnownAmountNotionalSwapPaymentPeriod.Meta
The meta-property for the fxResetObservation property.
FxSingle - Class in com.opengamma.strata.product.fx
A single foreign exchange, such as an FX forward or FX spot.
FxSingle.Meta - Class in com.opengamma.strata.product.fx
The meta-bean for FxSingle.
FxSingleBarrierOption - Class in com.opengamma.strata.product.fxopt
FX (European) single barrier option.
FxSingleBarrierOption.Builder - Class in com.opengamma.strata.product.fxopt
The bean-builder for FxSingleBarrierOption.
FxSingleBarrierOption.Meta - Class in com.opengamma.strata.product.fxopt
The meta-bean for FxSingleBarrierOption.
FxSingleBarrierOptionMethod - Enum in com.opengamma.strata.measure.fxopt
The method to use for pricing FX single barrier options.
FxSingleBarrierOptionTrade - Class in com.opengamma.strata.product.fxopt
A trade in an FX single barrier option.
FxSingleBarrierOptionTrade.Builder - Class in com.opengamma.strata.product.fxopt
The bean-builder for FxSingleBarrierOptionTrade.
FxSingleBarrierOptionTrade.Meta - Class in com.opengamma.strata.product.fxopt
The meta-bean for FxSingleBarrierOptionTrade.
FxSingleBarrierOptionTradeCalculationFunction - Class in com.opengamma.strata.measure.fxopt
Perform calculations on an FX single barrier option trade for each of a set of scenarios.
FxSingleBarrierOptionTradeCalculationFunction() - Constructor for class com.opengamma.strata.measure.fxopt.FxSingleBarrierOptionTradeCalculationFunction
Creates an instance.
FxSingleBarrierOptionTradeCalculations - Class in com.opengamma.strata.measure.fxopt
Calculates pricing and risk measures for FX single barrier option trades.
FxSingleBarrierOptionTradeCalculations(BlackFxSingleBarrierOptionTradePricer, ImpliedTrinomialTreeFxSingleBarrierOptionTradePricer) - Constructor for class com.opengamma.strata.measure.fxopt.FxSingleBarrierOptionTradeCalculations
Creates an instance.
FxSingleTrade - Class in com.opengamma.strata.product.fx
A foreign exchange trade, such as an FX forward or FX spot.
FxSingleTrade.Builder - Class in com.opengamma.strata.product.fx
The bean-builder for FxSingleTrade.
FxSingleTrade.Meta - Class in com.opengamma.strata.product.fx
The meta-bean for FxSingleTrade.
FxSingleTradeCalculationFunction - Class in com.opengamma.strata.measure.fx
Perform calculations on a single FxSingleTrade for each of a set of scenarios.
FxSingleTradeCalculationFunction() - Constructor for class com.opengamma.strata.measure.fx.FxSingleTradeCalculationFunction
Creates an instance.
FxSingleTradeCalculations - Class in com.opengamma.strata.measure.fx
Calculates pricing and risk measures for single FX trades.
FxSingleTradeCalculations(DiscountingFxSingleTradePricer) - Constructor for class com.opengamma.strata.measure.fx.FxSingleTradeCalculations
Creates an instance.
FxSwap - Class in com.opengamma.strata.product.fx
An FX swap.
FxSwap.Meta - Class in com.opengamma.strata.product.fx
The meta-bean for FxSwap.
FxSwapConvention - Interface in com.opengamma.strata.product.fx.type
A market convention for FX Swap trades.
FxSwapConventions - Class in com.opengamma.strata.product.fx.type
Market standard FX swap conventions.
FxSwapCurveNode - Class in com.opengamma.strata.market.curve.node
A curve node whose instrument is an FX Swap.
FxSwapCurveNode.Builder - Class in com.opengamma.strata.market.curve.node
The bean-builder for FxSwapCurveNode.
FxSwapCurveNode.Meta - Class in com.opengamma.strata.market.curve.node
The meta-bean for FxSwapCurveNode.
FxSwapTemplate - Class in com.opengamma.strata.product.fx.type
A template for creating an FX swap trade.
FxSwapTemplate.Builder - Class in com.opengamma.strata.product.fx.type
The bean-builder for FxSwapTemplate.
FxSwapTemplate.Meta - Class in com.opengamma.strata.product.fx.type
The meta-bean for FxSwapTemplate.
FxSwapTrade - Class in com.opengamma.strata.product.fx
A trade in an FX swap.
FxSwapTrade.Builder - Class in com.opengamma.strata.product.fx
The bean-builder for FxSwapTrade.
FxSwapTrade.Meta - Class in com.opengamma.strata.product.fx
The meta-bean for FxSwapTrade.
FxSwapTradeCalculationFunction - Class in com.opengamma.strata.measure.fx
Perform calculations on a single FxSwapTrade for each of a set of scenarios.
FxSwapTradeCalculationFunction() - Constructor for class com.opengamma.strata.measure.fx.FxSwapTradeCalculationFunction
Creates an instance.
FxSwapTradeCalculations - Class in com.opengamma.strata.measure.fx
Calculates pricing and risk measures for FX swap trades.
FxSwapTradeCalculations(DiscountingFxSwapTradePricer) - Constructor for class com.opengamma.strata.measure.fx.FxSwapTradeCalculations
Creates an instance.
FxTrade - Interface in com.opengamma.strata.product.fx
A foreign exchange trade, such as an FX forward, FX spot or FX option.
FxVanillaOption - Class in com.opengamma.strata.product.fxopt
A vanilla FX option.
FxVanillaOption.Builder - Class in com.opengamma.strata.product.fxopt
The bean-builder for FxVanillaOption.
FxVanillaOption.Meta - Class in com.opengamma.strata.product.fxopt
The meta-bean for FxVanillaOption.
FxVanillaOptionMethod - Enum in com.opengamma.strata.measure.fxopt
The method to use for pricing FX vanilla options.
FxVanillaOptionTrade - Class in com.opengamma.strata.product.fxopt
A trade in a vanilla FX option.
FxVanillaOptionTrade.Builder - Class in com.opengamma.strata.product.fxopt
The bean-builder for FxVanillaOptionTrade.
FxVanillaOptionTrade.Meta - Class in com.opengamma.strata.product.fxopt
The meta-bean for FxVanillaOptionTrade.
FxVanillaOptionTradeCalculationFunction - Class in com.opengamma.strata.measure.fxopt
Perform calculations on an FX vanilla option trade for each of a set of scenarios.
FxVanillaOptionTradeCalculationFunction() - Constructor for class com.opengamma.strata.measure.fxopt.FxVanillaOptionTradeCalculationFunction
Creates an instance.
FxVanillaOptionTradeCalculations - Class in com.opengamma.strata.measure.fxopt
Calculates pricing and risk measures for FX vanilla option trades.
FxVanillaOptionTradeCalculations(BlackFxVanillaOptionTradePricer, VannaVolgaFxVanillaOptionTradePricer) - Constructor for class com.opengamma.strata.measure.fxopt.FxVanillaOptionTradeCalculations
Creates an instance.
FxVolatilitySurfaceYearFractionParameterMetadata - Class in com.opengamma.strata.pricer.fxopt
Surface node metadata for a surface node with a specific time to expiry and strike.
FxVolatilitySurfaceYearFractionParameterMetadata.Meta - Class in com.opengamma.strata.pricer.fxopt
The meta-bean for FxVolatilitySurfaceYearFractionParameterMetadata.

G

gamma(ResolvedFxSingleBarrierOption, RatesProvider, BlackFxOptionVolatilities) - Method in class com.opengamma.strata.pricer.fxopt.BlackFxSingleBarrierOptionProductPricer
Calculates the gamma of the FX barrier option product.
gamma(ResolvedFxVanillaOption, RatesProvider, BlackFxOptionVolatilities) - Method in class com.opengamma.strata.pricer.fxopt.BlackFxVanillaOptionProductPricer
Calculates the gamma of the foreign exchange vanilla option product.
gammaStickyStrike(ResolvedBondFutureOption, LegalEntityDiscountingProvider, BlackBondFutureVolatilities) - Method in class com.opengamma.strata.pricer.bond.BlackBondFutureOptionMarginedProductPricer
Calculates the gamma of the bond future option product.
gammaStickyStrike(ResolvedBondFutureOption, LegalEntityDiscountingProvider, BlackBondFutureVolatilities, double) - Method in class com.opengamma.strata.pricer.bond.BlackBondFutureOptionMarginedProductPricer
Calculates the gamma of the bond future option product based on the price of the underlying future.
GB - Static variable in class com.opengamma.strata.basics.location.Country
The country 'GB' - United Kingdom.
GB_HICP - Static variable in class com.opengamma.strata.basics.index.PriceIndices
The harmonized consumer price index for the United Kingdom, "Non-revised Harmonised Index of Consumer Prices".
GB_RPI - Static variable in class com.opengamma.strata.basics.index.FloatingRateNames
Constant for GB-RPI Price index.
GB_RPI - Static variable in class com.opengamma.strata.basics.index.PriceIndices
The retail price index for the United Kingdom, "Non-revised Retail Price Index All Items in the United Kingdom".
GB_RPIX - Static variable in class com.opengamma.strata.basics.index.PriceIndices
The retail price index for the United Kingdom excluding mortgage interest payments, "Non-revised Retail Price Index Excluding Mortgage Interest Payments in the United Kingdom".
GBLO - Static variable in class com.opengamma.strata.basics.date.HolidayCalendarIds
An identifier for the holiday calendar of London, United Kingdom, with code 'GBLO'.
GBP - Static variable in class com.opengamma.strata.basics.currency.Currency
The currency 'GBP' - British pound.
GBP_DEPOSIT_T0 - Static variable in class com.opengamma.strata.product.deposit.type.TermDepositConventions
The 'GBP-Deposit-T0' term deposit convention with T+0 settlement date.
GBP_FIXED_1Y_LIBOR_3M - Static variable in class com.opengamma.strata.product.swap.type.FixedIborSwapConventions
The 'GBP-FIXED-1Y-LIBOR-3M' swap convention.
GBP_FIXED_1Y_SONIA_OIS - Static variable in class com.opengamma.strata.product.swap.type.FixedOvernightSwapConventions
The 'GBP-FIXED-1Y-SONIA-OIS' swap convention.
GBP_FIXED_3M_LIBOR_3M - Static variable in class com.opengamma.strata.product.swap.type.FixedIborSwapConventions
The 'GBP-FIXED-3M-LIBOR-3M' swap convention.
GBP_FIXED_6M_LIBOR_6M - Static variable in class com.opengamma.strata.product.swap.type.FixedIborSwapConventions
The 'GBP-FIXED-6M-LIBOR-6M' swap convention.
GBP_FIXED_TERM_SONIA_OIS - Static variable in class com.opengamma.strata.product.swap.type.FixedOvernightSwapConventions
The 'GBP-FIXED-TERM-SONIA-OIS' swap convention.
GBP_FIXED_ZC_GB_HCIP - Static variable in class com.opengamma.strata.product.swap.type.FixedInflationSwapConventions
GBP vanilla fixed vs UK HCIP swap.
GBP_FIXED_ZC_GB_RPI - Static variable in class com.opengamma.strata.product.swap.type.FixedInflationSwapConventions
GBP vanilla fixed vs UK RPI swap.
GBP_FIXED_ZC_GB_RPIX - Static variable in class com.opengamma.strata.product.swap.type.FixedInflationSwapConventions
GBP vanilla fixed vs UK RPIX swap.
GBP_LIBOR - Static variable in class com.opengamma.strata.basics.index.FloatingRateNames
Constant for GBP-LIBOR.
GBP_LIBOR_1100_10Y - Static variable in class com.opengamma.strata.product.swap.SwapIndices
GBP Rates 1100 for tenor of 10 years.
GBP_LIBOR_1100_12Y - Static variable in class com.opengamma.strata.product.swap.SwapIndices
GBP Rates 1100 for tenor of 12 years.
GBP_LIBOR_1100_15Y - Static variable in class com.opengamma.strata.product.swap.SwapIndices
GBP Rates 1100 for tenor of 15 years.
GBP_LIBOR_1100_1Y - Static variable in class com.opengamma.strata.product.swap.SwapIndices
GBP Rates 1100 for tenor of 1 year.
GBP_LIBOR_1100_20Y - Static variable in class com.opengamma.strata.product.swap.SwapIndices
GBP Rates 1100 for tenor of 20 years.
GBP_LIBOR_1100_25Y - Static variable in class com.opengamma.strata.product.swap.SwapIndices
GBP Rates 1100 for tenor of 25 years.
GBP_LIBOR_1100_2Y - Static variable in class com.opengamma.strata.product.swap.SwapIndices
GBP Rates 1100 for tenor of 2 years.
GBP_LIBOR_1100_30Y - Static variable in class com.opengamma.strata.product.swap.SwapIndices
GBP Rates 1100 for tenor of 30 years.
GBP_LIBOR_1100_3Y - Static variable in class com.opengamma.strata.product.swap.SwapIndices
GBP Rates 1100 for tenor of 3 years.
GBP_LIBOR_1100_4Y - Static variable in class com.opengamma.strata.product.swap.SwapIndices
GBP Rates 1100 for tenor of 4 years.
GBP_LIBOR_1100_5Y - Static variable in class com.opengamma.strata.product.swap.SwapIndices
GBP Rates 1100 for tenor of 5 years.
GBP_LIBOR_1100_6Y - Static variable in class com.opengamma.strata.product.swap.SwapIndices
GBP Rates 1100 for tenor of 6 years.
GBP_LIBOR_1100_7Y - Static variable in class com.opengamma.strata.product.swap.SwapIndices
GBP Rates 1100 for tenor of 7 years.
GBP_LIBOR_1100_8Y - Static variable in class com.opengamma.strata.product.swap.SwapIndices
GBP Rates 1100 for tenor of 8 years.
GBP_LIBOR_1100_9Y - Static variable in class com.opengamma.strata.product.swap.SwapIndices
GBP Rates 1100 for tenor of 9 years.
GBP_LIBOR_12M - Static variable in class com.opengamma.strata.basics.index.IborIndices
The 12 month LIBOR index for GBP.
GBP_LIBOR_1M - Static variable in class com.opengamma.strata.basics.index.IborIndices
The 1 month LIBOR index for GBP.
GBP_LIBOR_1W - Static variable in class com.opengamma.strata.basics.index.IborIndices
The 1 week LIBOR index for GBP.
GBP_LIBOR_2M - Static variable in class com.opengamma.strata.basics.index.IborIndices
The 2 month LIBOR index for GBP.
GBP_LIBOR_3M - Static variable in class com.opengamma.strata.basics.index.IborIndices
The 3 month LIBOR index for GBP.
GBP_LIBOR_3M_EUR_EURIBOR_3M - Static variable in class com.opengamma.strata.product.swap.type.XCcyIborIborSwapConventions
The 'GBP-LIBOR-3M-EUR-EURIBOR-3M' swap convention.
GBP_LIBOR_3M_MONTHLY_IMM - Static variable in class com.opengamma.strata.product.index.type.IborFutureConventions
The 'GBP-LIBOR-3M-Monthly-IMM' convention.
GBP_LIBOR_3M_QUARTERLY_IMM - Static variable in class com.opengamma.strata.product.index.type.IborFutureConventions
The 'GBP-LIBOR-3M-Quarterly-IMM' convention.
GBP_LIBOR_3M_USD_LIBOR_3M - Static variable in class com.opengamma.strata.product.swap.type.XCcyIborIborSwapConventions
The 'GBP-LIBOR-3M-USD-LIBOR-3M' swap convention.
GBP_LIBOR_6M - Static variable in class com.opengamma.strata.basics.index.IborIndices
The 6 month LIBOR index for GBP.
GBP_SHORT_DEPOSIT_T0 - Static variable in class com.opengamma.strata.product.deposit.type.TermDepositConventions
The 'GBP-ShortDeposit-T0' term deposit convention with T+0 settlement date.
GBP_SHORT_DEPOSIT_T1 - Static variable in class com.opengamma.strata.product.deposit.type.TermDepositConventions
The 'GBP-ShortDeposit-T1' term deposit convention with T+1 settlement date.
GBP_SONIA - Static variable in class com.opengamma.strata.basics.index.FloatingRateNames
Constant for GBP-SONIA Overnight index.
GBP_SONIA - Static variable in class com.opengamma.strata.basics.index.OvernightIndices
The SONIA index for GBP.
GBP_SONIA_OIS_1Y_LIBOR_3M - Static variable in class com.opengamma.strata.product.swap.type.OvernightIborSwapConventions
The 'GBP-SONIA-OIS-1Y-LIBOR-3M' swap convention.
GBP_STANDARD - Static variable in class com.opengamma.strata.product.credit.type.CdsConventions
GBP-dominated standardized credit default swap.
GBP_US_STANDARD - Static variable in class com.opengamma.strata.product.credit.type.CdsConventions
GBP-dominated standardized credit default swap.
GBP_USD - Static variable in class com.opengamma.strata.product.fx.type.FxSwapConventions
The "GBP/USD" FX Swap convention.
GBP_USD - Static variable in class com.opengamma.strata.product.fx.type.StandardFxSwapConventions
GBP/USD convention with 2 days spot date.
GBP_USD_WM - Static variable in class com.opengamma.strata.basics.index.FxIndices
The FX index for conversion from GBP to USD, as defined by the WM company "Closing Spot rates".
GEARING - Static variable in class com.opengamma.strata.market.explain.ExplainKey
The gearing, that the rate is multiplied by.
gearing(ValueSchedule) - Method in class com.opengamma.strata.product.swap.IborRateCalculation.Builder
Sets the gearing multiplier, optional.
gearing() - Method in class com.opengamma.strata.product.swap.IborRateCalculation.Meta
The meta-property for the gearing property.
gearing(ValueSchedule) - Method in class com.opengamma.strata.product.swap.InflationRateCalculation.Builder
Sets the gearing multiplier, optional.
gearing() - Method in class com.opengamma.strata.product.swap.InflationRateCalculation.Meta
The meta-property for the gearing property.
gearing(ValueSchedule) - Method in class com.opengamma.strata.product.swap.OvernightRateCalculation.Builder
Sets the gearing multiplier, optional.
gearing() - Method in class com.opengamma.strata.product.swap.OvernightRateCalculation.Meta
The meta-property for the gearing property.
gearing(double) - Method in class com.opengamma.strata.product.swap.RateAccrualPeriod.Builder
Sets the gearing multiplier, defaulted to 1.
gearing() - Method in class com.opengamma.strata.product.swap.RateAccrualPeriod.Meta
The meta-property for the gearing property.
generate(List<String>, List<AsciiTableAlignment>, List<? extends List<String>>) - Static method in class com.opengamma.strata.collect.io.AsciiTable
Generates the ASCII table.
generate(DoubleArray, Map<CurveName, JacobianCalibrationMatrix>, Map<CurveName, DoubleArray>) - Method in class com.opengamma.strata.pricer.curve.ImmutableRatesProviderGenerator
 
generate(DoubleArray) - Method in interface com.opengamma.strata.pricer.curve.RatesProviderGenerator
Generates a rates provider from a set of parameters.
generate(DoubleArray, Map<CurveName, JacobianCalibrationMatrix>) - Method in interface com.opengamma.strata.pricer.curve.RatesProviderGenerator
Generates a rates provider from a set of parameters and calibration information.
generate(DoubleArray, Map<CurveName, JacobianCalibrationMatrix>, Map<CurveName, DoubleArray>) - Method in interface com.opengamma.strata.pricer.curve.RatesProviderGenerator
Generates a rates provider from a set of parameters and calibration information.
GenericDoubleShifts - Class in com.opengamma.strata.market
A perturbation that applies different shifts to a double value.
GenericDoubleShifts.Meta - Class in com.opengamma.strata.market
The meta-bean for GenericDoubleShifts.
GenericSecurity - Class in com.opengamma.strata.product
A generic security, defined in terms of the value of each tick.
GenericSecurity.Meta - Class in com.opengamma.strata.product
The meta-bean for GenericSecurity.
GenericSecurityPosition - Class in com.opengamma.strata.product
A position in a security, where the security is embedded ready for mark-to-market pricing.
GenericSecurityPosition.Builder - Class in com.opengamma.strata.product
The bean-builder for GenericSecurityPosition.
GenericSecurityPosition.Meta - Class in com.opengamma.strata.product
The meta-bean for GenericSecurityPosition.
GenericSecurityPositionCalculationFunction - Class in com.opengamma.strata.measure.security
Perform calculations on a single GenericSecurityPosition for each of a set of scenarios.
GenericSecurityPositionCalculationFunction() - Constructor for class com.opengamma.strata.measure.security.GenericSecurityPositionCalculationFunction
Creates an instance.
GenericSecurityTrade - Class in com.opengamma.strata.product
A trade representing the purchase or sale of a security, where the security is embedded ready for mark-to-market pricing.
GenericSecurityTrade.Builder - Class in com.opengamma.strata.product
The bean-builder for GenericSecurityTrade.
GenericSecurityTrade.Meta - Class in com.opengamma.strata.product
The meta-bean for GenericSecurityTrade.
GenericSecurityTradeCalculationFunction - Class in com.opengamma.strata.measure.security
Perform calculations on a single GenericSecurityTrade for each of a set of scenarios.
GenericSecurityTradeCalculationFunction() - Constructor for class com.opengamma.strata.measure.security.GenericSecurityTradeCalculationFunction
Creates an instance.
GenericVolatilitySurfacePeriodParameterMetadata - Class in com.opengamma.strata.pricer.common
Surface node metadata for a generic volatility surface node with a specific period to expiry and strike.
GenericVolatilitySurfacePeriodParameterMetadata.Meta - Class in com.opengamma.strata.pricer.common
The meta-bean for GenericVolatilitySurfacePeriodParameterMetadata.
GenericVolatilitySurfaceYearFractionParameterMetadata - Class in com.opengamma.strata.pricer.common
Surface node metadata for a generic volatility surface node with a specific time to expiry and strike.
GenericVolatilitySurfaceYearFractionParameterMetadata.Meta - Class in com.opengamma.strata.pricer.common
The meta-bean for GenericVolatilitySurfaceYearFractionParameterMetadata.
get(int) - Method in class com.opengamma.strata.basics.currency.CurrencyAmountArray
Gets the amount at the specified index.
get(int) - Method in class com.opengamma.strata.basics.currency.MultiCurrencyAmountArray
Gets the amount at the specified index.
get(String) - Method in class com.opengamma.strata.basics.currency.Payment.Builder
 
get(String) - Method in class com.opengamma.strata.basics.date.BusinessDayAdjustment.Builder
 
get(String) - Method in class com.opengamma.strata.basics.date.DaysAdjustment.Builder
 
get(String) - Method in class com.opengamma.strata.basics.date.PeriodAdjustment.Builder
 
get(TemporalUnit) - Method in class com.opengamma.strata.basics.date.Tenor
Gets the value of the specified unit.
get(String) - Method in class com.opengamma.strata.basics.date.TenorAdjustment.Builder
 
get(String) - Method in class com.opengamma.strata.basics.index.ImmutableFxIndex.Builder
 
get(String) - Method in class com.opengamma.strata.basics.index.ImmutableIborIndex.Builder
 
get(String) - Method in class com.opengamma.strata.basics.index.ImmutableOvernightIndex.Builder
 
get(String) - Method in class com.opengamma.strata.basics.index.ImmutablePriceIndex.Builder
 
get(String) - Method in class com.opengamma.strata.basics.index.OvernightIndexObservation.Builder
 
get(TemporalUnit) - Method in class com.opengamma.strata.basics.schedule.Frequency
Gets the value of the specified unit.
get(String) - Method in class com.opengamma.strata.basics.schedule.PeriodicSchedule.Builder
 
get(String) - Method in class com.opengamma.strata.basics.schedule.Schedule.Builder
 
get(String) - Method in class com.opengamma.strata.basics.schedule.SchedulePeriod.Builder
 
get(String) - Method in class com.opengamma.strata.basics.value.ValueSchedule.Builder
 
get(String) - Method in class com.opengamma.strata.basics.value.ValueStep.Builder
 
get(String) - Method in class com.opengamma.strata.calc.Column.Builder
 
get(Class<T>, String) - Method in class com.opengamma.strata.calc.marketdata.MarketDataConfig
Returns the configuration object with the specified type and name if available.
get(Class<T>, TypedString<?>) - Method in class com.opengamma.strata.calc.marketdata.MarketDataConfig
Returns the configuration object with the specified type and name if available.
get(Class<T>) - Method in class com.opengamma.strata.calc.marketdata.MarketDataConfig
Returns an item of configuration that is the default of its type.
get(String) - Method in class com.opengamma.strata.calc.marketdata.PerturbationMapping.Builder
 
get(String) - Method in class com.opengamma.strata.calc.marketdata.ScenarioDefinition.Builder
 
get(int, int) - Method in class com.opengamma.strata.calc.Results
Returns the results for a target and column index.
get(int, int, Class<T>) - Method in class com.opengamma.strata.calc.Results
Returns the results for a target and column index, casting the result to a known type.
get(int, ColumnName) - Method in class com.opengamma.strata.calc.Results
Returns the results for a target and column name.
get(int, ColumnName, Class<T>) - Method in class com.opengamma.strata.calc.Results
Returns the results for a target and column name, casting the result to a known type.
get(String) - Method in class com.opengamma.strata.calc.runner.FunctionRequirements.Builder
 
get(int) - Method in class com.opengamma.strata.collect.array.DoubleArray
Gets the value at the specified index in this array.
get(int, int) - Method in class com.opengamma.strata.collect.array.DoubleMatrix
Gets the value at the specified row and column in this matrix.
get(int) - Method in class com.opengamma.strata.collect.array.IntArray
Gets the value at the specified index in this array.
get() - Method in interface com.opengamma.strata.collect.function.CheckedSupplier
Gets a result.
get(LocalDate) - Method in interface com.opengamma.strata.collect.timeseries.LocalDateDoubleTimeSeries
Gets the value associated with the specified date.
get(LocalDate) - Method in class com.opengamma.strata.collect.timeseries.LocalDateDoubleTimeSeriesBuilder
Gets the value associated with the specified date.
get(int) - Method in class com.opengamma.strata.data.scenario.CurrencyScenarioArray
 
get(int) - Method in class com.opengamma.strata.data.scenario.DoubleScenarioArray
 
get(int) - Method in class com.opengamma.strata.data.scenario.FxRateScenarioArray
Returns the FX rate for a scenario.
get(int) - Method in class com.opengamma.strata.data.scenario.MultiCurrencyScenarioArray
Returns a MultiCurrencyAmount at the specified index.
get(int) - Method in interface com.opengamma.strata.data.scenario.ScenarioArray
Gets the value at the specified scenario index.
get(String) - Method in class com.opengamma.strata.market.amount.SwapLegAmount.Builder
 
get(String) - Method in class com.opengamma.strata.market.curve.ConstantNodalCurve.Builder
 
get(String) - Method in class com.opengamma.strata.market.curve.DepositIsdaCreditCurveNode.Builder
 
get(String) - Method in class com.opengamma.strata.market.curve.InterpolatedNodalCurve.Builder
 
get(String) - Method in class com.opengamma.strata.market.curve.InterpolatedNodalCurveDefinition.Builder
 
get(String) - Method in class com.opengamma.strata.market.curve.LegalEntityCurveGroup.Builder
 
get(String) - Method in class com.opengamma.strata.market.curve.node.CdsIndexIsdaCreditCurveNode.Builder
 
get(String) - Method in class com.opengamma.strata.market.curve.node.CdsIsdaCreditCurveNode.Builder
 
get(String) - Method in class com.opengamma.strata.market.curve.node.FixedIborSwapCurveNode.Builder
 
get(String) - Method in class com.opengamma.strata.market.curve.node.FixedInflationSwapCurveNode.Builder
 
get(String) - Method in class com.opengamma.strata.market.curve.node.FixedOvernightSwapCurveNode.Builder
 
get(String) - Method in class com.opengamma.strata.market.curve.node.FraCurveNode.Builder
 
get(String) - Method in class com.opengamma.strata.market.curve.node.FxSwapCurveNode.Builder
 
get(String) - Method in class com.opengamma.strata.market.curve.node.IborFixingDepositCurveNode.Builder
 
get(String) - Method in class com.opengamma.strata.market.curve.node.IborFutureCurveNode.Builder
 
get(String) - Method in class com.opengamma.strata.market.curve.node.IborIborSwapCurveNode.Builder
 
get(String) - Method in class com.opengamma.strata.market.curve.node.OvernightIborSwapCurveNode.Builder
 
get(String) - Method in class com.opengamma.strata.market.curve.node.TermDepositCurveNode.Builder
 
get(String) - Method in class com.opengamma.strata.market.curve.node.ThreeLegBasisSwapCurveNode.Builder
 
get(String) - Method in class com.opengamma.strata.market.curve.node.XCcyIborIborSwapCurveNode.Builder
 
get(String) - Method in class com.opengamma.strata.market.curve.ParameterizedFunctionalCurve.Builder
 
get(String) - Method in class com.opengamma.strata.market.curve.ParameterizedFunctionalCurveDefinition.Builder
 
get(String) - Method in class com.opengamma.strata.market.curve.RatesCurveGroup.Builder
 
get(String) - Method in class com.opengamma.strata.market.curve.RatesCurveGroupEntry.Builder
 
get(String) - Method in class com.opengamma.strata.market.curve.RatesCurveInputs.Builder
 
get(String) - Method in class com.opengamma.strata.market.curve.SwapIsdaCreditCurveNode.Builder
 
get(ExplainKey<R>) - Method in class com.opengamma.strata.market.explain.ExplainMap
Gets a value by key.
get(int) - Method in class com.opengamma.strata.market.observable.QuoteScenarioArray
 
get(String) - Method in class com.opengamma.strata.market.param.ResolvedTradeParameterMetadata.Builder
 
get(String) - Method in class com.opengamma.strata.market.surface.DeformedSurface.Builder
 
get(String) - Method in class com.opengamma.strata.market.surface.InterpolatedNodalSurface.Builder
 
get(String) - Method in class com.opengamma.strata.measure.curve.RootFinderConfig.Builder
 
get(String) - Method in class com.opengamma.strata.measure.fx.FxRateConfig.Builder
 
get(String) - Method in class com.opengamma.strata.measure.fxopt.BlackFxOptionInterpolatedNodalSurfaceVolatilitiesSpecification.Builder
 
get(String) - Method in class com.opengamma.strata.measure.fxopt.BlackFxOptionSmileVolatilitiesSpecification.Builder
 
get(String) - Method in class com.opengamma.strata.measure.fxopt.FxOptionVolatilitiesNode.Builder
 
get(String) - Method in class com.opengamma.strata.pricer.bond.BlackBondFutureExpiryLogMoneynessVolatilities.Builder
 
get(String) - Method in class com.opengamma.strata.pricer.bond.ImmutableLegalEntityDiscountingProvider.Builder
 
get(String) - Method in class com.opengamma.strata.pricer.capfloor.DirectIborCapletFloorletVolatilityDefinition.Builder
 
get(String) - Method in class com.opengamma.strata.pricer.capfloor.SabrIborCapletFloorletVolatilityBootstrapDefinition.Builder
 
get(String) - Method in class com.opengamma.strata.pricer.capfloor.SabrIborCapletFloorletVolatilityCalibrationDefinition.Builder
 
get(String) - Method in class com.opengamma.strata.pricer.capfloor.SabrParametersIborCapletFloorletVolatilities.Builder
 
get(String) - Method in class com.opengamma.strata.pricer.credit.ImmutableCreditRatesProvider.Builder
 
get(String) - Method in class com.opengamma.strata.pricer.fxopt.BlackFxOptionFlatVolatilities.Builder
 
get(String) - Method in class com.opengamma.strata.pricer.fxopt.BlackFxOptionSmileVolatilities.Builder
 
get(String) - Method in class com.opengamma.strata.pricer.fxopt.BlackFxOptionSurfaceVolatilities.Builder
 
get(String) - Method in class com.opengamma.strata.pricer.index.NormalIborFutureOptionExpirySimpleMoneynessVolatilities.Builder
 
get(String) - Method in class com.opengamma.strata.pricer.swaption.SabrParametersSwaptionVolatilities.Builder
 
get(String) - Method in class com.opengamma.strata.product.bond.Bill.Builder
 
get(String) - Method in class com.opengamma.strata.product.bond.BillPosition.Builder
 
get(String) - Method in class com.opengamma.strata.product.bond.BillSecurity.Builder
 
get(String) - Method in class com.opengamma.strata.product.bond.BillTrade.Builder
 
get(String) - Method in class com.opengamma.strata.product.bond.BondFuture.Builder
 
get(String) - Method in class com.opengamma.strata.product.bond.BondFutureOption.Builder
 
get(String) - Method in class com.opengamma.strata.product.bond.BondFutureOptionPosition.Builder
 
get(String) - Method in class com.opengamma.strata.product.bond.BondFutureOptionSecurity.Builder
 
get(String) - Method in class com.opengamma.strata.product.bond.BondFutureOptionTrade.Builder
 
get(String) - Method in class com.opengamma.strata.product.bond.BondFuturePosition.Builder
 
get(String) - Method in class com.opengamma.strata.product.bond.BondFutureSecurity.Builder
 
get(String) - Method in class com.opengamma.strata.product.bond.BondFutureTrade.Builder
 
get(String) - Method in class com.opengamma.strata.product.bond.CapitalIndexedBond.Builder
 
get(String) - Method in class com.opengamma.strata.product.bond.CapitalIndexedBondPaymentPeriod.Builder
 
get(String) - Method in class com.opengamma.strata.product.bond.CapitalIndexedBondPosition.Builder
 
get(String) - Method in class com.opengamma.strata.product.bond.CapitalIndexedBondSecurity.Builder
 
get(String) - Method in class com.opengamma.strata.product.bond.CapitalIndexedBondTrade.Builder
 
get(String) - Method in class com.opengamma.strata.product.bond.FixedCouponBond.Builder
 
get(String) - Method in class com.opengamma.strata.product.bond.FixedCouponBondPaymentPeriod.Builder
 
get(String) - Method in class com.opengamma.strata.product.bond.FixedCouponBondPosition.Builder
 
get(String) - Method in class com.opengamma.strata.product.bond.FixedCouponBondSecurity.Builder
 
get(String) - Method in class com.opengamma.strata.product.bond.FixedCouponBondTrade.Builder
 
get(String) - Method in class com.opengamma.strata.product.bond.KnownAmountBondPaymentPeriod.Builder
 
get(String) - Method in class com.opengamma.strata.product.bond.ResolvedBill.Builder
 
get(String) - Method in class com.opengamma.strata.product.bond.ResolvedBillTrade.Builder
 
get(String) - Method in class com.opengamma.strata.product.bond.ResolvedBondFuture.Builder
 
get(String) - Method in class com.opengamma.strata.product.bond.ResolvedBondFutureOption.Builder
 
get(String) - Method in class com.opengamma.strata.product.bond.ResolvedBondFutureOptionTrade.Builder
 
get(String) - Method in class com.opengamma.strata.product.bond.ResolvedBondFutureTrade.Builder
 
get(String) - Method in class com.opengamma.strata.product.bond.ResolvedCapitalIndexedBond.Builder
 
get(String) - Method in class com.opengamma.strata.product.bond.ResolvedCapitalIndexedBondTrade.Builder
 
get(String) - Method in class com.opengamma.strata.product.bond.ResolvedFixedCouponBond.Builder
 
get(String) - Method in class com.opengamma.strata.product.bond.ResolvedFixedCouponBondTrade.Builder
 
get(String) - Method in class com.opengamma.strata.product.capfloor.IborCapFloorLeg.Builder
 
get(String) - Method in class com.opengamma.strata.product.capfloor.IborCapFloorTrade.Builder
 
get(String) - Method in class com.opengamma.strata.product.capfloor.IborCapletFloorletPeriod.Builder
 
get(String) - Method in class com.opengamma.strata.product.capfloor.ResolvedIborCapFloorLeg.Builder
 
get(String) - Method in class com.opengamma.strata.product.capfloor.ResolvedIborCapFloorTrade.Builder
 
get(String) - Method in class com.opengamma.strata.product.cms.CmsLeg.Builder
 
get(String) - Method in class com.opengamma.strata.product.cms.CmsPeriod.Builder
 
get(String) - Method in class com.opengamma.strata.product.cms.CmsTrade.Builder
 
get(String) - Method in class com.opengamma.strata.product.cms.ResolvedCmsLeg.Builder
 
get(String) - Method in class com.opengamma.strata.product.cms.ResolvedCmsTrade.Builder
 
get(String) - Method in class com.opengamma.strata.product.credit.Cds.Builder
 
get(String) - Method in class com.opengamma.strata.product.credit.CdsIndex.Builder
 
get(String) - Method in class com.opengamma.strata.product.credit.CdsIndexTrade.Builder
 
get(String) - Method in class com.opengamma.strata.product.credit.CdsTrade.Builder
 
get(String) - Method in class com.opengamma.strata.product.credit.CreditCouponPaymentPeriod.Builder
 
get(String) - Method in class com.opengamma.strata.product.credit.ResolvedCds.Builder
 
get(String) - Method in class com.opengamma.strata.product.credit.ResolvedCdsIndex.Builder
 
get(String) - Method in class com.opengamma.strata.product.credit.ResolvedCdsIndexTrade.Builder
 
get(String) - Method in class com.opengamma.strata.product.credit.ResolvedCdsTrade.Builder
 
get(String) - Method in class com.opengamma.strata.product.credit.type.ImmutableCdsConvention.Builder
 
get(String) - Method in class com.opengamma.strata.product.deposit.IborFixingDeposit.Builder
 
get(String) - Method in class com.opengamma.strata.product.deposit.IborFixingDepositTrade.Builder
 
get(String) - Method in class com.opengamma.strata.product.deposit.ResolvedIborFixingDeposit.Builder
 
get(String) - Method in class com.opengamma.strata.product.deposit.ResolvedIborFixingDepositTrade.Builder
 
get(String) - Method in class com.opengamma.strata.product.deposit.ResolvedTermDeposit.Builder
 
get(String) - Method in class com.opengamma.strata.product.deposit.ResolvedTermDepositTrade.Builder
 
get(String) - Method in class com.opengamma.strata.product.deposit.TermDeposit.Builder
 
get(String) - Method in class com.opengamma.strata.product.deposit.TermDepositTrade.Builder
 
get(String) - Method in class com.opengamma.strata.product.deposit.type.IborFixingDepositTemplate.Builder
 
get(String) - Method in class com.opengamma.strata.product.deposit.type.ImmutableIborFixingDepositConvention.Builder
 
get(String) - Method in class com.opengamma.strata.product.deposit.type.ImmutableTermDepositConvention.Builder
 
get(String) - Method in class com.opengamma.strata.product.deposit.type.TermDepositTemplate.Builder
 
get(String) - Method in class com.opengamma.strata.product.dsf.Dsf.Builder
 
get(String) - Method in class com.opengamma.strata.product.dsf.DsfPosition.Builder
 
get(String) - Method in class com.opengamma.strata.product.dsf.DsfSecurity.Builder
 
get(String) - Method in class com.opengamma.strata.product.dsf.DsfTrade.Builder
 
get(String) - Method in class com.opengamma.strata.product.dsf.ResolvedDsf.Builder
 
get(String) - Method in class com.opengamma.strata.product.dsf.ResolvedDsfTrade.Builder
 
get(String) - Method in class com.opengamma.strata.product.etd.EtdFuturePosition.Builder
 
get(String) - Method in class com.opengamma.strata.product.etd.EtdFutureSecurity.Builder
 
get(String) - Method in class com.opengamma.strata.product.etd.EtdFutureTrade.Builder
 
get(String) - Method in class com.opengamma.strata.product.etd.EtdOptionPosition.Builder
 
get(String) - Method in class com.opengamma.strata.product.etd.EtdOptionSecurity.Builder
 
get(String) - Method in class com.opengamma.strata.product.etd.EtdOptionTrade.Builder
 
get(String) - Method in class com.opengamma.strata.product.fra.Fra.Builder
 
get(String) - Method in class com.opengamma.strata.product.fra.FraTrade.Builder
 
get(String) - Method in class com.opengamma.strata.product.fra.ResolvedFra.Builder
 
get(String) - Method in class com.opengamma.strata.product.fra.ResolvedFraTrade.Builder
 
get(String) - Method in class com.opengamma.strata.product.fra.type.FraTemplate.Builder
 
get(String) - Method in class com.opengamma.strata.product.fra.type.ImmutableFraConvention.Builder
 
get(String) - Method in class com.opengamma.strata.product.fx.FxNdf.Builder
 
get(String) - Method in class com.opengamma.strata.product.fx.FxNdfTrade.Builder
 
get(String) - Method in class com.opengamma.strata.product.fx.FxSingleTrade.Builder
 
get(String) - Method in class com.opengamma.strata.product.fx.FxSwapTrade.Builder
 
get(String) - Method in class com.opengamma.strata.product.fx.ResolvedFxNdf.Builder
 
get(String) - Method in class com.opengamma.strata.product.fx.ResolvedFxNdfTrade.Builder
 
get(String) - Method in class com.opengamma.strata.product.fx.ResolvedFxSingleTrade.Builder
 
get(String) - Method in class com.opengamma.strata.product.fx.ResolvedFxSwapTrade.Builder
 
get(String) - Method in class com.opengamma.strata.product.fx.type.FxSwapTemplate.Builder
 
get(String) - Method in class com.opengamma.strata.product.fx.type.ImmutableFxSwapConvention.Builder
 
get(String) - Method in class com.opengamma.strata.product.fxopt.FxSingleBarrierOption.Builder
 
get(String) - Method in class com.opengamma.strata.product.fxopt.FxSingleBarrierOptionTrade.Builder
 
get(String) - Method in class com.opengamma.strata.product.fxopt.FxVanillaOption.Builder
 
get(String) - Method in class com.opengamma.strata.product.fxopt.FxVanillaOptionTrade.Builder
 
get(String) - Method in class com.opengamma.strata.product.fxopt.ResolvedFxSingleBarrierOptionTrade.Builder
 
get(String) - Method in class com.opengamma.strata.product.fxopt.ResolvedFxVanillaOption.Builder
 
get(String) - Method in class com.opengamma.strata.product.fxopt.ResolvedFxVanillaOptionTrade.Builder
 
get(String) - Method in class com.opengamma.strata.product.GenericSecurityPosition.Builder
 
get(String) - Method in class com.opengamma.strata.product.GenericSecurityTrade.Builder
 
get(String) - Method in class com.opengamma.strata.product.index.IborFuture.Builder
 
get(String) - Method in class com.opengamma.strata.product.index.IborFutureOption.Builder
 
get(String) - Method in class com.opengamma.strata.product.index.IborFutureOptionPosition.Builder
 
get(String) - Method in class com.opengamma.strata.product.index.IborFutureOptionSecurity.Builder
 
get(String) - Method in class com.opengamma.strata.product.index.IborFutureOptionTrade.Builder
 
get(String) - Method in class com.opengamma.strata.product.index.IborFuturePosition.Builder
 
get(String) - Method in class com.opengamma.strata.product.index.IborFutureSecurity.Builder
 
get(String) - Method in class com.opengamma.strata.product.index.IborFutureTrade.Builder
 
get(String) - Method in class com.opengamma.strata.product.index.OvernightFuture.Builder
 
get(String) - Method in class com.opengamma.strata.product.index.OvernightFuturePosition.Builder
 
get(String) - Method in class com.opengamma.strata.product.index.OvernightFutureSecurity.Builder
 
get(String) - Method in class com.opengamma.strata.product.index.OvernightFutureTrade.Builder
 
get(String) - Method in class com.opengamma.strata.product.index.ResolvedIborFuture.Builder
 
get(String) - Method in class com.opengamma.strata.product.index.ResolvedIborFutureOption.Builder
 
get(String) - Method in class com.opengamma.strata.product.index.ResolvedIborFutureOptionTrade.Builder
 
get(String) - Method in class com.opengamma.strata.product.index.ResolvedIborFutureTrade.Builder
 
get(String) - Method in class com.opengamma.strata.product.index.ResolvedOvernightFuture.Builder
 
get(String) - Method in class com.opengamma.strata.product.index.ResolvedOvernightFutureTrade.Builder
 
get(String) - Method in class com.opengamma.strata.product.index.type.ImmutableIborFutureConvention.Builder
 
get(String) - Method in class com.opengamma.strata.product.payment.BulletPayment.Builder
 
get(String) - Method in class com.opengamma.strata.product.payment.BulletPaymentTrade.Builder
 
get(String) - Method in class com.opengamma.strata.product.payment.ResolvedBulletPayment.Builder
 
get(String) - Method in class com.opengamma.strata.product.payment.ResolvedBulletPaymentTrade.Builder
 
get(String) - Method in class com.opengamma.strata.product.PortfolioItemSummary.Builder
 
get(String) - Method in class com.opengamma.strata.product.rate.IborAveragedFixing.Builder
 
get(String) - Method in class com.opengamma.strata.product.rate.OvernightAveragedDailyRateComputation.Builder
 
get(String) - Method in class com.opengamma.strata.product.rate.OvernightAveragedRateComputation.Builder
 
get(String) - Method in class com.opengamma.strata.product.rate.OvernightCompoundedRateComputation.Builder
 
get(String) - Method in class com.opengamma.strata.product.SecurityPosition.Builder
 
get(String) - Method in class com.opengamma.strata.product.SecurityTrade.Builder
 
get(String) - Method in class com.opengamma.strata.product.swap.FixedRateCalculation.Builder
 
get(String) - Method in class com.opengamma.strata.product.swap.FxResetCalculation.Builder
 
get(String) - Method in class com.opengamma.strata.product.swap.IborRateCalculation.Builder
 
get(String) - Method in class com.opengamma.strata.product.swap.IborRateStubCalculation.Builder
 
get(String) - Method in class com.opengamma.strata.product.swap.ImmutableSwapIndex.Builder
 
get(String) - Method in class com.opengamma.strata.product.swap.InflationRateCalculation.Builder
 
get(String) - Method in class com.opengamma.strata.product.swap.KnownAmountNotionalSwapPaymentPeriod.Builder
 
get(String) - Method in class com.opengamma.strata.product.swap.KnownAmountSwapLeg.Builder
 
get(String) - Method in class com.opengamma.strata.product.swap.KnownAmountSwapPaymentPeriod.Builder
 
get(String) - Method in class com.opengamma.strata.product.swap.NotionalSchedule.Builder
 
get(String) - Method in class com.opengamma.strata.product.swap.OvernightRateCalculation.Builder
 
get(String) - Method in class com.opengamma.strata.product.swap.PaymentSchedule.Builder
 
get(String) - Method in class com.opengamma.strata.product.swap.RateAccrualPeriod.Builder
 
get(String) - Method in class com.opengamma.strata.product.swap.RateCalculationSwapLeg.Builder
 
get(String) - Method in class com.opengamma.strata.product.swap.RatePaymentPeriod.Builder
 
get(String) - Method in class com.opengamma.strata.product.swap.RatePeriodSwapLeg.Builder
 
get(String) - Method in class com.opengamma.strata.product.swap.ResetSchedule.Builder
 
get(String) - Method in class com.opengamma.strata.product.swap.ResolvedSwap.Builder
 
get(String) - Method in class com.opengamma.strata.product.swap.ResolvedSwapLeg.Builder
 
get(String) - Method in class com.opengamma.strata.product.swap.ResolvedSwapTrade.Builder
 
get(String) - Method in class com.opengamma.strata.product.swap.Swap.Builder
 
get(String) - Method in class com.opengamma.strata.product.swap.SwapTrade.Builder
 
get(String) - Method in class com.opengamma.strata.product.swap.type.FixedIborSwapTemplate.Builder
 
get(String) - Method in class com.opengamma.strata.product.swap.type.FixedInflationSwapTemplate.Builder
 
get(String) - Method in class com.opengamma.strata.product.swap.type.FixedOvernightSwapTemplate.Builder
 
get(String) - Method in class com.opengamma.strata.product.swap.type.FixedRateSwapLegConvention.Builder
 
get(String) - Method in class com.opengamma.strata.product.swap.type.IborIborSwapTemplate.Builder
 
get(String) - Method in class com.opengamma.strata.product.swap.type.IborRateSwapLegConvention.Builder
 
get(String) - Method in class com.opengamma.strata.product.swap.type.ImmutableFixedIborSwapConvention.Builder
 
get(String) - Method in class com.opengamma.strata.product.swap.type.ImmutableFixedInflationSwapConvention.Builder
 
get(String) - Method in class com.opengamma.strata.product.swap.type.ImmutableFixedOvernightSwapConvention.Builder
 
get(String) - Method in class com.opengamma.strata.product.swap.type.ImmutableIborIborSwapConvention.Builder
 
get(String) - Method in class com.opengamma.strata.product.swap.type.ImmutableOvernightIborSwapConvention.Builder
 
get(String) - Method in class com.opengamma.strata.product.swap.type.ImmutableThreeLegBasisSwapConvention.Builder
 
get(String) - Method in class com.opengamma.strata.product.swap.type.ImmutableXCcyIborIborSwapConvention.Builder
 
get(String) - Method in class com.opengamma.strata.product.swap.type.InflationRateSwapLegConvention.Builder
 
get(String) - Method in class com.opengamma.strata.product.swap.type.OvernightIborSwapTemplate.Builder
 
get(String) - Method in class com.opengamma.strata.product.swap.type.OvernightRateSwapLegConvention.Builder
 
get(String) - Method in class com.opengamma.strata.product.swap.type.ThreeLegBasisSwapTemplate.Builder
 
get(String) - Method in class com.opengamma.strata.product.swap.type.XCcyIborIborSwapTemplate.Builder
 
get(String) - Method in class com.opengamma.strata.product.swaption.ResolvedSwaption.Builder
 
get(String) - Method in class com.opengamma.strata.product.swaption.ResolvedSwaptionTrade.Builder
 
get(String) - Method in class com.opengamma.strata.product.swaption.Swaption.Builder
 
get(String) - Method in class com.opengamma.strata.product.swaption.SwaptionTrade.Builder
 
get(String) - Method in class com.opengamma.strata.report.cashflow.CashFlowReport.Builder
 
get(String) - Method in class com.opengamma.strata.report.trade.TradeReport.Builder
 
get(String) - Method in class com.opengamma.strata.report.trade.TradeReportColumn.Builder
 
get(String) - Method in class com.opengamma.strata.report.trade.TradeReportTemplate.Builder
 
getAbsoluteTolerance() - Method in class com.opengamma.strata.measure.curve.RootFinderConfig
Gets the absolute tolerance for the root finder.
getAccrualBusinessDayAdjustment() - Method in class com.opengamma.strata.product.swap.type.FixedRateSwapLegConvention
Gets the business day adjustment to apply to accrual schedule dates.
getAccrualBusinessDayAdjustment() - Method in class com.opengamma.strata.product.swap.type.IborRateSwapLegConvention
Gets the business day adjustment to apply to accrual schedule dates, providing a default result if no override specified.
getAccrualBusinessDayAdjustment() - Method in class com.opengamma.strata.product.swap.type.OvernightRateSwapLegConvention
Gets the business day adjustment to apply to accrual schedule dates, providing a default result if no override specified.
getAccrualEndDate() - Method in class com.opengamma.strata.product.credit.ResolvedCds
Obtains the accrual end date.
getAccrualEndDate() - Method in class com.opengamma.strata.product.credit.ResolvedCdsIndex
Obtains the accrual end date.
getAccrualFactor() - Method in class com.opengamma.strata.product.index.IborFuture
Gets the accrual factor, defaulted from the index if not set.
getAccrualFactor() - Method in class com.opengamma.strata.product.index.OvernightFuture
Gets the accrual factor, defaulted from the index if not set.
getAccrualFactor() - Method in class com.opengamma.strata.product.index.OvernightFutureSecurity
Gets the accrual factor, defaulted from the index if not set.
getAccrualFactor() - Method in class com.opengamma.strata.product.index.ResolvedIborFuture
Gets the accrual factor, defaulted from the index if not set.
getAccrualFactor() - Method in class com.opengamma.strata.product.index.ResolvedOvernightFuture
Gets the accrual factor, defaulted from the index if not set.
getAccrualFrequency() - Method in class com.opengamma.strata.product.swap.type.FixedRateSwapLegConvention
Gets the periodic frequency of accrual.
getAccrualFrequency() - Method in class com.opengamma.strata.product.swap.type.IborRateSwapLegConvention
Gets the periodic frequency of accrual.
getAccrualFrequency() - Method in class com.opengamma.strata.product.swap.type.OvernightRateSwapLegConvention
Gets the periodic frequency of accrual.
getAccrualMethod() - Method in class com.opengamma.strata.product.index.OvernightFuture
Gets the method of accruing Overnight interest.
getAccrualMethod() - Method in class com.opengamma.strata.product.index.OvernightFutureSecurity
Gets the method of accruing Overnight interest.
getAccrualMethod() - Method in class com.opengamma.strata.product.swap.OvernightRateCalculation
Gets the method of accruing overnight interest, defaulted to 'Compounded'.
getAccrualMethod() - Method in class com.opengamma.strata.product.swap.type.OvernightRateSwapLegConvention
Gets the method of accruing overnight interest, defaulted to 'Compounded'.
getAccrualOnDefaultFormula() - Method in class com.opengamma.strata.pricer.credit.IsdaCdsProductPricer
Gets the accrual-on-default formula used in this pricer.
getAccrualOnDefaultFormula() - Method in class com.opengamma.strata.pricer.credit.IsdaCdsTradePricer
Gets the accrual-on-default formula used in this pricer.
getAccrualOnDefaultFormula() - Method in class com.opengamma.strata.pricer.credit.IsdaCompliantCreditCurveCalibrator
Obtains the accrual-on-default formula.
getAccrualOnDefaultFormula() - Method in class com.opengamma.strata.pricer.credit.IsdaHomogenousCdsIndexProductPricer
Gets the accrual-on-default formula used in this pricer.
getAccrualOnDefaultFormula() - Method in class com.opengamma.strata.pricer.credit.IsdaHomogenousCdsIndexTradePricer
Gets the accrual-on-default formula used in this pricer.
getAccrualPeriods() - Method in class com.opengamma.strata.product.swap.RatePaymentPeriod
Gets the accrual periods that combine to form the payment period.
getAccrualSchedule() - Method in class com.opengamma.strata.product.bond.CapitalIndexedBond
Gets the accrual schedule.
getAccrualSchedule() - Method in class com.opengamma.strata.product.bond.CapitalIndexedBondSecurity
Gets the accrual schedule.
getAccrualSchedule() - Method in class com.opengamma.strata.product.bond.FixedCouponBond
Gets the accrual schedule.
getAccrualSchedule() - Method in class com.opengamma.strata.product.bond.FixedCouponBondSecurity
Gets the accrual schedule.
getAccrualSchedule() - Method in class com.opengamma.strata.product.swap.KnownAmountSwapLeg
Gets the accrual period schedule.
getAccrualSchedule() - Method in class com.opengamma.strata.product.swap.RateCalculationSwapLeg
Gets the accrual schedule.
getAccrualStart() - Method in class com.opengamma.strata.product.credit.type.TenorCdsTemplate
Gets the accrual start.
getAccrualStartDate() - Method in class com.opengamma.strata.product.credit.ResolvedCds
Obtains the accrual start date.
getAccrualStartDate() - Method in class com.opengamma.strata.product.credit.ResolvedCdsIndex
Obtains the accrual start date.
getAction() - Method in class com.opengamma.strata.market.curve.CurveNodeDateOrder
Gets the action to perform if a clash occurs.
getAdditionalSpread() - Method in class com.opengamma.strata.market.curve.node.FixedIborSwapCurveNode
Gets the additional spread added to the rate.
getAdditionalSpread() - Method in class com.opengamma.strata.market.curve.node.FixedInflationSwapCurveNode
Gets the additional spread added to the fixed rate.
getAdditionalSpread() - Method in class com.opengamma.strata.market.curve.node.FixedOvernightSwapCurveNode
Gets the additional spread added to the rate.
getAdditionalSpread() - Method in class com.opengamma.strata.market.curve.node.FraCurveNode
Gets the additional spread added to the rate.
getAdditionalSpread() - Method in class com.opengamma.strata.market.curve.node.IborFixingDepositCurveNode
Gets the additional spread added to the rate.
getAdditionalSpread() - Method in class com.opengamma.strata.market.curve.node.IborFutureCurveNode
Gets the additional spread added to the price.
getAdditionalSpread() - Method in class com.opengamma.strata.market.curve.node.IborIborSwapCurveNode
Gets the additional spread added to the market quote.
getAdditionalSpread() - Method in class com.opengamma.strata.market.curve.node.OvernightIborSwapCurveNode
Gets the additional spread added to the rate.
getAdditionalSpread() - Method in class com.opengamma.strata.market.curve.node.TermDepositCurveNode
Gets the additional spread added to the rate.
getAdditionalSpread() - Method in class com.opengamma.strata.market.curve.node.ThreeLegBasisSwapCurveNode
Gets the additional spread added to the market quote.
getAdditionalSpread() - Method in class com.opengamma.strata.market.curve.node.XCcyIborIborSwapCurveNode
Gets the additional spread added to the market quote.
getAdditionConvention() - Method in class com.opengamma.strata.basics.date.PeriodAdjustment
Gets the addition convention to apply.
getAdditionConvention() - Method in class com.opengamma.strata.basics.date.TenorAdjustment
Gets the addition convention to apply.
getAdjustment() - Method in class com.opengamma.strata.basics.date.AdjustableDate
Gets the business day adjustment that is to be applied to the unadjusted date.
getAdjustment() - Method in class com.opengamma.strata.basics.date.DaysAdjustment
Gets the business day adjustment that is performed to the result of the addition.
getAdjustment() - Method in class com.opengamma.strata.basics.date.PeriodAdjustment
Gets the business day adjustment that is performed to the result of the addition.
getAdjustment() - Method in class com.opengamma.strata.basics.date.TenorAdjustment
Gets the business day adjustment that is performed to the result of the addition.
getAdjustment() - Method in class com.opengamma.strata.basics.value.ValueStepSequence
Gets the adjustment representing the change that occurs at each step.
getAdjustmentType() - Method in class com.opengamma.strata.market.curve.InflationNodalCurve
Gets the shift type applied to the unadjusted value and the adjustment.
getAdjustmentType() - Method in class com.opengamma.strata.market.curve.SeasonalityDefinition
Gets the shift type applied to the unadjusted value and the adjustment.
getAgreedFxRate() - Method in class com.opengamma.strata.product.fx.FxNdf
Gets the FX rate agreed for the value date at the inception of the trade.
getAgreedFxRate() - Method in class com.opengamma.strata.product.fx.ResolvedFxNdf
Gets the FX rate agreed for the value date at the inception of the trade.
getAlphaCurve() - Method in class com.opengamma.strata.pricer.model.SabrParameters
Gets the alpha (volatility level) curve.
getAlphaSurface() - Method in class com.opengamma.strata.pricer.model.SabrInterestRateParameters
Gets the alpha (volatility level) surface.
getAmount() - Method in class com.opengamma.strata.basics.currency.AdjustablePayment
Gets the amount of the payment.
getAmount() - Method in class com.opengamma.strata.basics.currency.CurrencyAmount
Gets the amount of the currency.
getAmount() - Method in class com.opengamma.strata.basics.currency.Money
Gets the amount of the currency as an instance of BigDecimal.
getAmount(Currency) - Method in class com.opengamma.strata.basics.currency.MultiCurrencyAmount
Gets the CurrencyAmount for the specified currency, throwing an exception if not found.
getAmount() - Method in class com.opengamma.strata.basics.currency.Payment
Gets the amount of the payment.
getAmount() - Method in interface com.opengamma.strata.market.amount.LegAmount
Gets the amount associated with the leg.
getAmount() - Method in class com.opengamma.strata.market.amount.SwapLegAmount
Gets the amount associated with the leg.
getAmount() - Method in class com.opengamma.strata.product.swap.KnownAmountSwapLeg
Gets the known amount schedule.
getAmount() - Method in class com.opengamma.strata.product.swap.NotionalSchedule
Gets the notional amount.
getAmountOrZero(Currency) - Method in class com.opengamma.strata.basics.currency.MultiCurrencyAmount
Gets the CurrencyAmount for the specified currency, returning zero if not found.
getAmounts() - Method in class com.opengamma.strata.basics.currency.MultiCurrencyAmount
Gets the set of currency amounts.
getAmounts() - Method in class com.opengamma.strata.data.scenario.CurrencyScenarioArray
Gets the currency amounts, one per scenario.
getAmounts() - Method in class com.opengamma.strata.data.scenario.MultiCurrencyScenarioArray
Gets the multi-currency amounts, one per scenario.
getAmounts() - Method in class com.opengamma.strata.market.amount.LegAmounts
Gets the leg amounts.
getAmounts() - Method in class com.opengamma.strata.pricer.credit.JumpToDefault
Gets the amounts, identified by legal entity ID.
getArbitrageHandling() - Method in class com.opengamma.strata.pricer.credit.IsdaCompliantCreditCurveCalibrator
Obtains the arbitrage handling.
getAttribute(String) - Method in class com.opengamma.strata.collect.io.XmlElement
Gets an attribute by name, throwing an exception if not found.
getAttribute(AttributeType<T>) - Method in interface com.opengamma.strata.product.Attributes
Gets the attribute associated with the specified type.
getAttribute(AttributeType<T>) - Method in class com.opengamma.strata.product.PositionInfo
 
getAttribute(AttributeType<T>) - Method in class com.opengamma.strata.product.SecurityInfo
Gets the attribute associated with the specified type.
getAttribute(AttributeType<T>) - Method in class com.opengamma.strata.product.TradeInfo
 
getAttributes() - Method in class com.opengamma.strata.collect.io.XmlElement
Gets the attributes.
getAttributes() - Method in class com.opengamma.strata.collect.result.FailureItem
Gets the attributes associated with this failure.
getAttributes() - Method in class com.opengamma.strata.product.etd.EtdContractSpec
Gets the attributes.
getAttributes() - Method in class com.opengamma.strata.product.PositionInfo
Gets the position attributes.
getAttributes() - Method in class com.opengamma.strata.product.SecurityInfo
Gets the security attributes.
getAttributes() - Method in class com.opengamma.strata.product.TradeInfo
Gets the trade attributes.
getAttributeTypes() - Method in interface com.opengamma.strata.product.PortfolioItemInfo
Gets the attribute types that the info contains.
getAttributeTypes() - Method in class com.opengamma.strata.product.PositionInfo
 
getAttributeTypes() - Method in class com.opengamma.strata.product.TradeInfo
 
getAvailableCountries() - Static method in class com.opengamma.strata.basics.location.Country
Obtains the set of available countries.
getAvailableCurrencies() - Static method in class com.opengamma.strata.basics.currency.Currency
Obtains the set of configured currencies.
getAvailablePairs() - Static method in class com.opengamma.strata.basics.currency.CurrencyPair
Obtains the set of configured currency pairs.
getBarrier() - Method in class com.opengamma.strata.product.fxopt.FxSingleBarrierOption
Gets the barrier description.
getBarrier() - Method in class com.opengamma.strata.product.fxopt.ResolvedFxSingleBarrierOption
Gets the barrier description.
getBarrierLevel(LocalDate) - Method in interface com.opengamma.strata.product.option.Barrier
Obtains the barrier level for a given observation date.
getBarrierLevel(LocalDate) - Method in class com.opengamma.strata.product.option.SimpleConstantContinuousBarrier
 
getBarrierLevel() - Method in class com.opengamma.strata.product.option.SimpleConstantContinuousBarrier
Gets the barrier level.
getBarrierType() - Method in interface com.opengamma.strata.product.option.Barrier
Obtains the barrier type.
getBarrierType() - Method in class com.opengamma.strata.product.option.SimpleConstantContinuousBarrier
Gets the barrier type.
getBase() - Method in class com.opengamma.strata.basics.currency.CurrencyPair
Gets the base currency of the pair.
getBaseCurrencyAmount() - Method in class com.opengamma.strata.product.fx.FxSingle
Gets the amount in the base currency, positive if receiving, negative if paying.
getBaseCurrencyDiscountFactors() - Method in class com.opengamma.strata.pricer.fx.DiscountFxForwardRates
Gets the discount factors for the base currency of the currency pair.
getBaseCurrencyPayment() - Method in class com.opengamma.strata.product.fx.FxSingle
Gets the payment in the base currency, positive if receiving, negative if paying.
getBaseCurrencyPayment() - Method in class com.opengamma.strata.product.fx.ResolvedFxSingle
Gets the payment in the base currency, positive if receiving, negative if paying.
getBaseCurve() - Method in class com.opengamma.strata.market.curve.CombinedCurve
Gets the base curve.
getBetaCurve() - Method in class com.opengamma.strata.pricer.capfloor.SabrIborCapletFloorletVolatilityBootstrapDefinition
Gets the beta (elasticity) curve.
getBetaCurve() - Method in class com.opengamma.strata.pricer.capfloor.SabrIborCapletFloorletVolatilityCalibrationDefinition
Gets the beta (elasticity) curve.
getBetaCurve() - Method in class com.opengamma.strata.pricer.model.SabrParameters
Gets the beta (elasticity) curve.
getBetaSurface() - Method in class com.opengamma.strata.pricer.model.SabrInterestRateParameters
Gets the beta (elasticity) surface.
getBusinessDayAdjustment() - Method in class com.opengamma.strata.basics.schedule.PeriodicSchedule
Gets the business day adjustment to apply.
getBusinessDayAdjustment() - Method in class com.opengamma.strata.market.curve.DepositIsdaCreditCurveNode
Gets the business day adjustment to apply to the start and end date.
getBusinessDayAdjustment() - Method in class com.opengamma.strata.market.curve.SwapIsdaCreditCurveNode
Gets the business day adjustment to apply to the start date, end date and accrual schedule.
getBusinessDayAdjustment() - Method in class com.opengamma.strata.measure.fxopt.FxOptionVolatilitiesNode
Gets the business day adjustment to apply to the delivery date.
getBusinessDayAdjustment() - Method in class com.opengamma.strata.product.credit.type.ImmutableCdsConvention
Gets the business day adjustment to apply to payment schedule dates.
getBusinessDayAdjustment() - Method in class com.opengamma.strata.product.deposit.IborFixingDeposit
Gets the business day adjustment to apply to the start and end date, optional.
getBusinessDayAdjustment() - Method in class com.opengamma.strata.product.deposit.TermDeposit
Gets the business day adjustment to apply to the start and end date, optional.
getBusinessDayAdjustment() - Method in class com.opengamma.strata.product.deposit.type.ImmutableIborFixingDepositConvention
Gets the business day adjustment to apply to the start and end date, providing a default result if no override specified.
getBusinessDayAdjustment() - Method in class com.opengamma.strata.product.deposit.type.ImmutableTermDepositConvention
Gets the business day adjustment to apply to the start and end date.
getBusinessDayAdjustment() - Method in class com.opengamma.strata.product.fra.Fra
Gets the business day adjustment to apply to the start and end date, optional.
getBusinessDayAdjustment() - Method in class com.opengamma.strata.product.fra.type.ImmutableFraConvention
Gets the business day adjustment to apply to the start and end date, providing a default result if no override specified.
getBusinessDayAdjustment() - Method in class com.opengamma.strata.product.fx.type.ImmutableFxSwapConvention
Gets the business day adjustment to apply to the start and end date, providing a default result if no override specified.
getBusinessDayAdjustment() - Method in class com.opengamma.strata.product.index.type.ImmutableIborFutureConvention
Gets the business day adjustment to apply to the reference date.
getBusinessDayAdjustment() - Method in class com.opengamma.strata.product.swap.PaymentSchedule
Gets the business day adjustment to apply, optional.
getBusinessDayAdjustment() - Method in class com.opengamma.strata.product.swap.ResetSchedule
Gets the business day adjustment to apply to each reset date.
getBuySell() - Method in class com.opengamma.strata.product.credit.Cds
Gets whether the CDS is buy or sell.
getBuySell() - Method in class com.opengamma.strata.product.credit.CdsIndex
Gets whether the CDS index is buy or sell.
getBuySell() - Method in class com.opengamma.strata.product.credit.ResolvedCds
Gets whether the CDS is buy or sell.
getBuySell() - Method in class com.opengamma.strata.product.credit.ResolvedCdsIndex
Gets whether the CDS index is buy or sell.
getBuySell() - Method in class com.opengamma.strata.product.deposit.IborFixingDeposit
Gets whether the Ibor fixing deposit is 'Buy' or 'Sell'.
getBuySell() - Method in class com.opengamma.strata.product.deposit.TermDeposit
Gets whether the term deposit is 'Buy' or 'Sell'.
getBuySell() - Method in class com.opengamma.strata.product.fra.Fra
Gets whether the FRA is buy or sell.
getByteSource() - Method in class com.opengamma.strata.collect.io.ResourceLocator
Gets the byte source to access the resource.
getCalculation() - Method in class com.opengamma.strata.product.capfloor.IborCapFloorLeg
Gets the interest rate accrual calculation.
getCalculation() - Method in class com.opengamma.strata.product.swap.RateCalculationSwapLeg
Gets the interest rate accrual calculation.
getCalculationFunctions() - Method in class com.opengamma.strata.report.ReportCalculationResults
Gets the calculation functions.
getCalculationResults() - Method in class com.opengamma.strata.report.ReportCalculationResults
Gets the calculation results.
getCalendar() - Method in class com.opengamma.strata.basics.date.BusinessDayAdjustment
Gets the calendar that defines holidays and business days.
getCalendar() - Method in class com.opengamma.strata.basics.date.DaysAdjustment
Gets the holiday calendar that defines the meaning of a day when performing the addition.
getCalibrator() - Method in class com.opengamma.strata.pricer.credit.SpreadSensitivityCalculator
Gets the calibrator.
getCalibrator() - Method in class com.opengamma.strata.pricer.curve.SyntheticRatesCurveCalibrator
Gets the curve calibrator.
getCalibrator() - Method in class com.opengamma.strata.pricer.fxopt.ImpliedTrinomialTreeFxSingleBarrierOptionProductPricer
Obtains the calibrator.
getCapFloorLeg() - Method in class com.opengamma.strata.product.capfloor.IborCapFloor
Gets the Ibor cap/floor leg of the product.
getCapFloorLeg() - Method in class com.opengamma.strata.product.capfloor.ResolvedIborCapFloor
Gets the Ibor cap/floor leg of the product.
getCaplet() - Method in class com.opengamma.strata.product.capfloor.IborCapletFloorletPeriod
Gets the optional caplet strike.
getCaplet() - Method in class com.opengamma.strata.product.cms.CmsPeriod
Gets the optional caplet strike.
getCapletFloorletPeriods() - Method in class com.opengamma.strata.product.capfloor.ResolvedIborCapFloorLeg
Gets the periodic payments based on the successive observed values of an Ibor index.
getCapSchedule() - Method in class com.opengamma.strata.product.capfloor.IborCapFloorLeg
Gets the cap schedule, optional.
getCapSchedule() - Method in class com.opengamma.strata.product.cms.CmsLeg
Gets the cap schedule, optional.
getCashFlow(int) - Method in class com.opengamma.strata.market.amount.CashFlows
Gets the cash flow by index.
getCashFlows() - Method in class com.opengamma.strata.market.amount.CashFlows
Gets the cash flows.
getCategory() - Method in class com.opengamma.strata.report.framework.format.FormatSettings
Gets the category of this type.
getCauseType() - Method in class com.opengamma.strata.collect.result.FailureItem
Gets the type of the exception that caused the failure, not present if it wasn't caused by an exception.
getCdsIndexId() - Method in class com.opengamma.strata.market.curve.node.CdsIndexIsdaCreditCurveNode
Gets the CDS index identifier.
getCdsIndexId() - Method in class com.opengamma.strata.product.credit.CdsIndex
Gets the CDS index identifier.
getCdsIndexId() - Method in class com.opengamma.strata.product.credit.ResolvedCdsIndex
Gets the CDS index identifier.
getCells() - Method in class com.opengamma.strata.calc.Results
Gets the grid of results, stored as a flat list.
getCells() - Method in class com.opengamma.strata.calc.runner.CalculationResults
Gets the calculated cells.
getCells() - Method in class com.opengamma.strata.calc.runner.CalculationTask
Gets the cells to be calculated.
getCharSource() - Method in class com.opengamma.strata.collect.io.ResourceLocator
Gets the char source to access the resource using UTF-8.
getCharSource(Charset) - Method in class com.opengamma.strata.collect.io.ResourceLocator
Gets the char source to access the resource specifying the character set.
getChild(int) - Method in class com.opengamma.strata.collect.io.XmlElement
Gets a child element by index.
getChild(String) - Method in class com.opengamma.strata.collect.io.XmlElement
Gets the child element with the specified name, throwing an exception if not found or more than one.
getChildren() - Method in class com.opengamma.strata.collect.io.XmlElement
Gets the child elements.
getChildren(String) - Method in class com.opengamma.strata.collect.io.XmlElement
Gets the child elements matching the specified name.
getChiSquare() - Method in class com.opengamma.strata.pricer.capfloor.IborCapletFloorletVolatilityCalibrationResult
Gets the chi-square value.
getCmsLeg() - Method in class com.opengamma.strata.product.cms.Cms
Gets the CMS leg of the product.
getCmsLeg() - Method in class com.opengamma.strata.product.cms.ResolvedCms
Gets the CMS leg of the product.
getCmsPeriods() - Method in class com.opengamma.strata.product.cms.ResolvedCmsLeg
Gets the periodic payments based on the successive observed values of a swap index.
getCmsPeriodType() - Method in class com.opengamma.strata.product.cms.CmsPeriod
Obtains the type of the CMS period.
getCode() - Method in class com.opengamma.strata.basics.currency.Currency
Gets the three letter ISO code.
getCode() - Method in class com.opengamma.strata.basics.location.Country
Gets the two letter ISO code.
getCode() - Method in enum com.opengamma.strata.product.etd.EtdOptionType
Gets the short code for the type.
getCode() - Method in enum com.opengamma.strata.product.etd.EtdSettlementType
Gets the short code for the type.
getCode() - Method in class com.opengamma.strata.product.etd.EtdVariant
Gets the short code that describes the variant.
getColumnCount() - Method in class com.opengamma.strata.calc.Results
Gets the number of columns in the results.
getColumnCount() - Method in interface com.opengamma.strata.report.Report
Gets the number of columns in the report table.
getColumnHeaders() - Method in class com.opengamma.strata.report.cashflow.CashFlowReport
Gets the column headers.
getColumnHeaders() - Method in interface com.opengamma.strata.report.Report
Gets the report column headers.
getColumnHeaders() - Method in class com.opengamma.strata.report.trade.TradeReport
 
getColumnIndex() - Method in class com.opengamma.strata.calc.runner.CalculationResult
Gets the column index of the value in the results grid.
getColumnIndex() - Method in class com.opengamma.strata.calc.runner.CalculationTaskCell
Gets the column index of the cell in the results grid.
getColumnKeys() - Method in class com.opengamma.strata.report.cashflow.CashFlowReport
Gets the keys corresponding to the columns.
getColumns() - Method in class com.opengamma.strata.calc.Results
Gets the column headers.
getColumns() - Method in class com.opengamma.strata.calc.runner.CalculationTasks
Gets the columns that will be calculated.
getColumns() - Method in class com.opengamma.strata.report.ReportCalculationResults
Gets the columns contained in the results.
getColumns() - Method in class com.opengamma.strata.report.trade.TradeReport
Gets the report columns, which may contain information required for formatting.
getColumns() - Method in class com.opengamma.strata.report.trade.TradeReportTemplate
Gets the columns in the report.
getColumnTypes(CashFlowReport) - Method in class com.opengamma.strata.report.cashflow.CashFlowReportFormatter
 
getColumnTypes(R) - Method in class com.opengamma.strata.report.framework.format.ReportFormatter
Gets the type of the data in each report column.
getColumnTypes(TradeReport) - Method in class com.opengamma.strata.report.trade.TradeReportFormatter
 
getCompoundingMethod() - Method in class com.opengamma.strata.product.swap.PaymentSchedule
Gets the compounding method to use when there is more than one accrual period, defaulted to 'None'.
getCompoundingMethod() - Method in class com.opengamma.strata.product.swap.RatePaymentPeriod
Gets the compounding method to use when there is more than one accrual period, default is 'None'.
getCompoundingMethod() - Method in class com.opengamma.strata.product.swap.type.FixedRateSwapLegConvention
Gets the compounding method to use when there is more than one accrual period in each payment period, providing a default result if no override specified.
getCompoundingMethod() - Method in class com.opengamma.strata.product.swap.type.IborRateSwapLegConvention
Gets the compounding method to use when there is more than one accrual period in each payment period, providing a default result if no override specified.
getCompoundingMethod() - Method in class com.opengamma.strata.product.swap.type.OvernightRateSwapLegConvention
Gets the compounding method to use when there is more than one accrual period in each payment period, providing a default result if no override specified.
getContent() - Method in class com.opengamma.strata.collect.io.XmlElement
Gets the element content.
getContractCode() - Method in class com.opengamma.strata.product.etd.EtdContractSpec
Gets the code supplied by the exchange for use in clearing and margining, such as in SPAN.
getContractSize() - Method in class com.opengamma.strata.product.SecurityPriceInfo
Gets the size of each contract.
getContractSpecId() - Method in class com.opengamma.strata.product.etd.EtdFutureSecurity
Gets the ID of the contract specification from which this security is derived.
getContractSpecId() - Method in class com.opengamma.strata.product.etd.EtdOptionSecurity
Gets the ID of the contract specification from which this security is derived.
getContractSpecId() - Method in interface com.opengamma.strata.product.etd.EtdSecurity
Gets the ID of the contract specification from which this security is derived.
getConvention() - Method in class com.opengamma.strata.basics.date.BusinessDayAdjustment
Gets the convention used to the adjust the date if it does not fall on a business day.
getConvention() - Method in class com.opengamma.strata.pricer.swaption.BlackSwaptionExpiryTenorVolatilities
Gets the swap convention that the volatilities are to be used for.
getConvention() - Method in class com.opengamma.strata.pricer.swaption.NormalSwaptionExpirySimpleMoneynessVolatilities
Gets the swap convention that the volatilities are to be used for.
getConvention() - Method in class com.opengamma.strata.pricer.swaption.NormalSwaptionExpiryStrikeVolatilities
Gets the swap convention that the volatilities are to be used for.
getConvention() - Method in class com.opengamma.strata.pricer.swaption.NormalSwaptionExpiryTenorVolatilities
Gets the swap convention that the volatilities are to be used for.
getConvention() - Method in class com.opengamma.strata.pricer.swaption.SabrParametersSwaptionVolatilities
Gets the swap convention that the volatilities are to be used for.
getConvention() - Method in class com.opengamma.strata.pricer.swaption.SabrSwaptionDefinition
Gets the swap convention that the volatilities are to be used for.
getConvention() - Method in interface com.opengamma.strata.pricer.swaption.SwaptionVolatilities
Gets the convention of the swap for which the data is valid.
getConvention() - Method in interface com.opengamma.strata.product.credit.type.CdsTemplate
Gets the market convention of the credit default swap.
getConvention() - Method in class com.opengamma.strata.product.credit.type.DatesCdsTemplate
Gets the market convention of the credit default swap.
getConvention() - Method in class com.opengamma.strata.product.credit.type.TenorCdsTemplate
Gets the market convention of the credit default swap.
getConvention() - Method in class com.opengamma.strata.product.deposit.type.IborFixingDepositTemplate
Gets the underlying Ibor fixing deposit convention.
getConvention() - Method in class com.opengamma.strata.product.deposit.type.TermDepositTemplate
Gets the underlying term deposit convention.
getConvention() - Method in class com.opengamma.strata.product.fra.type.FraTemplate
Gets the underlying FRA convention.
getConvention() - Method in class com.opengamma.strata.product.fx.type.FxSwapTemplate
Gets the underlying FX Swap convention.
getConvention() - Method in class com.opengamma.strata.product.swap.type.FixedIborSwapTemplate
Gets the market convention of the swap.
getConvention() - Method in class com.opengamma.strata.product.swap.type.FixedInflationSwapTemplate
Gets the market convention of the swap.
getConvention() - Method in class com.opengamma.strata.product.swap.type.FixedOvernightSwapTemplate
Gets the market convention of the swap.
getConvention() - Method in class com.opengamma.strata.product.swap.type.IborIborSwapTemplate
Gets the market convention of the swap.
getConvention() - Method in class com.opengamma.strata.product.swap.type.OvernightIborSwapTemplate
Gets the market convention of the swap.
getConvention() - Method in class com.opengamma.strata.product.swap.type.ThreeLegBasisSwapTemplate
Gets the market convention of the swap.
getConvention() - Method in class com.opengamma.strata.product.swap.type.XCcyIborIborSwapTemplate
Gets the market convention of the swap.
getConversionFactors() - Method in class com.opengamma.strata.product.bond.BondFuture
Gets the conversion factor for each bond in the basket.
getConversionFactors() - Method in class com.opengamma.strata.product.bond.BondFutureSecurity
Gets the conversion factor for each bond in the basket.
getConversionFactors() - Method in class com.opengamma.strata.product.bond.ResolvedBondFuture
Gets the conversion factor for each bond in the basket.
getCounter() - Method in class com.opengamma.strata.basics.currency.CurrencyPair
Gets the counter currency of the pair.
getCounterCurrency() - Method in class com.opengamma.strata.product.fxopt.ResolvedFxVanillaOption
Get the counter currency of the underlying FX transaction.
getCounterCurrencyAmount() - Method in class com.opengamma.strata.product.fx.FxSingle
Gets the amount in the counter currency, positive if receiving, negative if paying.
getCounterCurrencyDiscountFactors() - Method in class com.opengamma.strata.pricer.fx.DiscountFxForwardRates
Gets the discount factors for the counter currency of the currency pair.
getCounterCurrencyPayment() - Method in class com.opengamma.strata.product.fx.FxSingle
Gets the payment in the counter currency, positive if receiving, negative if paying.
getCounterCurrencyPayment() - Method in class com.opengamma.strata.product.fx.ResolvedFxSingle
Gets the payment in the counter currency, positive if receiving, negative if paying.
getCounterparty() - Method in class com.opengamma.strata.product.TradeInfo
Gets the counterparty identifier, optional.
getCurrencies() - Method in class com.opengamma.strata.basics.currency.FxMatrix
Returns the set of currencies held within this matrix.
getCurrencies() - Method in class com.opengamma.strata.basics.currency.MultiCurrencyAmount
Gets the set of stored currencies.
getCurrencies() - Method in class com.opengamma.strata.basics.currency.MultiCurrencyAmountArray
Gets the set of currencies for which this object contains values.
getCurrencies() - Method in class com.opengamma.strata.data.scenario.MultiCurrencyScenarioArray
Returns the set of currencies for which this object contains values.
getCurrencies() - Method in class com.opengamma.strata.product.PortfolioItemSummary
Gets the currencies of the item.
getCurrency() - Method in class com.opengamma.strata.basics.currency.AdjustablePayment
Gets the currency of the payment.
getCurrency() - Method in class com.opengamma.strata.basics.currency.CurrencyAmount
Gets the currency.
getCurrency() - Method in class com.opengamma.strata.basics.currency.CurrencyAmountArray
Gets the currency.
getCurrency() - Method in class com.opengamma.strata.basics.currency.Money
Gets the currency.
getCurrency() - Method in class com.opengamma.strata.basics.currency.Payment
Gets the currency of the payment.
getCurrency() - Method in interface com.opengamma.strata.basics.index.FloatingRateIndex
Gets the currency of the index.
getCurrency() - Method in interface com.opengamma.strata.basics.index.FloatingRateName
Gets the currency of the floating rate.
getCurrency() - Method in class com.opengamma.strata.basics.index.IborIndexObservation
Gets the currency of the Ibor index.
getCurrency() - Method in class com.opengamma.strata.basics.index.ImmutableIborIndex
Gets the currency of the index.
getCurrency() - Method in class com.opengamma.strata.basics.index.ImmutableOvernightIndex
Gets the currency of the index.
getCurrency() - Method in class com.opengamma.strata.basics.index.ImmutablePriceIndex
Gets the currency of the index.
getCurrency() - Method in class com.opengamma.strata.basics.index.OvernightIndexObservation
Gets the currency of the Overnight index.
getCurrency() - Method in class com.opengamma.strata.basics.index.PriceIndexObservation
Gets the currency of the Ibor index.
getCurrency() - Method in class com.opengamma.strata.calc.ColumnHeader
Gets the currency of the result.
getCurrency() - Method in class com.opengamma.strata.calc.ReportingCurrency
Gets the currency if the type is 'Specific'.
getCurrency() - Method in class com.opengamma.strata.data.scenario.CurrencyScenarioArray
Gets the currency.
getCurrency() - Method in class com.opengamma.strata.market.amount.SwapLegAmount
Gets the currency of the leg.
getCurrency() - Method in class com.opengamma.strata.market.curve.IsdaCreditCurveDefinition
Gets the curve currency.
getCurrency() - Method in class com.opengamma.strata.market.param.CrossGammaParameterSensitivity
Gets the currency of the sensitivity.
getCurrency() - Method in class com.opengamma.strata.market.param.CurrencyParameterSensitivity
Gets the currency of the sensitivity.
getCurrency() - Method in interface com.opengamma.strata.market.sensitivity.PointSensitivity
Gets the currency of the point sensitivity.
getCurrency() - Method in class com.opengamma.strata.pricer.bond.BondFutureOptionSensitivity
Gets the currency of the sensitivity.
getCurrency() - Method in class com.opengamma.strata.pricer.bond.IssuerCurveDiscountFactors
Gets the currency.
getCurrency() - Method in class com.opengamma.strata.pricer.bond.IssuerCurveZeroRateSensitivity
Gets the currency of the sensitivity.
getCurrency() - Method in class com.opengamma.strata.pricer.bond.RepoCurveDiscountFactors
Gets the currency.
getCurrency() - Method in class com.opengamma.strata.pricer.bond.RepoCurveZeroRateSensitivity
Gets the currency of the sensitivity.
getCurrency() - Method in class com.opengamma.strata.pricer.capfloor.IborCapletFloorletSabrSensitivity
Gets the currency of the sensitivity.
getCurrency() - Method in class com.opengamma.strata.pricer.capfloor.IborCapletFloorletSensitivity
Gets the currency of the sensitivity.
getCurrency() - Method in class com.opengamma.strata.pricer.credit.CreditCurveZeroRateSensitivity
 
getCurrency() - Method in interface com.opengamma.strata.pricer.credit.CreditDiscountFactors
Gets the currency.
getCurrency() - Method in class com.opengamma.strata.pricer.credit.IsdaCreditDiscountFactors
Gets the currency that the discount factors are for.
getCurrency() - Method in class com.opengamma.strata.pricer.credit.JumpToDefault
Gets the currency of the amounts.
getCurrency() - Method in class com.opengamma.strata.pricer.credit.LegalEntitySurvivalProbabilities
Gets the currency.
getCurrency() - Method in interface com.opengamma.strata.pricer.DiscountFactors
Gets the currency.
getCurrency() - Method in class com.opengamma.strata.pricer.fx.FxForwardSensitivity
Gets the currency of the sensitivity.
getCurrency() - Method in class com.opengamma.strata.pricer.fx.FxIndexSensitivity
Gets the currency of the sensitivity.
getCurrency() - Method in class com.opengamma.strata.pricer.fxopt.FxOptionSensitivity
Gets the currency of the sensitivity.
getCurrency() - Method in class com.opengamma.strata.pricer.index.IborFutureOptionSensitivity
Gets the currency of the sensitivity.
getCurrency() - Method in class com.opengamma.strata.pricer.rate.IborRateSensitivity
Gets the currency of the sensitivity.
getCurrency() - Method in class com.opengamma.strata.pricer.rate.InflationRateSensitivity
Gets the currency of the sensitivity.
getCurrency() - Method in class com.opengamma.strata.pricer.rate.OvernightRateSensitivity
Gets the currency of the sensitivity.
getCurrency() - Method in class com.opengamma.strata.pricer.SimpleDiscountFactors
Gets the currency that the discount factors are for.
getCurrency() - Method in class com.opengamma.strata.pricer.swaption.SwaptionSabrSensitivity
Gets the currency of the sensitivity.
getCurrency() - Method in class com.opengamma.strata.pricer.swaption.SwaptionSensitivity
Gets the currency of the sensitivity.
getCurrency() - Method in class com.opengamma.strata.pricer.ZeroRateDiscountFactors
Gets the currency that the discount factors are for.
getCurrency() - Method in class com.opengamma.strata.pricer.ZeroRatePeriodicDiscountFactors
Gets the currency that the discount factors are for.
getCurrency() - Method in class com.opengamma.strata.pricer.ZeroRateSensitivity
Gets the currency of the sensitivity.
getCurrency() - Method in class com.opengamma.strata.product.bond.Bill
 
getCurrency() - Method in class com.opengamma.strata.product.bond.BillPosition
 
getCurrency() - Method in class com.opengamma.strata.product.bond.BillSecurity
 
getCurrency() - Method in class com.opengamma.strata.product.bond.BondFuture
Obtains the currency of the underlying fixed coupon bonds.
getCurrency() - Method in class com.opengamma.strata.product.bond.BondFutureOption
 
getCurrency() - Method in class com.opengamma.strata.product.bond.BondFutureOptionPosition
 
getCurrency() - Method in class com.opengamma.strata.product.bond.BondFutureOptionSecurity
Gets the currency that the future is traded in.
getCurrency() - Method in class com.opengamma.strata.product.bond.BondFuturePosition
 
getCurrency() - Method in class com.opengamma.strata.product.bond.BondFutureSecurity
Gets the currency that the future is traded in.
getCurrency() - Method in interface com.opengamma.strata.product.bond.BondPaymentPeriod
Gets the currency of the payment resulting from the period.
getCurrency() - Method in class com.opengamma.strata.product.bond.CapitalIndexedBond
Gets the currency that the bond is traded in.
getCurrency() - Method in class com.opengamma.strata.product.bond.CapitalIndexedBondPaymentPeriod
Gets the primary currency of the payment period.
getCurrency() - Method in class com.opengamma.strata.product.bond.CapitalIndexedBondPosition
 
getCurrency() - Method in class com.opengamma.strata.product.bond.CapitalIndexedBondSecurity
Gets the currency that the bond is traded in.
getCurrency() - Method in class com.opengamma.strata.product.bond.FixedCouponBond
Gets the currency that the bond is traded in.
getCurrency() - Method in class com.opengamma.strata.product.bond.FixedCouponBondPaymentPeriod
Gets the primary currency of the payment period.
getCurrency() - Method in class com.opengamma.strata.product.bond.FixedCouponBondPosition
 
getCurrency() - Method in class com.opengamma.strata.product.bond.FixedCouponBondSecurity
Gets the currency that the bond is traded in.
getCurrency() - Method in class com.opengamma.strata.product.bond.KnownAmountBondPaymentPeriod
 
getCurrency() - Method in class com.opengamma.strata.product.bond.ResolvedBill
Returns the currency of the bill.
getCurrency() - Method in class com.opengamma.strata.product.bond.ResolvedBondFuture
Obtains the currency of the underlying fixed coupon bonds.
getCurrency() - Method in class com.opengamma.strata.product.bond.ResolvedCapitalIndexedBond
Gets the currency of the product.
getCurrency() - Method in class com.opengamma.strata.product.bond.ResolvedFixedCouponBond
Gets the currency of the product.
getCurrency() - Method in class com.opengamma.strata.product.capfloor.IborCapFloorLeg
Gets the currency of the leg associated with the notional.
getCurrency() - Method in class com.opengamma.strata.product.capfloor.IborCapletFloorletPeriod
Gets the primary currency of the payment period.
getCurrency() - Method in class com.opengamma.strata.product.capfloor.ResolvedIborCapFloorLeg
Gets the currency of the leg.
getCurrency() - Method in class com.opengamma.strata.product.cms.CmsLeg
Gets the currency of the leg associated with the notional.
getCurrency() - Method in class com.opengamma.strata.product.cms.CmsPeriod
Gets the primary currency of the payment period.
getCurrency() - Method in class com.opengamma.strata.product.cms.ResolvedCmsLeg
Gets the currency of the leg.
getCurrency() - Method in class com.opengamma.strata.product.credit.Cds
Gets the currency of the CDS.
getCurrency() - Method in class com.opengamma.strata.product.credit.CdsIndex
Gets the currency of the CDS index.
getCurrency() - Method in class com.opengamma.strata.product.credit.CreditCouponPaymentPeriod
Gets the primary currency of the payment period.
getCurrency() - Method in class com.opengamma.strata.product.credit.ResolvedCds
Obtains the currency.
getCurrency() - Method in class com.opengamma.strata.product.credit.ResolvedCdsIndex
Obtains the currency.
getCurrency() - Method in interface com.opengamma.strata.product.credit.type.CdsConvention
Get the currency of the CDS.
getCurrency() - Method in class com.opengamma.strata.product.credit.type.ImmutableCdsConvention
Gets the currency of the CDS.
getCurrency() - Method in class com.opengamma.strata.product.deposit.IborFixingDeposit
Gets the primary currency, defaulted to the currency of the index.
getCurrency() - Method in class com.opengamma.strata.product.deposit.ResolvedIborFixingDeposit
Gets the primary currency.
getCurrency() - Method in class com.opengamma.strata.product.deposit.ResolvedTermDeposit
Gets the primary currency.
getCurrency() - Method in class com.opengamma.strata.product.deposit.TermDeposit
Gets the primary currency.
getCurrency() - Method in class com.opengamma.strata.product.deposit.type.ImmutableIborFixingDepositConvention
Gets the primary currency, providing a default result if no override specified.
getCurrency() - Method in class com.opengamma.strata.product.deposit.type.ImmutableTermDepositConvention
Gets the primary currency.
getCurrency() - Method in interface com.opengamma.strata.product.deposit.type.TermDepositConvention
Gets the primary currency.
getCurrency() - Method in class com.opengamma.strata.product.dsf.Dsf
Gets the currency of the underlying swap.
getCurrency() - Method in class com.opengamma.strata.product.dsf.DsfPosition
 
getCurrency() - Method in class com.opengamma.strata.product.dsf.DsfSecurity
 
getCurrency() - Method in class com.opengamma.strata.product.dsf.ResolvedDsf
Gets the currency of the underlying swap.
getCurrency() - Method in class com.opengamma.strata.product.etd.EtdFutureTrade
Gets the currency of the trade.
getCurrency() - Method in class com.opengamma.strata.product.etd.EtdOptionTrade
Gets the currency of the trade.
getCurrency() - Method in interface com.opengamma.strata.product.etd.EtdPosition
Gets the currency of the position.
getCurrency() - Method in interface com.opengamma.strata.product.etd.EtdSecurity
 
getCurrency() - Method in class com.opengamma.strata.product.fra.Fra
Gets the primary currency, defaulted to the currency of the index.
getCurrency() - Method in class com.opengamma.strata.product.fra.ResolvedFra
Gets the primary currency.
getCurrency() - Method in class com.opengamma.strata.product.fra.type.ImmutableFraConvention
Gets the primary currency, providing a default result if no override specified.
getCurrency() - Method in class com.opengamma.strata.product.GenericSecurity
 
getCurrency() - Method in class com.opengamma.strata.product.GenericSecurityPosition
 
getCurrency() - Method in class com.opengamma.strata.product.GenericSecurityTrade
Gets the currency of the trade.
getCurrency() - Method in class com.opengamma.strata.product.index.IborFuture
Gets the currency that the future is traded in, defaulted from the index if not set.
getCurrency() - Method in class com.opengamma.strata.product.index.IborFutureOption
 
getCurrency() - Method in class com.opengamma.strata.product.index.IborFutureOptionPosition
 
getCurrency() - Method in class com.opengamma.strata.product.index.IborFutureOptionSecurity
Gets the currency that the option is traded in.
getCurrency() - Method in class com.opengamma.strata.product.index.IborFuturePosition
 
getCurrency() - Method in class com.opengamma.strata.product.index.IborFutureSecurity
 
getCurrency() - Method in class com.opengamma.strata.product.index.OvernightFuture
Gets the currency that the future is traded in, defaulted from the index if not set.
getCurrency() - Method in class com.opengamma.strata.product.index.OvernightFuturePosition
 
getCurrency() - Method in class com.opengamma.strata.product.index.OvernightFutureSecurity
 
getCurrency() - Method in class com.opengamma.strata.product.index.ResolvedIborFuture
Gets the currency that the future is traded in.
getCurrency() - Method in class com.opengamma.strata.product.index.ResolvedOvernightFuture
Gets the currency that the future is traded in.
getCurrency() - Method in class com.opengamma.strata.product.payment.BulletPayment
Gets the currency of this payment.
getCurrency() - Method in class com.opengamma.strata.product.payment.ResolvedBulletPayment
Gets the currency of this payment.
getCurrency() - Method in class com.opengamma.strata.product.rate.IborRateComputation
Gets the currency of the Ibor index.
getCurrency() - Method in interface com.opengamma.strata.product.SecuritizedProduct
Gets the currency that the security is traded in.
getCurrency() - Method in interface com.opengamma.strata.product.SecuritizedProductPortfolioItem
Gets the currency of the position.
getCurrency() - Method in interface com.opengamma.strata.product.Security
Gets the currency that the security is traded in.
getCurrency() - Method in class com.opengamma.strata.product.SecurityPriceInfo
Gets the currency that the security is traded in.
getCurrency() - Method in class com.opengamma.strata.product.swap.FxResetNotionalExchange
Gets the payment currency.
getCurrency() - Method in class com.opengamma.strata.product.swap.KnownAmountNotionalSwapPaymentPeriod
Gets the primary currency of the payment period.
getCurrency() - Method in class com.opengamma.strata.product.swap.KnownAmountSwapLeg
Gets the currency of the swap leg.
getCurrency() - Method in class com.opengamma.strata.product.swap.KnownAmountSwapPaymentPeriod
 
getCurrency() - Method in class com.opengamma.strata.product.swap.NotionalExchange
Gets the currency of the event.
getCurrency() - Method in class com.opengamma.strata.product.swap.NotionalSchedule
Gets the currency of the swap leg associated with the notional.
getCurrency() - Method in class com.opengamma.strata.product.swap.RateCalculationSwapLeg
 
getCurrency() - Method in class com.opengamma.strata.product.swap.RatePaymentPeriod
Gets the primary currency of the payment period.
getCurrency() - Method in class com.opengamma.strata.product.swap.RatePeriodSwapLeg
 
getCurrency() - Method in class com.opengamma.strata.product.swap.ResolvedSwapLeg
Gets the primary currency of the swap leg.
getCurrency() - Method in interface com.opengamma.strata.product.swap.SwapLeg
Gets the payment currency of the leg.
getCurrency() - Method in interface com.opengamma.strata.product.swap.SwapPaymentEvent
Gets the currency of the payment resulting from the event.
getCurrency() - Method in interface com.opengamma.strata.product.swap.SwapPaymentPeriod
Gets the currency of the payment resulting from the period.
getCurrency() - Method in class com.opengamma.strata.product.swap.type.FixedRateSwapLegConvention
Gets the leg currency.
getCurrency() - Method in class com.opengamma.strata.product.swap.type.IborRateSwapLegConvention
Gets the leg currency, optional with defaulting getter.
getCurrency() - Method in class com.opengamma.strata.product.swap.type.InflationRateSwapLegConvention
Gets the currency of the leg from the index.
getCurrency() - Method in class com.opengamma.strata.product.swap.type.OvernightRateSwapLegConvention
Gets the leg currency, optional with defaulting getter.
getCurrency() - Method in class com.opengamma.strata.product.swaption.ResolvedSwaption
Gets the currency of the swaption.
getCurrency() - Method in class com.opengamma.strata.product.swaption.Swaption
Gets the currency of the swaption.
getCurrencyPair() - Method in interface com.opengamma.strata.basics.index.FxIndex
Gets the currency pair of the index.
getCurrencyPair() - Method in class com.opengamma.strata.basics.index.FxIndexObservation
Gets the currency pair of the FX index.
getCurrencyPair() - Method in class com.opengamma.strata.basics.index.ImmutableFxIndex
Gets the currency pair.
getCurrencyPair() - Method in class com.opengamma.strata.market.FxRateShifts
Gets the currency pair for which the shifts are applied.
getCurrencyPair() - Method in class com.opengamma.strata.measure.fxopt.BlackFxOptionInterpolatedNodalSurfaceVolatilitiesSpecification
Gets the currencyPair.
getCurrencyPair() - Method in class com.opengamma.strata.measure.fxopt.BlackFxOptionSmileVolatilitiesSpecification
Gets the currency pair that the volatilities are for.
getCurrencyPair() - Method in class com.opengamma.strata.measure.fxopt.FxOptionVolatilitiesNode
Gets the currency pair.
getCurrencyPair() - Method in interface com.opengamma.strata.measure.fxopt.FxOptionVolatilitiesSpecification
Gets the currency pair.
getCurrencyPair() - Method in class com.opengamma.strata.pricer.fx.DiscountFxForwardRates
Gets the currency pair that the rates are for.
getCurrencyPair() - Method in interface com.opengamma.strata.pricer.fx.FxForwardRates
Gets the currency pair.
getCurrencyPair() - Method in class com.opengamma.strata.pricer.fx.FxForwardSensitivity
Gets the currency pair for which the sensitivity is computed.
getCurrencyPair() - Method in class com.opengamma.strata.pricer.fxopt.BlackFxOptionFlatVolatilities
Gets the currency pair that the volatilities are for.
getCurrencyPair() - Method in class com.opengamma.strata.pricer.fxopt.BlackFxOptionSmileVolatilities
Gets the currency pair that the volatilities are for.
getCurrencyPair() - Method in class com.opengamma.strata.pricer.fxopt.BlackFxOptionSurfaceVolatilities
Gets the currency pair that the volatilities are for.
getCurrencyPair() - Method in class com.opengamma.strata.pricer.fxopt.FxOptionSensitivity
Gets the currency pair for which the sensitivity is presented.
getCurrencyPair() - Method in interface com.opengamma.strata.pricer.fxopt.FxOptionVolatilities
Gets the currency pair for which the data is valid.
getCurrencyPair() - Method in class com.opengamma.strata.pricer.fxopt.FxVolatilitySurfaceYearFractionParameterMetadata
Gets the currency pair that describes the node.
getCurrencyPair() - Method in class com.opengamma.strata.product.fx.FxNdf
 
getCurrencyPair() - Method in interface com.opengamma.strata.product.fx.FxProduct
Gets the currency pair that the FX trade is based on, in conventional order.
getCurrencyPair() - Method in class com.opengamma.strata.product.fx.FxSingle
Gets currency pair of the base currency and counter currency.
getCurrencyPair() - Method in class com.opengamma.strata.product.fx.FxSwap
Gets the currency pair in conventional order.
getCurrencyPair() - Method in class com.opengamma.strata.product.fx.ResolvedFxSingle
Gets currency pair of the base currency and counter currency.
getCurrencyPair() - Method in interface com.opengamma.strata.product.fx.type.FxSwapConvention
Gets the currency pair of the convention.
getCurrencyPair() - Method in class com.opengamma.strata.product.fx.type.FxSwapTemplate
Gets the currency pair of the template.
getCurrencyPair() - Method in class com.opengamma.strata.product.fx.type.ImmutableFxSwapConvention
Gets the currency pair associated with the convention.
getCurrencyPair() - Method in class com.opengamma.strata.product.fxopt.FxSingleBarrierOption
Gets currency pair of the base currency and counter currency.
getCurrencyPair() - Method in class com.opengamma.strata.product.fxopt.FxVanillaOption
Gets currency pair of the base currency and counter currency.
getCurrencyPair() - Method in class com.opengamma.strata.product.fxopt.ResolvedFxSingleBarrierOption
Gets currency pair of the base currency and counter currency.
getCurrencyPair() - Method in class com.opengamma.strata.product.fxopt.ResolvedFxVanillaOption
Gets currency pair of the base currency and counter currency.
getCurrencyPair() - Method in interface com.opengamma.strata.product.swap.type.XCcyIborIborSwapConvention
Gets the currency pair of the convention.
getCurrencyPair() - Method in class com.opengamma.strata.product.swap.type.XCcyIborIborSwapTemplate
Gets the currency pair of the template.
getCurve() - Method in class com.opengamma.strata.pricer.credit.IsdaCreditDiscountFactors
Gets the underlying curve.
getCurve() - Method in class com.opengamma.strata.pricer.fxopt.BlackFxOptionFlatVolatilities
Gets the Black volatility curve.
getCurve() - Method in class com.opengamma.strata.pricer.rate.SimpleIborIndexRates
Gets the underlying forward curve.
getCurve() - Method in class com.opengamma.strata.pricer.rate.SimplePriceIndexValues
Gets the underlying curve.
getCurve() - Method in class com.opengamma.strata.pricer.SimpleDiscountFactors
Gets the underlying curve.
getCurve() - Method in class com.opengamma.strata.pricer.ZeroRateDiscountFactors
Gets the underlying curve.
getCurve() - Method in class com.opengamma.strata.pricer.ZeroRatePeriodicDiscountFactors
Gets the underlying curve.
getCurveCount() - Method in class com.opengamma.strata.market.curve.JacobianCalibrationMatrix
Gets the total number of curves.
getCurveCurrency() - Method in class com.opengamma.strata.pricer.bond.IssuerCurveZeroRateSensitivity
Gets the currency of the curve for which the sensitivity is computed.
getCurveCurrency() - Method in class com.opengamma.strata.pricer.bond.RepoCurveZeroRateSensitivity
Gets the currency of the curve for which the sensitivity is computed.
getCurveCurrency() - Method in class com.opengamma.strata.pricer.credit.CreditCurveZeroRateSensitivity
Gets the currency of the curve for which the sensitivity is computed.
getCurveCurrency() - Method in class com.opengamma.strata.pricer.ZeroRateSensitivity
Gets the currency of the curve for which the sensitivity is computed.
getCurveDefinitions() - Method in class com.opengamma.strata.market.curve.RatesCurveGroupDefinition
Gets definitions which specify how the curves are calibrated.
getCurveGroupName() - Method in class com.opengamma.strata.market.curve.CurveId
Gets the curve group name.
getCurveGroupName() - Method in class com.opengamma.strata.market.curve.IssuerCurveInputsId
Gets the curve group name.
getCurveGroupName() - Method in class com.opengamma.strata.market.curve.LegalEntityCurveGroupId
Gets the curve group name.
getCurveGroupName() - Method in class com.opengamma.strata.market.curve.RatesCurveGroupId
Gets the curve group name.
getCurveGroupName() - Method in class com.opengamma.strata.market.curve.RatesCurveInputsId
Gets the curve group name.
getCurveGroupName() - Method in class com.opengamma.strata.market.curve.RepoCurveInputsId
Gets the curve group name.
getCurveMetadata() - Method in class com.opengamma.strata.market.curve.RatesCurveInputs
Gets the metadata for the curve.
getCurveName() - Method in class com.opengamma.strata.market.curve.CurveId
Gets the curve name.
getCurveName() - Method in interface com.opengamma.strata.market.curve.CurveMetadata
Gets the curve name.
getCurveName() - Method in class com.opengamma.strata.market.curve.DefaultCurveMetadata
Gets the curve name.
getCurveName() - Method in class com.opengamma.strata.market.curve.IssuerCurveInputsId
Gets the curve name.
getCurveName() - Method in class com.opengamma.strata.market.curve.RatesCurveGroupEntry
Gets the curve name.
getCurveName() - Method in class com.opengamma.strata.market.curve.RatesCurveInputsId
Gets the curve name.
getCurveName() - Method in class com.opengamma.strata.market.curve.RepoCurveInputsId
Gets the curve name.
getCurveNodes() - Method in class com.opengamma.strata.market.curve.IsdaCreditCurveDefinition
Gets the curve nodes.
getCurves() - Method in class com.opengamma.strata.pricer.rate.ImmutableRatesProvider
Returns a map containing all the curves, keyed by curve name.
getCurves(CurveGroupName) - Method in class com.opengamma.strata.pricer.rate.ImmutableRatesProvider
Returns a map containing all the curves, keyed by curve identifier.
getCurveValuationDate() - Method in class com.opengamma.strata.market.curve.IsdaCreditCurveDefinition
Gets the curve valuation date.
getCutOffStrike() - Method in class com.opengamma.strata.measure.cms.CmsSabrExtrapolationParams
Gets the cut-off strike.
getData() - Method in class com.opengamma.strata.pricer.option.RawOptionData
Gets the data.
getData(Tenor) - Method in class com.opengamma.strata.pricer.option.TenorRawOptionData
Gets the raw option data for a given tenor.
getData() - Method in class com.opengamma.strata.pricer.option.TenorRawOptionData
Gets the map of tenor to option data.
getData() - Method in class com.opengamma.strata.report.cashflow.CashFlowReport
Gets the cashflow data table.
getData() - Method in class com.opengamma.strata.report.trade.TradeReport
Gets the calculation results.
getDataSensitivityAlpha() - Method in class com.opengamma.strata.pricer.capfloor.SabrParametersIborCapletFloorletVolatilities
Gets the sensitivity of the Alpha parameters to the raw data used for calibration.
getDataSensitivityAlpha() - Method in class com.opengamma.strata.pricer.swaption.SabrParametersSwaptionVolatilities
Gets the sensitivity of the Alpha parameters to the raw data used for calibration.
getDataSensitivityBeta() - Method in class com.opengamma.strata.pricer.capfloor.SabrParametersIborCapletFloorletVolatilities
Gets the sensitivity of the Beta parameters to the raw data used for calibration.
getDataSensitivityBeta() - Method in class com.opengamma.strata.pricer.swaption.SabrParametersSwaptionVolatilities
Gets the sensitivity of the Beta parameters to the raw data used for calibration.
getDataSensitivityNu() - Method in class com.opengamma.strata.pricer.capfloor.SabrParametersIborCapletFloorletVolatilities
Gets the sensitivity of the Nu parameters to the raw data used for calibration.
getDataSensitivityNu() - Method in class com.opengamma.strata.pricer.swaption.SabrParametersSwaptionVolatilities
Gets the sensitivity of the Nu parameters to the raw data used for calibration.
getDataSensitivityRho() - Method in class com.opengamma.strata.pricer.capfloor.SabrParametersIborCapletFloorletVolatilities
Gets the sensitivity of the Rho parameters to the raw data used for calibration.
getDataSensitivityRho() - Method in class com.opengamma.strata.pricer.swaption.SabrParametersSwaptionVolatilities
Gets the sensitivity of the Rho parameters to the raw data used for calibration.
getDataType() - Method in class com.opengamma.strata.pricer.option.RawOptionData
Gets the type of the raw data.
getDate() - Method in class com.opengamma.strata.basics.currency.AdjustablePayment
Gets the date that the payment is made.
getDate() - Method in class com.opengamma.strata.basics.currency.Payment
Gets the date that the payment is made.
getDate() - Method in class com.opengamma.strata.basics.value.ValueStep
Gets the date of the schedule period boundary at which the change occurs.
getDate() - Method in class com.opengamma.strata.collect.timeseries.LocalDateDoublePoint
Gets the date.
getDate() - Method in class com.opengamma.strata.market.curve.CurveNodeDate
Gets the node date if the type is 'Fixed'.
getDate() - Method in class com.opengamma.strata.market.curve.node.FixedIborSwapCurveNode
Gets the method by which the date of the node is calculated, defaulted to 'End'.
getDate() - Method in class com.opengamma.strata.market.curve.node.FixedInflationSwapCurveNode
Gets the method by which the date of the node is calculated, defaulted to 'End'.
getDate() - Method in class com.opengamma.strata.market.curve.node.FixedOvernightSwapCurveNode
Gets the method by which the date of the node is calculated, defaulted to 'End'.
getDate() - Method in class com.opengamma.strata.market.curve.node.FraCurveNode
Gets the method by which the date of the node is calculated, defaulted to 'End'.
getDate() - Method in class com.opengamma.strata.market.curve.node.FxSwapCurveNode
Gets the method by which the date of the node is calculated, defaulted to 'End'.
getDate() - Method in class com.opengamma.strata.market.curve.node.IborFixingDepositCurveNode
Gets the method by which the date of the node is calculated, defaulted to 'End'.
getDate() - Method in class com.opengamma.strata.market.curve.node.IborFutureCurveNode
Gets the method by which the date of the node is calculated, defaulted to 'End'.
getDate() - Method in class com.opengamma.strata.market.curve.node.IborIborSwapCurveNode
Gets the method by which the date of the node is calculated, defaulted to 'End'.
getDate() - Method in class com.opengamma.strata.market.curve.node.OvernightIborSwapCurveNode
Gets the method by which the date of the node is calculated, defaulted to 'End'.
getDate() - Method in class com.opengamma.strata.market.curve.node.TermDepositCurveNode
Gets the method by which the date of the node is calculated, defaulted to 'End'.
getDate() - Method in class com.opengamma.strata.market.curve.node.ThreeLegBasisSwapCurveNode
Gets the method by which the date of the node is calculated, defaulted to 'End'.
getDate() - Method in class com.opengamma.strata.market.curve.node.XCcyIborIborSwapCurveNode
Gets the method by which the date of the node is calculated, defaulted to 'End'.
getDate() - Method in interface com.opengamma.strata.market.param.DatedParameterMetadata
Gets the date associated with the parameter.
getDate() - Method in class com.opengamma.strata.market.param.LabelDateParameterMetadata
Gets the date associated with the parameter.
getDate() - Method in class com.opengamma.strata.market.param.TenorDateParameterMetadata
Gets the date associated with the parameter.
getDate() - Method in class com.opengamma.strata.market.param.YearMonthDateParameterMetadata
Gets the date associated with the parameter.
getDate() - Method in class com.opengamma.strata.product.payment.BulletPayment
Gets the date that the payment is made.
getDateCode() - Method in class com.opengamma.strata.product.etd.EtdVariant
Gets the optional date code, populated for Weekly and Daily.
getDateOrder() - Method in interface com.opengamma.strata.market.curve.CurveNode
Gets the date order rules that apply to this node within the curve.
getDateOrder() - Method in class com.opengamma.strata.market.curve.node.FixedIborSwapCurveNode
Gets the date order rules, used to ensure that the dates in the curve are in order.
getDateOrder() - Method in class com.opengamma.strata.market.curve.node.FixedInflationSwapCurveNode
Gets the date order rules, used to ensure that the dates in the curve are in order.
getDateOrder() - Method in class com.opengamma.strata.market.curve.node.FixedOvernightSwapCurveNode
Gets the date order rules, used to ensure that the dates in the curve are in order.
getDateOrder() - Method in class com.opengamma.strata.market.curve.node.FraCurveNode
Gets the date order rules, used to ensure that the dates in the curve are in order.
getDateOrder() - Method in class com.opengamma.strata.market.curve.node.FxSwapCurveNode
Gets the date order rules, used to ensure that the dates in the curve are in order.
getDateOrder() - Method in class com.opengamma.strata.market.curve.node.IborFixingDepositCurveNode
Gets the date order rules, used to ensure that the dates in the curve are in order.
getDateOrder() - Method in class com.opengamma.strata.market.curve.node.IborFutureCurveNode
Gets the date order rules, used to ensure that the dates in the curve are in order.
getDateOrder() - Method in class com.opengamma.strata.market.curve.node.IborIborSwapCurveNode
Gets the date order rules, used to ensure that the dates in the curve are in order.
getDateOrder() - Method in class com.opengamma.strata.market.curve.node.OvernightIborSwapCurveNode
Gets the date order rules, used to ensure that the dates in the curve are in order.
getDateOrder() - Method in class com.opengamma.strata.market.curve.node.TermDepositCurveNode
Gets the date order rules, used to ensure that the dates in the curve are in order.
getDateOrder() - Method in class com.opengamma.strata.market.curve.node.ThreeLegBasisSwapCurveNode
Gets the date order rules, used to ensure that the dates in the curve are in order.
getDateOrder() - Method in class com.opengamma.strata.market.curve.node.XCcyIborIborSwapCurveNode
Gets the date order rules, used to ensure that the dates in the curve are in order.
getDateSequence() - Method in class com.opengamma.strata.product.index.type.ImmutableIborFutureConvention
Gets the sequence of dates that the future is based on.
getDayCount() - Method in interface com.opengamma.strata.basics.index.FloatingRateIndex
Gets the day count convention of the index.
getDayCount() - Method in class com.opengamma.strata.basics.index.ImmutableIborIndex
Gets the day count convention.
getDayCount() - Method in class com.opengamma.strata.basics.index.ImmutableOvernightIndex
Gets the day count convention.
getDayCount() - Method in interface com.opengamma.strata.basics.index.PriceIndex
Gets the day count convention of the index, which is '1/1'.
getDayCount() - Method in class com.opengamma.strata.market.curve.DepositIsdaCreditCurveNode
Gets the day count convention.
getDayCount() - Method in class com.opengamma.strata.market.curve.InterpolatedNodalCurveDefinition
Gets the day count, optional.
getDayCount() - Method in class com.opengamma.strata.market.curve.IsdaCreditCurveDefinition
Gets the day count.
getDayCount() - Method in class com.opengamma.strata.market.curve.ParameterizedFunctionalCurveDefinition
Gets the day count, optional.
getDayCount() - Method in class com.opengamma.strata.market.curve.SwapIsdaCreditCurveNode
Gets the day count convention applicable.
getDayCount() - Method in class com.opengamma.strata.measure.fxopt.BlackFxOptionInterpolatedNodalSurfaceVolatilitiesSpecification
Gets the dayCount.
getDayCount() - Method in class com.opengamma.strata.measure.fxopt.BlackFxOptionSmileVolatilitiesSpecification
Gets the day count convention used for the expiry.
getDayCount() - Method in class com.opengamma.strata.pricer.capfloor.DirectIborCapletFloorletVolatilityDefinition
Gets the day count to measure the time in the expiry dimension.
getDayCount() - Method in interface com.opengamma.strata.pricer.capfloor.IborCapletFloorletVolatilityDefinition
Gets the day count to use.
getDayCount() - Method in class com.opengamma.strata.pricer.capfloor.SabrIborCapletFloorletVolatilityBootstrapDefinition
Gets the day count to measure the time in the expiry dimension.
getDayCount() - Method in class com.opengamma.strata.pricer.capfloor.SabrIborCapletFloorletVolatilityCalibrationDefinition
Gets the day count to measure the time in the expiry dimension.
getDayCount() - Method in class com.opengamma.strata.pricer.capfloor.SabrParametersIborCapletFloorletVolatilities
Gets the day count used to calculate the expiry year fraction.
getDayCount() - Method in class com.opengamma.strata.pricer.capfloor.SurfaceIborCapletFloorletVolatilityBootstrapDefinition
Gets the day count to measure the time in the expiry dimension.
getDayCount() - Method in interface com.opengamma.strata.pricer.credit.CreditDiscountFactors
Obtains day count convention.
getDayCount() - Method in class com.opengamma.strata.pricer.credit.IsdaCreditDiscountFactors
 
getDayCount() - Method in class com.opengamma.strata.pricer.fxopt.InterpolatedStrikeSmileDeltaTermStructure
Gets the day count convention used for the expiry.
getDayCount() - Method in interface com.opengamma.strata.pricer.fxopt.SmileDeltaTermStructure
Gets the day count convention used for the expiry.
getDayCount() - Method in class com.opengamma.strata.pricer.model.HullWhiteOneFactorPiecewiseConstantParametersProvider
Gets the day count applicable to the model.
getDayCount() - Method in class com.opengamma.strata.pricer.model.SabrInterestRateParameters
Gets the day count used to calculate the expiry year fraction.
getDayCount() - Method in class com.opengamma.strata.pricer.model.SabrParameters
Gets the day count used to calculate the expiry year fraction.
getDayCount() - Method in class com.opengamma.strata.pricer.swaption.SabrParametersSwaptionVolatilities
Gets the day count used to calculate the expiry year fraction.
getDayCount() - Method in class com.opengamma.strata.pricer.swaption.SabrSwaptionDefinition
Gets the day count to use.
getDayCount() - Method in class com.opengamma.strata.product.bond.Bill
Gets the day count convention applicable.
getDayCount() - Method in class com.opengamma.strata.product.bond.BillSecurity
Gets the day count convention applicable.
getDayCount() - Method in class com.opengamma.strata.product.bond.CapitalIndexedBond
Gets the day count convention applicable.
getDayCount() - Method in class com.opengamma.strata.product.bond.CapitalIndexedBondSecurity
Gets the day count convention applicable.
getDayCount() - Method in class com.opengamma.strata.product.bond.FixedCouponBond
Gets the day count convention applicable.
getDayCount() - Method in class com.opengamma.strata.product.bond.FixedCouponBondSecurity
Gets the day count convention applicable.
getDayCount() - Method in class com.opengamma.strata.product.bond.ResolvedBill
Gets the day count convention applicable.
getDayCount() - Method in class com.opengamma.strata.product.bond.ResolvedCapitalIndexedBond
Gets the day count convention applicable.
getDayCount() - Method in class com.opengamma.strata.product.bond.ResolvedFixedCouponBond
Gets the day count convention applicable.
getDayCount() - Method in class com.opengamma.strata.product.cms.CmsLeg
Gets the day count convention.
getDayCount() - Method in class com.opengamma.strata.product.cms.CmsPeriod
Gets the day count of the period.
getDayCount() - Method in class com.opengamma.strata.product.credit.Cds
Gets the day count convention.
getDayCount() - Method in class com.opengamma.strata.product.credit.CdsIndex
Gets the day count convention.
getDayCount() - Method in class com.opengamma.strata.product.credit.ResolvedCds
Gets the day count convention.
getDayCount() - Method in class com.opengamma.strata.product.credit.ResolvedCdsIndex
Gets the day count convention.
getDayCount() - Method in class com.opengamma.strata.product.credit.type.ImmutableCdsConvention
Gets the day count convention applicable.
getDayCount() - Method in class com.opengamma.strata.product.deposit.IborFixingDeposit
Gets the day count convention applicable, defaulted to the day count of the index.
getDayCount() - Method in class com.opengamma.strata.product.deposit.TermDeposit
Gets the day count convention.
getDayCount() - Method in class com.opengamma.strata.product.deposit.type.ImmutableIborFixingDepositConvention
Gets the day count convention applicable, providing a default result if no override specified.
getDayCount() - Method in class com.opengamma.strata.product.deposit.type.ImmutableTermDepositConvention
Gets the day count convention.
getDayCount() - Method in class com.opengamma.strata.product.fra.Fra
Gets the day count convention applicable, defaulted to the day count of the index.
getDayCount() - Method in class com.opengamma.strata.product.fra.type.ImmutableFraConvention
Gets the day count convention applicable, providing a default result if no override specified.
getDayCount() - Method in class com.opengamma.strata.product.swap.FixedRateCalculation
Gets the day count convention.
getDayCount() - Method in class com.opengamma.strata.product.swap.IborRateCalculation
Gets the day count convention.
getDayCount() - Method in class com.opengamma.strata.product.swap.InflationRateCalculation
 
getDayCount() - Method in class com.opengamma.strata.product.swap.OvernightRateCalculation
Gets the day count convention.
getDayCount() - Method in interface com.opengamma.strata.product.swap.RateCalculation
Gets the day count convention.
getDayCount() - Method in class com.opengamma.strata.product.swap.RatePaymentPeriod
Gets the day count convention.
getDayCount() - Method in class com.opengamma.strata.product.swap.type.FixedRateSwapLegConvention
Gets the day count convention applicable.
getDayCount() - Method in class com.opengamma.strata.product.swap.type.IborRateSwapLegConvention
Gets the day count convention applicable, providing a default result if no override specified.
getDayCount() - Method in class com.opengamma.strata.product.swap.type.OvernightRateSwapLegConvention
Gets the day count convention applicable, providing a default result if no override specified.
getDayOfMonth() - Method in interface com.opengamma.strata.basics.schedule.RollConvention
Gets the day-of-month that the roll convention implies.
getDays() - Method in class com.opengamma.strata.basics.date.DaysAdjustment
Gets the number of days to be added.
getDefaultFixedLegDayCount() - Method in interface com.opengamma.strata.basics.index.FloatingRateIndex
Gets the default day count convention for the associated fixed leg.
getDefaultFixedLegDayCount() - Method in class com.opengamma.strata.basics.index.ImmutableIborIndex
Gets the default day count convention for the associated fixed leg.
getDefaultFixedLegDayCount() - Method in class com.opengamma.strata.basics.index.ImmutableOvernightIndex
Gets the default day count convention for the associated fixed leg.
getDefaultLocalTime() - Method in class com.opengamma.strata.measure.ValuationZoneTimeDefinition
Gets the default local time.
getDefaultParameter() - Method in class com.opengamma.strata.measure.calc.TargetTypeCalculationParameter
Gets the default underlying parameter.
getDefaultParameter() - Method in class com.opengamma.strata.measure.calc.TradeCounterpartyCalculationParameter
Gets the default underlying parameter.
getDefaultTenor() - Method in interface com.opengamma.strata.basics.index.FloatingRateName
Gets a default tenor applicable for this floating rate.
getDefinition() - Method in exception com.opengamma.strata.basics.schedule.ScheduleException
Gets the invalid schedule definition.
getDeformationFunction() - Method in class com.opengamma.strata.market.surface.DeformedSurface
Gets the deformation function.
getDeliveryBasket() - Method in class com.opengamma.strata.product.bond.BondFuture
Gets the basket of deliverable bonds.
getDeliveryBasket() - Method in class com.opengamma.strata.product.bond.ResolvedBondFuture
Gets the basket of deliverable bonds.
getDeliveryBasketIds() - Method in class com.opengamma.strata.product.bond.BondFutureSecurity
Gets the basket of deliverable bonds.
getDeliveryDate() - Method in class com.opengamma.strata.product.dsf.Dsf
Gets the delivery date.
getDeliveryDate() - Method in class com.opengamma.strata.product.dsf.ResolvedDsf
Gets the delivery date.
getDelta() - Method in class com.opengamma.strata.pricer.fxopt.SmileDeltaParameters
Gets the delta of the different data points.
getDelta() - Method in interface com.opengamma.strata.pricer.fxopt.SmileDeltaTermStructure
Gets delta values.
getDeltaFull() - Method in interface com.opengamma.strata.pricer.fxopt.SmileDeltaTermStructure
Computes full delta for all strikes including put delta absolute value.
getDepositPeriod() - Method in class com.opengamma.strata.product.deposit.type.IborFixingDepositTemplate
Gets the period between the start date and the end date.
getDepositPeriod() - Method in class com.opengamma.strata.product.deposit.type.TermDepositTemplate
Gets the period between the start date and the end date.
getDerivative(int) - Method in class com.opengamma.strata.basics.value.ValueDerivatives
Gets the derivative of the variable with respect to an input.
getDerivativeFunction() - Method in class com.opengamma.strata.market.curve.ParameterizedFunctionalCurve
Gets the derivative function.
getDerivativeFunction() - Method in class com.opengamma.strata.market.curve.ParameterizedFunctionalCurveDefinition
Gets the derivative function.
getDerivatives() - Method in class com.opengamma.strata.basics.value.ValueDerivatives
Gets the derivatives of the variable with respect to some inputs.
getDescription() - Method in class com.opengamma.strata.product.etd.EtdContractSpec
Gets the human readable description of the product.
getDescription() - Method in class com.opengamma.strata.product.PortfolioItemSummary
Gets the description of the item.
getDescription() - Method in class com.opengamma.strata.product.ProductType
Gets the human-readable description of the type.
getDetachmentDate() - Method in class com.opengamma.strata.product.bond.CapitalIndexedBondPaymentPeriod
Gets the detachment date.
getDetachmentDate() - Method in class com.opengamma.strata.product.bond.FixedCouponBondPaymentPeriod
Gets the detachment date.
getDiscountCurrencies() - Method in class com.opengamma.strata.market.curve.RatesCurveGroupEntry
Gets the currencies for which the curve provides discount rates.
getDiscountCurrencies() - Method in interface com.opengamma.strata.measure.rate.RatesMarketDataLookup
Gets the set of currencies that discount factors are provided for.
getDiscountCurrencies() - Method in interface com.opengamma.strata.pricer.BaseProvider
Gets the set of currencies that discount factors are provided for.
getDiscountCurrencies() - Method in class com.opengamma.strata.pricer.rate.ImmutableRatesProvider
 
getDiscountCurves() - Method in class com.opengamma.strata.market.curve.RatesCurveGroup
Gets the discount curves in the group, keyed by currency.
getDiscountCurves() - Method in class com.opengamma.strata.pricer.rate.ImmutableRatesProvider
Gets the discount curves, defaulted to an empty map.
getDiscountFactor() - Method in class com.opengamma.strata.market.amount.CashFlow
Gets the discount factor.
getDiscountFactor() - Method in class com.opengamma.strata.pricer.fxopt.RecombiningTrinomialTreeData
Gets the discount factor.
getDiscountFactorAtLayer(int) - Method in class com.opengamma.strata.pricer.fxopt.RecombiningTrinomialTreeData
Obtains discount factor between the i-th layer to the (i+1)-th layer.
getDiscountFactors() - Method in class com.opengamma.strata.pricer.bond.IssuerCurveDiscountFactors
Gets the underlying discount factors for a single currency.
getDiscountFactors() - Method in class com.opengamma.strata.pricer.bond.RepoCurveDiscountFactors
Gets the underlying discount factors for a single currency.
getDiscountFactors() - Method in class com.opengamma.strata.pricer.rate.DiscountIborIndexRates
Gets the underlying discount factor curve.
getDiscountFactors() - Method in class com.opengamma.strata.pricer.rate.DiscountOvernightIndexRates
Gets the underlying discount factor curve.
getDiscounting() - Method in class com.opengamma.strata.product.fra.Fra
Gets the method to use for discounting, defaulted to 'ISDA' or 'AFMA'.
getDiscounting() - Method in class com.opengamma.strata.product.fra.ResolvedFra
Gets the method to use for discounting.
getDiscounting() - Method in class com.opengamma.strata.product.fra.type.ImmutableFraConvention
Gets the method to use for discounting, providing a default result if no override specified.
getDiscountMarketDataIds(Currency) - Method in interface com.opengamma.strata.measure.rate.RatesMarketDataLookup
Gets the identifiers used to obtain the discount factors for the specified currency.
getEarliestDate() - Method in interface com.opengamma.strata.collect.timeseries.LocalDateDoubleTimeSeries
Get the earliest date contained in this time-series.
getEarliestValue() - Method in interface com.opengamma.strata.collect.timeseries.LocalDateDoubleTimeSeries
Get the value held for the earliest date contained in this time-series.
getEffectiveDate() - Method in class com.opengamma.strata.basics.index.IborIndexObservation
Gets the effective date of the investment implied by the fixing date.
getEffectiveDate() - Method in class com.opengamma.strata.basics.index.OvernightIndexObservation
Gets the effective date of the investment implied by the fixing date.
getEffectiveDate() - Method in class com.opengamma.strata.product.rate.IborRateComputation
Gets the effective date.
getEffectiveDateOffset() - Method in interface com.opengamma.strata.basics.index.IborIndex
Gets the adjustment applied to the fixing date to obtain the effective date.
getEffectiveDateOffset() - Method in class com.opengamma.strata.basics.index.ImmutableIborIndex
Gets the adjustment applied to the fixing date to obtain the effective date.
getEffectiveDateOffset() - Method in class com.opengamma.strata.basics.index.ImmutableOvernightIndex
Gets the number of days to add to the fixing date to obtain the effective date.
getEffectiveDateOffset() - Method in interface com.opengamma.strata.basics.index.OvernightIndex
Gets the number of days to add to the fixing date to obtain the effective date.
getEffectiveEndDate() - Method in class com.opengamma.strata.product.credit.CreditCouponPaymentPeriod
Gets the effective protection end date of the period.
getEffectiveStartDate() - Method in class com.opengamma.strata.product.credit.CreditCouponPaymentPeriod
Gets the effective protection start date of the period.
getEndDate() - Method in interface com.opengamma.strata.basics.date.DayCount.ScheduleInfo
Gets the end date of the schedule.
getEndDate() - Method in class com.opengamma.strata.basics.schedule.PeriodicSchedule
Gets the end date, which is the end of the last schedule period.
getEndDate() - Method in class com.opengamma.strata.basics.schedule.Schedule
Gets the end date of the schedule.
getEndDate() - Method in class com.opengamma.strata.basics.schedule.SchedulePeriod
Gets the end date of this period, used for financial calculations such as interest accrual.
getEndDate() - Method in class com.opengamma.strata.pricer.rate.OvernightRateSensitivity
Gets the end date of the period.
getEndDate() - Method in interface com.opengamma.strata.product.bond.BondPaymentPeriod
Gets the end date of the period.
getEndDate() - Method in class com.opengamma.strata.product.bond.CapitalIndexedBondPaymentPeriod
Gets the end date of the payment period.
getEndDate() - Method in class com.opengamma.strata.product.bond.FixedCouponBondPaymentPeriod
Gets the end date of the payment period.
getEndDate() - Method in class com.opengamma.strata.product.bond.KnownAmountBondPaymentPeriod
Gets the end date of the payment period.
getEndDate() - Method in class com.opengamma.strata.product.bond.ResolvedCapitalIndexedBond
Gets the end date of the product.
getEndDate() - Method in class com.opengamma.strata.product.bond.ResolvedFixedCouponBond
Gets the end date of the product.
getEndDate() - Method in class com.opengamma.strata.product.capfloor.IborCapFloorLeg
Gets the accrual end date of the leg.
getEndDate() - Method in class com.opengamma.strata.product.capfloor.IborCapletFloorletPeriod
Gets the end date of the payment period.
getEndDate() - Method in class com.opengamma.strata.product.capfloor.ResolvedIborCapFloorLeg
Gets the accrual end date of the leg.
getEndDate() - Method in class com.opengamma.strata.product.cms.CmsLeg
Gets the accrual end date of the leg.
getEndDate() - Method in class com.opengamma.strata.product.cms.CmsPeriod
Gets the end date of the payment period.
getEndDate() - Method in class com.opengamma.strata.product.cms.ResolvedCmsLeg
Gets the end date of the leg.
getEndDate() - Method in class com.opengamma.strata.product.credit.CreditCouponPaymentPeriod
Gets the end date of the accrual period.
getEndDate() - Method in class com.opengamma.strata.product.credit.type.DatesCdsTemplate
Gets the end date.
getEndDate() - Method in class com.opengamma.strata.product.deposit.IborFixingDeposit
Gets the end date of the deposit.
getEndDate() - Method in class com.opengamma.strata.product.deposit.ResolvedIborFixingDeposit
Gets the end date of the deposit.
getEndDate() - Method in class com.opengamma.strata.product.deposit.ResolvedTermDeposit
Gets the end date of the deposit.
getEndDate() - Method in class com.opengamma.strata.product.deposit.TermDeposit
Gets the end date of the deposit.
getEndDate() - Method in class com.opengamma.strata.product.fra.Fra
Gets the end date, which is the termination date of the FRA.
getEndDate() - Method in class com.opengamma.strata.product.fra.ResolvedFra
Gets the end date, which is the termination date of the FRA.
getEndDate() - Method in class com.opengamma.strata.product.index.OvernightFuture
Gets the last date of the rate calculation period.
getEndDate() - Method in class com.opengamma.strata.product.index.OvernightFutureSecurity
Gets the last date of the rate calculation period.
getEndDate() - Method in class com.opengamma.strata.product.rate.OvernightAveragedDailyRateComputation
Gets the end date of the accrual period.
getEndDate() - Method in class com.opengamma.strata.product.rate.OvernightAveragedRateComputation
Gets the fixing date associated with the end date of the accrual period.
getEndDate() - Method in class com.opengamma.strata.product.rate.OvernightCompoundedRateComputation
Gets the fixing date associated with the end date of the accrual period.
getEndDate() - Method in interface com.opengamma.strata.product.rate.OvernightRateComputation
Obtains the fixing date associated with the end date of the accrual period.
getEndDate() - Method in class com.opengamma.strata.product.swap.KnownAmountNotionalSwapPaymentPeriod
Gets the end date of the payment period.
getEndDate() - Method in class com.opengamma.strata.product.swap.KnownAmountSwapLeg
 
getEndDate() - Method in class com.opengamma.strata.product.swap.KnownAmountSwapPaymentPeriod
Gets the end date of the payment period.
getEndDate() - Method in class com.opengamma.strata.product.swap.RateAccrualPeriod
Gets the end date of the accrual period.
getEndDate() - Method in class com.opengamma.strata.product.swap.RateCalculationSwapLeg
 
getEndDate() - Method in class com.opengamma.strata.product.swap.RatePaymentPeriod
Gets the accrual end date of the period.
getEndDate() - Method in class com.opengamma.strata.product.swap.RatePeriodSwapLeg
 
getEndDate() - Method in class com.opengamma.strata.product.swap.ResolvedSwap
Gets the accrual end date of the swap.
getEndDate() - Method in class com.opengamma.strata.product.swap.ResolvedSwapLeg
Gets the accrual end date of the leg.
getEndDate() - Method in class com.opengamma.strata.product.swap.Swap
Gets the accrual end date of the swap.
getEndDate() - Method in interface com.opengamma.strata.product.swap.SwapLeg
Gets the accrual end date of the leg.
getEndDate() - Method in interface com.opengamma.strata.product.swap.SwapPaymentPeriod
Gets the end date of the period.
getEndDateBusinessDayAdjustment() - Method in class com.opengamma.strata.basics.schedule.PeriodicSchedule
Gets the optional business day adjustment to apply to the end date.
getEndDateBusinessDayAdjustment() - Method in class com.opengamma.strata.product.credit.type.ImmutableCdsConvention
Gets the business day adjustment to apply to the end date, providing a default result if no override specified.
getEndDateBusinessDayAdjustment() - Method in class com.opengamma.strata.product.swap.type.FixedRateSwapLegConvention
Gets the business day adjustment to apply to the end date, providing a default result if no override specified.
getEndDateBusinessDayAdjustment() - Method in class com.opengamma.strata.product.swap.type.IborRateSwapLegConvention
Gets the business day adjustment to apply to the end date, providing a default result if no override specified.
getEndDateBusinessDayAdjustment() - Method in class com.opengamma.strata.product.swap.type.OvernightRateSwapLegConvention
Gets the business day adjustment to apply to the end date, providing a default result if no override specified.
getEndObservation() - Method in class com.opengamma.strata.product.rate.InflationEndInterpolatedRateComputation
Gets the observation at the end.
getEndObservation() - Method in class com.opengamma.strata.product.rate.InflationEndMonthRateComputation
Gets the observation at the end.
getEndObservation() - Method in class com.opengamma.strata.product.rate.InflationInterpolatedRateComputation
Gets the observation at the end.
getEndObservation() - Method in class com.opengamma.strata.product.rate.InflationMonthlyRateComputation
Gets the observation at the end.
getEndSecondObservation() - Method in class com.opengamma.strata.product.rate.InflationEndInterpolatedRateComputation
Gets the observation for interpolation at the end.
getEndSecondObservation() - Method in class com.opengamma.strata.product.rate.InflationInterpolatedRateComputation
Gets the observation for interpolation at the end.
getEntries() - Method in class com.opengamma.strata.market.curve.RatesCurveGroupDefinition
Gets the configuration for building the curves in the group.
getError() - Method in class com.opengamma.strata.pricer.option.RawOptionData
Gets the measurement error of the option data.
getEventPricer() - Method in class com.opengamma.strata.pricer.swap.DiscountingSwapLegPricer
Gets the underlying leg pricer.
getExchangeId() - Method in class com.opengamma.strata.product.etd.EtdContractSpec
Gets the ID of the exchange where the instruments derived from the product are traded.
getExCouponPeriod() - Method in class com.opengamma.strata.product.bond.CapitalIndexedBond
Gets ex-coupon period.
getExCouponPeriod() - Method in class com.opengamma.strata.product.bond.CapitalIndexedBondSecurity
Gets ex-coupon period.
getExCouponPeriod() - Method in class com.opengamma.strata.product.bond.FixedCouponBond
Gets ex-coupon period.
getExCouponPeriod() - Method in class com.opengamma.strata.product.bond.FixedCouponBondSecurity
Gets ex-coupon period.
getExpiries() - Method in class com.opengamma.strata.pricer.fxopt.InterpolatedStrikeSmileDeltaTermStructure
 
getExpiries() - Method in interface com.opengamma.strata.pricer.fxopt.SmileDeltaTermStructure
Gets the expiries associated with the volatility term.
getExpiries() - Method in class com.opengamma.strata.pricer.option.RawOptionData
Gets the expiry values.
getExpiry() - Method in class com.opengamma.strata.pricer.bond.BondFutureOptionSensitivity
Gets the expiry date-time of the option.
getExpiry() - Method in class com.opengamma.strata.pricer.capfloor.IborCapletFloorletSabrSensitivity
Gets the time to expiry of the option as a year fraction.
getExpiry() - Method in class com.opengamma.strata.pricer.capfloor.IborCapletFloorletSensitivity
Gets the time to expiry of the option as a year fraction.
getExpiry() - Method in class com.opengamma.strata.pricer.fxopt.FxOptionSensitivity
Gets the time to expiry of the option as a year fraction.
getExpiry() - Method in class com.opengamma.strata.pricer.fxopt.SmileDeltaParameters
Gets the time to expiry associated with the data.
getExpiry() - Method in class com.opengamma.strata.pricer.index.IborFutureOptionSensitivity
Gets the time to expiry of the option as a year fraction.
getExpiry() - Method in class com.opengamma.strata.pricer.swaption.SwaptionSabrSensitivity
Gets the time to expiry of the option as a year fraction.
getExpiry() - Method in class com.opengamma.strata.pricer.swaption.SwaptionSensitivity
Gets the time to expiry of the option as a year fraction.
getExpiry() - Method in class com.opengamma.strata.product.bond.BondFutureOption
Gets the expiry date-time.
getExpiry() - Method in class com.opengamma.strata.product.bond.ResolvedBondFutureOption
Gets the expiry of the option.
getExpiry() - Method in class com.opengamma.strata.product.etd.EtdFutureSecurity
Gets the year-month of the expiry.
getExpiry() - Method in class com.opengamma.strata.product.etd.EtdOptionSecurity
Gets the year-month of the expiry.
getExpiry() - Method in interface com.opengamma.strata.product.etd.EtdSecurity
Gets the year-month of the expiry.
getExpiry() - Method in class com.opengamma.strata.product.fxopt.FxVanillaOption
Gets the expiry date-time.
getExpiry() - Method in class com.opengamma.strata.product.fxopt.ResolvedFxVanillaOption
Gets the expiry date-time of the option.
getExpiry() - Method in class com.opengamma.strata.product.index.IborFutureOption
Gets the expiry date-time.
getExpiry() - Method in class com.opengamma.strata.product.index.ResolvedIborFutureOption
Gets the expiry of the option.
getExpiry() - Method in class com.opengamma.strata.product.swaption.ResolvedSwaption
Gets the expiry date-time of the option.
getExpiry() - Method in class com.opengamma.strata.product.swaption.Swaption
Gets the expiry date-time.
getExpiryDate() - Method in class com.opengamma.strata.product.bond.BondFutureOption
Gets the expiry date of the option.
getExpiryDate() - Method in class com.opengamma.strata.product.bond.BondFutureOptionSecurity
Gets the expiry date of the option.
getExpiryDate() - Method in class com.opengamma.strata.product.bond.ResolvedBondFutureOption
Gets the expiry date of the option.
getExpiryDate() - Method in class com.opengamma.strata.product.fxopt.FxVanillaOption
Gets the expiry date of the option.
getExpiryDate() - Method in class com.opengamma.strata.product.fxopt.ResolvedFxVanillaOption
Gets the expiry date of the option.
getExpiryDate() - Method in class com.opengamma.strata.product.index.IborFutureOption
Gets the expiry date of the option.
getExpiryDate() - Method in class com.opengamma.strata.product.index.IborFutureOptionSecurity
Gets the expiry date of the option.
getExpiryDate() - Method in class com.opengamma.strata.product.index.ResolvedIborFutureOption
Gets the expiry date of the option.
getExpiryDate() - Method in class com.opengamma.strata.product.swaption.ResolvedSwaption
Gets the expiry date of the option.
getExpiryDate() - Method in class com.opengamma.strata.product.swaption.Swaption
Gets the expiry date of the option.
getExpiryDateOffset() - Method in class com.opengamma.strata.measure.fxopt.FxOptionVolatilitiesNode
Gets the offset of the expiry date from the delivery date.
getExpiryTime() - Method in class com.opengamma.strata.product.bond.BondFutureOption
Gets the expiry time of the option.
getExpiryTime() - Method in class com.opengamma.strata.product.bond.BondFutureOptionSecurity
Gets the expiry time of the option.
getExpiryTime() - Method in class com.opengamma.strata.product.fxopt.FxVanillaOption
Gets the expiry time of the option.
getExpiryTime() - Method in class com.opengamma.strata.product.index.IborFutureOption
Gets the expiry time of the option.
getExpiryTime() - Method in class com.opengamma.strata.product.index.IborFutureOptionSecurity
Gets the expiry time of the option.
getExpiryTime() - Method in class com.opengamma.strata.product.swaption.Swaption
Gets the expiry time of the option.
getExpiryZone() - Method in class com.opengamma.strata.product.bond.BondFutureOption
Gets the time-zone of the expiry time.
getExpiryZone() - Method in class com.opengamma.strata.product.bond.BondFutureOptionSecurity
Gets the time-zone of the expiry time.
getExpiryZone() - Method in class com.opengamma.strata.product.fxopt.FxVanillaOption
Gets the time-zone of the expiry time.
getExpiryZone() - Method in class com.opengamma.strata.product.index.IborFutureOption
Gets the time-zone of the expiry time.
getExpiryZone() - Method in class com.opengamma.strata.product.index.IborFutureOptionSecurity
Gets the time-zone of the expiry time.
getExpiryZone() - Method in class com.opengamma.strata.product.swaption.Swaption
Gets the time-zone of the expiry time.
getExternalName() - Method in class com.opengamma.strata.basics.index.ImmutableFloatingRateName
Gets the external name, typically from FpML, such as 'GBP-LIBOR-BBA'.
getExtrapolatorLeft() - Method in class com.opengamma.strata.market.curve.InterpolatedNodalCurve
Gets the extrapolator for x-values on the left, defaulted to 'Flat".
getExtrapolatorLeft() - Method in class com.opengamma.strata.market.curve.InterpolatedNodalCurveDefinition
Gets the extrapolator used to find points to the left of the leftmost point on the curve.
getExtrapolatorLeft() - Method in class com.opengamma.strata.pricer.capfloor.SabrIborCapletFloorletVolatilityBootstrapDefinition
Gets the left extrapolator for the SABR parameter curves.
getExtrapolatorLeft() - Method in class com.opengamma.strata.pricer.capfloor.SabrIborCapletFloorletVolatilityCalibrationDefinition
Gets the left extrapolator for the SABR parameters.
getExtrapolatorRight() - Method in class com.opengamma.strata.market.curve.InterpolatedNodalCurve
Gets the extrapolator for x-values on the right, defaulted to 'Flat".
getExtrapolatorRight() - Method in class com.opengamma.strata.market.curve.InterpolatedNodalCurveDefinition
Gets the extrapolator used to find points to the right of the rightmost point on the curve.
getExtrapolatorRight() - Method in class com.opengamma.strata.pricer.capfloor.SabrIborCapletFloorletVolatilityBootstrapDefinition
Gets the right extrapolator for the SABR parameter curves.
getExtrapolatorRight() - Method in class com.opengamma.strata.pricer.capfloor.SabrIborCapletFloorletVolatilityCalibrationDefinition
Gets the right extrapolator for the SABR parameters.
getFailure() - Method in exception com.opengamma.strata.collect.result.FailureException
Returns the details of the failure.
getFailure() - Method in class com.opengamma.strata.collect.result.Result
Returns the failure instance indicating the reason why the calculation failed.
getFailures() - Method in class com.opengamma.strata.collect.result.FailureItems
Gets the failures.
getFailures() - Method in class com.opengamma.strata.collect.result.ValueWithFailures
Gets the failure items.
getFarForwardPointsId() - Method in class com.opengamma.strata.market.curve.node.FxSwapCurveNode
Gets the identifier of the market data value which provides the FX forward points.
getFarLeg() - Method in class com.opengamma.strata.product.fx.FxSwap
Gets the foreign exchange transaction at the later date.
getFarLeg() - Method in class com.opengamma.strata.product.fx.ResolvedFxSwap
Gets the foreign exchange transaction at the later date.
getField(String) - Method in class com.opengamma.strata.collect.io.CsvRow
Gets a single field value from the row by header.
getField(Pattern) - Method in class com.opengamma.strata.collect.io.CsvRow
Gets a single field value from the row by header pattern.
getFieldName() - Method in interface com.opengamma.strata.data.ObservableId
Gets the field name in the market data record that contains the market data item.
getFieldName() - Method in class com.opengamma.strata.market.observable.IndexQuoteId
Gets the field name in the market data record that contains the market data item.
getFieldName() - Method in class com.opengamma.strata.market.observable.QuoteId
Gets the field name in the market data record that contains the market data item.
getFilter() - Method in class com.opengamma.strata.calc.marketdata.PerturbationMapping
Gets the filter that decides whether the perturbation should be applied to a piece of market data.
getFinalFixingDateTime() - Method in class com.opengamma.strata.product.capfloor.ResolvedIborCapFloorLeg
Gets the fixing date time of the final caplet/floorlet period.
getFinalPeriod() - Method in class com.opengamma.strata.product.capfloor.ResolvedIborCapFloorLeg
Gets the final caplet/floorlet period.
getFinalStub() - Method in class com.opengamma.strata.basics.schedule.Schedule
Gets the final stub if it exists.
getFinalStub() - Method in class com.opengamma.strata.product.swap.FixedRateCalculation
Gets the final stub, optional.
getFinalStub() - Method in class com.opengamma.strata.product.swap.IborRateCalculation
Gets the rate to be used in final stub, optional.
getFirst() - Method in class com.opengamma.strata.collect.tuple.DoublesPair
Gets the first element in this pair.
getFirst() - Method in class com.opengamma.strata.collect.tuple.IntDoublePair
Gets the first element in this pair.
getFirst() - Method in class com.opengamma.strata.collect.tuple.LongDoublePair
Gets the first element in this pair.
getFirst() - Method in class com.opengamma.strata.collect.tuple.ObjDoublePair
Gets the first element in this pair.
getFirst() - Method in class com.opengamma.strata.collect.tuple.ObjIntPair
Gets the first element in this pair.
getFirst() - Method in class com.opengamma.strata.collect.tuple.Pair
Gets the first element in this pair.
getFirst() - Method in class com.opengamma.strata.collect.tuple.Triple
Gets the first element in this pair.
getFirstDeliveryDate() - Method in class com.opengamma.strata.product.bond.BondFuture
Gets the first delivery date.
getFirstDeliveryDate() - Method in class com.opengamma.strata.product.bond.BondFutureSecurity
Gets the first delivery date.
getFirstDeliveryDate() - Method in class com.opengamma.strata.product.bond.ResolvedBondFuture
Gets the first delivery date.
getFirstFixingDateOffset() - Method in class com.opengamma.strata.product.swap.IborRateCalculation
Gets the offset of the first fixing date from the first adjusted reset date, optional.
getFirstIndexValue() - Method in class com.opengamma.strata.product.bond.CapitalIndexedBond
Gets the first index value
getFirstIndexValue() - Method in class com.opengamma.strata.product.bond.CapitalIndexedBondSecurity
Gets the first index value
getFirstIndexValue() - Method in class com.opengamma.strata.product.bond.ResolvedCapitalIndexedBond
Gets the first index value
getFirstIndexValue() - Method in class com.opengamma.strata.product.swap.InflationRateCalculation
Gets the initial value of the index, optional.
getFirstNoticeDate() - Method in class com.opengamma.strata.product.bond.BondFuture
Gets the first notice date.
getFirstNoticeDate() - Method in class com.opengamma.strata.product.bond.BondFutureSecurity
Gets the first notice date.
getFirstNoticeDate() - Method in class com.opengamma.strata.product.bond.ResolvedBondFuture
Gets the first notice date.
getFirstPeriod() - Method in class com.opengamma.strata.basics.schedule.Schedule
Gets the first schedule period.
getFirstRate() - Method in class com.opengamma.strata.product.swap.IborRateCalculation
Gets the rate of the first reset period, which may be a stub, optional.
getFirstRegularRate() - Method in class com.opengamma.strata.product.swap.IborRateCalculation
Gets the rate of the first regular reset period, optional.
getFirstRegularStartDate() - Method in class com.opengamma.strata.basics.schedule.PeriodicSchedule
Gets the optional start date of the first regular schedule period, which is the end date of the initial stub.
getFirstRegularStartDate() - Method in class com.opengamma.strata.product.swap.PaymentSchedule
Gets the optional start date of the first regular payment schedule period, which is the end date of the initial stub.
getFirstStepDate() - Method in class com.opengamma.strata.basics.value.ValueStepSequence
Gets the first date in the sequence.
getFixedCurve() - Method in class com.opengamma.strata.market.curve.AddFixedCurve
Gets the fixed curve.
getFixedLeg() - Method in interface com.opengamma.strata.product.swap.type.FixedIborSwapConvention
Gets the market convention of the fixed leg.
getFixedLeg() - Method in interface com.opengamma.strata.product.swap.type.FixedInflationSwapConvention
Gets the market convention of the fixed leg.
getFixedLeg() - Method in interface com.opengamma.strata.product.swap.type.FixedOvernightSwapConvention
Gets the market convention of the fixed leg.
getFixedLeg() - Method in class com.opengamma.strata.product.swap.type.ImmutableFixedIborSwapConvention
Gets the market convention of the fixed leg.
getFixedLeg() - Method in class com.opengamma.strata.product.swap.type.ImmutableFixedInflationSwapConvention
Gets the market convention of the fixed leg.
getFixedLeg() - Method in class com.opengamma.strata.product.swap.type.ImmutableFixedOvernightSwapConvention
Gets the market convention of the fixed leg.
getFixedRate() - Method in class com.opengamma.strata.market.curve.node.CdsIndexIsdaCreditCurveNode
Gets the fixed coupon rate.
getFixedRate() - Method in class com.opengamma.strata.market.curve.node.CdsIsdaCreditCurveNode
Gets the fixed coupon rate.
getFixedRate() - Method in class com.opengamma.strata.product.bond.FixedCouponBond
Gets the fixed coupon rate.
getFixedRate() - Method in class com.opengamma.strata.product.bond.FixedCouponBondPaymentPeriod
Gets the fixed coupon rate.
getFixedRate() - Method in class com.opengamma.strata.product.bond.FixedCouponBondSecurity
Gets the fixed coupon rate.
getFixedRate() - Method in class com.opengamma.strata.product.bond.ResolvedFixedCouponBond
Gets the fixed coupon rate.
getFixedRate() - Method in class com.opengamma.strata.product.credit.Cds
Gets the fixed coupon rate.
getFixedRate() - Method in class com.opengamma.strata.product.credit.CdsIndex
Gets the fixed coupon rate.
getFixedRate() - Method in class com.opengamma.strata.product.credit.CreditCouponPaymentPeriod
Gets the fixed coupon rate.
getFixedRate() - Method in class com.opengamma.strata.product.credit.ResolvedCds
Obtains the fixed coupon rate.
getFixedRate() - Method in class com.opengamma.strata.product.credit.ResolvedCdsIndex
Obtains the fixed coupon rate.
getFixedRate() - Method in class com.opengamma.strata.product.deposit.IborFixingDeposit
Gets the fixed interest rate to be paid.
getFixedRate() - Method in class com.opengamma.strata.product.deposit.ResolvedIborFixingDeposit
Gets the fixed rate of interest.
getFixedRate() - Method in class com.opengamma.strata.product.fra.Fra
Gets the fixed rate of interest.
getFixedRate() - Method in class com.opengamma.strata.product.fra.ResolvedFra
Gets the fixed rate of interest.
getFixedRate() - Method in class com.opengamma.strata.product.rate.IborAveragedFixing
Gets the fixed rate for the fixing date, optional.
getFixedRate() - Method in class com.opengamma.strata.product.swap.FixedRateStubCalculation
Gets the fixed rate to use in the stub.
getFixedRate() - Method in class com.opengamma.strata.product.swap.IborRateStubCalculation
Gets the fixed rate to use in the stub.
getFixingCalendar() - Method in interface com.opengamma.strata.basics.index.FxIndex
Gets the calendar that determines which dates are fixing dates.
getFixingCalendar() - Method in class com.opengamma.strata.basics.index.ImmutableFxIndex
Gets the calendar that determines which dates are fixing dates.
getFixingCalendar() - Method in class com.opengamma.strata.basics.index.ImmutableIborIndex
Gets the calendar that determines which dates are fixing dates.
getFixingCalendar() - Method in class com.opengamma.strata.basics.index.ImmutableOvernightIndex
Gets the calendar that the index uses.
getFixingCalendar() - Method in interface com.opengamma.strata.basics.index.RateIndex
Gets the calendar that determines which dates are fixing dates.
getFixingCalendar() - Method in class com.opengamma.strata.product.rate.OvernightAveragedDailyRateComputation
Gets the resolved calendar that the index uses.
getFixingCalendar() - Method in class com.opengamma.strata.product.rate.OvernightAveragedRateComputation
Gets the resolved calendar that the index uses.
getFixingCalendar() - Method in class com.opengamma.strata.product.rate.OvernightCompoundedRateComputation
Gets the resolved calendar that the index uses.
getFixingCalendar() - Method in interface com.opengamma.strata.product.rate.OvernightRateComputation
Obtains the resolved calendar that the index uses.
getFixingDate() - Method in class com.opengamma.strata.basics.index.FxIndexObservation
Gets the date of the index fixing.
getFixingDate() - Method in class com.opengamma.strata.basics.index.IborIndexObservation
Gets the date of the index fixing.
getFixingDate() - Method in class com.opengamma.strata.basics.index.OvernightIndexObservation
Gets the date of the index fixing.
getFixingDate() - Method in class com.opengamma.strata.pricer.index.IborFutureOptionSensitivity
Gets the fixing date of the underlying future.
getFixingDate() - Method in class com.opengamma.strata.product.capfloor.IborCapletFloorletPeriod
Gets the fixing date of the index.
getFixingDate() - Method in class com.opengamma.strata.product.cms.CmsPeriod
Gets the date of the index fixing.
getFixingDate() - Method in class com.opengamma.strata.product.index.IborFuture
Gets the applicable fixing date.
getFixingDate() - Method in class com.opengamma.strata.product.rate.IborInterpolatedRateComputation
Gets the fixing date.
getFixingDate() - Method in class com.opengamma.strata.product.rate.IborRateComputation
Gets the fixing date.
getFixingDateOffset() - Method in interface com.opengamma.strata.basics.index.FxIndex
Gets the adjustment applied to the maturity date to obtain the fixing date.
getFixingDateOffset() - Method in interface com.opengamma.strata.basics.index.IborIndex
Gets the adjustment applied to the effective date to obtain the fixing date.
getFixingDateOffset() - Method in class com.opengamma.strata.basics.index.ImmutableFxIndex
Gets the adjustment applied to the maturity date to obtain the fixing date.
getFixingDateOffset() - Method in class com.opengamma.strata.basics.index.ImmutableIborIndex
Gets the adjustment applied to the effective date to obtain the fixing date.
getFixingDateOffset() - Method in class com.opengamma.strata.product.cms.CmsLeg
Gets the offset of the fixing date from each adjusted reset date.
getFixingDateOffset() - Method in class com.opengamma.strata.product.deposit.IborFixingDeposit
Gets the offset of the fixing date from the start date.
getFixingDateOffset() - Method in class com.opengamma.strata.product.deposit.type.ImmutableIborFixingDepositConvention
Gets the offset of the fixing date from the start date, providing a default result if no override specified.
getFixingDateOffset() - Method in class com.opengamma.strata.product.fra.Fra
Gets the offset of the fixing date from the start date.
getFixingDateOffset() - Method in class com.opengamma.strata.product.fra.type.ImmutableFraConvention
Gets the offset of the fixing date from the start date, providing a default result if no override specified.
getFixingDateOffset() - Method in class com.opengamma.strata.product.swap.FxResetCalculation
Gets the offset of the FX reset fixing date from each adjusted accrual date.
getFixingDateOffset() - Method in class com.opengamma.strata.product.swap.IborRateCalculation
Gets the offset of the fixing date from each adjusted reset date.
getFixingDateOffset() - Method in class com.opengamma.strata.product.swap.type.IborRateSwapLegConvention
The offset of the fixing date from each adjusted reset date, providing a default result if no override specified.
getFixingDateOffsetDays() - Method in class com.opengamma.strata.basics.index.ImmutableFloatingRateName
Gets the fixing date offset, in days, optional.
getFixingDateTime() - Method in class com.opengamma.strata.product.capfloor.IborCapletFloorletPeriod
Gets the fixing date-time of the index.
getFixingMonth() - Method in class com.opengamma.strata.basics.index.PriceIndexObservation
Gets the fixing month.
getFixingRelativeTo() - Method in class com.opengamma.strata.product.cms.CmsLeg
Gets the base date that each fixing is made relative to, defaulted to 'PeriodStart'.
getFixingRelativeTo() - Method in class com.opengamma.strata.product.swap.FxResetCalculation
Gets the base date that each FX reset fixing is made relative to, defaulted to 'PeriodStart'.
getFixingRelativeTo() - Method in class com.opengamma.strata.product.swap.IborRateCalculation
Gets the base date that each fixing is made relative to, defaulted to 'PeriodStart'.
getFixingRelativeTo() - Method in class com.opengamma.strata.product.swap.type.IborRateSwapLegConvention
Gets the base date that each fixing is made relative to, optional with defaulting getter.
getFixings() - Method in class com.opengamma.strata.pricer.fx.ForwardFxIndexRates
Gets the time-series of fixings, defaulted to an empty time-series.
getFixings() - Method in interface com.opengamma.strata.pricer.fx.FxIndexRates
Gets the time-series of fixings for the index.
getFixings() - Method in class com.opengamma.strata.pricer.rate.DiscountIborIndexRates
Gets the time-series of fixings, defaulted to an empty time-series.
getFixings() - Method in class com.opengamma.strata.pricer.rate.DiscountOvernightIndexRates
Gets the time-series of fixings, defaulted to an empty time-series.
getFixings() - Method in interface com.opengamma.strata.pricer.rate.IborIndexRates
Gets the time-series of fixings for the index.
getFixings() - Method in interface com.opengamma.strata.pricer.rate.OvernightIndexRates
Gets the time-series of fixings for the index.
getFixings() - Method in interface com.opengamma.strata.pricer.rate.PriceIndexValues
Gets the time-series of fixings for the index.
getFixings() - Method in class com.opengamma.strata.pricer.rate.SimpleIborIndexRates
Gets the time-series of fixings, defaulted to an empty time-series.
getFixings() - Method in class com.opengamma.strata.pricer.rate.SimplePriceIndexValues
Gets the monthly time-series of fixings.
getFixings() - Method in class com.opengamma.strata.product.rate.IborAveragedRateComputation
Gets the list of fixings.
getFixingTime() - Method in class com.opengamma.strata.basics.index.ImmutableIborIndex
Gets the fixing time.
getFixingTime() - Method in class com.opengamma.strata.product.swap.ImmutableSwapIndex
Gets the fixing time.
getFixingTime() - Method in interface com.opengamma.strata.product.swap.SwapIndex
Gets the fixing time of the index.
getFixingZone() - Method in class com.opengamma.strata.basics.index.ImmutableIborIndex
Gets the fixing time-zone.
getFixingZone() - Method in class com.opengamma.strata.product.swap.ImmutableSwapIndex
Gets the time-zone of the fixing time.
getFixingZone() - Method in interface com.opengamma.strata.product.swap.SwapIndex
Gets the time-zone of the fixing time.
getFlatFloatingLeg() - Method in class com.opengamma.strata.product.swap.type.ImmutableThreeLegBasisSwapConvention
Gets the market convention of the floating leg that does not have the spread applied.
getFlatFloatingLeg() - Method in interface com.opengamma.strata.product.swap.type.ThreeLegBasisSwapConvention
Gets the market convention of the floating leg that does not have the spread applied.
getFlatLeg() - Method in interface com.opengamma.strata.product.swap.type.IborIborSwapConvention
Gets the market convention of the floating leg that does not have the spread applied.
getFlatLeg() - Method in class com.opengamma.strata.product.swap.type.ImmutableIborIborSwapConvention
Gets the market convention of the floating leg that does not have the spread applied.
getFlatLeg() - Method in class com.opengamma.strata.product.swap.type.ImmutableXCcyIborIborSwapConvention
Gets the market convention of the floating leg that does not have the spread applied.
getFlatLeg() - Method in interface com.opengamma.strata.product.swap.type.XCcyIborIborSwapConvention
Gets the market convention of the floating leg that does not have the spread applied.
getFloatingLeg() - Method in interface com.opengamma.strata.product.swap.type.FixedIborSwapConvention
Gets the market convention of the floating leg.
getFloatingLeg() - Method in interface com.opengamma.strata.product.swap.type.FixedInflationSwapConvention
Gets the market convention of the floating leg.
getFloatingLeg() - Method in interface com.opengamma.strata.product.swap.type.FixedOvernightSwapConvention
Gets the market convention of the floating leg.
getFloatingLeg() - Method in class com.opengamma.strata.product.swap.type.ImmutableFixedIborSwapConvention
Gets the market convention of the floating leg.
getFloatingLeg() - Method in class com.opengamma.strata.product.swap.type.ImmutableFixedInflationSwapConvention
Gets the market convention of the floating leg.
getFloatingLeg() - Method in class com.opengamma.strata.product.swap.type.ImmutableFixedOvernightSwapConvention
Gets the market convention of the floating leg.
getFloatingRate() - Method in class com.opengamma.strata.product.deposit.ResolvedIborFixingDeposit
Gets the floating rate of interest.
getFloatingRate() - Method in class com.opengamma.strata.product.fra.ResolvedFra
Gets the floating rate of interest.
getFloatingRateName() - Method in interface com.opengamma.strata.basics.index.FloatingRateIndex
Gets the floating rate name for this index.
getFloatingRateName() - Method in class com.opengamma.strata.basics.index.ImmutableIborIndex
 
getFloatingRateName() - Method in class com.opengamma.strata.basics.index.ImmutableOvernightIndex
 
getFloatingRateName() - Method in class com.opengamma.strata.basics.index.ImmutablePriceIndex
 
getFloorlet() - Method in class com.opengamma.strata.product.capfloor.IborCapletFloorletPeriod
Gets the optional floorlet strike.
getFloorlet() - Method in class com.opengamma.strata.product.cms.CmsPeriod
Gets the optional floorlet strike.
getFloorSchedule() - Method in class com.opengamma.strata.product.capfloor.IborCapFloorLeg
Gets the floor schedule, optional.
getFloorSchedule() - Method in class com.opengamma.strata.product.cms.CmsLeg
Gets the floor schedule, optional.
getForecastValue() - Method in class com.opengamma.strata.market.amount.CashFlow
Gets the forecast value of the cash flow.
getFormatter() - Method in class com.opengamma.strata.report.framework.format.FormatSettings
Gets the formatter to use to convert this type into a string.
getForward() - Method in class com.opengamma.strata.pricer.capfloor.IborCapletFloorletSensitivity
Gets the forward rate.
getForward() - Method in class com.opengamma.strata.pricer.fxopt.FxOptionSensitivity
Gets the forward rate.
getForward() - Method in class com.opengamma.strata.pricer.swaption.SwaptionSensitivity
Gets the underlying swap forward rate.
getForwardCurves() - Method in class com.opengamma.strata.market.curve.RatesCurveGroup
Gets the forward curves in the group, keyed by index.
getForwardIndices() - Method in interface com.opengamma.strata.measure.rate.RatesMarketDataLookup
Gets the set of indices that forward rates are provided for.
getForwardMarketDataIds(Index) - Method in interface com.opengamma.strata.measure.rate.RatesMarketDataLookup
Gets the identifiers used to obtain the forward rates for the specified index.
getFpmlRoot() - Method in class com.opengamma.strata.loader.fpml.FpmlDocument
Gets the FpML root element.
getFrequency() - Method in interface com.opengamma.strata.basics.date.DayCount.ScheduleInfo
Gets the periodic frequency of the schedule period.
getFrequency() - Method in class com.opengamma.strata.basics.schedule.PeriodicSchedule
Gets the regular periodic frequency to use.
getFrequency() - Method in class com.opengamma.strata.basics.schedule.Schedule
Gets the periodic frequency used when building the schedule.
getFrequency() - Method in class com.opengamma.strata.basics.value.ValueStepSequence
Gets the frequency of the sequence.
getFrequency() - Method in class com.opengamma.strata.product.bond.ResolvedCapitalIndexedBond
Gets the frequency of the bond payments.
getFrequency() - Method in class com.opengamma.strata.product.bond.ResolvedFixedCouponBond
Gets the frequency of the bond payments.
getFunction(T) - Method in interface com.opengamma.strata.calc.runner.CalculationFunctions
Gets the function that handles the specified target.
getFunction() - Method in class com.opengamma.strata.calc.runner.CalculationTask
Gets the function that will calculate the value.
getFunctions() - Method in class com.opengamma.strata.calc.CalculationRules
Gets the calculation functions.
getFuture() - Method in class com.opengamma.strata.calc.runner.AggregatingCalculationListener
A future providing asynchronous notification when the results are available.
getFutureExpiryDate() - Method in class com.opengamma.strata.pricer.bond.BondFutureOptionSensitivity
Gets the expiry date of the underlying future.
getFuturePrice() - Method in class com.opengamma.strata.pricer.bond.BondFutureOptionSensitivity
Gets the underlying future price.
getFuturePrice() - Method in class com.opengamma.strata.pricer.index.IborFutureOptionSensitivity
Gets the underlying future price.
getFxForwardRates() - Method in class com.opengamma.strata.pricer.fx.ForwardFxIndexRates
Gets the underlying FX forward rates.
getFxForwardRates() - Method in interface com.opengamma.strata.pricer.fx.FxIndexRates
Gets the underlying FX forward rates.
getFxRateId() - Method in class com.opengamma.strata.market.curve.node.FxSwapCurveNode
Gets the identifier used to obtain the FX rate market value, defaulted from the template.
getFxRateId() - Method in class com.opengamma.strata.market.curve.node.XCcyIborIborSwapCurveNode
Gets the identifier used to obtain the FX rate market value, defaulted from the template.
getFxRateLookup() - Method in interface com.opengamma.strata.measure.rate.RatesMarketDataLookup
Gets the underlying FX lookup.
getFxRateProvider() - Method in class com.opengamma.strata.pricer.fx.DiscountFxForwardRates
Gets the provider of FX rates.
getFxRateProvider() - Method in class com.opengamma.strata.pricer.rate.ImmutableRatesProvider
Gets the provider of foreign exchange rates.
getFxRatesSource() - Method in class com.opengamma.strata.data.MarketDataFxRateProvider
Gets the source of market data for FX rates.
getFxReset() - Method in class com.opengamma.strata.product.swap.NotionalSchedule
Gets the FX reset definition, optional.
getFxReset() - Method in class com.opengamma.strata.product.swap.RatePaymentPeriod
Gets the FX reset definition, optional.
getFxResetObservation() - Method in class com.opengamma.strata.product.swap.KnownAmountNotionalSwapPaymentPeriod
Gets the FX reset definition, optional.
getFxResetObservation() - Method in interface com.opengamma.strata.product.swap.NotionalPaymentPeriod
Gets the FX reset observation, optional.
getFxResetObservation() - Method in class com.opengamma.strata.product.swap.RatePaymentPeriod
 
getGearing() - Method in class com.opengamma.strata.product.swap.IborRateCalculation
Gets the gearing multiplier, optional.
getGearing() - Method in class com.opengamma.strata.product.swap.InflationRateCalculation
Gets the gearing multiplier, optional.
getGearing() - Method in class com.opengamma.strata.product.swap.OvernightRateCalculation
Gets the gearing multiplier, optional.
getGearing() - Method in class com.opengamma.strata.product.swap.RateAccrualPeriod
Gets the gearing multiplier, defaulted to 1.
getHeader() - Method in class com.opengamma.strata.report.trade.TradeReportColumn
Gets the column header.
getIborIndices() - Method in class com.opengamma.strata.pricer.rate.ImmutableRatesProvider
 
getIborIndices() - Method in interface com.opengamma.strata.pricer.rate.RatesProvider
Gets the set of Ibor indices that are available.
getIborLeg() - Method in class com.opengamma.strata.product.swap.type.ImmutableOvernightIborSwapConvention
Gets the market convention of the floating leg.
getIborLeg() - Method in interface com.opengamma.strata.product.swap.type.OvernightIborSwapConvention
Gets the market convention of the Ibor leg.
getIborRate() - Method in class com.opengamma.strata.product.capfloor.IborCapletFloorletPeriod
Gets the rate to be observed.
getIborRate() - Method in class com.opengamma.strata.product.index.ResolvedIborFuture
Gets the Ibor rate observation.
getId() - Method in interface com.opengamma.strata.basics.date.HolidayCalendar
Gets the identifier for the calendar.
getId() - Method in class com.opengamma.strata.basics.date.ImmutableHolidayCalendar
Gets the identifier, such as 'GBLO'.
getId() - Method in class com.opengamma.strata.market.observable.QuoteScenarioArrayId
Gets the market data key identifying the quote.
getId() - Method in class com.opengamma.strata.product.etd.EtdContractSpec
Gets the ID of this contract specification.
getId() - Method in interface com.opengamma.strata.product.PortfolioItem
Gets the primary identifier for the portfolio item, optional.
getId() - Method in interface com.opengamma.strata.product.PortfolioItemInfo
Gets the primary identifier for the portfolio item, optional.
getId() - Method in class com.opengamma.strata.product.PortfolioItemSummary
Gets the identifier of the item, optional.
getId() - Method in class com.opengamma.strata.product.PositionInfo
Gets the primary identifier for the position, optional.
getId() - Method in class com.opengamma.strata.product.SecurityInfo
Gets the security identifier.
getId() - Method in class com.opengamma.strata.product.TradeInfo
Gets the primary identifier for the trade, optional.
getIdentifier() - Method in class com.opengamma.strata.market.curve.SimpleCurveParameterMetadata
 
getIdentifier() - Method in class com.opengamma.strata.market.param.LabelDateParameterMetadata
Gets the identifier, which is the label.
getIdentifier() - Method in class com.opengamma.strata.market.param.LabelParameterMetadata
Gets the identifier, which is the label.
getIdentifier() - Method in interface com.opengamma.strata.market.param.ParameterMetadata
Returns an object used to identify the parameter.
getIdentifier() - Method in class com.opengamma.strata.market.param.ResolvedTradeParameterMetadata
 
getIdentifier() - Method in class com.opengamma.strata.market.param.TenorDateParameterMetadata
Gets the identifier, which is the tenor.
getIdentifier() - Method in class com.opengamma.strata.market.param.TenorParameterMetadata
Gets the identifier, which is the tenor.
getIdentifier() - Method in class com.opengamma.strata.market.param.YearMonthDateParameterMetadata
Gets the identifier, which is the year-month.
getIdentifier() - Method in class com.opengamma.strata.market.surface.SimpleSurfaceParameterMetadata
 
getIdentifier() - Method in class com.opengamma.strata.pricer.common.GenericVolatilitySurfacePeriodParameterMetadata
 
getIdentifier() - Method in class com.opengamma.strata.pricer.common.GenericVolatilitySurfaceYearFractionParameterMetadata
 
getIdentifier() - Method in class com.opengamma.strata.pricer.fxopt.FxVolatilitySurfaceYearFractionParameterMetadata
 
getIdentifier() - Method in class com.opengamma.strata.pricer.swaption.SwaptionSurfaceExpirySimpleMoneynessParameterMetadata
 
getIdentifier() - Method in class com.opengamma.strata.pricer.swaption.SwaptionSurfaceExpiryStrikeParameterMetadata
 
getIdentifier() - Method in class com.opengamma.strata.pricer.swaption.SwaptionSurfaceExpiryTenorParameterMetadata
 
getIds() - Method in class com.opengamma.strata.calc.marketdata.BuiltMarketData
 
getIds() - Method in class com.opengamma.strata.calc.marketdata.BuiltScenarioMarketData
 
getIds() - Method in class com.opengamma.strata.data.ImmutableMarketData
 
getIds() - Method in interface com.opengamma.strata.data.MarketData
Gets the market data identifiers.
getIds() - Method in class com.opengamma.strata.data.scenario.ImmutableScenarioMarketData
 
getIds() - Method in interface com.opengamma.strata.data.scenario.ScenarioMarketData
Gets the market data identifiers.
getIndex() - Method in class com.opengamma.strata.basics.index.FxIndexObservation
Gets the FX index.
getIndex() - Method in class com.opengamma.strata.basics.index.IborIndexObservation
Gets the Ibor index.
getIndex() - Method in interface com.opengamma.strata.basics.index.IndexObservation
Gets the index to be observed.
getIndex() - Method in class com.opengamma.strata.basics.index.OvernightIndexObservation
Gets the Overnight index.
getIndex() - Method in class com.opengamma.strata.basics.index.PriceIndexObservation
Gets the FX index.
getIndex() - Method in class com.opengamma.strata.market.observable.IndexQuoteId
Gets the index.
getIndex() - Method in class com.opengamma.strata.pricer.capfloor.BlackIborCapletFloorletExpiryStrikeVolatilities
Gets the Ibor index.
getIndex() - Method in class com.opengamma.strata.pricer.capfloor.DirectIborCapletFloorletVolatilityDefinition
Gets the Ibor index for which the data is valid.
getIndex() - Method in interface com.opengamma.strata.pricer.capfloor.IborCapletFloorletVolatilities
Gets the Ibor index for which the data is valid.
getIndex() - Method in interface com.opengamma.strata.pricer.capfloor.IborCapletFloorletVolatilityDefinition
Gets the Ibor index for which the data is valid.
getIndex() - Method in class com.opengamma.strata.pricer.capfloor.NormalIborCapletFloorletExpiryStrikeVolatilities
Gets the Ibor index.
getIndex() - Method in class com.opengamma.strata.pricer.capfloor.SabrIborCapletFloorletVolatilityBootstrapDefinition
Gets the Ibor index for which the data is valid.
getIndex() - Method in class com.opengamma.strata.pricer.capfloor.SabrIborCapletFloorletVolatilityCalibrationDefinition
Gets the Ibor index for which the data is valid.
getIndex() - Method in class com.opengamma.strata.pricer.capfloor.SabrParametersIborCapletFloorletVolatilities
Gets the Ibor index.
getIndex() - Method in class com.opengamma.strata.pricer.capfloor.ShiftedBlackIborCapletFloorletExpiryStrikeVolatilities
Gets the Ibor index.
getIndex() - Method in class com.opengamma.strata.pricer.capfloor.SurfaceIborCapletFloorletVolatilityBootstrapDefinition
Gets the Ibor index.
getIndex() - Method in class com.opengamma.strata.pricer.fx.ForwardFxIndexRates
Gets the index that the rates are for.
getIndex() - Method in interface com.opengamma.strata.pricer.fx.FxIndexRates
Gets the FX index.
getIndex() - Method in class com.opengamma.strata.pricer.fx.FxIndexSensitivity
Gets the FX index that the sensitivity refers to.
getIndex() - Method in interface com.opengamma.strata.pricer.index.IborFutureOptionVolatilities
Gets the index of the underlying future for which the data is valid.
getIndex() - Method in class com.opengamma.strata.pricer.index.NormalIborFutureOptionExpirySimpleMoneynessVolatilities
Gets the index of the underlying future.
getIndex() - Method in class com.opengamma.strata.pricer.rate.DiscountIborIndexRates
Gets the index that the rates are for.
getIndex() - Method in class com.opengamma.strata.pricer.rate.DiscountOvernightIndexRates
Gets the index that the rates are for.
getIndex() - Method in interface com.opengamma.strata.pricer.rate.IborIndexRates
Gets the Ibor index.
getIndex() - Method in class com.opengamma.strata.pricer.rate.IborRateSensitivity
Gets the Ibor index that the sensitivity refers to.
getIndex() - Method in class com.opengamma.strata.pricer.rate.InflationRateSensitivity
Gets the Ibor index that the sensitivity refers to.
getIndex() - Method in interface com.opengamma.strata.pricer.rate.OvernightIndexRates
Gets the Overnight index.
getIndex() - Method in class com.opengamma.strata.pricer.rate.OvernightRateSensitivity
Gets the Overnight index that the sensitivity refers to.
getIndex() - Method in interface com.opengamma.strata.pricer.rate.PriceIndexValues
Gets the Price index.
getIndex() - Method in class com.opengamma.strata.pricer.rate.SimpleIborIndexRates
Gets the index that the rates are for.
getIndex() - Method in class com.opengamma.strata.pricer.rate.SimplePriceIndexValues
Gets the index that the values are for.
getIndex() - Method in class com.opengamma.strata.product.capfloor.IborCapFloorLeg
Gets the Ibor index.
getIndex() - Method in class com.opengamma.strata.product.capfloor.IborCapletFloorletPeriod
Gets the Ibor index.
getIndex() - Method in class com.opengamma.strata.product.capfloor.ResolvedIborCapFloorLeg
Gets the Ibor index of the leg.
getIndex() - Method in class com.opengamma.strata.product.cms.CmsLeg
Gets the swap index.
getIndex() - Method in class com.opengamma.strata.product.cms.CmsPeriod
Gets the swap index.
getIndex() - Method in class com.opengamma.strata.product.cms.ResolvedCmsLeg
Gets the swap index of the leg.
getIndex() - Method in class com.opengamma.strata.product.deposit.IborFixingDeposit
Gets the Ibor index.
getIndex() - Method in interface com.opengamma.strata.product.deposit.type.IborFixingDepositConvention
Gets the Ibor index.
getIndex() - Method in class com.opengamma.strata.product.deposit.type.ImmutableIborFixingDepositConvention
Gets the Ibor index.
getIndex() - Method in class com.opengamma.strata.product.fra.Fra
Gets the Ibor index.
getIndex() - Method in interface com.opengamma.strata.product.fra.type.FraConvention
Gets the Ibor index.
getIndex() - Method in class com.opengamma.strata.product.fra.type.ImmutableFraConvention
Gets the Ibor index.
getIndex() - Method in class com.opengamma.strata.product.fx.FxNdf
Gets the index defining the FX rate to observe on the fixing date.
getIndex() - Method in class com.opengamma.strata.product.fx.ResolvedFxNdf
Gets the FX index.
getIndex() - Method in class com.opengamma.strata.product.index.IborFuture
Gets the underlying Ibor index.
getIndex() - Method in class com.opengamma.strata.product.index.IborFutureOption
Gets the Ibor index that the option is based on.
getIndex() - Method in class com.opengamma.strata.product.index.IborFutureSecurity
Gets the underlying Ibor index.
getIndex() - Method in class com.opengamma.strata.product.index.OvernightFuture
Gets the underlying Overnight index.
getIndex() - Method in class com.opengamma.strata.product.index.OvernightFutureSecurity
Gets the underlying Overnight index.
getIndex() - Method in interface com.opengamma.strata.product.index.RateIndexSecurity
Get the rate index.
getIndex() - Method in class com.opengamma.strata.product.index.ResolvedIborFuture
Gets the Ibor index that the future is based on.
getIndex() - Method in class com.opengamma.strata.product.index.ResolvedIborFutureOption
Gets the Ibor index that the option is based on.
getIndex() - Method in class com.opengamma.strata.product.index.ResolvedOvernightFuture
Gets the Overnight index that the future is based on.
getIndex() - Method in interface com.opengamma.strata.product.index.type.IborFutureConvention
Gets the Ibor index.
getIndex() - Method in interface com.opengamma.strata.product.index.type.IborFutureTemplate
Gets the underlying index.
getIndex() - Method in class com.opengamma.strata.product.index.type.ImmutableIborFutureConvention
Gets the Ibor index.
getIndex() - Method in class com.opengamma.strata.product.rate.IborAveragedRateComputation
Gets the Ibor index.
getIndex() - Method in class com.opengamma.strata.product.rate.IborRateComputation
Gets the Ibor index.
getIndex() - Method in class com.opengamma.strata.product.rate.InflationEndInterpolatedRateComputation
Gets the Price index.
getIndex() - Method in class com.opengamma.strata.product.rate.InflationEndMonthRateComputation
Gets the Price index.
getIndex() - Method in class com.opengamma.strata.product.rate.InflationInterpolatedRateComputation
Gets the Price index.
getIndex() - Method in class com.opengamma.strata.product.rate.InflationMonthlyRateComputation
Gets the Price index.
getIndex() - Method in class com.opengamma.strata.product.rate.OvernightAveragedDailyRateComputation
Gets the Overnight index.
getIndex() - Method in class com.opengamma.strata.product.rate.OvernightAveragedRateComputation
Gets the Overnight index.
getIndex() - Method in class com.opengamma.strata.product.rate.OvernightCompoundedRateComputation
Gets the Overnight index.
getIndex() - Method in interface com.opengamma.strata.product.rate.OvernightRateComputation
Obtains the Overnight index.
getIndex() - Method in class com.opengamma.strata.product.swap.FxReset
Gets the FX index.
getIndex() - Method in class com.opengamma.strata.product.swap.FxResetCalculation
Gets the FX index used to obtain the FX reset rate.
getIndex() - Method in class com.opengamma.strata.product.swap.IborRateCalculation
Gets the Ibor index.
getIndex() - Method in class com.opengamma.strata.product.swap.IborRateStubCalculation
Gets the Ibor index to be used for the stub.
getIndex() - Method in class com.opengamma.strata.product.swap.InflationRateCalculation
Gets the index of prices.
getIndex() - Method in class com.opengamma.strata.product.swap.OvernightRateCalculation
Gets the Overnight index.
getIndex() - Method in class com.opengamma.strata.product.swap.type.IborRateSwapLegConvention
Gets the Ibor index.
getIndex() - Method in class com.opengamma.strata.product.swap.type.InflationRateSwapLegConvention
Gets the Price index.
getIndex() - Method in class com.opengamma.strata.product.swap.type.OvernightRateSwapLegConvention
Gets the Overnight index.
getIndex() - Method in class com.opengamma.strata.product.swaption.ResolvedSwaption
Gets the index of the underlying swap.
getIndex() - Method in class com.opengamma.strata.product.swaption.Swaption
Gets the index of the underlying swap.
getIndexCalculationMethod() - Method in class com.opengamma.strata.product.swap.InflationRateCalculation
Gets reference price index calculation method.
getIndexCalculationMethod() - Method in class com.opengamma.strata.product.swap.type.InflationRateSwapLegConvention
Gets reference price index calculation method.
getIndexCurves() - Method in class com.opengamma.strata.pricer.rate.ImmutableRatesProvider
Gets the forward curves, defaulted to an empty map.
getIndexInterpolated() - Method in class com.opengamma.strata.product.fra.Fra
Gets the second Ibor index to be used for linear interpolation, optional.
getIndexInterpolated() - Method in class com.opengamma.strata.product.swap.IborRateStubCalculation
Gets the second Ibor index to be used for the stub, linearly interpolated.
getIndexName() - Method in class com.opengamma.strata.basics.index.ImmutableFloatingRateName
Gets the root of the name of the index, such as 'GBP-LIBOR', to which the tenor is appended.
getIndices(Class<T>) - Method in class com.opengamma.strata.market.curve.RatesCurveGroupEntry
Gets the subset of indices matching the specified type for which the curve provides forward rates.
getIndices() - Method in class com.opengamma.strata.market.curve.RatesCurveGroupEntry
Gets the indices for which the curve provides forward rates.
getInfo(CurveInfoType<T>) - Method in interface com.opengamma.strata.market.curve.CurveMetadata
Gets curve information of a specific type.
getInfo(CurveInfoType<T>) - Method in class com.opengamma.strata.market.curve.DefaultCurveMetadata
 
getInfo() - Method in class com.opengamma.strata.market.curve.DefaultCurveMetadata
Gets the additional curve information.
getInfo(SurfaceInfoType<T>) - Method in class com.opengamma.strata.market.surface.DefaultSurfaceMetadata
 
getInfo() - Method in class com.opengamma.strata.market.surface.DefaultSurfaceMetadata
Gets the additional surface information.
getInfo(SurfaceInfoType<T>) - Method in interface com.opengamma.strata.market.surface.SurfaceMetadata
Gets surface information of a specific type.
getInfo() - Method in class com.opengamma.strata.product.bond.BillPosition
Gets the additional position information, defaulted to an empty instance.
getInfo() - Method in class com.opengamma.strata.product.bond.BillSecurity
Gets the standard security information.
getInfo() - Method in class com.opengamma.strata.product.bond.BillTrade
Gets the additional trade information, defaulted to an empty instance.
getInfo() - Method in class com.opengamma.strata.product.bond.BondFutureOptionPosition
Gets the additional position information, defaulted to an empty instance.
getInfo() - Method in class com.opengamma.strata.product.bond.BondFutureOptionSecurity
Gets the standard security information.
getInfo() - Method in class com.opengamma.strata.product.bond.BondFutureOptionTrade
Gets the additional trade information, defaulted to an empty instance.
getInfo() - Method in class com.opengamma.strata.product.bond.BondFuturePosition
Gets the additional position information, defaulted to an empty instance.
getInfo() - Method in class com.opengamma.strata.product.bond.BondFutureSecurity
Gets the standard security information.
getInfo() - Method in class com.opengamma.strata.product.bond.BondFutureTrade
Gets the additional trade information, defaulted to an empty instance.
getInfo() - Method in class com.opengamma.strata.product.bond.CapitalIndexedBondPosition
Gets the additional position information, defaulted to an empty instance.
getInfo() - Method in class com.opengamma.strata.product.bond.CapitalIndexedBondSecurity
Gets the standard security information.
getInfo() - Method in class com.opengamma.strata.product.bond.CapitalIndexedBondTrade
Gets the additional trade information, defaulted to an empty instance.
getInfo() - Method in class com.opengamma.strata.product.bond.FixedCouponBondPosition
Gets the additional position information, defaulted to an empty instance.
getInfo() - Method in class com.opengamma.strata.product.bond.FixedCouponBondSecurity
Gets the standard security information.
getInfo() - Method in class com.opengamma.strata.product.bond.FixedCouponBondTrade
Gets the additional trade information, defaulted to an empty instance.
getInfo() - Method in class com.opengamma.strata.product.bond.ResolvedBillTrade
Gets the additional information, defaulted to an empty instance.
getInfo() - Method in class com.opengamma.strata.product.bond.ResolvedBondFutureOptionTrade
Gets the additional information, defaulted to an empty instance.
getInfo() - Method in class com.opengamma.strata.product.bond.ResolvedBondFutureTrade
Gets the additional information, defaulted to an empty instance.
getInfo() - Method in class com.opengamma.strata.product.bond.ResolvedCapitalIndexedBondTrade
Gets the additional information, defaulted to an empty instance.
getInfo() - Method in class com.opengamma.strata.product.bond.ResolvedFixedCouponBondTrade
Gets the additional information, defaulted to an empty instance.
getInfo() - Method in class com.opengamma.strata.product.capfloor.IborCapFloorTrade
Gets the additional trade information, defaulted to an empty instance.
getInfo() - Method in class com.opengamma.strata.product.capfloor.ResolvedIborCapFloorTrade
Gets the additional trade information, defaulted to an empty instance.
getInfo() - Method in class com.opengamma.strata.product.cms.CmsTrade
Gets the additional trade information, defaulted to an empty instance.
getInfo() - Method in class com.opengamma.strata.product.cms.ResolvedCmsTrade
Gets the additional trade information, defaulted to an empty instance.
getInfo() - Method in class com.opengamma.strata.product.credit.CdsCalibrationTrade
 
getInfo() - Method in class com.opengamma.strata.product.credit.CdsIndexCalibrationTrade
 
getInfo() - Method in class com.opengamma.strata.product.credit.CdsIndexTrade
Gets the additional trade information, defaulted to an empty instance.
getInfo() - Method in class com.opengamma.strata.product.credit.CdsTrade
Gets the additional trade information, defaulted to an empty instance.
getInfo() - Method in class com.opengamma.strata.product.credit.ResolvedCdsIndexTrade
Gets the additional trade information, defaulted to an empty instance.
getInfo() - Method in class com.opengamma.strata.product.credit.ResolvedCdsTrade
Gets the additional trade information, defaulted to an empty instance.
getInfo() - Method in class com.opengamma.strata.product.deposit.IborFixingDepositTrade
Gets the additional trade information, defaulted to an empty instance.
getInfo() - Method in class com.opengamma.strata.product.deposit.ResolvedIborFixingDepositTrade
Gets the additional trade information, defaulted to an empty instance.
getInfo() - Method in class com.opengamma.strata.product.deposit.ResolvedTermDepositTrade
Gets the additional trade information, defaulted to an empty instance.
getInfo() - Method in class com.opengamma.strata.product.deposit.TermDepositTrade
Gets the additional trade information, defaulted to an empty instance.
getInfo() - Method in class com.opengamma.strata.product.dsf.DsfPosition
Gets the additional position information, defaulted to an empty instance.
getInfo() - Method in class com.opengamma.strata.product.dsf.DsfSecurity
Gets the standard security information.
getInfo() - Method in class com.opengamma.strata.product.dsf.DsfTrade
Gets the additional trade information, defaulted to an empty instance.
getInfo() - Method in class com.opengamma.strata.product.dsf.ResolvedDsfTrade
Gets the additional information, defaulted to an empty instance.
getInfo() - Method in class com.opengamma.strata.product.etd.EtdFuturePosition
Gets the additional position information, defaulted to an empty instance.
getInfo() - Method in class com.opengamma.strata.product.etd.EtdFutureSecurity
Gets the standard security information.
getInfo() - Method in class com.opengamma.strata.product.etd.EtdFutureTrade
Gets the additional trade information, defaulted to an empty instance.
getInfo() - Method in class com.opengamma.strata.product.etd.EtdOptionPosition
Gets the additional position information, defaulted to an empty instance.
getInfo() - Method in class com.opengamma.strata.product.etd.EtdOptionSecurity
Gets the standard security information.
getInfo() - Method in class com.opengamma.strata.product.etd.EtdOptionTrade
Gets the additional trade information, defaulted to an empty instance.
getInfo() - Method in class com.opengamma.strata.product.fra.FraTrade
Gets the additional trade information, defaulted to an empty instance.
getInfo() - Method in class com.opengamma.strata.product.fra.ResolvedFraTrade
Gets the additional trade information, defaulted to an empty instance.
getInfo() - Method in class com.opengamma.strata.product.fx.FxNdfTrade
Gets the additional trade information, defaulted to an empty instance.
getInfo() - Method in class com.opengamma.strata.product.fx.FxSingleTrade
Gets the additional trade information, defaulted to an empty instance.
getInfo() - Method in class com.opengamma.strata.product.fx.FxSwapTrade
Gets the additional trade information, defaulted to an empty instance.
getInfo() - Method in class com.opengamma.strata.product.fx.ResolvedFxNdfTrade
Gets the additional trade information, defaulted to an empty instance.
getInfo() - Method in class com.opengamma.strata.product.fx.ResolvedFxSingleTrade
Gets the additional trade information, defaulted to an empty instance.
getInfo() - Method in class com.opengamma.strata.product.fx.ResolvedFxSwapTrade
Gets the additional trade information, defaulted to an empty instance.
getInfo() - Method in class com.opengamma.strata.product.fxopt.FxSingleBarrierOptionTrade
Gets the additional trade information, defaulted to an empty instance.
getInfo() - Method in class com.opengamma.strata.product.fxopt.FxVanillaOptionTrade
Gets the additional trade information, defaulted to an empty instance.
getInfo() - Method in class com.opengamma.strata.product.fxopt.ResolvedFxSingleBarrierOptionTrade
Gets the additional trade information, defaulted to an empty instance.
getInfo() - Method in class com.opengamma.strata.product.fxopt.ResolvedFxVanillaOptionTrade
Gets the additional trade information, defaulted to an empty instance.
getInfo() - Method in class com.opengamma.strata.product.GenericSecurity
Gets the standard security information.
getInfo() - Method in class com.opengamma.strata.product.GenericSecurityPosition
Gets the additional position information, defaulted to an empty instance.
getInfo() - Method in class com.opengamma.strata.product.GenericSecurityTrade
Gets the additional trade information, defaulted to an empty instance.
getInfo() - Method in class com.opengamma.strata.product.index.IborFutureOptionPosition
Gets the additional position information, defaulted to an empty instance.
getInfo() - Method in class com.opengamma.strata.product.index.IborFutureOptionSecurity
Gets the standard security information.
getInfo() - Method in class com.opengamma.strata.product.index.IborFutureOptionTrade
Gets the additional trade information, defaulted to an empty instance.
getInfo() - Method in class com.opengamma.strata.product.index.IborFuturePosition
Gets the additional position information, defaulted to an empty instance.
getInfo() - Method in class com.opengamma.strata.product.index.IborFutureSecurity
Gets the standard security information.
getInfo() - Method in class com.opengamma.strata.product.index.IborFutureTrade
Gets the additional trade information, defaulted to an empty instance.
getInfo() - Method in class com.opengamma.strata.product.index.OvernightFuturePosition
Gets the additional position information, defaulted to an empty instance.
getInfo() - Method in class com.opengamma.strata.product.index.OvernightFutureSecurity
Gets the standard security information.
getInfo() - Method in class com.opengamma.strata.product.index.OvernightFutureTrade
Gets the additional trade information, defaulted to an empty instance.
getInfo() - Method in class com.opengamma.strata.product.index.ResolvedIborFutureOptionTrade
Gets the additional information, defaulted to an empty instance.
getInfo() - Method in class com.opengamma.strata.product.index.ResolvedIborFutureTrade
Gets the additional information, defaulted to an empty instance.
getInfo() - Method in class com.opengamma.strata.product.index.ResolvedOvernightFutureTrade
Gets the additional information, defaulted to an empty instance.
getInfo() - Method in class com.opengamma.strata.product.payment.BulletPaymentTrade
Gets the additional trade information, defaulted to an empty instance.
getInfo() - Method in class com.opengamma.strata.product.payment.ResolvedBulletPaymentTrade
Gets the additional trade information, defaulted to an empty instance.
getInfo() - Method in interface com.opengamma.strata.product.PortfolioItem
Gets the additional information about the portfolio item.
getInfo() - Method in interface com.opengamma.strata.product.Position
Gets the standard position information.
getInfo() - Method in interface com.opengamma.strata.product.ResolvedTrade
Gets the standard information.
getInfo() - Method in interface com.opengamma.strata.product.Security
Gets the standard security information.
getInfo() - Method in class com.opengamma.strata.product.SecurityPosition
Gets the additional position information, defaulted to an empty instance.
getInfo() - Method in class com.opengamma.strata.product.SecurityTrade
Gets the additional trade information, defaulted to an empty instance.
getInfo() - Method in class com.opengamma.strata.product.swap.ResolvedSwapTrade
Gets the additional trade information, defaulted to an empty instance.
getInfo() - Method in class com.opengamma.strata.product.swap.SwapTrade
Gets the additional trade information, defaulted to an empty instance.
getInfo() - Method in class com.opengamma.strata.product.swaption.ResolvedSwaptionTrade
Gets the additional trade information, defaulted to an empty instance.
getInfo() - Method in class com.opengamma.strata.product.swaption.SwaptionTrade
Gets the additional trade information, defaulted to an empty instance.
getInfo() - Method in interface com.opengamma.strata.product.Trade
Gets the standard trade information.
getInitialGuess() - Method in class com.opengamma.strata.market.curve.ParameterizedFunctionalCurveDefinition
Gets the initial guess values for the curve parameters.
getInitialNotionalValue() - Method in class com.opengamma.strata.product.swap.FxResetCalculation
Gets the initial notional value, specified in the payment currency.
getInitialParameters() - Method in class com.opengamma.strata.pricer.capfloor.SabrIborCapletFloorletVolatilityCalibrationDefinition
Gets the initial parameter values used in calibration.
getInitialStub() - Method in class com.opengamma.strata.basics.schedule.Schedule
Gets the initial stub if it exists.
getInitialStub() - Method in class com.opengamma.strata.product.swap.FixedRateCalculation
Gets the initial stub, optional.
getInitialStub() - Method in class com.opengamma.strata.product.swap.IborRateCalculation
Gets the rate to be used in initial stub, optional.
getInitialValue() - Method in class com.opengamma.strata.basics.value.ValueSchedule
Gets the initial value.
getIntegrationsPoints(double, double, DoubleArray, DoubleArray) - Static method in class com.opengamma.strata.pricer.credit.DoublesScheduleGenerator
Combines the discount curve nodes and credit curve nodes.
getInterest() - Method in class com.opengamma.strata.product.deposit.ResolvedTermDeposit
Gets the accrued interest.
getInterpolator() - Method in class com.opengamma.strata.market.curve.InterpolatedNodalCurve
Gets the interpolator.
getInterpolator() - Method in class com.opengamma.strata.market.curve.InterpolatedNodalCurveDefinition
Gets the interpolator used to find points on the curve.
getInterpolator() - Method in class com.opengamma.strata.market.surface.InterpolatedNodalSurface
Gets the underlying interpolator.
getInterpolator() - Method in class com.opengamma.strata.pricer.capfloor.DirectIborCapletFloorletVolatilityDefinition
Gets the interpolator for the caplet volatilities.
getInterpolator() - Method in class com.opengamma.strata.pricer.capfloor.SabrIborCapletFloorletVolatilityBootstrapDefinition
Gets the interpolator for the SABR parameter curves.
getInterpolator() - Method in class com.opengamma.strata.pricer.capfloor.SabrIborCapletFloorletVolatilityCalibrationDefinition
Gets the interpolator for the SABR parameters.
getInterpolator() - Method in class com.opengamma.strata.pricer.capfloor.SurfaceIborCapletFloorletVolatilityBootstrapDefinition
Gets the interpolator for the caplet volatilities.
getInterpolator() - Method in class com.opengamma.strata.pricer.swaption.SabrSwaptionDefinition
Gets the interpolator for the alpha, rho and nu surfaces.
getIssuerCurveGroups() - Method in class com.opengamma.strata.pricer.bond.ImmutableLegalEntityDiscountingProvider
Gets the groups used to find an issuer curve by legal entity.
getIssuerCurves() - Method in class com.opengamma.strata.market.curve.LegalEntityCurveGroup
Gets the issuer curves in the curve group, keyed by legal entity group and currency.
getIssuerCurves() - Method in class com.opengamma.strata.pricer.bond.ImmutableLegalEntityDiscountingProvider
Gets the issuer curves, keyed by group and currency.
getItems() - Method in class com.opengamma.strata.collect.result.Failure
Gets the set of failure items.
getJacobianMatrix() - Method in class com.opengamma.strata.market.curve.JacobianCalibrationMatrix
Gets the inverse Jacobian matrix produced during curve calibration.
getKnockType() - Method in interface com.opengamma.strata.product.option.Barrier
Obtains the knock type.
getKnockType() - Method in class com.opengamma.strata.product.option.SimpleConstantContinuousBarrier
Gets the knock type.
getKnownAmount() - Method in class com.opengamma.strata.product.swap.FixedRateStubCalculation
Gets the known amount to pay/receive for the stub.
getKnownAmount() - Method in class com.opengamma.strata.product.swap.IborRateStubCalculation
Gets the known amount to pay/receive for the stub.
getLabel() - Method in interface com.opengamma.strata.market.curve.CurveNode
Gets the label to use for the node.
getLabel() - Method in class com.opengamma.strata.market.curve.DepositIsdaCreditCurveNode
Gets the label to use for the node, defaulted.
getLabel() - Method in interface com.opengamma.strata.market.curve.IsdaCreditCurveNode
Gets the label to use for the node.
getLabel() - Method in class com.opengamma.strata.market.curve.node.CdsIndexIsdaCreditCurveNode
Gets the label to use for the node.
getLabel() - Method in class com.opengamma.strata.market.curve.node.CdsIsdaCreditCurveNode
Gets the label to use for the node.
getLabel() - Method in class com.opengamma.strata.market.curve.node.FixedIborSwapCurveNode
Gets the label to use for the node, defaulted.
getLabel() - Method in class com.opengamma.strata.market.curve.node.FixedInflationSwapCurveNode
Gets the label to use for the node, defaulted.
getLabel() - Method in class com.opengamma.strata.market.curve.node.FixedOvernightSwapCurveNode
Gets the label to use for the node, defaulted.
getLabel() - Method in class com.opengamma.strata.market.curve.node.FraCurveNode
Gets the label to use for the node, defaulted.
getLabel() - Method in class com.opengamma.strata.market.curve.node.FxSwapCurveNode
Gets the label to use for the node, defaulted.
getLabel() - Method in class com.opengamma.strata.market.curve.node.IborFixingDepositCurveNode
Gets the label to use for the node, defaulted.
getLabel() - Method in class com.opengamma.strata.market.curve.node.IborFutureCurveNode
Gets the label to use for the node, may be empty.
getLabel() - Method in class com.opengamma.strata.market.curve.node.IborIborSwapCurveNode
Gets the label to use for the node, defaulted.
getLabel() - Method in class com.opengamma.strata.market.curve.node.OvernightIborSwapCurveNode
Gets the label to use for the node, defaulted.
getLabel() - Method in class com.opengamma.strata.market.curve.node.TermDepositCurveNode
Gets the label to use for the node, defaulted.
getLabel() - Method in class com.opengamma.strata.market.curve.node.ThreeLegBasisSwapCurveNode
Gets the label to use for the node, defaulted.
getLabel() - Method in class com.opengamma.strata.market.curve.node.XCcyIborIborSwapCurveNode
Gets the label to use for the node, defaulted.
getLabel() - Method in class com.opengamma.strata.market.curve.SimpleCurveParameterMetadata
 
getLabel() - Method in class com.opengamma.strata.market.curve.SwapIsdaCreditCurveNode
Gets the label to use for the node, defaulted.
getLabel() - Method in interface com.opengamma.strata.market.option.Strike
Gets a label describing the strike.
getLabel() - Method in class com.opengamma.strata.market.param.LabelDateParameterMetadata
Gets the label that describes the parameter.
getLabel() - Method in class com.opengamma.strata.market.param.LabelParameterMetadata
Gets the label that describes the parameter.
getLabel() - Method in interface com.opengamma.strata.market.param.ParameterMetadata
Gets the label that describes the parameter.
getLabel() - Method in class com.opengamma.strata.market.param.ResolvedTradeParameterMetadata
Gets the label that describes the parameter.
getLabel() - Method in class com.opengamma.strata.market.param.TenorDateParameterMetadata
Gets the label that describes the parameter, defaulted to the tenor.
getLabel() - Method in class com.opengamma.strata.market.param.TenorParameterMetadata
Gets the label that describes the parameter, defaulted to the tenor.
getLabel() - Method in class com.opengamma.strata.market.param.YearMonthDateParameterMetadata
Gets the label that describes the parameter, defaulted to the year-month.
getLabel() - Method in class com.opengamma.strata.market.surface.SimpleSurfaceParameterMetadata
 
getLabel() - Method in class com.opengamma.strata.measure.fxopt.FxOptionVolatilitiesNode
Gets the label to use for the node.
getLabel() - Method in class com.opengamma.strata.pricer.common.GenericVolatilitySurfacePeriodParameterMetadata
Gets the label that describes the node.
getLabel() - Method in class com.opengamma.strata.pricer.common.GenericVolatilitySurfaceYearFractionParameterMetadata
Gets the label that describes the node.
getLabel() - Method in class com.opengamma.strata.pricer.fxopt.FxVolatilitySurfaceYearFractionParameterMetadata
Gets the label that describes the node.
getLabel() - Method in class com.opengamma.strata.pricer.swaption.SwaptionSurfaceExpirySimpleMoneynessParameterMetadata
Gets the label that describes the node.
getLabel() - Method in class com.opengamma.strata.pricer.swaption.SwaptionSurfaceExpiryStrikeParameterMetadata
Gets the label that describes the node.
getLabel() - Method in class com.opengamma.strata.pricer.swaption.SwaptionSurfaceExpiryTenorParameterMetadata
Gets the label that describes the node.
getLag() - Method in class com.opengamma.strata.product.swap.InflationRateCalculation
Gets the positive period between the price index and the accrual date, typically a number of months.
getLag() - Method in class com.opengamma.strata.product.swap.type.InflationRateSwapLegConvention
Gets the positive period between the price index and the accrual date, typically a number of months.
getLambdaExpiry() - Method in class com.opengamma.strata.pricer.capfloor.DirectIborCapletFloorletVolatilityDefinition
Gets penalty intensity parameter for expiry dimension.
getLambdaStrike() - Method in class com.opengamma.strata.pricer.capfloor.DirectIborCapletFloorletVolatilityDefinition
Gets penalty intensity parameter for strike dimension.
getLastDeliveryDate() - Method in class com.opengamma.strata.product.bond.BondFuture
Gets the last delivery date.
getLastDeliveryDate() - Method in class com.opengamma.strata.product.bond.BondFutureSecurity
Gets the last delivery date.
getLastDeliveryDate() - Method in class com.opengamma.strata.product.bond.ResolvedBondFuture
Gets the last delivery date.
getLastNoticeDate() - Method in class com.opengamma.strata.product.bond.BondFuture
Gets the last notice date.
getLastNoticeDate() - Method in class com.opengamma.strata.product.bond.BondFutureSecurity
Gets the last notice date.
getLastNoticeDate() - Method in class com.opengamma.strata.product.bond.ResolvedBondFuture
Gets the last notice date.
getLastPeriod() - Method in class com.opengamma.strata.basics.schedule.Schedule
Gets the last schedule period.
getLastRegularEndDate() - Method in class com.opengamma.strata.basics.schedule.PeriodicSchedule
Gets the optional end date of the last regular schedule period, which is the start date of the final stub.
getLastRegularEndDate() - Method in class com.opengamma.strata.product.swap.PaymentSchedule
Gets the optional end date of the last regular payment schedule period, which is the start date of the final stub.
getLastStepDate() - Method in class com.opengamma.strata.basics.value.ValueStepSequence
Gets the last date in the sequence.
getLastTradeDate() - Method in class com.opengamma.strata.product.bond.BondFuture
Gets the last trading date.
getLastTradeDate() - Method in class com.opengamma.strata.product.bond.BondFutureSecurity
Gets the last trading date.
getLastTradeDate() - Method in class com.opengamma.strata.product.bond.ResolvedBondFuture
Gets the last trading date.
getLastTradeDate() - Method in class com.opengamma.strata.product.dsf.Dsf
Gets the last date of trading.
getLastTradeDate() - Method in class com.opengamma.strata.product.dsf.DsfSecurity
Gets the last date of trading.
getLastTradeDate() - Method in class com.opengamma.strata.product.dsf.ResolvedDsf
Gets the last date of trading.
getLastTradeDate() - Method in class com.opengamma.strata.product.index.IborFuture
Gets the last date of trading.
getLastTradeDate() - Method in class com.opengamma.strata.product.index.IborFutureSecurity
Gets the last date of trading.
getLastTradeDate() - Method in class com.opengamma.strata.product.index.OvernightFuture
Gets the last date of trading.
getLastTradeDate() - Method in class com.opengamma.strata.product.index.OvernightFutureSecurity
Gets the last date of trading.
getLastTradeDate() - Method in class com.opengamma.strata.product.index.ResolvedIborFuture
Gets the last date of trading, which is the same as the fixing date.
getLastTradeDate() - Method in class com.opengamma.strata.product.index.ResolvedOvernightFuture
Gets the last date of trading.
getLastVolatility() - Method in class com.opengamma.strata.pricer.model.HullWhiteOneFactorPiecewiseConstantParameters
Gets the last volatility of the volatility parameters.
getLatestDate() - Method in interface com.opengamma.strata.collect.timeseries.LocalDateDoubleTimeSeries
Get the latest date contained in this time-series.
getLatestValue() - Method in interface com.opengamma.strata.collect.timeseries.LocalDateDoubleTimeSeries
Get the value held for the latest date contained in this time-series.
getLeg(PayReceive) - Method in class com.opengamma.strata.product.swap.ResolvedSwap
Gets the first pay or receive leg of the swap.
getLeg(PayReceive) - Method in class com.opengamma.strata.product.swap.Swap
Gets the first pay or receive leg of the swap.
getLegalEntityGroup() - Method in class com.opengamma.strata.pricer.bond.IssuerCurveDiscountFactors
Gets the legal entity group.
getLegalEntityGroup() - Method in class com.opengamma.strata.pricer.bond.IssuerCurveZeroRateSensitivity
Gets the legal entity group.
getLegalEntityId() - Method in class com.opengamma.strata.market.curve.node.CdsIsdaCreditCurveNode
Gets the legal entity identifier.
getLegalEntityId() - Method in class com.opengamma.strata.market.observable.LegalEntityInformation
Gets the legal entity identifier.
getLegalEntityId() - Method in class com.opengamma.strata.market.observable.LegalEntityInformationId
Gets the legal entity identifier.
getLegalEntityId() - Method in class com.opengamma.strata.pricer.credit.ConstantRecoveryRates
Gets the legal entity identifier.
getLegalEntityId() - Method in class com.opengamma.strata.pricer.credit.CreditCurveZeroRateSensitivity
Gets the legal entity identifier.
getLegalEntityId() - Method in class com.opengamma.strata.pricer.credit.LegalEntitySurvivalProbabilities
Gets the legal entity identifier.
getLegalEntityId() - Method in interface com.opengamma.strata.pricer.credit.RecoveryRates
Gets the standard identifier of a legal entity.
getLegalEntityId() - Method in class com.opengamma.strata.product.bond.Bill
Gets the legal entity identifier.
getLegalEntityId() - Method in class com.opengamma.strata.product.bond.BillSecurity
Gets the legal entity identifier.
getLegalEntityId() - Method in class com.opengamma.strata.product.bond.CapitalIndexedBond
Gets the legal entity identifier.
getLegalEntityId() - Method in class com.opengamma.strata.product.bond.CapitalIndexedBondSecurity
Gets the legal entity identifier.
getLegalEntityId() - Method in class com.opengamma.strata.product.bond.FixedCouponBond
Gets the legal entity identifier.
getLegalEntityId() - Method in class com.opengamma.strata.product.bond.FixedCouponBondSecurity
Gets the legal entity identifier.
getLegalEntityId() - Method in interface com.opengamma.strata.product.bond.LegalEntitySecurity
Get the legal entity identifier.
getLegalEntityId() - Method in class com.opengamma.strata.product.bond.ResolvedBill
Gets the legal entity identifier.
getLegalEntityId() - Method in class com.opengamma.strata.product.bond.ResolvedCapitalIndexedBond
Gets the legal entity identifier.
getLegalEntityId() - Method in class com.opengamma.strata.product.bond.ResolvedFixedCouponBond
Gets the legal entity identifier.
getLegalEntityId() - Method in class com.opengamma.strata.product.credit.Cds
Gets the legal entity identifier.
getLegalEntityId() - Method in class com.opengamma.strata.product.credit.ResolvedCds
Gets the legal entity identifier.
getLegalEntityId() - Method in interface com.opengamma.strata.product.LegalEntity
Gets the legal entity identifier.
getLegalEntityIds() - Method in class com.opengamma.strata.market.curve.node.CdsIndexIsdaCreditCurveNode
Gets the legal entity identifiers.
getLegalEntityIds() - Method in class com.opengamma.strata.product.credit.CdsIndex
Gets the legal entity identifiers.
getLegalEntityIds() - Method in class com.opengamma.strata.product.credit.ResolvedCdsIndex
Gets the legal entity identifiers.
getLegPricer() - Method in class com.opengamma.strata.pricer.swap.DiscountingSwapProductPricer
Gets the underlying leg pricer.
getLegs(SwapLegType) - Method in class com.opengamma.strata.product.swap.ResolvedSwap
Gets the legs of the swap with the specified type.
getLegs() - Method in class com.opengamma.strata.product.swap.ResolvedSwap
Gets the legs of the swap.
getLegs(SwapLegType) - Method in class com.opengamma.strata.product.swap.Swap
Gets the legs of the swap with the specified type.
getLegs() - Method in class com.opengamma.strata.product.swap.Swap
Gets the legs of the swap.
getLocalTimes() - Method in class com.opengamma.strata.measure.ValuationZoneTimeDefinition
Gets the local time.
getLocator() - Method in class com.opengamma.strata.collect.io.ResourceLocator
Gets the string form of the locator.
getLongObservation() - Method in class com.opengamma.strata.product.rate.IborInterpolatedRateComputation
Gets the longer Ibor index observation.
getLongQuantity() - Method in class com.opengamma.strata.product.bond.BillPosition
Gets the long quantity of the security.
getLongQuantity() - Method in class com.opengamma.strata.product.bond.BondFutureOptionPosition
Gets the long quantity of the security.
getLongQuantity() - Method in class com.opengamma.strata.product.bond.BondFuturePosition
Gets the long quantity of the security.
getLongQuantity() - Method in class com.opengamma.strata.product.bond.CapitalIndexedBondPosition
Gets the long quantity of the security.
getLongQuantity() - Method in class com.opengamma.strata.product.bond.FixedCouponBondPosition
Gets the long quantity of the security.
getLongQuantity() - Method in class com.opengamma.strata.product.dsf.DsfPosition
Gets the long quantity of the security.
getLongQuantity() - Method in class com.opengamma.strata.product.etd.EtdFuturePosition
Gets the long quantity of the security.
getLongQuantity() - Method in class com.opengamma.strata.product.etd.EtdOptionPosition
Gets the long quantity of the security.
getLongQuantity() - Method in interface com.opengamma.strata.product.etd.EtdPosition
Gets the long quantity of the security.
getLongQuantity() - Method in class com.opengamma.strata.product.GenericSecurityPosition
Gets the long quantity of the security.
getLongQuantity() - Method in class com.opengamma.strata.product.index.IborFutureOptionPosition
Gets the long quantity of the security.
getLongQuantity() - Method in class com.opengamma.strata.product.index.IborFuturePosition
Gets the long quantity of the security.
getLongQuantity() - Method in class com.opengamma.strata.product.index.OvernightFuturePosition
Gets the long quantity of the security.
getLongQuantity() - Method in class com.opengamma.strata.product.SecurityPosition
Gets the long quantity of the security.
getLongShort() - Method in class com.opengamma.strata.product.fxopt.FxVanillaOption
Gets whether the option is long or short.
getLongShort() - Method in class com.opengamma.strata.product.fxopt.ResolvedFxVanillaOption
Gets whether the option is long or short.
getLongShort() - Method in class com.opengamma.strata.product.swaption.ResolvedSwaption
Gets whether the option is long or short.
getLongShort() - Method in class com.opengamma.strata.product.swaption.Swaption
Gets whether the option is long or short.
getLookup() - Method in interface com.opengamma.strata.measure.bond.BondFutureOptionMarketData
Gets the lookup that provides access to bond future volatilities.
getLookup() - Method in interface com.opengamma.strata.measure.bond.BondFutureOptionScenarioMarketData
Gets the lookup that provides access to bond future volatilities.
getLookup() - Method in interface com.opengamma.strata.measure.bond.LegalEntityDiscountingMarketData
Gets the lookup that provides access to repo and issuer curves.
getLookup() - Method in interface com.opengamma.strata.measure.bond.LegalEntityDiscountingScenarioMarketData
Gets the lookup that provides access to repo and issuer curves.
getLookup() - Method in interface com.opengamma.strata.measure.capfloor.IborCapFloorMarketData
Gets the lookup that provides access to cap/floor volatilities.
getLookup() - Method in interface com.opengamma.strata.measure.capfloor.IborCapFloorScenarioMarketData
Gets the lookup that provides access to cap/floor volatilities.
getLookup() - Method in interface com.opengamma.strata.measure.credit.CreditRatesMarketData
Gets the lookup that provides access to credit, discount and recovery rate curves.
getLookup() - Method in interface com.opengamma.strata.measure.credit.CreditRatesScenarioMarketData
Gets the lookup that provides access to credit, discount and recovery rate curves.
getLookup() - Method in interface com.opengamma.strata.measure.fxopt.FxOptionMarketData
Gets the lookup that provides access to FX options volatilities.
getLookup() - Method in interface com.opengamma.strata.measure.fxopt.FxOptionScenarioMarketData
Gets the lookup that provides access to FX options volatilities.
getLookup() - Method in interface com.opengamma.strata.measure.index.IborFutureOptionMarketData
Gets the lookup that provides access to Ibor future option volatilities.
getLookup() - Method in interface com.opengamma.strata.measure.index.IborFutureOptionScenarioMarketData
Gets the lookup that provides access to Ibor future option volatilities.
getLookup() - Method in interface com.opengamma.strata.measure.rate.RatesMarketData
Gets the lookup that provides access to discount curves and forward curves.
getLookup() - Method in interface com.opengamma.strata.measure.rate.RatesScenarioMarketData
Gets the lookup that provides access to discount curves and forward curves.
getLookup() - Method in interface com.opengamma.strata.measure.swaption.SwaptionMarketData
Gets the lookup that provides access to swaption volatilities.
getLookup() - Method in interface com.opengamma.strata.measure.swaption.SwaptionScenarioMarketData
Gets the lookup that provides access to swaption volatilities.
getMap() - Method in class com.opengamma.strata.market.explain.ExplainMap
Gets the map of explanatory values.
getMappings() - Method in class com.opengamma.strata.calc.marketdata.ScenarioDefinition
Gets the market data filters and perturbations that define the scenarios.
getMarketData() - Method in class com.opengamma.strata.data.MarketDataFxRateProvider
Gets the market data that provides the FX rates.
getMarketData() - Method in class com.opengamma.strata.market.curve.RatesCurveInputs
Gets the market data.
getMarketData() - Method in interface com.opengamma.strata.measure.bond.BondFutureOptionMarketData
Gets the market data.
getMarketData() - Method in interface com.opengamma.strata.measure.bond.BondFutureOptionScenarioMarketData
Gets the market data.
getMarketData() - Method in interface com.opengamma.strata.measure.bond.LegalEntityDiscountingMarketData
Gets the market data.
getMarketData() - Method in interface com.opengamma.strata.measure.bond.LegalEntityDiscountingScenarioMarketData
Gets the market data.
getMarketData() - Method in interface com.opengamma.strata.measure.capfloor.IborCapFloorMarketData
Gets the market data.
getMarketData() - Method in interface com.opengamma.strata.measure.capfloor.IborCapFloorScenarioMarketData
Gets the market data.
getMarketData() - Method in interface com.opengamma.strata.measure.credit.CreditRatesMarketData
Gets the market data.
getMarketData() - Method in interface com.opengamma.strata.measure.credit.CreditRatesScenarioMarketData
Gets the market data.
getMarketData() - Method in interface com.opengamma.strata.measure.fxopt.FxOptionMarketData
Gets the market data.
getMarketData() - Method in interface com.opengamma.strata.measure.fxopt.FxOptionScenarioMarketData
Gets the market data.
getMarketData() - Method in interface com.opengamma.strata.measure.index.IborFutureOptionMarketData
Gets the market data.
getMarketData() - Method in interface com.opengamma.strata.measure.index.IborFutureOptionScenarioMarketData
Gets the market data.
getMarketData() - Method in interface com.opengamma.strata.measure.rate.RatesMarketData
Gets the market data.
getMarketData() - Method in interface com.opengamma.strata.measure.rate.RatesScenarioMarketData
Gets the market data.
getMarketData() - Method in interface com.opengamma.strata.measure.swaption.SwaptionMarketData
Gets the market data.
getMarketData() - Method in interface com.opengamma.strata.measure.swaption.SwaptionScenarioMarketData
Gets the market data.
getMarketDataId() - Method in interface com.opengamma.strata.data.scenario.ScenarioMarketDataId
Gets the market data identifier of the market data value.
getMarketDataId() - Method in class com.opengamma.strata.market.observable.QuoteScenarioArrayId
 
getMarketDataIdType() - Method in interface com.opengamma.strata.calc.marketdata.MarketDataFilter
Returns the type of market data ID handled by this filter.
getMarketDataIdType() - Method in interface com.opengamma.strata.calc.marketdata.MarketDataFunction
Returns the type of market data ID this function can handle.
getMarketDataIdType() - Method in class com.opengamma.strata.measure.curve.CurveMarketDataFunction
 
getMarketDataIdType() - Method in class com.opengamma.strata.measure.fx.FxRateMarketDataFunction
 
getMarketDataIdType() - Method in class com.opengamma.strata.measure.fxopt.FxOptionVolatilitiesMarketDataFunction
 
getMarketDataIdType() - Method in class com.opengamma.strata.measure.rate.RatesCurveGroupMarketDataFunction
 
getMarketDataIdType() - Method in class com.opengamma.strata.measure.rate.RatesCurveInputsMarketDataFunction
 
getMarketDataName() - Method in interface com.opengamma.strata.data.NamedMarketDataId
Gets the market data name.
getMarketDataName() - Method in class com.opengamma.strata.market.curve.CurveId
 
getMarketDataName() - Method in class com.opengamma.strata.market.param.CrossGammaParameterSensitivity
Gets the market data name.
getMarketDataName() - Method in class com.opengamma.strata.market.param.CurrencyParameterSensitivity
Gets the market data name.
getMarketDataName() - Method in class com.opengamma.strata.market.param.UnitParameterSensitivity
Gets the market data name.
getMarketDataName() - Method in class com.opengamma.strata.pricer.bond.BondFutureVolatilitiesId
 
getMarketDataName() - Method in class com.opengamma.strata.pricer.capfloor.IborCapletFloorletVolatilitiesId
 
getMarketDataName() - Method in class com.opengamma.strata.pricer.fxopt.FxOptionVolatilitiesId
 
getMarketDataName() - Method in class com.opengamma.strata.pricer.index.IborFutureOptionVolatilitiesId
 
getMarketDataName() - Method in class com.opengamma.strata.pricer.swaption.SwaptionVolatilitiesId
 
getMarketDataType() - Method in class com.opengamma.strata.calc.marketdata.PerturbationMapping
Gets the type of market data handled by this mapping.
getMarketDataType() - Method in class com.opengamma.strata.data.FxMatrixId
 
getMarketDataType() - Method in class com.opengamma.strata.data.FxRateId
 
getMarketDataType() - Method in interface com.opengamma.strata.data.MarketDataId
Gets the type of data this identifier refers to.
getMarketDataType() - Method in class com.opengamma.strata.data.MarketDataName
Gets the type of data this name refers to.
getMarketDataType() - Method in interface com.opengamma.strata.data.ObservableId
Gets the type of data this identifier refers to, which is a double.
getMarketDataType() - Method in interface com.opengamma.strata.data.scenario.MarketDataBox
Gets the type of the market data value used in each scenario.
getMarketDataType() - Method in interface com.opengamma.strata.data.scenario.ScenarioPerturbation
Returns the market data type that the perturbation changes.
getMarketDataType() - Method in class com.opengamma.strata.market.curve.CurveId
 
getMarketDataType() - Method in class com.opengamma.strata.market.curve.CurveName
 
getMarketDataType() - Method in class com.opengamma.strata.market.curve.CurveParallelShifts
 
getMarketDataType() - Method in class com.opengamma.strata.market.curve.IssuerCurveInputsId
 
getMarketDataType() - Method in class com.opengamma.strata.market.curve.LegalEntityCurveGroupId
 
getMarketDataType() - Method in class com.opengamma.strata.market.curve.RatesCurveGroupId
 
getMarketDataType() - Method in class com.opengamma.strata.market.curve.RatesCurveInputsId
 
getMarketDataType() - Method in class com.opengamma.strata.market.curve.RepoCurveInputsId
 
getMarketDataType() - Method in class com.opengamma.strata.market.FxRateShifts
 
getMarketDataType() - Method in class com.opengamma.strata.market.GenericDoubleShifts
 
getMarketDataType() - Method in class com.opengamma.strata.market.observable.LegalEntityInformationId
 
getMarketDataType() - Method in class com.opengamma.strata.market.param.PointShifts
 
getMarketDataType() - Method in class com.opengamma.strata.market.surface.SurfaceName
 
getMarketDataType() - Method in class com.opengamma.strata.pricer.bond.BondFutureVolatilitiesId
 
getMarketDataType() - Method in class com.opengamma.strata.pricer.bond.BondFutureVolatilitiesName
 
getMarketDataType() - Method in class com.opengamma.strata.pricer.capfloor.IborCapletFloorletVolatilitiesId
 
getMarketDataType() - Method in class com.opengamma.strata.pricer.capfloor.IborCapletFloorletVolatilitiesName
 
getMarketDataType() - Method in class com.opengamma.strata.pricer.fxopt.FxOptionVolatilitiesId
 
getMarketDataType() - Method in class com.opengamma.strata.pricer.fxopt.FxOptionVolatilitiesName
 
getMarketDataType() - Method in class com.opengamma.strata.pricer.index.IborFutureOptionVolatilitiesId
 
getMarketDataType() - Method in class com.opengamma.strata.pricer.index.IborFutureOptionVolatilitiesName
 
getMarketDataType() - Method in class com.opengamma.strata.pricer.swaption.SwaptionVolatilitiesId
 
getMarketDataType() - Method in class com.opengamma.strata.pricer.swaption.SwaptionVolatilitiesName
 
getMaturityDate() - Method in class com.opengamma.strata.basics.index.FxIndexObservation
Gets the date of the transfer implied by the fixing date.
getMaturityDate() - Method in class com.opengamma.strata.basics.index.IborIndexObservation
Gets the maturity date of the investment implied by the fixing date.
getMaturityDate() - Method in class com.opengamma.strata.basics.index.OvernightIndexObservation
Gets the maturity date of the investment implied by the fixing date.
getMaturityDate() - Method in class com.opengamma.strata.product.rate.IborRateComputation
Gets the maturity date.
getMaturityDateOffset() - Method in interface com.opengamma.strata.basics.index.FxIndex
Gets the adjustment applied to the fixing date to obtain the maturity date.
getMaturityDateOffset() - Method in interface com.opengamma.strata.basics.index.IborIndex
Gets the adjustment applied to the effective date to obtain the maturity date.
getMaturityDateOffset() - Method in class com.opengamma.strata.basics.index.ImmutableFxIndex
Gets the adjustment applied to the fixing date to obtain the maturity date.
getMaturityDateOffset() - Method in class com.opengamma.strata.basics.index.ImmutableIborIndex
Gets the adjustment applied to the effective date to obtain the maturity date.
getMaximumSteps() - Method in class com.opengamma.strata.measure.curve.RootFinderConfig
Gets the maximum number of steps for the root finder.
getMeanReversion() - Method in class com.opengamma.strata.pricer.model.HullWhiteOneFactorPiecewiseConstantParameters
Gets the mean reversion speed parameter.
getMeasure() - Method in class com.opengamma.strata.calc.Column
Gets the measure to be calculated.
getMeasure() - Method in class com.opengamma.strata.calc.ColumnHeader
Gets the measure that was calculated.
getMeasure() - Method in class com.opengamma.strata.calc.runner.CalculationTaskCell
Gets the measure to be calculated.
getMeasures() - Method in class com.opengamma.strata.calc.runner.CalculationTask
Gets the set of measures that will be calculated by this task.
getMeasures() - Method in class com.opengamma.strata.pricer.curve.RatesCurveCalibrator
Gets the measures.
getMeasures() - Method in class com.opengamma.strata.pricer.curve.SyntheticRatesCurveCalibrator
Gets the market quote measures.
getMessage() - Method in class com.opengamma.strata.collect.result.Failure
Gets the error message associated with the failure.
getMessage() - Method in class com.opengamma.strata.collect.result.FailureItem
Gets the error message associated with the failure.
getMetadata() - Method in class com.opengamma.strata.market.curve.AddFixedCurve
 
getMetadata() - Method in class com.opengamma.strata.market.curve.CombinedCurve
Gets the curve metadata.
getMetadata() - Method in class com.opengamma.strata.market.curve.ConstantCurve
Gets the curve metadata.
getMetadata() - Method in class com.opengamma.strata.market.curve.ConstantNodalCurve
Gets the curve metadata.
getMetadata() - Method in interface com.opengamma.strata.market.curve.Curve
Gets the curve metadata.
getMetadata() - Method in class com.opengamma.strata.market.curve.InflationNodalCurve
 
getMetadata() - Method in class com.opengamma.strata.market.curve.InterpolatedNodalCurve
Gets the curve metadata.
getMetadata() - Method in class com.opengamma.strata.market.curve.ParallelShiftedCurve
 
getMetadata() - Method in class com.opengamma.strata.market.curve.ParameterizedFunctionalCurve
Gets the curve metadata.
getMetadata() - Method in class com.opengamma.strata.market.surface.ConstantSurface
Gets the surface metadata.
getMetadata() - Method in class com.opengamma.strata.market.surface.DeformedSurface
Gets the surface metadata.
getMetadata() - Method in class com.opengamma.strata.market.surface.InterpolatedNodalSurface
Gets the surface metadata.
getMetadata() - Method in interface com.opengamma.strata.market.surface.Surface
Gets the surface metadata.
getMethod() - Method in class com.opengamma.strata.product.swaption.CashSwaptionSettlement
Gets the cash settlement method.
getMinGapInDays() - Method in class com.opengamma.strata.market.curve.CurveNodeDateOrder
Gets the minimum gap between two curve nodes, measured in calendar days.
getMinorUnitDigits() - Method in class com.opengamma.strata.basics.currency.Currency
Gets the number of digits in the minor unit.
getModel() - Method in class com.opengamma.strata.pricer.model.HullWhiteOneFactorPiecewiseConstantParametersProvider
Returns a Hull-White one-factor model.
getModifyingValue() - Method in class com.opengamma.strata.basics.value.ValueAdjustment
Gets the value used to modify the base value.
getMu() - Method in class com.opengamma.strata.measure.cms.CmsSabrExtrapolationParams
Gets the tail thickness parameter.
getName() - Method in interface com.opengamma.strata.basics.date.BusinessDayConvention
Gets the name that uniquely identifies this convention.
getName() - Method in interface com.opengamma.strata.basics.date.DateSequence
Gets the name that uniquely identifies this sequence.
getName() - Method in interface com.opengamma.strata.basics.date.DayCount
Gets the name that uniquely identifies this convention.
getName() - Method in interface com.opengamma.strata.basics.date.HolidayCalendar
Gets the name that identifies this calendar.
getName() - Method in class com.opengamma.strata.basics.date.HolidayCalendarId
Gets the name that uniquely identifies this calendar.
getName() - Method in interface com.opengamma.strata.basics.date.PeriodAdditionConvention
Gets the name that uniquely identifies this convention.
getName() - Method in interface com.opengamma.strata.basics.index.FloatingRateName
Gets the name that uniquely identifies this floating rate.
getName() - Method in interface com.opengamma.strata.basics.index.FxIndex
Gets the name that uniquely identifies this index.
getName() - Method in interface com.opengamma.strata.basics.index.IborIndex
Gets the name that uniquely identifies this index.
getName() - Method in class com.opengamma.strata.basics.index.ImmutableFloatingRateName
 
getName() - Method in class com.opengamma.strata.basics.index.ImmutableFxIndex
Gets the index name, such as 'EUR/GBP-ECB'.
getName() - Method in class com.opengamma.strata.basics.index.ImmutableIborIndex
Gets the index name, such as 'GBP-LIBOR-3M'.
getName() - Method in class com.opengamma.strata.basics.index.ImmutableOvernightIndex
Gets the index name, such as 'GBP-SONIA'.
getName() - Method in class com.opengamma.strata.basics.index.ImmutablePriceIndex
Gets the index name, such as 'GB-HICP'.
getName() - Method in interface com.opengamma.strata.basics.index.Index
Gets the name that uniquely identifies this index.
getName() - Method in interface com.opengamma.strata.basics.index.OvernightIndex
Gets the name that uniquely identifies this index.
getName() - Method in interface com.opengamma.strata.basics.index.PriceIndex
Gets the name that uniquely identifies this index.
getName() - Method in interface com.opengamma.strata.basics.schedule.RollConvention
Gets the name that uniquely identifies this convention.
getName() - Method in class com.opengamma.strata.calc.Column
Gets the column name.
getName() - Method in class com.opengamma.strata.calc.ColumnHeader
Gets the column name.
getName() - Method in class com.opengamma.strata.calc.ImmutableMeasure
Gets the measure name.
getName() - Method in interface com.opengamma.strata.calc.Measure
Gets the name that uniquely identifies this measure.
getName() - Method in class com.opengamma.strata.collect.io.XmlElement
Gets the element name.
getName() - Method in interface com.opengamma.strata.collect.named.Named
Gets the unique name of the instance.
getName() - Method in interface com.opengamma.strata.collect.named.NamedEnum
Gets the unique name of the instance.
getName() - Method in class com.opengamma.strata.collect.TypedString
Gets the name.
getName() - Method in class com.opengamma.strata.data.MarketDataName
Gets the market data name.
getName() - Method in interface com.opengamma.strata.loader.fpml.FpmlParserPlugin
Gets the name that uniquely identifies this parser.
getName() - Method in interface com.opengamma.strata.market.curve.Curve
Gets the curve name.
getName() - Method in interface com.opengamma.strata.market.curve.CurveDefinition
Gets the curve name.
getName() - Method in interface com.opengamma.strata.market.curve.CurveGroup
Gets the name of the curve group.
getName() - Method in interface com.opengamma.strata.market.curve.CurveGroupDefinition
Gets the name of the curve group.
getName() - Method in class com.opengamma.strata.market.curve.CurveName
 
getName() - Method in class com.opengamma.strata.market.curve.CurveParameterSize
Gets the curve name.
getName() - Method in class com.opengamma.strata.market.curve.InterpolatedNodalCurveDefinition
Gets the curve name.
getName() - Method in interface com.opengamma.strata.market.curve.interpolator.CurveExtrapolator
Gets the name that uniquely identifies this extrapolator.
getName() - Method in interface com.opengamma.strata.market.curve.interpolator.CurveInterpolator
Gets the name that uniquely identifies this interpolator.
getName() - Method in class com.opengamma.strata.market.curve.IsdaCreditCurveDefinition
Gets the curve name.
getName() - Method in class com.opengamma.strata.market.curve.LegalEntityCurveGroup
Gets the name of the curve group.
getName() - Method in class com.opengamma.strata.market.curve.ParallelShiftedCurve
 
getName() - Method in class com.opengamma.strata.market.curve.ParameterizedFunctionalCurveDefinition
Gets the curve name.
getName() - Method in class com.opengamma.strata.market.curve.RatesCurveGroup
Gets the name of the curve group.
getName() - Method in class com.opengamma.strata.market.curve.RatesCurveGroupDefinition
Gets the name of the curve group.
getName() - Method in class com.opengamma.strata.market.param.ParameterSize
Gets the name of the market data.
getName() - Method in interface com.opengamma.strata.market.surface.Surface
Gets the surface name.
getName() - Method in class com.opengamma.strata.market.surface.SurfaceName
 
getName() - Method in class com.opengamma.strata.measure.fxopt.BlackFxOptionInterpolatedNodalSurfaceVolatilitiesSpecification
Gets the name.
getName() - Method in class com.opengamma.strata.measure.fxopt.BlackFxOptionSmileVolatilitiesSpecification
Gets the name of the volatilities.
getName() - Method in interface com.opengamma.strata.measure.fxopt.FxOptionVolatilitiesSpecification
Gets the name of a set of FX option volatilities.
getName() - Method in class com.opengamma.strata.pricer.bond.BlackBondFutureExpiryLogMoneynessVolatilities
 
getName() - Method in interface com.opengamma.strata.pricer.bond.BondFutureVolatilities
Gets the name of these volatilities.
getName() - Method in class com.opengamma.strata.pricer.bond.BondFutureVolatilitiesId
Gets the name of the volatilities.
getName() - Method in class com.opengamma.strata.pricer.bond.BondFutureVolatilitiesName
 
getName() - Method in class com.opengamma.strata.pricer.capfloor.BlackIborCapletFloorletExpiryStrikeVolatilities
 
getName() - Method in class com.opengamma.strata.pricer.capfloor.DirectIborCapletFloorletVolatilityDefinition
Gets the name of the volatilities.
getName() - Method in interface com.opengamma.strata.pricer.capfloor.IborCapletFloorletVolatilities
Gets the name of these volatilities.
getName() - Method in class com.opengamma.strata.pricer.capfloor.IborCapletFloorletVolatilitiesId
Gets the name of the volatilities.
getName() - Method in class com.opengamma.strata.pricer.capfloor.IborCapletFloorletVolatilitiesName
 
getName() - Method in interface com.opengamma.strata.pricer.capfloor.IborCapletFloorletVolatilityDefinition
Gets the name of these volatilities.
getName() - Method in class com.opengamma.strata.pricer.capfloor.NormalIborCapletFloorletExpiryStrikeVolatilities
 
getName() - Method in class com.opengamma.strata.pricer.capfloor.SabrIborCapletFloorletVolatilityBootstrapDefinition
Gets the name of the volatilities.
getName() - Method in class com.opengamma.strata.pricer.capfloor.SabrIborCapletFloorletVolatilityCalibrationDefinition
Gets the name of the volatilities.
getName() - Method in class com.opengamma.strata.pricer.capfloor.SabrParametersIborCapletFloorletVolatilities
Gets the name.
getName() - Method in class com.opengamma.strata.pricer.capfloor.ShiftedBlackIborCapletFloorletExpiryStrikeVolatilities
 
getName() - Method in class com.opengamma.strata.pricer.capfloor.SurfaceIborCapletFloorletVolatilityBootstrapDefinition
Gets the name of the volatilities.
getName() - Method in class com.opengamma.strata.pricer.curve.CalibrationMeasures
Gets the name of the set of measures.
getName() - Method in class com.opengamma.strata.pricer.fxopt.BlackFxOptionFlatVolatilities
 
getName() - Method in class com.opengamma.strata.pricer.fxopt.BlackFxOptionSmileVolatilities
Gets the name of the volatilities.
getName() - Method in class com.opengamma.strata.pricer.fxopt.BlackFxOptionSurfaceVolatilities
Gets the name of the volatilities.
getName() - Method in interface com.opengamma.strata.pricer.fxopt.FxOptionVolatilities
Gets the name of these volatilities.
getName() - Method in class com.opengamma.strata.pricer.fxopt.FxOptionVolatilitiesId
Gets the name of the volatilities.
getName() - Method in class com.opengamma.strata.pricer.fxopt.FxOptionVolatilitiesName
 
getName() - Method in interface com.opengamma.strata.pricer.index.IborFutureOptionVolatilities
Gets the name of these volatilities.
getName() - Method in class com.opengamma.strata.pricer.index.IborFutureOptionVolatilitiesId
Gets the name of the volatilities.
getName() - Method in class com.opengamma.strata.pricer.index.IborFutureOptionVolatilitiesName
 
getName() - Method in class com.opengamma.strata.pricer.index.NormalIborFutureOptionExpirySimpleMoneynessVolatilities
 
getName() - Method in class com.opengamma.strata.pricer.swaption.BlackSwaptionExpiryTenorVolatilities
 
getName() - Method in class com.opengamma.strata.pricer.swaption.NormalSwaptionExpirySimpleMoneynessVolatilities
 
getName() - Method in class com.opengamma.strata.pricer.swaption.NormalSwaptionExpiryStrikeVolatilities
 
getName() - Method in class com.opengamma.strata.pricer.swaption.NormalSwaptionExpiryTenorVolatilities
 
getName() - Method in class com.opengamma.strata.pricer.swaption.SabrParametersSwaptionVolatilities
Gets the name.
getName() - Method in class com.opengamma.strata.pricer.swaption.SabrSwaptionDefinition
Gets the name of the volatilities.
getName() - Method in interface com.opengamma.strata.pricer.swaption.SwaptionVolatilities
Gets the name of these volatilities.
getName() - Method in class com.opengamma.strata.pricer.swaption.SwaptionVolatilitiesId
Gets the name of the volatilities.
getName() - Method in class com.opengamma.strata.pricer.swaption.SwaptionVolatilitiesName
 
getName() - Method in class com.opengamma.strata.product.common.ExchangeId
Returns the Market Identifier Code (MIC) identifying the exchange.
getName() - Method in interface com.opengamma.strata.product.credit.type.CdsConvention
Gets the name that uniquely identifies this convention.
getName() - Method in class com.opengamma.strata.product.credit.type.ImmutableCdsConvention
Gets the convention name.
getName() - Method in interface com.opengamma.strata.product.deposit.type.IborFixingDepositConvention
Gets the name that uniquely identifies this convention.
getName() - Method in class com.opengamma.strata.product.deposit.type.ImmutableIborFixingDepositConvention
Gets the convention name, such as 'GBP-LIBOR-3M'.
getName() - Method in class com.opengamma.strata.product.deposit.type.ImmutableTermDepositConvention
Gets the convention name, such as 'GBP-Deposit-ON'.
getName() - Method in interface com.opengamma.strata.product.deposit.type.TermDepositConvention
Gets the name that uniquely identifies this convention.
getName() - Method in interface com.opengamma.strata.product.fra.type.FraConvention
Gets the name that uniquely identifies this convention.
getName() - Method in class com.opengamma.strata.product.fra.type.ImmutableFraConvention
Gets the convention name, such as 'GBP-LIBOR-3M'.
getName() - Method in interface com.opengamma.strata.product.fx.type.FxSwapConvention
Gets the name that uniquely identifies this convention.
getName() - Method in class com.opengamma.strata.product.fx.type.ImmutableFxSwapConvention
 
getName() - Method in interface com.opengamma.strata.product.index.type.IborFutureConvention
Gets the name that uniquely identifies this convention.
getName() - Method in class com.opengamma.strata.product.index.type.ImmutableIborFutureConvention
Gets the convention name, such as 'USD-LIBOR-3M-Quarterly-IMM'.
getName() - Method in class com.opengamma.strata.product.swap.ImmutableSwapIndex
Gets the index name.
getName() - Method in interface com.opengamma.strata.product.swap.SwapIndex
Gets the name that uniquely identifies this index.
getName() - Method in interface com.opengamma.strata.product.swap.type.FixedIborSwapConvention
Gets the name that uniquely identifies this convention.
getName() - Method in interface com.opengamma.strata.product.swap.type.FixedInflationSwapConvention
Gets the name that uniquely identifies this convention.
getName() - Method in interface com.opengamma.strata.product.swap.type.FixedOvernightSwapConvention
Gets the name that uniquely identifies this convention.
getName() - Method in interface com.opengamma.strata.product.swap.type.IborIborSwapConvention
Gets the name that uniquely identifies this convention.
getName() - Method in class com.opengamma.strata.product.swap.type.ImmutableFixedIborSwapConvention
Gets the convention name, such as 'USD-FIXED-6M-LIBOR-3M'.
getName() - Method in class com.opengamma.strata.product.swap.type.ImmutableFixedInflationSwapConvention
Gets the convention name, such as 'USD-FIXED-6M-LIBOR-3M'.
getName() - Method in class com.opengamma.strata.product.swap.type.ImmutableFixedOvernightSwapConvention
Gets the convention name, such as 'USD-FIXED-TERM-FED-FUND-OIS'.
getName() - Method in class com.opengamma.strata.product.swap.type.ImmutableIborIborSwapConvention
Gets the convention name, such as 'USD-LIBOR-3M-LIBOR-6M'.
getName() - Method in class com.opengamma.strata.product.swap.type.ImmutableOvernightIborSwapConvention
Gets the convention name, such as 'USD-FED-FUND-AA-LIBOR-3M'.
getName() - Method in class com.opengamma.strata.product.swap.type.ImmutableThreeLegBasisSwapConvention
Gets the convention name.
getName() - Method in class com.opengamma.strata.product.swap.type.ImmutableXCcyIborIborSwapConvention
Gets the convention name, such as 'EUR-EURIBOR-3M-USD-LIBOR-3M'.
getName() - Method in interface com.opengamma.strata.product.swap.type.OvernightIborSwapConvention
Gets the name that uniquely identifies this convention.
getName() - Method in interface com.opengamma.strata.product.swap.type.SingleCurrencySwapConvention
Gets the name that uniquely identifies this convention.
getName() - Method in interface com.opengamma.strata.product.swap.type.ThreeLegBasisSwapConvention
Gets the name that uniquely identifies this convention.
getName() - Method in interface com.opengamma.strata.product.swap.type.XCcyIborIborSwapConvention
Gets the name that uniquely identifies this convention.
getNearLeg() - Method in class com.opengamma.strata.product.fx.FxSwap
Gets the foreign exchange transaction at the earlier date.
getNearLeg() - Method in class com.opengamma.strata.product.fx.ResolvedFxSwap
Gets the foreign exchange transaction at the earlier date.
getNegativeRateMethod() - Method in class com.opengamma.strata.product.swap.IborRateCalculation
Gets the negative rate method, defaulted to 'AllowNegative'.
getNegativeRateMethod() - Method in class com.opengamma.strata.product.swap.OvernightRateCalculation
Gets the negative rate method, defaulted to 'AllowNegative'.
getNegativeRateMethod() - Method in class com.opengamma.strata.product.swap.RateAccrualPeriod
Gets the negative rate method, defaulted to 'AllowNegative'.
getNodeIndices() - Method in class com.opengamma.strata.market.param.PointShifts
Gets indices of each parameter, keyed by an object identifying the node.
getNodes() - Method in interface com.opengamma.strata.market.curve.CurveDefinition
Gets the nodes that define the curve.
getNodes() - Method in class com.opengamma.strata.market.curve.InterpolatedNodalCurveDefinition
Gets the nodes in the curve.
getNodes() - Method in class com.opengamma.strata.market.curve.ParameterizedFunctionalCurveDefinition
Gets the nodes of the underlying instruments.
getNodes() - Method in class com.opengamma.strata.measure.fxopt.BlackFxOptionInterpolatedNodalSurfaceVolatilitiesSpecification
Gets the nodes.
getNodes() - Method in class com.opengamma.strata.measure.fxopt.BlackFxOptionSmileVolatilitiesSpecification
Gets the nodes in the FX option volatilities.
getNodes() - Method in interface com.opengamma.strata.measure.fxopt.FxOptionVolatilitiesSpecification
Gets the volatilities nodes.
getNominalPayment() - Method in class com.opengamma.strata.product.bond.ResolvedCapitalIndexedBond
Gets the nominal payment of the product.
getNominalPayment() - Method in class com.opengamma.strata.product.bond.ResolvedFixedCouponBond
Gets the nominal payment of the product.
getNonDeliverableCurrency() - Method in class com.opengamma.strata.product.fx.FxNdf
Gets the non-deliverable currency.
getNonDeliverableCurrency() - Method in class com.opengamma.strata.product.fx.ResolvedFxNdf
Gets the non-deliverable currency.
getNonObservables() - Method in class com.opengamma.strata.calc.marketdata.MarketDataRequirements
Gets keys identifying the market data values required for the calculations.
getNotional() - Method in class com.opengamma.strata.product.bond.Bill
Gets the adjustable notional payment of the bill notional, the amount must be positive.
getNotional() - Method in class com.opengamma.strata.product.bond.BillSecurity
Gets the adjustable notional payment of the bill notional, the amount must be positive.
getNotional() - Method in class com.opengamma.strata.product.bond.BondFuture
Obtains the notional of underlying fixed coupon bonds.
getNotional() - Method in class com.opengamma.strata.product.bond.CapitalIndexedBond
Gets the notional amount, must be positive.
getNotional() - Method in class com.opengamma.strata.product.bond.CapitalIndexedBondPaymentPeriod
Gets the notional amount, must be non-zero.
getNotional() - Method in class com.opengamma.strata.product.bond.CapitalIndexedBondSecurity
Gets the notional amount, must be positive.
getNotional() - Method in class com.opengamma.strata.product.bond.FixedCouponBond
Gets the notional amount, must be positive.
getNotional() - Method in class com.opengamma.strata.product.bond.FixedCouponBondPaymentPeriod
Gets the notional amount, must be positive.
getNotional() - Method in class com.opengamma.strata.product.bond.FixedCouponBondSecurity
Gets the notional amount, must be positive.
getNotional() - Method in class com.opengamma.strata.product.bond.ResolvedBill
Gets the notional payment of the bill notional, the amount must be positive.
getNotional() - Method in class com.opengamma.strata.product.bond.ResolvedBondFuture
Obtains the notional of underlying fixed coupon bonds.
getNotional() - Method in class com.opengamma.strata.product.bond.ResolvedCapitalIndexedBond
Gets the notional amount, must be positive.
getNotional() - Method in class com.opengamma.strata.product.bond.ResolvedFixedCouponBond
Gets the notional amount, must be positive.
getNotional() - Method in class com.opengamma.strata.product.capfloor.IborCapFloorLeg
Gets the notional amount, must be non-negative.
getNotional() - Method in class com.opengamma.strata.product.capfloor.IborCapletFloorletPeriod
Gets the notional amount, positive if receiving, negative if paying.
getNotional() - Method in class com.opengamma.strata.product.cms.CmsLeg
Gets the notional amount, must be non-negative.
getNotional() - Method in class com.opengamma.strata.product.cms.CmsPeriod
Gets the notional amount, positive if receiving, negative if paying.
getNotional() - Method in class com.opengamma.strata.product.credit.Cds
Gets the notional amount, must be non-negative.
getNotional() - Method in class com.opengamma.strata.product.credit.CdsIndex
Gets the notional amount, must be non-negative.
getNotional() - Method in class com.opengamma.strata.product.credit.CreditCouponPaymentPeriod
Gets the notional amount, must be positive.
getNotional() - Method in class com.opengamma.strata.product.credit.ResolvedCds
Obtains the notional.
getNotional() - Method in class com.opengamma.strata.product.credit.ResolvedCdsIndex
Obtains the notional.
getNotional() - Method in class com.opengamma.strata.product.deposit.IborFixingDeposit
Gets the notional amount.
getNotional() - Method in class com.opengamma.strata.product.deposit.ResolvedIborFixingDeposit
Gets the notional amount.
getNotional() - Method in class com.opengamma.strata.product.deposit.ResolvedTermDeposit
Gets the notional amount.
getNotional() - Method in class com.opengamma.strata.product.deposit.TermDeposit
Gets the notional amount.
getNotional() - Method in class com.opengamma.strata.product.dsf.Dsf
Gets the notional of the futures.
getNotional() - Method in class com.opengamma.strata.product.dsf.DsfSecurity
Gets the notional.
getNotional() - Method in class com.opengamma.strata.product.dsf.ResolvedDsf
Gets the notional of the futures.
getNotional() - Method in class com.opengamma.strata.product.fra.Fra
Gets the notional amount.
getNotional() - Method in class com.opengamma.strata.product.fra.ResolvedFra
Gets the notional amount.
getNotional() - Method in class com.opengamma.strata.product.index.IborFuture
Gets the notional amount.
getNotional() - Method in class com.opengamma.strata.product.index.IborFutureSecurity
Gets the notional amount.
getNotional() - Method in class com.opengamma.strata.product.index.OvernightFuture
Gets the notional amount.
getNotional() - Method in class com.opengamma.strata.product.index.OvernightFutureSecurity
Gets the notional amount.
getNotional() - Method in class com.opengamma.strata.product.index.ResolvedIborFuture
Gets the notional amount.
getNotional() - Method in class com.opengamma.strata.product.index.ResolvedOvernightFuture
Gets the notional amount.
getNotional() - Method in class com.opengamma.strata.product.swap.FxResetNotionalExchange
Gets the amount of the notional.
getNotional() - Method in class com.opengamma.strata.product.swap.RatePaymentPeriod
Gets the notional amount, positive if receiving, negative if paying.
getNotionalAmount() - Method in class com.opengamma.strata.product.swap.FxResetNotionalExchange
Gets the notional amount, positive if receiving, negative if paying.
getNotionalAmount() - Method in class com.opengamma.strata.product.swap.KnownAmountNotionalSwapPaymentPeriod
Gets the notional amount, positive if receiving, negative if paying.
getNotionalAmount() - Method in interface com.opengamma.strata.product.swap.NotionalPaymentPeriod
The notional amount, positive if receiving, negative if paying.
getNotionalAmount() - Method in class com.opengamma.strata.product.swap.RatePaymentPeriod
Gets the notional amount, positive if receiving, negative if paying.
getNotionalSchedule() - Method in class com.opengamma.strata.product.swap.RateCalculationSwapLeg
Gets the notional schedule.
getNuCurve() - Method in class com.opengamma.strata.pricer.model.SabrParameters
Gets the nu (volatility of volatility) curve.
getNumberOfSteps() - Method in class com.opengamma.strata.pricer.fxopt.ImpliedTrinomialTreeFxOptionCalibrator
Obtains number of time steps.
getNumberOfSteps() - Method in class com.opengamma.strata.pricer.fxopt.RecombiningTrinomialTreeData
Obtains the number of time steps.
getNuSurface() - Method in class com.opengamma.strata.pricer.model.SabrInterestRateParameters
Gets the nu (volatility of volatility) surface.
getObservableId() - Method in class com.opengamma.strata.market.curve.DepositIsdaCreditCurveNode
Gets the identifier of the market data value that provides the rate.
getObservableId() - Method in interface com.opengamma.strata.market.curve.IsdaCreditCurveNode
Get the observable ID.
getObservableId() - Method in class com.opengamma.strata.market.curve.node.CdsIndexIsdaCreditCurveNode
Gets the identifier of the market data value that provides the quoted value.
getObservableId() - Method in class com.opengamma.strata.market.curve.node.CdsIsdaCreditCurveNode
Gets the identifier of the market data value that provides the quoted value.
getObservableId() - Method in class com.opengamma.strata.market.curve.SwapIsdaCreditCurveNode
Gets the identifier of the market data value that provides the rate.
getObservableRateKey(CurrencyPair) - Method in class com.opengamma.strata.measure.fx.FxRateConfig
Returns a key identifying the market quote for an observable FX rate.
getObservables() - Method in class com.opengamma.strata.calc.marketdata.MarketDataRequirements
Gets keys identifying the market data values required for the calculations.
getObservableSource() - Method in class com.opengamma.strata.calc.runner.FunctionRequirements
Gets the source of market data for FX, quotes and other observable market data.
getObservableSource() - Method in class com.opengamma.strata.data.FxMatrixId
Gets the source of observable market data.
getObservableSource() - Method in class com.opengamma.strata.data.FxRateId
Gets the source of observable market data.
getObservableSource() - Method in interface com.opengamma.strata.data.ObservableId
Gets the source of market data from which the market data should be retrieved.
getObservableSource() - Method in class com.opengamma.strata.market.curve.CurveId
Gets the source of observable market data.
getObservableSource() - Method in class com.opengamma.strata.market.curve.IssuerCurveInputsId
Gets the source of observable market data.
getObservableSource() - Method in class com.opengamma.strata.market.curve.LegalEntityCurveGroupId
Gets the source of observable market data.
getObservableSource() - Method in class com.opengamma.strata.market.curve.RatesCurveGroupId
Gets the source of observable market data.
getObservableSource() - Method in class com.opengamma.strata.market.curve.RatesCurveInputsId
Gets the source of observable market data.
getObservableSource() - Method in class com.opengamma.strata.market.curve.RepoCurveInputsId
Gets the source of observable market data.
getObservableSource() - Method in class com.opengamma.strata.market.observable.IndexQuoteId
Gets the source of observable market data.
getObservableSource() - Method in class com.opengamma.strata.market.observable.QuoteId
Gets the source of observable market data.
getObservableSource() - Method in interface com.opengamma.strata.measure.rate.RatesMarketDataLookup
Gets the observable source.
getObservation() - Method in class com.opengamma.strata.pricer.fx.FxIndexSensitivity
Gets the FX rate observation.
getObservation() - Method in class com.opengamma.strata.pricer.rate.IborRateSensitivity
Gets the Ibor index observation.
getObservation() - Method in class com.opengamma.strata.pricer.rate.InflationRateSensitivity
Gets the Price index observation.
getObservation() - Method in class com.opengamma.strata.pricer.rate.OvernightRateSensitivity
Gets the Overnight rate observation.
getObservation() - Method in class com.opengamma.strata.product.fx.ResolvedFxNdf
Gets the FX index observation.
getObservation() - Method in class com.opengamma.strata.product.rate.IborAveragedFixing
Gets the Ibor index observation to use to determine a rate for the reset period.
getObservation() - Method in class com.opengamma.strata.product.rate.IborRateComputation
Gets the underlying index observation.
getObservation() - Method in class com.opengamma.strata.product.swap.FxReset
Gets the FX index observation.
getObservation() - Method in class com.opengamma.strata.product.swap.FxResetNotionalExchange
Gets the FX index observation.
getOmega() - Method in enum com.opengamma.strata.pricer.credit.AccrualOnDefaultFormula
Gets the omega value.
getOptionType() - Method in class com.opengamma.strata.product.etd.EtdVariant
Gets the optional option type, 'American' or 'European', populated for Flex Options.
getOrder() - Method in class com.opengamma.strata.market.curve.JacobianCalibrationMatrix
Gets the curve order.
getOrder() - Method in class com.opengamma.strata.market.param.CrossGammaParameterSensitivity
Gets the sensitivity order.
getOriginalSurface() - Method in class com.opengamma.strata.market.surface.DeformedSurface
Gets the original surface.
getOurPartyHrefIds() - Method in class com.opengamma.strata.loader.fpml.FpmlDocument
Gets the party href/id references representing "our" party.
getOutputCurrencies() - Method in class com.opengamma.strata.calc.marketdata.MarketDataRequirements
Gets the currencies in the calculation results.
getOutputCurrencies() - Method in class com.opengamma.strata.calc.runner.FunctionRequirements
Gets the currencies used in the calculation results.
getOvernightIndices() - Method in class com.opengamma.strata.pricer.rate.ImmutableRatesProvider
 
getOvernightIndices() - Method in interface com.opengamma.strata.pricer.rate.RatesProvider
Gets the set of Overnight indices that are available.
getOvernightLeg() - Method in class com.opengamma.strata.product.swap.type.ImmutableOvernightIborSwapConvention
Gets the market convention of the floating leg.
getOvernightLeg() - Method in interface com.opengamma.strata.product.swap.type.OvernightIborSwapConvention
Gets the market convention of the overnight leg.
getOvernightRate() - Method in class com.opengamma.strata.product.index.ResolvedOvernightFuture
Gets the Overnight rate observation.
getOverrideStartDate() - Method in class com.opengamma.strata.basics.schedule.PeriodicSchedule
Gets the optional start date of the first schedule period, overriding normal schedule generation.
getPair() - Method in class com.opengamma.strata.basics.currency.FxRate
Gets the currency pair.
getPair() - Method in class com.opengamma.strata.data.FxRateId
Gets the currency pair that is required.
getPair() - Method in class com.opengamma.strata.data.scenario.FxRateScenarioArray
Gets the currency pair.
getParameter(Class<T>) - Method in class com.opengamma.strata.calc.runner.CalculationParameters
Returns the parameter that matches the specified query type throwing an exception if not available.
getParameter(int) - Method in class com.opengamma.strata.market.curve.AddFixedCurve
 
getParameter(int) - Method in class com.opengamma.strata.market.curve.CombinedCurve
 
getParameter(int) - Method in class com.opengamma.strata.market.curve.ConstantCurve
 
getParameter(int) - Method in class com.opengamma.strata.market.curve.ConstantNodalCurve
 
getParameter(int) - Method in class com.opengamma.strata.market.curve.InflationNodalCurve
 
getParameter(int) - Method in class com.opengamma.strata.market.curve.InterpolatedNodalCurve
 
getParameter(int) - Method in class com.opengamma.strata.market.curve.ParallelShiftedCurve
 
getParameter(int) - Method in class com.opengamma.strata.market.curve.ParameterizedFunctionalCurve
 
getParameter(int) - Method in interface com.opengamma.strata.market.param.ParameterizedData
Gets the value of the parameter at the specified index.
getParameter(int) - Method in class com.opengamma.strata.market.param.ParameterizedDataCombiner
Gets the value of the parameter at the specified index.
getParameter(int) - Method in class com.opengamma.strata.market.surface.ConstantSurface
 
getParameter(int) - Method in class com.opengamma.strata.market.surface.DeformedSurface
 
getParameter(int) - Method in class com.opengamma.strata.market.surface.InterpolatedNodalSurface
 
getParameter(int) - Method in class com.opengamma.strata.pricer.bond.BlackBondFutureExpiryLogMoneynessVolatilities
 
getParameter(int) - Method in class com.opengamma.strata.pricer.capfloor.BlackIborCapletFloorletExpiryStrikeVolatilities
 
getParameter(int) - Method in class com.opengamma.strata.pricer.capfloor.NormalIborCapletFloorletExpiryStrikeVolatilities
 
getParameter(int) - Method in class com.opengamma.strata.pricer.capfloor.SabrParametersIborCapletFloorletVolatilities
 
getParameter(int) - Method in class com.opengamma.strata.pricer.capfloor.ShiftedBlackIborCapletFloorletExpiryStrikeVolatilities
 
getParameter(int) - Method in class com.opengamma.strata.pricer.credit.ConstantRecoveryRates
 
getParameter(int) - Method in class com.opengamma.strata.pricer.credit.IsdaCreditDiscountFactors
 
getParameter(int) - Method in class com.opengamma.strata.pricer.fx.DiscountFxForwardRates
 
getParameter(int) - Method in class com.opengamma.strata.pricer.fx.ForwardFxIndexRates
 
getParameter(int) - Method in class com.opengamma.strata.pricer.fxopt.BlackFxOptionFlatVolatilities
 
getParameter(int) - Method in class com.opengamma.strata.pricer.fxopt.BlackFxOptionSmileVolatilities
 
getParameter(int) - Method in class com.opengamma.strata.pricer.fxopt.BlackFxOptionSurfaceVolatilities
 
getParameter(int) - Method in class com.opengamma.strata.pricer.fxopt.InterpolatedStrikeSmileDeltaTermStructure
 
getParameter(int) - Method in class com.opengamma.strata.pricer.fxopt.SmileDeltaParameters
 
getParameter(int) - Method in class com.opengamma.strata.pricer.index.NormalIborFutureOptionExpirySimpleMoneynessVolatilities
 
getParameter(int) - Method in class com.opengamma.strata.pricer.model.SabrInterestRateParameters
 
getParameter(int) - Method in class com.opengamma.strata.pricer.model.SabrParameters
 
getParameter(int) - Method in class com.opengamma.strata.pricer.rate.DiscountIborIndexRates
 
getParameter(int) - Method in class com.opengamma.strata.pricer.rate.DiscountOvernightIndexRates
 
getParameter(int) - Method in class com.opengamma.strata.pricer.rate.SimpleIborIndexRates
 
getParameter(int) - Method in class com.opengamma.strata.pricer.rate.SimplePriceIndexValues
 
getParameter(int) - Method in class com.opengamma.strata.pricer.SimpleDiscountFactors
 
getParameter(int) - Method in class com.opengamma.strata.pricer.swaption.BlackSwaptionExpiryTenorVolatilities
 
getParameter(int) - Method in class com.opengamma.strata.pricer.swaption.NormalSwaptionExpirySimpleMoneynessVolatilities
 
getParameter(int) - Method in class com.opengamma.strata.pricer.swaption.NormalSwaptionExpiryStrikeVolatilities
 
getParameter(int) - Method in class com.opengamma.strata.pricer.swaption.NormalSwaptionExpiryTenorVolatilities
 
getParameter(int) - Method in class com.opengamma.strata.pricer.swaption.SabrParametersSwaptionVolatilities
 
getParameter(int) - Method in class com.opengamma.strata.pricer.ZeroRateDiscountFactors
 
getParameter(int) - Method in class com.opengamma.strata.pricer.ZeroRatePeriodicDiscountFactors
 
getParameterCount() - Method in class com.opengamma.strata.market.curve.AddFixedCurve
 
getParameterCount() - Method in class com.opengamma.strata.market.curve.CombinedCurve
 
getParameterCount() - Method in class com.opengamma.strata.market.curve.ConstantCurve
 
getParameterCount() - Method in class com.opengamma.strata.market.curve.ConstantNodalCurve
 
getParameterCount() - Method in interface com.opengamma.strata.market.curve.CurveDefinition
Gets the number of parameters in the curve.
getParameterCount() - Method in class com.opengamma.strata.market.curve.CurveParameterSize
Gets the number of parameters.
getParameterCount() - Method in class com.opengamma.strata.market.curve.InflationNodalCurve
 
getParameterCount() - Method in class com.opengamma.strata.market.curve.InterpolatedNodalCurve
 
getParameterCount() - Method in interface com.opengamma.strata.market.curve.NodalCurveDefinition
 
getParameterCount() - Method in class com.opengamma.strata.market.curve.ParallelShiftedCurve
 
getParameterCount() - Method in class com.opengamma.strata.market.curve.ParameterizedFunctionalCurve
 
getParameterCount() - Method in class com.opengamma.strata.market.curve.ParameterizedFunctionalCurveDefinition
 
getParameterCount() - Method in class com.opengamma.strata.market.param.CrossGammaParameterSensitivity
Gets the number of parameters.
getParameterCount() - Method in class com.opengamma.strata.market.param.CurrencyParameterSensitivity
Gets the number of parameters.
getParameterCount() - Method in interface com.opengamma.strata.market.param.ParameterizedData
Gets the number of parameters.
getParameterCount() - Method in class com.opengamma.strata.market.param.ParameterizedDataCombiner
Gets the number of parameters.
getParameterCount() - Method in class com.opengamma.strata.market.param.ParameterSize
Gets the number of parameters.
getParameterCount() - Method in class com.opengamma.strata.market.param.UnitParameterSensitivity
Gets the number of parameters.
getParameterCount() - Method in class com.opengamma.strata.market.surface.ConstantSurface
 
getParameterCount() - Method in class com.opengamma.strata.market.surface.DeformedSurface
 
getParameterCount() - Method in class com.opengamma.strata.market.surface.InterpolatedNodalSurface
 
getParameterCount() - Method in class com.opengamma.strata.measure.fxopt.FxOptionVolatilitiesDefinition
Gets the number of parameters.
getParameterCount() - Method in interface com.opengamma.strata.measure.fxopt.FxOptionVolatilitiesSpecification
Gets the number of parameters.
getParameterCount() - Method in class com.opengamma.strata.pricer.bond.BlackBondFutureExpiryLogMoneynessVolatilities
 
getParameterCount() - Method in class com.opengamma.strata.pricer.capfloor.BlackIborCapletFloorletExpiryStrikeVolatilities
 
getParameterCount() - Method in class com.opengamma.strata.pricer.capfloor.NormalIborCapletFloorletExpiryStrikeVolatilities
 
getParameterCount() - Method in class com.opengamma.strata.pricer.capfloor.SabrParametersIborCapletFloorletVolatilities
 
getParameterCount() - Method in class com.opengamma.strata.pricer.capfloor.ShiftedBlackIborCapletFloorletExpiryStrikeVolatilities
 
getParameterCount() - Method in class com.opengamma.strata.pricer.credit.ConstantRecoveryRates
 
getParameterCount() - Method in class com.opengamma.strata.pricer.credit.IsdaCreditDiscountFactors
 
getParameterCount() - Method in class com.opengamma.strata.pricer.fx.DiscountFxForwardRates
 
getParameterCount() - Method in class com.opengamma.strata.pricer.fx.ForwardFxIndexRates
 
getParameterCount() - Method in class com.opengamma.strata.pricer.fxopt.BlackFxOptionFlatVolatilities
 
getParameterCount() - Method in class com.opengamma.strata.pricer.fxopt.BlackFxOptionSmileVolatilities
 
getParameterCount() - Method in class com.opengamma.strata.pricer.fxopt.BlackFxOptionSurfaceVolatilities
 
getParameterCount() - Method in class com.opengamma.strata.pricer.fxopt.InterpolatedStrikeSmileDeltaTermStructure
 
getParameterCount() - Method in class com.opengamma.strata.pricer.fxopt.SmileDeltaParameters
 
getParameterCount() - Method in class com.opengamma.strata.pricer.index.NormalIborFutureOptionExpirySimpleMoneynessVolatilities
 
getParameterCount() - Method in class com.opengamma.strata.pricer.model.SabrInterestRateParameters
 
getParameterCount() - Method in class com.opengamma.strata.pricer.model.SabrParameters
 
getParameterCount() - Method in class com.opengamma.strata.pricer.rate.DiscountIborIndexRates
 
getParameterCount() - Method in class com.opengamma.strata.pricer.rate.DiscountOvernightIndexRates
 
getParameterCount() - Method in class com.opengamma.strata.pricer.rate.SimpleIborIndexRates
 
getParameterCount() - Method in class com.opengamma.strata.pricer.rate.SimplePriceIndexValues
 
getParameterCount() - Method in class com.opengamma.strata.pricer.SimpleDiscountFactors
 
getParameterCount() - Method in class com.opengamma.strata.pricer.swaption.BlackSwaptionExpiryTenorVolatilities
 
getParameterCount() - Method in class com.opengamma.strata.pricer.swaption.NormalSwaptionExpirySimpleMoneynessVolatilities
 
getParameterCount() - Method in class com.opengamma.strata.pricer.swaption.NormalSwaptionExpiryStrikeVolatilities
 
getParameterCount() - Method in class com.opengamma.strata.pricer.swaption.NormalSwaptionExpiryTenorVolatilities
 
getParameterCount() - Method in class com.opengamma.strata.pricer.swaption.SabrParametersSwaptionVolatilities
 
getParameterCount() - Method in class com.opengamma.strata.pricer.ZeroRateDiscountFactors
 
getParameterCount() - Method in class com.opengamma.strata.pricer.ZeroRatePeriodicDiscountFactors
 
getParameterCurveNodes() - Method in class com.opengamma.strata.pricer.capfloor.SabrIborCapletFloorletVolatilityCalibrationDefinition
Gets the nodes of SABR parameter curves.
getParameterKeys() - Method in interface com.opengamma.strata.pricer.credit.CreditDiscountFactors
Obtains the parameter keys of the underlying curve.
getParameterKeys() - Method in class com.opengamma.strata.pricer.credit.IsdaCreditDiscountFactors
 
getParameterKeys() - Method in class com.opengamma.strata.pricer.credit.LegalEntitySurvivalProbabilities
Obtains the parameter keys of the underlying curve.
getParameterMetadata(int) - Method in class com.opengamma.strata.market.curve.AddFixedCurve
 
getParameterMetadata(int) - Method in class com.opengamma.strata.market.curve.CombinedCurve
 
getParameterMetadata(int) - Method in interface com.opengamma.strata.market.curve.Curve
 
getParameterMetadata(int) - Method in interface com.opengamma.strata.market.curve.CurveMetadata
Gets the metadata of the parameter at the specified index.
getParameterMetadata() - Method in interface com.opengamma.strata.market.curve.CurveMetadata
Gets metadata about each parameter underlying the curve, optional.
getParameterMetadata() - Method in class com.opengamma.strata.market.curve.DefaultCurveMetadata
Gets the metadata about the parameters.
getParameterMetadata(int) - Method in class com.opengamma.strata.market.curve.InflationNodalCurve
 
getParameterMetadata(int) - Method in interface com.opengamma.strata.market.curve.NodalCurve
Gets the metadata of the parameter at the specified index.
getParameterMetadata(int) - Method in class com.opengamma.strata.market.curve.ParallelShiftedCurve
 
getParameterMetadata() - Method in class com.opengamma.strata.market.curve.ParameterizedFunctionalCurveDefinition
Gets the parameter metadata of the curve, defaulted to empty metadata instances.
getParameterMetadata(int) - Method in class com.opengamma.strata.market.param.CrossGammaParameterSensitivity
Gets the parameter metadata at the specified index.
getParameterMetadata() - Method in class com.opengamma.strata.market.param.CrossGammaParameterSensitivity
Gets the list of parameter metadata.
getParameterMetadata(int) - Method in class com.opengamma.strata.market.param.CurrencyParameterSensitivity
Gets the parameter metadata at the specified index.
getParameterMetadata() - Method in class com.opengamma.strata.market.param.CurrencyParameterSensitivity
Gets the list of parameter metadata.
getParameterMetadata(int) - Method in interface com.opengamma.strata.market.param.ParameterizedData
Gets the metadata of the parameter at the specified index.
getParameterMetadata(int) - Method in class com.opengamma.strata.market.param.ParameterizedDataCombiner
Gets the metadata of the parameter at the specified index.
getParameterMetadata(int) - Method in class com.opengamma.strata.market.param.UnitParameterSensitivity
Gets the parameter metadata at the specified index.
getParameterMetadata() - Method in class com.opengamma.strata.market.param.UnitParameterSensitivity
Gets the list of parameter metadata.
getParameterMetadata() - Method in class com.opengamma.strata.market.surface.DefaultSurfaceMetadata
Gets the metadata about the parameters.
getParameterMetadata(int) - Method in class com.opengamma.strata.market.surface.DeformedSurface
 
getParameterMetadata(int) - Method in interface com.opengamma.strata.market.surface.NodalSurface
Gets the metadata of the parameter at the specified index.
getParameterMetadata(int) - Method in interface com.opengamma.strata.market.surface.Surface
 
getParameterMetadata(int) - Method in interface com.opengamma.strata.market.surface.SurfaceMetadata
Gets the metadata of the parameter at the specified index.
getParameterMetadata() - Method in interface com.opengamma.strata.market.surface.SurfaceMetadata
Gets metadata about each parameter underlying the surface, optional.
getParameterMetadata(int) - Method in class com.opengamma.strata.pricer.bond.BlackBondFutureExpiryLogMoneynessVolatilities
 
getParameterMetadata(int) - Method in class com.opengamma.strata.pricer.capfloor.BlackIborCapletFloorletExpiryStrikeVolatilities
 
getParameterMetadata(int) - Method in class com.opengamma.strata.pricer.capfloor.NormalIborCapletFloorletExpiryStrikeVolatilities
 
getParameterMetadata(int) - Method in class com.opengamma.strata.pricer.capfloor.SabrParametersIborCapletFloorletVolatilities
 
getParameterMetadata(int) - Method in class com.opengamma.strata.pricer.capfloor.ShiftedBlackIborCapletFloorletExpiryStrikeVolatilities
 
getParameterMetadata(int) - Method in class com.opengamma.strata.pricer.credit.ConstantRecoveryRates
 
getParameterMetadata(int) - Method in class com.opengamma.strata.pricer.credit.IsdaCreditDiscountFactors
 
getParameterMetadata(int) - Method in class com.opengamma.strata.pricer.fx.DiscountFxForwardRates
 
getParameterMetadata(int) - Method in class com.opengamma.strata.pricer.fx.ForwardFxIndexRates
 
getParameterMetadata(int) - Method in class com.opengamma.strata.pricer.fxopt.BlackFxOptionFlatVolatilities
 
getParameterMetadata(int) - Method in class com.opengamma.strata.pricer.fxopt.BlackFxOptionSmileVolatilities
 
getParameterMetadata(int) - Method in class com.opengamma.strata.pricer.fxopt.BlackFxOptionSurfaceVolatilities
 
getParameterMetadata(int) - Method in class com.opengamma.strata.pricer.fxopt.InterpolatedStrikeSmileDeltaTermStructure
 
getParameterMetadata(int) - Method in class com.opengamma.strata.pricer.fxopt.SmileDeltaParameters
 
getParameterMetadata() - Method in class com.opengamma.strata.pricer.fxopt.SmileDeltaParameters
Gets the parameterMetadata.
getParameterMetadata(int) - Method in class com.opengamma.strata.pricer.index.NormalIborFutureOptionExpirySimpleMoneynessVolatilities
 
getParameterMetadata(int) - Method in class com.opengamma.strata.pricer.model.SabrInterestRateParameters
 
getParameterMetadata(int) - Method in class com.opengamma.strata.pricer.model.SabrParameters
 
getParameterMetadata(int) - Method in class com.opengamma.strata.pricer.rate.DiscountIborIndexRates
 
getParameterMetadata(int) - Method in class com.opengamma.strata.pricer.rate.DiscountOvernightIndexRates
 
getParameterMetadata(int) - Method in class com.opengamma.strata.pricer.rate.SimpleIborIndexRates
 
getParameterMetadata(int) - Method in class com.opengamma.strata.pricer.rate.SimplePriceIndexValues
 
getParameterMetadata(int) - Method in class com.opengamma.strata.pricer.SimpleDiscountFactors
 
getParameterMetadata(int) - Method in class com.opengamma.strata.pricer.swaption.BlackSwaptionExpiryTenorVolatilities
 
getParameterMetadata(int) - Method in class com.opengamma.strata.pricer.swaption.NormalSwaptionExpirySimpleMoneynessVolatilities
 
getParameterMetadata(int) - Method in class com.opengamma.strata.pricer.swaption.NormalSwaptionExpiryStrikeVolatilities
 
getParameterMetadata(int) - Method in class com.opengamma.strata.pricer.swaption.NormalSwaptionExpiryTenorVolatilities
 
getParameterMetadata(int) - Method in class com.opengamma.strata.pricer.swaption.SabrParametersSwaptionVolatilities
 
getParameterMetadata(int) - Method in class com.opengamma.strata.pricer.ZeroRateDiscountFactors
 
getParameterMetadata(int) - Method in class com.opengamma.strata.pricer.ZeroRatePeriodicDiscountFactors
 
getParameters() - Method in class com.opengamma.strata.calc.CalculationRules
Gets the calculation parameters, used to control the how the calculation is performed.
getParameters() - Method in class com.opengamma.strata.calc.Column
Gets the calculation parameters that apply to this column, used to control the how the calculation is performed.
getParameters() - Method in class com.opengamma.strata.calc.runner.CalculationParameters
Gets the parameters, keyed by query type.
getParameters() - Method in class com.opengamma.strata.calc.runner.CalculationTask
Gets the additional parameters.
getParameters() - Method in class com.opengamma.strata.market.curve.ParameterizedFunctionalCurve
Gets the array of parameters for the curve function.
getParameters() - Method in class com.opengamma.strata.measure.calc.TargetTypeCalculationParameter
Gets the underlying parameters, keyed by target type.
getParameters() - Method in class com.opengamma.strata.measure.calc.TradeCounterpartyCalculationParameter
Gets the underlying parameters, keyed by counterparty ID.
getParameters() - Method in class com.opengamma.strata.pricer.capfloor.SabrParametersIborCapletFloorletVolatilities
Gets the SABR model parameters.
getParameters() - Method in class com.opengamma.strata.pricer.model.HullWhiteOneFactorPiecewiseConstantParametersProvider
Gets the Hull-White model parameters.
getParameters() - Method in class com.opengamma.strata.pricer.swaption.SabrParametersSwaptionVolatilities
Gets the SABR model parameters.
getParameterSplit() - Method in class com.opengamma.strata.market.param.CurrencyParameterSensitivity
Gets the split of parameters between the underlying parameterized data.
getParameterSplit() - Method in class com.opengamma.strata.market.param.UnitParameterSensitivity
Gets the split of parameters between the underlying parameterized data.
getParties() - Method in class com.opengamma.strata.loader.fpml.FpmlDocument
Gets the map of party identifiers keyed by href/id reference.
getPayCurrencyAmount() - Method in class com.opengamma.strata.product.fx.FxSingle
Gets the currency amount in which the amount is paid.
getPayLeg() - Method in class com.opengamma.strata.product.capfloor.IborCapFloor
Gets the optional pay leg of the product.
getPayLeg() - Method in class com.opengamma.strata.product.capfloor.ResolvedIborCapFloor
Gets the optional pay leg of the product.
getPayLeg() - Method in class com.opengamma.strata.product.cms.Cms
Gets the optional pay leg of the product.
getPayLeg() - Method in class com.opengamma.strata.product.cms.ResolvedCms
Gets the optional pay leg of the product.
getPayLeg() - Method in class com.opengamma.strata.product.swap.ResolvedSwap
Gets the first pay leg of the swap.
getPayLeg() - Method in class com.opengamma.strata.product.swap.Swap
Gets the first pay leg of the swap.
getPayLegPricer() - Method in class com.opengamma.strata.pricer.capfloor.VolatilityIborCapFloorProductPricer
Gets the pay leg pricer.
getPayment() - Method in class com.opengamma.strata.product.bond.KnownAmountBondPaymentPeriod
Gets the payment.
getPayment() - Method in class com.opengamma.strata.product.bond.ResolvedCapitalIndexedBondSettlement
Gets the payment of the settlement.
getPayment() - Method in class com.opengamma.strata.product.payment.ResolvedBulletPayment
Gets the payment to be made.
getPayment() - Method in class com.opengamma.strata.product.swap.KnownAmountNotionalSwapPaymentPeriod
Gets the payment.
getPayment() - Method in class com.opengamma.strata.product.swap.KnownAmountSwapPaymentPeriod
Gets the payment.
getPayment() - Method in class com.opengamma.strata.product.swap.NotionalExchange
Gets the notional exchange payment.
getPaymentAmount() - Method in class com.opengamma.strata.product.swap.NotionalExchange
Gets the payment amount.
getPaymentBusinessDayAdjustment() - Method in class com.opengamma.strata.product.swap.RatePeriodSwapLeg
Gets the business day date adjustment to be applied to each payment date, default is to apply no adjustment.
getPaymentDate() - Method in class com.opengamma.strata.market.amount.CashFlow
Gets the payment date.
getPaymentDate() - Method in interface com.opengamma.strata.product.bond.BondPaymentPeriod
Gets the date that the payment is made.
getPaymentDate() - Method in class com.opengamma.strata.product.bond.CapitalIndexedBondPaymentPeriod
 
getPaymentDate() - Method in class com.opengamma.strata.product.bond.FixedCouponBondPaymentPeriod
 
getPaymentDate() - Method in class com.opengamma.strata.product.bond.KnownAmountBondPaymentPeriod
 
getPaymentDate() - Method in class com.opengamma.strata.product.capfloor.IborCapletFloorletPeriod
Gets the date that payment occurs.
getPaymentDate() - Method in class com.opengamma.strata.product.cms.CmsPeriod
Gets the date that payment occurs.
getPaymentDate() - Method in class com.opengamma.strata.product.credit.CreditCouponPaymentPeriod
Gets the payment date.
getPaymentDate() - Method in class com.opengamma.strata.product.fra.Fra
Gets the payment date.
getPaymentDate() - Method in class com.opengamma.strata.product.fra.ResolvedFra
Gets the date that payment occurs.
getPaymentDate() - Method in class com.opengamma.strata.product.fx.FxNdf
Gets the date that the forward settles.
getPaymentDate() - Method in class com.opengamma.strata.product.fx.FxSingle
Gets the last payment date.
getPaymentDate() - Method in class com.opengamma.strata.product.fx.ResolvedFxNdf
Gets the date that the forward settles.
getPaymentDate() - Method in class com.opengamma.strata.product.fx.ResolvedFxSingle
Returns the date that the transaction settles.
getPaymentDate() - Method in class com.opengamma.strata.product.swap.FxResetNotionalExchange
Gets the date that the payment is made.
getPaymentDate() - Method in class com.opengamma.strata.product.swap.KnownAmountNotionalSwapPaymentPeriod
 
getPaymentDate() - Method in class com.opengamma.strata.product.swap.KnownAmountSwapPaymentPeriod
 
getPaymentDate() - Method in class com.opengamma.strata.product.swap.NotionalExchange
 
getPaymentDate() - Method in class com.opengamma.strata.product.swap.RatePaymentPeriod
Gets the date that payment occurs.
getPaymentDate() - Method in interface com.opengamma.strata.product.swap.SwapPaymentEvent
Gets the date that the payment is made.
getPaymentDate() - Method in interface com.opengamma.strata.product.swap.SwapPaymentPeriod
Gets the date that the payment is made.
getPaymentDateAdjustment() - Method in class com.opengamma.strata.product.fx.FxSingle
Gets the payment date adjustment, optional.
getPaymentDateOffset() - Method in class com.opengamma.strata.product.capfloor.IborCapFloorLeg
Gets the offset of payment from the base calculation period date, defaulted to 'None'.
getPaymentDateOffset() - Method in class com.opengamma.strata.product.cms.CmsLeg
Gets the offset of payment from the base calculation period date.
getPaymentDateOffset() - Method in class com.opengamma.strata.product.fra.type.ImmutableFraConvention
Gets the offset of the payment date from the start date, providing a default result if no override specified.
getPaymentDateOffset() - Method in class com.opengamma.strata.product.swap.PaymentSchedule
Gets the offset of payment from the base calculation period date.
getPaymentDateOffset() - Method in class com.opengamma.strata.product.swap.type.FixedRateSwapLegConvention
Gets the offset of payment from the base date, providing a default result if no override specified.
getPaymentDateOffset() - Method in class com.opengamma.strata.product.swap.type.IborRateSwapLegConvention
Gets the offset of payment from the base date, providing a default result if no override specified.
getPaymentDateOffset() - Method in class com.opengamma.strata.product.swap.type.OvernightRateSwapLegConvention
Gets the offset of payment from the base date, providing a default result if no override specified.
getPaymentEvents() - Method in class com.opengamma.strata.product.swap.RatePeriodSwapLeg
Gets the additional payment events that are associated with the swap leg.
getPaymentEvents() - Method in class com.opengamma.strata.product.swap.ResolvedSwapLeg
Gets the payment events that are associated with the swap leg.
getPaymentFrequency() - Method in class com.opengamma.strata.market.curve.SwapIsdaCreditCurveNode
Gets the periodic frequency of payments, optional with defaulting getter.
getPaymentFrequency() - Method in class com.opengamma.strata.product.credit.type.ImmutableCdsConvention
Gets the periodic frequency of payments.
getPaymentFrequency() - Method in class com.opengamma.strata.product.swap.PaymentSchedule
Gets the periodic frequency of payments.
getPaymentFrequency() - Method in class com.opengamma.strata.product.swap.type.FixedRateSwapLegConvention
Gets the periodic frequency of payments, providing a default result if no override specified.
getPaymentFrequency() - Method in class com.opengamma.strata.product.swap.type.IborRateSwapLegConvention
Gets the periodic frequency of payments, providing a default result if no override specified.
getPaymentFrequency() - Method in class com.opengamma.strata.product.swap.type.OvernightRateSwapLegConvention
Gets the periodic frequency of payments, providing a default result if no override specified.
getPaymentOnDefault() - Method in class com.opengamma.strata.product.credit.Cds
Gets the payment on default.
getPaymentOnDefault() - Method in class com.opengamma.strata.product.credit.CdsIndex
Gets the payment on default.
getPaymentOnDefault() - Method in class com.opengamma.strata.product.credit.ResolvedCds
Gets the payment on default.
getPaymentOnDefault() - Method in class com.opengamma.strata.product.credit.ResolvedCdsIndex
Gets the payment on default.
getPaymentOnDefault() - Method in class com.opengamma.strata.product.credit.type.ImmutableCdsConvention
Gets the payment on default.
getPaymentPeriods() - Method in class com.opengamma.strata.product.credit.ResolvedCds
Gets the periodic payments based on the fixed rate.
getPaymentPeriods() - Method in class com.opengamma.strata.product.credit.ResolvedCdsIndex
Gets the periodic payments based on the fixed rate.
getPaymentPeriods() - Method in class com.opengamma.strata.product.swap.RatePeriodSwapLeg
Gets the payment periods that combine to form the swap leg.
getPaymentPeriods() - Method in class com.opengamma.strata.product.swap.ResolvedSwapLeg
Gets the payment periods that combine to form the swap leg.
getPaymentPricer() - Method in class com.opengamma.strata.pricer.capfloor.VolatilityIborCapFloorTradePricer
Gets the payment pricer.
getPaymentPricer() - Method in class com.opengamma.strata.pricer.payment.DiscountingBulletPaymentTradePricer
Gets the underlying payment pricer.
getPaymentRelativeTo() - Method in class com.opengamma.strata.product.swap.PaymentSchedule
Gets the base date that each payment is made relative to, defaulted to 'PeriodEnd'.
getPaymentSchedule() - Method in class com.opengamma.strata.product.capfloor.IborCapFloorLeg
Gets the periodic payment schedule.
getPaymentSchedule() - Method in class com.opengamma.strata.product.cms.CmsLeg
Gets the periodic payment schedule.
getPaymentSchedule() - Method in class com.opengamma.strata.product.credit.Cds
Gets the payment schedule.
getPaymentSchedule() - Method in class com.opengamma.strata.product.credit.CdsIndex
Gets the payment schedule.
getPaymentSchedule() - Method in class com.opengamma.strata.product.swap.KnownAmountSwapLeg
Gets the payment period schedule.
getPaymentSchedule() - Method in class com.opengamma.strata.product.swap.RateCalculationSwapLeg
Gets the payment schedule.
getPayReceive() - Method in class com.opengamma.strata.market.amount.SwapLegAmount
Gets whether the leg is pay or receive.
getPayReceive() - Method in class com.opengamma.strata.product.capfloor.IborCapFloorLeg
Gets whether the leg is pay or receive.
getPayReceive() - Method in class com.opengamma.strata.product.capfloor.ResolvedIborCapFloorLeg
Gets whether the leg is pay or receive.
getPayReceive() - Method in class com.opengamma.strata.product.cms.CmsLeg
Gets whether the leg is pay or receive.
getPayReceive() - Method in class com.opengamma.strata.product.cms.ResolvedCmsLeg
Gets whether the leg is pay or receive.
getPayReceive() - Method in class com.opengamma.strata.product.payment.BulletPayment
Gets whether the payment is to be paid or received.
getPayReceive() - Method in class com.opengamma.strata.product.swap.KnownAmountSwapLeg
Gets whether the leg is pay or receive.
getPayReceive() - Method in class com.opengamma.strata.product.swap.RateCalculationSwapLeg
Gets whether the leg is pay or receive.
getPayReceive() - Method in class com.opengamma.strata.product.swap.RatePeriodSwapLeg
Gets whether the leg is pay or receive.
getPayReceive() - Method in class com.opengamma.strata.product.swap.ResolvedSwapLeg
Gets whether the leg is pay or receive.
getPayReceive() - Method in interface com.opengamma.strata.product.swap.SwapLeg
Gets whether the leg is pay or receive.
getPeriod() - Method in class com.opengamma.strata.basics.date.PeriodAdjustment
Gets the period to be added.
getPeriod() - Method in class com.opengamma.strata.basics.date.Tenor
Gets the underlying period of the tenor.
getPeriod() - Method in class com.opengamma.strata.basics.schedule.Frequency
Gets the underlying period of the frequency.
getPeriod(int) - Method in class com.opengamma.strata.basics.schedule.Schedule
Gets a schedule period by index.
getPeriod() - Method in class com.opengamma.strata.pricer.common.GenericVolatilitySurfacePeriodParameterMetadata
Gets the period of the surface node.
getPeriodEndDate(LocalDate) - Method in interface com.opengamma.strata.basics.date.DayCount.ScheduleInfo
Gets the end date of the schedule period.
getPeriodEndDate(LocalDate) - Method in class com.opengamma.strata.basics.schedule.Schedule
Finds the period end date given a date in the period.
getPeriodicPayments() - Method in class com.opengamma.strata.product.bond.ResolvedCapitalIndexedBond
Gets the periodic payments of the product.
getPeriodicPayments() - Method in class com.opengamma.strata.product.bond.ResolvedFixedCouponBond
Gets the periodic payments of the product.
getPeriodIndex() - Method in class com.opengamma.strata.basics.value.ValueStep
Gets the index of the schedule period boundary at which the change occurs.
getPeriodPricer() - Method in class com.opengamma.strata.pricer.bond.DiscountingCapitalIndexedBondProductPricer
Obtains the period pricer.
getPeriodPricer() - Method in class com.opengamma.strata.pricer.capfloor.VolatilityIborCapFloorLegPricer
Obtains the underlying period pricer.
getPeriodPricer() - Method in class com.opengamma.strata.pricer.swap.DiscountingSwapLegPricer
Gets the underlying leg pricer.
getPeriods() - Method in class com.opengamma.strata.basics.schedule.Schedule
Gets the schedule periods.
getPeriodToEnd() - Method in class com.opengamma.strata.product.fra.type.FraTemplate
Gets the period between the spot value date and the end date.
getPeriodToFar() - Method in class com.opengamma.strata.product.fx.type.FxSwapTemplate
Gets the period between the spot value date and the far date.
getPeriodToNear() - Method in class com.opengamma.strata.product.fx.type.FxSwapTemplate
Gets the period between the spot value date and the near date.
getPeriodToStart() - Method in class com.opengamma.strata.product.fra.type.FraTemplate
Gets the period between the spot value date and the start date.
getPeriodToStart() - Method in class com.opengamma.strata.product.swap.type.FixedIborSwapTemplate
Gets the period between the spot value date and the start date.
getPeriodToStart() - Method in class com.opengamma.strata.product.swap.type.FixedOvernightSwapTemplate
Gets the period between the spot value date and the start date.
getPeriodToStart() - Method in class com.opengamma.strata.product.swap.type.IborIborSwapTemplate
Gets the period between the spot value date and the start date.
getPeriodToStart() - Method in class com.opengamma.strata.product.swap.type.OvernightIborSwapTemplate
Gets the period between the spot value date and the start date.
getPeriodToStart() - Method in class com.opengamma.strata.product.swap.type.ThreeLegBasisSwapTemplate
Gets the period between the spot value date and the start date.
getPeriodToStart() - Method in class com.opengamma.strata.product.swap.type.XCcyIborIborSwapTemplate
Gets the period between the spot value date and the start date.
getPerturbation() - Method in class com.opengamma.strata.calc.marketdata.PerturbationMapping
Gets perturbation that should be applied to market data as part of a scenario.
getPortfolioItemType() - Method in class com.opengamma.strata.product.PortfolioItemSummary
Gets the type of the item.
getPremium() - Method in class com.opengamma.strata.product.capfloor.IborCapFloorTrade
Gets the optional premium of the product.
getPremium() - Method in class com.opengamma.strata.product.capfloor.ResolvedIborCapFloorTrade
Gets the optional premium of the product.
getPremium() - Method in class com.opengamma.strata.product.cms.CmsTrade
Gets the optional premium of the product.
getPremium() - Method in class com.opengamma.strata.product.cms.ResolvedCmsTrade
Gets the optional premium of the product.
getPremium() - Method in class com.opengamma.strata.product.fxopt.FxSingleBarrierOptionTrade
Gets the premium of the FX option.
getPremium() - Method in class com.opengamma.strata.product.fxopt.FxVanillaOptionTrade
Gets the premium of the FX option.
getPremium() - Method in class com.opengamma.strata.product.fxopt.ResolvedFxSingleBarrierOptionTrade
Gets the premium of the FX option.
getPremium() - Method in class com.opengamma.strata.product.fxopt.ResolvedFxVanillaOptionTrade
Gets the premium of the FX option.
getPremium() - Method in class com.opengamma.strata.product.swaption.ResolvedSwaptionTrade
Gets the premium of the swaption.
getPremium() - Method in class com.opengamma.strata.product.swaption.SwaptionTrade
Gets the premium of the swaption.
getPremiumStyle() - Method in class com.opengamma.strata.product.bond.BondFutureOption
Gets the style of the option premium.
getPremiumStyle() - Method in class com.opengamma.strata.product.bond.BondFutureOptionSecurity
Gets the style of the option premium.
getPremiumStyle() - Method in class com.opengamma.strata.product.bond.ResolvedBondFutureOption
Gets the style of the option premium.
getPremiumStyle() - Method in class com.opengamma.strata.product.index.IborFutureOption
Gets the style of the option premium.
getPremiumStyle() - Method in class com.opengamma.strata.product.index.IborFutureOptionSecurity
Gets the style of the option premium.
getPremiumStyle() - Method in class com.opengamma.strata.product.index.ResolvedIborFutureOption
Gets the style of the option premium.
getPresentValue() - Method in class com.opengamma.strata.market.amount.CashFlow
Gets the present value of the cash flow.
getPrice() - Method in class com.opengamma.strata.product.bond.BillTrade
Gets the price at which the bill was traded, in decimal form.
getPrice() - Method in class com.opengamma.strata.product.bond.BondFutureOptionTrade
Gets the price that was traded, in decimal form.
getPrice() - Method in class com.opengamma.strata.product.bond.BondFutureTrade
Gets the price that was traded, in decimal form.
getPrice() - Method in class com.opengamma.strata.product.bond.CapitalIndexedBondTrade
Gets the clean price at which the bond was traded.
getPrice() - Method in class com.opengamma.strata.product.bond.FixedCouponBondTrade
Gets the clean price at which the bond was traded, in decimal form.
getPrice() - Method in class com.opengamma.strata.product.bond.ResolvedCapitalIndexedBondSettlement
Gets the clean price at which the bond was traded.
getPrice() - Method in class com.opengamma.strata.product.bond.ResolvedFixedCouponBondSettlement
Gets the clean price at which the bond was traded.
getPrice() - Method in class com.opengamma.strata.product.dsf.DsfTrade
Gets the price that was traded, in decimal form.
getPrice() - Method in class com.opengamma.strata.product.etd.EtdFutureTrade
Gets the price that was traded, in decimal form.
getPrice() - Method in class com.opengamma.strata.product.etd.EtdOptionTrade
Gets the price that was traded, in decimal form.
getPrice() - Method in class com.opengamma.strata.product.GenericSecurityTrade
Gets the price that was traded, in decimal form.
getPrice() - Method in class com.opengamma.strata.product.index.IborFutureOptionTrade
Gets the price that was traded, in decimal form.
getPrice() - Method in class com.opengamma.strata.product.index.IborFutureTrade
Gets the price that was traded, in decimal form.
getPrice() - Method in class com.opengamma.strata.product.index.OvernightFutureTrade
Gets the price that was traded, in decimal form.
getPrice() - Method in interface com.opengamma.strata.product.SecurityQuantityTrade
Gets the price that was traded.
getPrice() - Method in class com.opengamma.strata.product.SecurityTrade
Gets the price agreed when the trade occurred.
getPrice() - Method in class com.opengamma.strata.product.TradedPrice
Gets the price at which the trade was agreed.
getPriceIndices() - Method in class com.opengamma.strata.pricer.rate.ImmutableRatesProvider
 
getPriceIndices() - Method in interface com.opengamma.strata.pricer.rate.RatesProvider
Gets the set of Price indices that are available.
getPriceInfo() - Method in class com.opengamma.strata.product.etd.EtdContractSpec
Gets the information about the security price.
getPriceInfo() - Method in class com.opengamma.strata.product.SecurityInfo
Gets the information about the security price.
getPricer() - Method in class com.opengamma.strata.pricer.credit.SpreadSensitivityCalculator
Gets the pricer.
getProbabilityAtLayer(int) - Method in class com.opengamma.strata.pricer.fxopt.RecombiningTrinomialTreeData
Obtains the transition probability values at the i-th time layer.
getProduct() - Method in class com.opengamma.strata.product.bond.BillPosition
Gets the bill that was traded.
getProduct() - Method in class com.opengamma.strata.product.bond.BillTrade
Gets the bill that was traded.
getProduct() - Method in class com.opengamma.strata.product.bond.BondFutureOptionPosition
Gets the option that was traded.
getProduct() - Method in class com.opengamma.strata.product.bond.BondFutureOptionTrade
Gets the option that was traded.
getProduct() - Method in class com.opengamma.strata.product.bond.BondFuturePosition
Gets the future that was traded.
getProduct() - Method in class com.opengamma.strata.product.bond.BondFutureTrade
Gets the future that was traded.
getProduct() - Method in class com.opengamma.strata.product.bond.CapitalIndexedBondPosition
Gets the bond that was traded.
getProduct() - Method in class com.opengamma.strata.product.bond.CapitalIndexedBondTrade
Gets the bond that was traded.
getProduct() - Method in class com.opengamma.strata.product.bond.FixedCouponBondPosition
Gets the bond that was traded.
getProduct() - Method in class com.opengamma.strata.product.bond.FixedCouponBondTrade
Gets the bond that was traded.
getProduct() - Method in class com.opengamma.strata.product.bond.ResolvedBillTrade
Gets the resolved bill product.
getProduct() - Method in class com.opengamma.strata.product.bond.ResolvedBondFutureOptionTrade
Gets the option that was traded.
getProduct() - Method in class com.opengamma.strata.product.bond.ResolvedBondFutureTrade
Gets the future that was traded.
getProduct() - Method in class com.opengamma.strata.product.bond.ResolvedCapitalIndexedBondTrade
Gets the resolved capital indexed bond product.
getProduct() - Method in class com.opengamma.strata.product.bond.ResolvedFixedCouponBondTrade
Gets the resolved fixed coupon bond product.
getProduct() - Method in class com.opengamma.strata.product.capfloor.IborCapFloorTrade
Gets the cap/floor product that was agreed when the trade occurred.
getProduct() - Method in class com.opengamma.strata.product.capfloor.ResolvedIborCapFloorTrade
Gets the resolved Ibor cap/floor product.
getProduct() - Method in class com.opengamma.strata.product.cms.CmsTrade
Gets the CMS product that was agreed when the trade occurred.
getProduct() - Method in class com.opengamma.strata.product.cms.ResolvedCmsTrade
Gets the resolved CMS product.
getProduct() - Method in class com.opengamma.strata.product.credit.CdsIndexTrade
Gets the CDS index product that was agreed when the trade occurred.
getProduct() - Method in class com.opengamma.strata.product.credit.CdsTrade
Gets the CDS product that was agreed when the trade occurred.
getProduct() - Method in class com.opengamma.strata.product.credit.ResolvedCdsIndexTrade
Gets the resolved CDS index product.
getProduct() - Method in class com.opengamma.strata.product.credit.ResolvedCdsTrade
Gets the resolved CDS product.
getProduct() - Method in class com.opengamma.strata.product.deposit.IborFixingDepositTrade
Gets the Ibor fixing deposit product that was agreed when the trade occurred.
getProduct() - Method in class com.opengamma.strata.product.deposit.ResolvedIborFixingDepositTrade
Gets the resolved Ibor Fixing Deposit product.
getProduct() - Method in class com.opengamma.strata.product.deposit.ResolvedTermDepositTrade
Gets the resolved Term Deposit product.
getProduct() - Method in class com.opengamma.strata.product.deposit.TermDepositTrade
Gets the term deposit product that was agreed when the trade occurred.
getProduct() - Method in class com.opengamma.strata.product.dsf.DsfPosition
Gets the DSF that was traded.
getProduct() - Method in class com.opengamma.strata.product.dsf.DsfTrade
Gets the future that was traded.
getProduct() - Method in class com.opengamma.strata.product.dsf.ResolvedDsfTrade
Gets the future that was traded.
getProduct() - Method in class com.opengamma.strata.product.fra.FraTrade
Gets the FRA product that was agreed when the trade occurred.
getProduct() - Method in class com.opengamma.strata.product.fra.ResolvedFraTrade
Gets the resolved FRA product.
getProduct() - Method in class com.opengamma.strata.product.fx.FxNdfTrade
Gets the product that was agreed when the trade occurred.
getProduct() - Method in class com.opengamma.strata.product.fx.FxSingleTrade
Gets the product that was agreed when the trade occurred.
getProduct() - Method in class com.opengamma.strata.product.fx.FxSwapTrade
Gets the FX swap product that was agreed when the trade occurred.
getProduct() - Method in interface com.opengamma.strata.product.fx.FxTrade
 
getProduct() - Method in class com.opengamma.strata.product.fx.ResolvedFxNdfTrade
Gets the resolved Non-Deliverable Forward (NDF) product.
getProduct() - Method in class com.opengamma.strata.product.fx.ResolvedFxSingleTrade
Gets the resolved single FX product.
getProduct() - Method in class com.opengamma.strata.product.fx.ResolvedFxSwapTrade
Gets the resolved FX swap product.
getProduct() - Method in class com.opengamma.strata.product.fxopt.FxSingleBarrierOptionTrade
Gets the FX option product that was agreed when the trade occurred.
getProduct() - Method in class com.opengamma.strata.product.fxopt.FxVanillaOptionTrade
Gets the FX option product that was agreed when the trade occurred.
getProduct() - Method in class com.opengamma.strata.product.fxopt.ResolvedFxSingleBarrierOptionTrade
Gets the resolved barrier FX option product.
getProduct() - Method in class com.opengamma.strata.product.fxopt.ResolvedFxVanillaOptionTrade
Gets the resolved vanilla FX option product.
getProduct() - Method in class com.opengamma.strata.product.GenericSecurityPosition
 
getProduct() - Method in class com.opengamma.strata.product.GenericSecurityTrade
 
getProduct() - Method in class com.opengamma.strata.product.index.IborFutureOptionPosition
Gets the option that was traded.
getProduct() - Method in class com.opengamma.strata.product.index.IborFutureOptionTrade
Gets the option that was traded.
getProduct() - Method in class com.opengamma.strata.product.index.IborFuturePosition
Gets the future that was traded.
getProduct() - Method in class com.opengamma.strata.product.index.IborFutureTrade
Gets the future that was traded.
getProduct() - Method in class com.opengamma.strata.product.index.OvernightFuturePosition
Gets the future that was traded.
getProduct() - Method in class com.opengamma.strata.product.index.OvernightFutureTrade
Gets the future that was traded.
getProduct() - Method in class com.opengamma.strata.product.index.ResolvedIborFutureOptionTrade
Gets the option that was traded.
getProduct() - Method in class com.opengamma.strata.product.index.ResolvedIborFutureTrade
Gets the future that was traded.
getProduct() - Method in class com.opengamma.strata.product.index.ResolvedOvernightFutureTrade
Gets the future that was traded.
getProduct() - Method in class com.opengamma.strata.product.payment.BulletPaymentTrade
Gets the product that was agreed when the trade occurred.
getProduct() - Method in class com.opengamma.strata.product.payment.ResolvedBulletPaymentTrade
Gets the resolved bullet payment product.
getProduct() - Method in interface com.opengamma.strata.product.ProductTrade
Gets the underlying product that was agreed when the trade occurred.
getProduct() - Method in interface com.opengamma.strata.product.ResolvedTrade
Gets the underlying product that was agreed when the trade occurred.
getProduct() - Method in interface com.opengamma.strata.product.SecuritizedProductPortfolioItem
Gets the product of the security that was traded.
getProduct() - Method in class com.opengamma.strata.product.swap.ResolvedSwapTrade
Gets the resolved Swap product.
getProduct() - Method in class com.opengamma.strata.product.swap.SwapTrade
Gets the swap product that was agreed when the trade occurred.
getProduct() - Method in class com.opengamma.strata.product.swaption.ResolvedSwaptionTrade
Gets the resolved Swaption product.
getProduct() - Method in class com.opengamma.strata.product.swaption.SwaptionTrade
Gets the swaption product that was agreed when the trade occurred.
getProductPricer() - Method in class com.opengamma.strata.pricer.fra.DiscountingFraTradePricer
Gets the underlying product pricer.
getProductPricer() - Method in class com.opengamma.strata.pricer.swap.DiscountingSwapTradePricer
Gets the underlying product pricer.
getProductType() - Method in class com.opengamma.strata.product.PortfolioItemSummary
Gets the type of the product.
getProperties() - Method in class com.opengamma.strata.collect.io.PropertiesFile
Gets all the key-value properties of this file.
getProtectionEndDate() - Method in class com.opengamma.strata.product.credit.ResolvedCds
Gets the protection end date.
getProtectionEndDate() - Method in class com.opengamma.strata.product.credit.ResolvedCdsIndex
Gets the protection end date.
getProtectionStart() - Method in class com.opengamma.strata.product.credit.Cds
Gets the protection start of the day.
getProtectionStart() - Method in class com.opengamma.strata.product.credit.CdsIndex
Gets the protection start of the day.
getProtectionStart() - Method in class com.opengamma.strata.product.credit.ResolvedCds
Gets the protection start of the day.
getProtectionStart() - Method in class com.opengamma.strata.product.credit.ResolvedCdsIndex
Gets the protection start of the day.
getProtectionStart() - Method in class com.opengamma.strata.product.credit.type.ImmutableCdsConvention
Gets the protection start of the day.
getPublicationDate() - Method in class com.opengamma.strata.basics.index.OvernightIndexObservation
Gets the date that the rate implied by the fixing date is published.
getPublicationDateOffset() - Method in class com.opengamma.strata.basics.index.ImmutableOvernightIndex
Gets the number of days to add to the fixing date to obtain the publication date.
getPublicationDateOffset() - Method in interface com.opengamma.strata.basics.index.OvernightIndex
Gets the number of days to add to the fixing date to obtain the publication date.
getPublicationFrequency() - Method in class com.opengamma.strata.basics.index.ImmutablePriceIndex
Gets the publication frequency of the index.
getPublicationFrequency() - Method in interface com.opengamma.strata.basics.index.PriceIndex
Gets the frequency that the index is published.
getPutCall() - Method in class com.opengamma.strata.product.bond.BondFutureOption
Gets whether the option is put or call.
getPutCall() - Method in class com.opengamma.strata.product.bond.BondFutureOptionSecurity
Gets whether the option is put or call.
getPutCall() - Method in class com.opengamma.strata.product.bond.ResolvedBondFutureOption
Gets whether the option is put or call.
getPutCall() - Method in class com.opengamma.strata.product.capfloor.IborCapletFloorletPeriod
Gets put or call.
getPutCall() - Method in class com.opengamma.strata.product.etd.EtdOptionSecurity
Gets whether the option is a put or call.
getPutCall() - Method in class com.opengamma.strata.product.fxopt.ResolvedFxVanillaOption
Returns the put/call flag.
getPutCall() - Method in class com.opengamma.strata.product.index.IborFutureOption
Gets whether the option is put or call.
getPutCall() - Method in class com.opengamma.strata.product.index.IborFutureOptionSecurity
Gets whether the option is put or call.
getPutCall() - Method in class com.opengamma.strata.product.index.ResolvedIborFutureOption
Gets whether the option is put or call.
getQuantity() - Method in class com.opengamma.strata.product.bond.BillPosition
 
getQuantity() - Method in class com.opengamma.strata.product.bond.BillTrade
Gets the quantity that was traded.
getQuantity() - Method in class com.opengamma.strata.product.bond.BondFutureOptionPosition
 
getQuantity() - Method in class com.opengamma.strata.product.bond.BondFutureOptionTrade
Gets the quantity that was traded.
getQuantity() - Method in class com.opengamma.strata.product.bond.BondFuturePosition
 
getQuantity() - Method in class com.opengamma.strata.product.bond.BondFutureTrade
Gets the quantity that was traded.
getQuantity() - Method in class com.opengamma.strata.product.bond.CapitalIndexedBondPosition
 
getQuantity() - Method in class com.opengamma.strata.product.bond.CapitalIndexedBondTrade
Gets the quantity that was traded.
getQuantity() - Method in class com.opengamma.strata.product.bond.FixedCouponBondPosition
 
getQuantity() - Method in class com.opengamma.strata.product.bond.FixedCouponBondTrade
Gets the quantity that was traded.
getQuantity() - Method in class com.opengamma.strata.product.bond.ResolvedBillTrade
Gets the quantity, indicating the number of bond contracts in the trade.
getQuantity() - Method in class com.opengamma.strata.product.bond.ResolvedBondFutureOptionTrade
Gets the quantity that was traded.
getQuantity() - Method in class com.opengamma.strata.product.bond.ResolvedBondFutureTrade
Gets the quantity that was traded.
getQuantity() - Method in class com.opengamma.strata.product.bond.ResolvedCapitalIndexedBondTrade
Gets the quantity, indicating the number of bond contracts in the trade.
getQuantity() - Method in class com.opengamma.strata.product.bond.ResolvedFixedCouponBondTrade
Gets the quantity, indicating the number of bond contracts in the trade.
getQuantity() - Method in class com.opengamma.strata.product.dsf.DsfPosition
 
getQuantity() - Method in class com.opengamma.strata.product.dsf.DsfTrade
Gets the quantity that was traded.
getQuantity() - Method in class com.opengamma.strata.product.dsf.ResolvedDsfTrade
Gets the quantity that was traded.
getQuantity() - Method in class com.opengamma.strata.product.etd.EtdFuturePosition
Gets the net quantity of the security.
getQuantity() - Method in class com.opengamma.strata.product.etd.EtdFutureTrade
Gets the quantity that was traded.
getQuantity() - Method in class com.opengamma.strata.product.etd.EtdOptionPosition
Gets the net quantity of the security.
getQuantity() - Method in class com.opengamma.strata.product.etd.EtdOptionTrade
Gets the quantity that was traded.
getQuantity() - Method in interface com.opengamma.strata.product.etd.EtdPosition
Gets the net quantity of the security.
getQuantity() - Method in class com.opengamma.strata.product.GenericSecurityPosition
 
getQuantity() - Method in class com.opengamma.strata.product.GenericSecurityTrade
Gets the quantity that was traded.
getQuantity() - Method in class com.opengamma.strata.product.index.IborFutureOptionPosition
 
getQuantity() - Method in class com.opengamma.strata.product.index.IborFutureOptionTrade
Gets the quantity that was traded.
getQuantity() - Method in class com.opengamma.strata.product.index.IborFuturePosition
 
getQuantity() - Method in class com.opengamma.strata.product.index.IborFutureTrade
Gets the quantity that was traded.
getQuantity() - Method in class com.opengamma.strata.product.index.OvernightFuturePosition
 
getQuantity() - Method in class com.opengamma.strata.product.index.OvernightFutureTrade
Gets the quantity that was traded.
getQuantity() - Method in class com.opengamma.strata.product.index.ResolvedIborFutureOptionTrade
Gets the quantity that was traded.
getQuantity() - Method in class com.opengamma.strata.product.index.ResolvedIborFutureTrade
Gets the quantity that was traded.
getQuantity() - Method in class com.opengamma.strata.product.index.ResolvedOvernightFutureTrade
Gets the quantity that was traded.
getQuantity() - Method in interface com.opengamma.strata.product.Position
Gets the net quantity of the security.
getQuantity() - Method in class com.opengamma.strata.product.SecurityPosition
Gets the net quantity of the security.
getQuantity() - Method in interface com.opengamma.strata.product.SecurityQuantity
Gets the quantity of the security.
getQuantity() - Method in class com.opengamma.strata.product.SecurityTrade
Gets the quantity that was traded.
getQueryType() - Method in class com.opengamma.strata.measure.calc.TargetTypeCalculationParameter
Gets the parameter query type.
getQueryType() - Method in class com.opengamma.strata.measure.calc.TradeCounterpartyCalculationParameter
Gets the parameter query type.
getQuote() - Method in class com.opengamma.strata.product.credit.CdsCalibrationTrade
Gets the CDS quote.
getQuote() - Method in class com.opengamma.strata.product.credit.CdsIndexCalibrationTrade
Gets the CDS index quote.
getQuoteConvention() - Method in class com.opengamma.strata.market.curve.node.CdsIndexIsdaCreditCurveNode
Gets the market quote convention.
getQuoteConvention() - Method in class com.opengamma.strata.market.curve.node.CdsIsdaCreditCurveNode
Gets the market quote convention.
getQuoteConvention() - Method in class com.opengamma.strata.product.credit.CdsQuote
Gets the CDS quote convention.
getQuotedValue() - Method in class com.opengamma.strata.product.credit.CdsQuote
Gets the quoted value.
getQuoteId() - Method in class com.opengamma.strata.market.observable.Quote
Gets the identifier of the quoted value.
getQuoteId() - Method in class com.opengamma.strata.measure.fxopt.FxOptionVolatilitiesNode
Gets the quote ID.
getQuotes() - Method in class com.opengamma.strata.market.observable.QuoteScenarioArray
Gets the values of the quotes.
getQuoteValueType() - Method in class com.opengamma.strata.measure.fxopt.FxOptionVolatilitiesNode
Gets the value type of the quote.
getRate() - Method in class com.opengamma.strata.product.deposit.ResolvedTermDeposit
Gets the fixed rate of interest.
getRate() - Method in class com.opengamma.strata.product.deposit.TermDeposit
Gets the fixed interest rate to be paid.
getRate() - Method in class com.opengamma.strata.product.rate.FixedRateComputation
Gets the fixed rate to be paid.
getRate() - Method in class com.opengamma.strata.product.swap.FixedRateCalculation
Gets the interest rate to be paid.
getRateCalculation() - Method in class com.opengamma.strata.product.bond.CapitalIndexedBond
Gets the inflation rate calculation.
getRateCalculation() - Method in class com.opengamma.strata.product.bond.CapitalIndexedBondSecurity
Gets the inflation rate calculation.
getRateCalculation() - Method in class com.opengamma.strata.product.bond.ResolvedCapitalIndexedBond
Gets the inflation rate calculation.
getRateComputation() - Method in class com.opengamma.strata.product.bond.CapitalIndexedBondPaymentPeriod
Gets the rate to be computed.
getRateComputation() - Method in class com.opengamma.strata.product.swap.RateAccrualPeriod
Gets the rate to be computed.
getRateComputationFn() - Method in class com.opengamma.strata.pricer.bond.DiscountingCapitalIndexedBondPaymentPeriodPricer
Obtains the rate computation function.
getRateCutOffDays() - Method in class com.opengamma.strata.product.rate.OvernightAveragedRateComputation
Gets the number of business days before the end of the period that the rate is cut off.
getRateCutOffDays() - Method in class com.opengamma.strata.product.rate.OvernightCompoundedRateComputation
Gets the number of business days before the end of the period that the rate is cut off.
getRateCutOffDays() - Method in class com.opengamma.strata.product.swap.OvernightRateCalculation
Gets the number of business days before the end of the period that the rate is cut off, defaulted to zero.
getRateCutOffDays() - Method in class com.opengamma.strata.product.swap.type.OvernightRateSwapLegConvention
Gets the number of business days before the end of the period that the rate is cut off, defaulted to zero.
getRateDigits() - Method in class com.opengamma.strata.basics.currency.CurrencyPair
Gets the number of digits in the rate.
getRateId() - Method in class com.opengamma.strata.market.curve.node.FixedIborSwapCurveNode
Gets the identifier of the market data value that provides the rate.
getRateId() - Method in class com.opengamma.strata.market.curve.node.FixedInflationSwapCurveNode
Gets the identifier of the market data value that provides the rate.
getRateId() - Method in class com.opengamma.strata.market.curve.node.FixedOvernightSwapCurveNode
Gets the identifier of the market data value that provides the rate.
getRateId() - Method in class com.opengamma.strata.market.curve.node.FraCurveNode
Gets the identifier of the market data value that provides the rate.
getRateId() - Method in class com.opengamma.strata.market.curve.node.IborFixingDepositCurveNode
Gets the identifier of the market data value that provides the rate.
getRateId() - Method in class com.opengamma.strata.market.curve.node.IborFutureCurveNode
Gets the identifier of the market data value which provides the price.
getRateId() - Method in class com.opengamma.strata.market.curve.node.IborIborSwapCurveNode
Gets the identifier of the market data value that provides the rate.
getRateId() - Method in class com.opengamma.strata.market.curve.node.OvernightIborSwapCurveNode
Gets the identifier of the market data value that provides the rate.
getRateId() - Method in class com.opengamma.strata.market.curve.node.TermDepositCurveNode
Gets the identifier of the market data value that provides the rate.
getRateId() - Method in class com.opengamma.strata.market.curve.node.ThreeLegBasisSwapCurveNode
Gets the identifier of the market data value that provides the rate.
getRates() - Method in class com.opengamma.strata.basics.currency.FxMatrix
Gets the matrix with all the exchange rates.
getRealCoupon() - Method in class com.opengamma.strata.product.bond.CapitalIndexedBondPaymentPeriod
Gets the rate of real coupon.
getReason() - Method in class com.opengamma.strata.collect.result.Failure
Gets the reason associated with the failure.
getReason() - Method in class com.opengamma.strata.collect.result.FailureItem
Gets the reason associated with the failure.
getRebate() - Method in class com.opengamma.strata.product.fxopt.FxSingleBarrierOption
Gets for a 'out' option, the amount is paid when the barrier is reached; for a 'in' option, the amount is paid at expiry if the barrier is not reached.
getRebate() - Method in class com.opengamma.strata.product.fxopt.ResolvedFxSingleBarrierOption
Gets for a 'out' option, the amount is paid when the barrier is reached; for a 'in' option, the amount is paid at expiry if the barrier is not reached.
getReceiveCurrencyAmount() - Method in class com.opengamma.strata.product.fx.FxSingle
Gets the currency amount in which the amount is received.
getReceiveCurrencyAmount() - Method in class com.opengamma.strata.product.fx.ResolvedFxSingle
Gets the currency amount in which the amount is received.
getReceiveLeg() - Method in class com.opengamma.strata.product.swap.ResolvedSwap
Gets the first receive leg of the swap.
getReceiveLeg() - Method in class com.opengamma.strata.product.swap.Swap
Gets the first receive leg of the swap.
getRecoveryRate() - Method in class com.opengamma.strata.pricer.credit.ConstantRecoveryRates
Gets the recovery rate.
getReferenceCounterCurrency() - Method in class com.opengamma.strata.pricer.fx.FxForwardSensitivity
Gets the currency counter to the reference currency.
getReferenceCurrency() - Method in class com.opengamma.strata.pricer.fx.FxForwardSensitivity
Gets the reference currency.
getReferenceCurrency() - Method in class com.opengamma.strata.pricer.fx.FxIndexSensitivity
Gets the reference currency.
getReferenceCurrency() - Method in class com.opengamma.strata.product.swap.FxReset
Gets the currency of the notional amount defined in the contract.
getReferenceCurrency() - Method in class com.opengamma.strata.product.swap.FxResetCalculation
Gets the currency of the notional amount defined in the contract.
getReferenceCurrency() - Method in class com.opengamma.strata.product.swap.FxResetNotionalExchange
Gets the reference currency, as defined in the contract.
getReferenceData() - Method in interface com.opengamma.strata.loader.csv.PositionCsvInfoResolver
Gets the reference data being used.
getReferenceData() - Method in interface com.opengamma.strata.loader.csv.TradeCsvInfoResolver
Gets the reference data being used.
getReferenceData() - Method in class com.opengamma.strata.loader.fpml.FpmlDocument
Gets the reference data.
getReferenceData() - Method in class com.opengamma.strata.report.ReportCalculationResults
Gets the reference data.
getReferenceDataType() - Method in class com.opengamma.strata.basics.date.HolidayCalendarId
Gets the type of data this identifier refers to.
getReferenceDataType() - Method in interface com.opengamma.strata.basics.ReferenceDataId
Gets the type of data this identifier refers to.
getReferenceDataType() - Method in class com.opengamma.strata.product.etd.EtdContractSpecId
Gets the type of data this identifier refers to.
getReferenceDataType() - Method in class com.opengamma.strata.product.LegalEntityId
Gets the type of data this identifier refers to.
getReferenceDataType() - Method in class com.opengamma.strata.product.SecurityId
Gets the type of data this identifier refers to.
getReferenceDate() - Method in class com.opengamma.strata.pricer.fx.FxForwardSensitivity
Gets the date to query the rate for.
getReferences() - Method in class com.opengamma.strata.collect.io.XmlFile
Gets the reference map of id to element.
getReferences() - Method in class com.opengamma.strata.loader.fpml.FpmlDocument
Gets the map of href/id references.
getRegion() - Method in class com.opengamma.strata.basics.index.ImmutablePriceIndex
Gets the region of the index.
getRegion() - Method in interface com.opengamma.strata.basics.index.PriceIndex
Gets the region that the index is defined for.
getRegularPeriods() - Method in class com.opengamma.strata.basics.schedule.Schedule
Gets the regular schedule periods.
getRelativeTolerance() - Method in class com.opengamma.strata.measure.curve.RootFinderConfig
Gets the relative tolerance for the root finder.
getRemainingTokens() - Method in class com.opengamma.strata.report.framework.expression.EvaluationResult
Returns the tokens remaining in the expression after evaluation.
getRepoCurveGroups() - Method in class com.opengamma.strata.pricer.bond.ImmutableLegalEntityDiscountingProvider
Gets the groups used to find a repo curve by legal entity.
getRepoCurves() - Method in class com.opengamma.strata.market.curve.LegalEntityCurveGroup
Gets the repo curves in the curve group, keyed by repo group and currency.
getRepoCurves() - Method in class com.opengamma.strata.pricer.bond.ImmutableLegalEntityDiscountingProvider
Gets the repo curves, keyed by group and currency.
getRepoCurveSecurityGroups() - Method in class com.opengamma.strata.pricer.bond.ImmutableLegalEntityDiscountingProvider
Gets the groups used to find a repo curve by security.
getRepoGroup() - Method in class com.opengamma.strata.pricer.bond.RepoCurveDiscountFactors
Gets the repo group.
getRepoGroup() - Method in class com.opengamma.strata.pricer.bond.RepoCurveZeroRateSensitivity
Gets the repo group.
getReportingCurrency() - Method in class com.opengamma.strata.calc.CalculationRules
Gets the reporting currency, used to control currency conversion.
getReportingCurrency() - Method in class com.opengamma.strata.calc.Column
Gets the reporting currency, used to control currency conversion, optional.
getReportingCurrency() - Method in class com.opengamma.strata.calc.runner.CalculationTaskCell
Gets the reporting currency.
getReportType() - Method in class com.opengamma.strata.report.cashflow.CashFlowReportTemplateIniLoader
 
getReportType() - Method in interface com.opengamma.strata.report.ReportTemplateIniLoader
Gets the type of report handled by this loader.
getReportType() - Method in class com.opengamma.strata.report.trade.TradeReportTemplateIniLoader
 
getResetFrequency() - Method in class com.opengamma.strata.product.swap.ResetSchedule
Gets the periodic frequency of reset dates.
getResetMethod() - Method in class com.opengamma.strata.product.swap.ResetSchedule
Gets the rate reset method, defaulted to 'Unweighted'.
getResetPeriods() - Method in class com.opengamma.strata.product.swap.IborRateCalculation
Gets the reset schedule, used when averaging rates, optional.
getResult(Class<T>) - Method in class com.opengamma.strata.calc.runner.CalculationResult
Gets the result of the calculation, casting the result to a known type.
getResult() - Method in class com.opengamma.strata.calc.runner.CalculationResult
Gets the result of the calculation.
getResult() - Method in class com.opengamma.strata.report.framework.expression.EvaluationResult
Returns the result of evaluating the expression against the object.
getResultCalendar() - Method in class com.opengamma.strata.basics.date.DaysAdjustment
Gets the holiday calendar that will be applied to the result.
getRhoCurve() - Method in class com.opengamma.strata.pricer.capfloor.SabrIborCapletFloorletVolatilityBootstrapDefinition
Gets the rho (correlation) curve.
getRhoCurve() - Method in class com.opengamma.strata.pricer.capfloor.SabrIborCapletFloorletVolatilityCalibrationDefinition
Gets the rho (correlation) curve.
getRhoCurve() - Method in class com.opengamma.strata.pricer.model.SabrParameters
Gets the rho (correlation) curve.
getRhoSurface() - Method in class com.opengamma.strata.pricer.model.SabrInterestRateParameters
Gets the rho (correlation) surface.
getRollConvention() - Method in class com.opengamma.strata.basics.schedule.PeriodicSchedule
Gets the optional convention defining how to roll dates.
getRollConvention() - Method in class com.opengamma.strata.basics.schedule.Schedule
Gets the roll convention used when building the schedule.
getRollConvention() - Method in class com.opengamma.strata.product.bond.ResolvedCapitalIndexedBond
Gets the roll convention of the bond payments.
getRollConvention() - Method in class com.opengamma.strata.product.bond.ResolvedFixedCouponBond
Gets the roll convention of the bond payments.
getRollConvention() - Method in class com.opengamma.strata.product.credit.type.ImmutableCdsConvention
Gets the convention defining how to roll dates, optional with defaulting getter.
getRollConvention() - Method in class com.opengamma.strata.product.swap.type.FixedRateSwapLegConvention
Gets the convention defining how to roll dates, providing a default result if no override specified.
getRollConvention() - Method in class com.opengamma.strata.product.swap.type.IborRateSwapLegConvention
Gets the convention defining how to roll dates, providing a default result if no override specified.
getRollConvention() - Method in class com.opengamma.strata.product.swap.type.OvernightRateSwapLegConvention
Gets the convention defining how to roll dates, providing a default result if no override specified.
getRoot() - Method in class com.opengamma.strata.collect.io.XmlFile
Gets the root element of this file.
getRounding() - Method in class com.opengamma.strata.product.bond.BondFuture
Gets the definition of how to round the futures price, defaulted to no rounding.
getRounding() - Method in class com.opengamma.strata.product.bond.BondFutureOption
Gets the definition of how to round the option price, defaulted to no rounding.
getRounding() - Method in class com.opengamma.strata.product.bond.BondFutureOptionSecurity
Gets the definition of how to round the option price, defaulted to no rounding.
getRounding() - Method in class com.opengamma.strata.product.bond.BondFutureSecurity
Gets the definition of how to round the futures price, defaulted to no rounding.
getRounding() - Method in class com.opengamma.strata.product.bond.ResolvedBondFuture
Gets the definition of how to round the futures price, defaulted to no rounding.
getRounding() - Method in class com.opengamma.strata.product.bond.ResolvedBondFutureOption
Gets the definition of how to round the option price, defaulted to no rounding.
getRounding() - Method in class com.opengamma.strata.product.index.IborFuture
Gets the definition of how to round the futures price, defaulted to no rounding.
getRounding() - Method in class com.opengamma.strata.product.index.IborFutureOption
Gets the definition of how to round the option price, defaulted to no rounding.
getRounding() - Method in class com.opengamma.strata.product.index.IborFutureOptionSecurity
Gets the definition of how to round the option price, defaulted to no rounding.
getRounding() - Method in class com.opengamma.strata.product.index.IborFutureSecurity
Gets the definition of how to round the futures price, defaulted to no rounding.
getRounding() - Method in class com.opengamma.strata.product.index.OvernightFuture
Gets the definition of how to round the futures price, defaulted to no rounding.
getRounding() - Method in class com.opengamma.strata.product.index.OvernightFutureSecurity
Gets the definition of how to round the futures price, defaulted to no rounding.
getRounding() - Method in class com.opengamma.strata.product.index.ResolvedIborFuture
Gets the definition of how to round the futures price, defaulted to no rounding.
getRounding() - Method in class com.opengamma.strata.product.index.ResolvedIborFutureOption
Gets the definition of how to round the option price, defaulted to no rounding.
getRounding() - Method in class com.opengamma.strata.product.index.ResolvedOvernightFuture
Gets the definition of how to round the futures price, defaulted to no rounding.
getRowCount() - Method in class com.opengamma.strata.calc.Results
Gets the number of rows in the results.
getRowCount() - Method in class com.opengamma.strata.report.cashflow.CashFlowReport
 
getRowCount() - Method in interface com.opengamma.strata.report.Report
Gets the number of rows in the report table.
getRowCount() - Method in class com.opengamma.strata.report.trade.TradeReport
 
getRowIndex() - Method in class com.opengamma.strata.calc.runner.CalculationResult
Gets the row index of the value in the results grid.
getRowIndex() - Method in class com.opengamma.strata.calc.runner.CalculationTask
Gets the index of the row in the grid of results.
getRowIndex() - Method in class com.opengamma.strata.calc.runner.CalculationTaskCell
Gets the row index of the cell in the results grid.
getRunInstant() - Method in class com.opengamma.strata.report.cashflow.CashFlowReport
Gets the instant at which the report was run.
getRunInstant() - Method in interface com.opengamma.strata.report.Report
Gets the instant at which the report was run, which is independent of the valuation date.
getRunInstant() - Method in class com.opengamma.strata.report.trade.TradeReport
Gets the instant at which the report was run.
getSabrVolatilityFormula() - Method in class com.opengamma.strata.pricer.capfloor.SabrIborCapletFloorletVolatilityBootstrapDefinition
Gets the SABR formula.
getSabrVolatilityFormula() - Method in class com.opengamma.strata.pricer.capfloor.SabrIborCapletFloorletVolatilityCalibrationDefinition
Gets the SABR formula.
getSabrVolatilityFormula() - Method in class com.opengamma.strata.pricer.model.SabrInterestRateParameters
Gets the SABR volatility formula.
getSabrVolatilityFormula() - Method in class com.opengamma.strata.pricer.model.SabrParameters
Gets the SABR volatility formula.
getScenarioCount() - Method in class com.opengamma.strata.calc.marketdata.BuiltScenarioMarketData
 
getScenarioCount() - Method in class com.opengamma.strata.calc.marketdata.PerturbationMapping
Returns the number of scenarios for which this mapping can generate data.
getScenarioCount() - Method in class com.opengamma.strata.calc.marketdata.ScenarioDefinition
Returns the number of scenarios.
getScenarioCount() - Method in class com.opengamma.strata.data.scenario.CurrencyScenarioArray
 
getScenarioCount() - Method in class com.opengamma.strata.data.scenario.DoubleScenarioArray
 
getScenarioCount() - Method in class com.opengamma.strata.data.scenario.FxRateScenarioArray
 
getScenarioCount() - Method in class com.opengamma.strata.data.scenario.ImmutableScenarioMarketData
Gets the number of scenarios.
getScenarioCount() - Method in interface com.opengamma.strata.data.scenario.MarketDataBox
Gets the number of scenarios for which this box contains data.
getScenarioCount() - Method in class com.opengamma.strata.data.scenario.MultiCurrencyScenarioArray
Returns the number of currency values for each currency.
getScenarioCount() - Method in interface com.opengamma.strata.data.scenario.ScenarioArray
Gets the number of scenarios.
getScenarioCount() - Method in interface com.opengamma.strata.data.scenario.ScenarioFxRateProvider
Gets the number of scenarios.
getScenarioCount() - Method in interface com.opengamma.strata.data.scenario.ScenarioMarketData
Gets the number of scenarios.
getScenarioCount() - Method in interface com.opengamma.strata.data.scenario.ScenarioPerturbation
Returns the number of scenarios for which this perturbation generates data.
getScenarioCount() - Method in class com.opengamma.strata.market.curve.CurveParallelShifts
 
getScenarioCount() - Method in class com.opengamma.strata.market.FxRateShifts
 
getScenarioCount() - Method in class com.opengamma.strata.market.GenericDoubleShifts
 
getScenarioCount() - Method in class com.opengamma.strata.market.observable.QuoteScenarioArray
 
getScenarioCount() - Method in class com.opengamma.strata.market.param.PointShifts
 
getScenarioCount() - Method in interface com.opengamma.strata.measure.bond.BondFutureOptionScenarioMarketData
Gets the number of scenarios.
getScenarioCount() - Method in interface com.opengamma.strata.measure.bond.LegalEntityDiscountingScenarioMarketData
Gets the number of scenarios.
getScenarioCount() - Method in interface com.opengamma.strata.measure.capfloor.IborCapFloorScenarioMarketData
Gets the number of scenarios.
getScenarioCount() - Method in interface com.opengamma.strata.measure.credit.CreditRatesScenarioMarketData
Gets the number of scenarios.
getScenarioCount() - Method in interface com.opengamma.strata.measure.fxopt.FxOptionScenarioMarketData
Gets the number of scenarios.
getScenarioCount() - Method in interface com.opengamma.strata.measure.index.IborFutureOptionScenarioMarketData
Gets the number of scenarios.
getScenarioCount() - Method in interface com.opengamma.strata.measure.rate.RatesScenarioMarketData
Gets the number of scenarios.
getScenarioCount() - Method in interface com.opengamma.strata.measure.swaption.SwaptionScenarioMarketData
Gets the number of scenarios.
getScenarioMarketDataType() - Method in interface com.opengamma.strata.data.scenario.ScenarioMarketDataId
Gets the type of the object containing the market data for all scenarios.
getScenarioMarketDataType() - Method in class com.opengamma.strata.market.observable.QuoteScenarioArrayId
 
getScenarioNames() - Method in class com.opengamma.strata.calc.marketdata.ScenarioDefinition
Gets the names of the scenarios.
getScenarioValue() - Method in interface com.opengamma.strata.data.scenario.MarketDataBox
Gets the market data value containing data for multiple scenarios.
getScenarioValue(ScenarioMarketDataId<T, U>) - Method in interface com.opengamma.strata.data.scenario.ScenarioMarketData
Gets an object containing market data for multiple scenarios.
getScheme() - Method in class com.opengamma.strata.basics.StandardId
Gets the scheme that categorizes the identifier value.
getSeasonality() - Method in class com.opengamma.strata.market.curve.InflationNodalCurve
Gets describes the monthly seasonal adjustments.
getSeasonalityDefinitions() - Method in class com.opengamma.strata.market.curve.RatesCurveGroupDefinition
Gets definitions which specify which seasonality should be used for some price index curves.
getSeasonalityMonthOnMonth() - Method in class com.opengamma.strata.market.curve.SeasonalityDefinition
Gets the month on month adjustment.
getSecond() - Method in class com.opengamma.strata.collect.tuple.DoublesPair
Gets the second element in this pair.
getSecond() - Method in class com.opengamma.strata.collect.tuple.IntDoublePair
Gets the second element in this pair.
getSecond() - Method in class com.opengamma.strata.collect.tuple.LongDoublePair
Gets the second element in this pair.
getSecond() - Method in class com.opengamma.strata.collect.tuple.ObjDoublePair
Gets the second element in this pair.
getSecond() - Method in class com.opengamma.strata.collect.tuple.ObjIntPair
Gets the second element in this pair.
getSecond() - Method in class com.opengamma.strata.collect.tuple.Pair
Gets the second element in this pair.
getSecond() - Method in class com.opengamma.strata.collect.tuple.Triple
Gets the second element in this pair.
getSecurity() - Method in class com.opengamma.strata.product.etd.EtdFuturePosition
Gets the underlying security.
getSecurity() - Method in class com.opengamma.strata.product.etd.EtdFutureTrade
Gets the security that was traded.
getSecurity() - Method in class com.opengamma.strata.product.etd.EtdOptionPosition
Gets the underlying security.
getSecurity() - Method in class com.opengamma.strata.product.etd.EtdOptionTrade
Gets the security that was traded.
getSecurity() - Method in interface com.opengamma.strata.product.etd.EtdPosition
Gets the underlying ETD security.
getSecurity() - Method in class com.opengamma.strata.product.GenericSecurityPosition
Gets the underlying security.
getSecurity() - Method in class com.opengamma.strata.product.GenericSecurityTrade
Gets the security that was traded.
getSecurityId() - Method in class com.opengamma.strata.product.bond.Bill
Gets the security identifier.
getSecurityId() - Method in class com.opengamma.strata.product.bond.BillPosition
 
getSecurityId() - Method in class com.opengamma.strata.product.bond.BondFuture
Gets the security identifier.
getSecurityId() - Method in class com.opengamma.strata.product.bond.BondFutureOption
Gets the security identifier.
getSecurityId() - Method in class com.opengamma.strata.product.bond.BondFutureOptionPosition
 
getSecurityId() - Method in class com.opengamma.strata.product.bond.BondFuturePosition
 
getSecurityId() - Method in class com.opengamma.strata.product.bond.CapitalIndexedBond
Gets the security identifier.
getSecurityId() - Method in class com.opengamma.strata.product.bond.CapitalIndexedBondPosition
 
getSecurityId() - Method in class com.opengamma.strata.product.bond.FixedCouponBond
Gets the security identifier.
getSecurityId() - Method in class com.opengamma.strata.product.bond.FixedCouponBondPosition
 
getSecurityId() - Method in class com.opengamma.strata.product.bond.ResolvedBill
Gets the security identifier.
getSecurityId() - Method in class com.opengamma.strata.product.bond.ResolvedBondFuture
Gets the security identifier.
getSecurityId() - Method in class com.opengamma.strata.product.bond.ResolvedBondFutureOption
Gets the security identifier.
getSecurityId() - Method in class com.opengamma.strata.product.bond.ResolvedCapitalIndexedBond
Gets the security identifier.
getSecurityId() - Method in class com.opengamma.strata.product.bond.ResolvedFixedCouponBond
Gets the security identifier.
getSecurityId() - Method in class com.opengamma.strata.product.dsf.Dsf
Gets the security identifier.
getSecurityId() - Method in class com.opengamma.strata.product.dsf.DsfPosition
 
getSecurityId() - Method in class com.opengamma.strata.product.dsf.ResolvedDsf
Gets the security identifier.
getSecurityId() - Method in class com.opengamma.strata.product.etd.EtdFutureTrade
 
getSecurityId() - Method in class com.opengamma.strata.product.etd.EtdOptionTrade
 
getSecurityId() - Method in interface com.opengamma.strata.product.etd.EtdPosition
Gets the security identifier.
getSecurityId() - Method in interface com.opengamma.strata.product.etd.EtdSecurity
 
getSecurityId() - Method in class com.opengamma.strata.product.GenericSecurity
 
getSecurityId() - Method in class com.opengamma.strata.product.GenericSecurityPosition
 
getSecurityId() - Method in class com.opengamma.strata.product.GenericSecurityTrade
 
getSecurityId() - Method in class com.opengamma.strata.product.index.IborFuture
Gets the security identifier.
getSecurityId() - Method in class com.opengamma.strata.product.index.IborFutureOption
Gets the security identifier.
getSecurityId() - Method in class com.opengamma.strata.product.index.IborFutureOptionPosition
 
getSecurityId() - Method in class com.opengamma.strata.product.index.IborFuturePosition
 
getSecurityId() - Method in class com.opengamma.strata.product.index.OvernightFuture
Gets the security identifier.
getSecurityId() - Method in class com.opengamma.strata.product.index.OvernightFuturePosition
 
getSecurityId() - Method in class com.opengamma.strata.product.index.ResolvedIborFuture
Gets the security identifier.
getSecurityId() - Method in class com.opengamma.strata.product.index.ResolvedIborFutureOption
Gets the security identifier.
getSecurityId() - Method in class com.opengamma.strata.product.index.ResolvedOvernightFuture
Gets the security identifier.
getSecurityId() - Method in interface com.opengamma.strata.product.Position
Gets the identifier of the underlying security.
getSecurityId() - Method in interface com.opengamma.strata.product.SecuritizedProduct
Gets the security identifier.
getSecurityId() - Method in interface com.opengamma.strata.product.SecuritizedProductPortfolioItem
 
getSecurityId() - Method in interface com.opengamma.strata.product.SecuritizedProductPosition
 
getSecurityId() - Method in interface com.opengamma.strata.product.Security
Gets the security identifier.
getSecurityId() - Method in class com.opengamma.strata.product.SecurityPosition
Gets the identifier of the underlying security.
getSecurityId() - Method in interface com.opengamma.strata.product.SecurityQuantity
Gets the security identifier.
getSecurityId() - Method in class com.opengamma.strata.product.SecurityTrade
Gets the identifier of the security that was traded.
getSensitivities() - Method in class com.opengamma.strata.market.param.CrossGammaParameterSensitivities
Gets the parameter sensitivities.
getSensitivities() - Method in class com.opengamma.strata.market.param.CurrencyParameterSensitivities
Gets the parameter sensitivities.
getSensitivities() - Method in class com.opengamma.strata.market.param.UnitParameterSensitivities
Gets the parameter sensitivities.
getSensitivities() - Method in class com.opengamma.strata.market.sensitivity.MutablePointSensitivities
Gets the immutable list of point sensitivities.
getSensitivities() - Method in class com.opengamma.strata.market.sensitivity.PointSensitivities
Gets the point sensitivities.
getSensitivities() - Method in class com.opengamma.strata.pricer.fxopt.SmileAndBucketedSensitivities
Gets the sensitivities.
getSensitivities() - Method in class com.opengamma.strata.pricer.fxopt.VolatilityAndBucketedSensitivities
Gets the sensitivities.
getSensitivity(MarketDataName<?>, Currency) - Method in class com.opengamma.strata.market.param.CrossGammaParameterSensitivities
Gets a single sensitivity instance by name and currency.
getSensitivity(MarketDataName<?>, MarketDataName<?>, Currency) - Method in class com.opengamma.strata.market.param.CrossGammaParameterSensitivities
Gets a single sensitivity instance by names and currency.
getSensitivity(MarketDataName<?>) - Method in class com.opengamma.strata.market.param.CrossGammaParameterSensitivity
Returns the sensitivity to the market data specified by name.
getSensitivity() - Method in class com.opengamma.strata.market.param.CrossGammaParameterSensitivity
Gets the parameter sensitivity values.
getSensitivity(MarketDataName<?>, Currency) - Method in class com.opengamma.strata.market.param.CurrencyParameterSensitivities
Gets a single sensitivity instance by name and currency.
getSensitivity() - Method in class com.opengamma.strata.market.param.CurrencyParameterSensitivity
Gets the parameter sensitivity values.
getSensitivity(MarketDataName<?>) - Method in class com.opengamma.strata.market.param.UnitParameterSensitivities
Gets a single sensitivity instance by name.
getSensitivity() - Method in class com.opengamma.strata.market.param.UnitParameterSensitivity
Gets the parameter sensitivity values.
getSensitivity() - Method in interface com.opengamma.strata.market.sensitivity.PointSensitivity
Gets the point sensitivity value.
getSensitivity() - Method in class com.opengamma.strata.pricer.bond.BondFutureOptionSensitivity
Gets the value of the sensitivity.
getSensitivity() - Method in class com.opengamma.strata.pricer.bond.IssuerCurveZeroRateSensitivity
Gets the value of the sensitivity.
getSensitivity() - Method in class com.opengamma.strata.pricer.bond.RepoCurveZeroRateSensitivity
Gets the value of the sensitivity.
getSensitivity() - Method in class com.opengamma.strata.pricer.capfloor.IborCapletFloorletSabrSensitivity
Gets the value of the sensitivity.
getSensitivity() - Method in class com.opengamma.strata.pricer.capfloor.IborCapletFloorletSensitivity
Gets the value of the sensitivity.
getSensitivity() - Method in class com.opengamma.strata.pricer.credit.CreditCurveZeroRateSensitivity
 
getSensitivity() - Method in class com.opengamma.strata.pricer.fx.FxForwardSensitivity
Gets the value of the sensitivity.
getSensitivity() - Method in class com.opengamma.strata.pricer.fx.FxIndexSensitivity
Gets the value of the sensitivity.
getSensitivity() - Method in class com.opengamma.strata.pricer.fxopt.FxOptionSensitivity
Gets the value of the sensitivity.
getSensitivity() - Method in class com.opengamma.strata.pricer.index.IborFutureOptionSensitivity
Gets the value of the sensitivity.
getSensitivity() - Method in class com.opengamma.strata.pricer.rate.IborRateSensitivity
Gets the value of the sensitivity.
getSensitivity() - Method in class com.opengamma.strata.pricer.rate.InflationRateSensitivity
Gets the value of the sensitivity.
getSensitivity() - Method in class com.opengamma.strata.pricer.rate.OvernightRateSensitivity
Gets the value of the sensitivity.
getSensitivity() - Method in class com.opengamma.strata.pricer.swaption.SwaptionSabrSensitivity
Gets the value of the sensitivity.
getSensitivity() - Method in class com.opengamma.strata.pricer.swaption.SwaptionSensitivity
Gets the value of the sensitivity.
getSensitivity() - Method in class com.opengamma.strata.pricer.ZeroRateSensitivity
Gets the value of the sensitivity.
getSensitivityFunction() - Method in class com.opengamma.strata.market.curve.ParameterizedFunctionalCurve
Gets the parameter sensitivity function.
getSensitivityFunction() - Method in class com.opengamma.strata.market.curve.ParameterizedFunctionalCurveDefinition
Gets the parameter sensitivity function.
getSensitivityType() - Method in class com.opengamma.strata.pricer.capfloor.IborCapletFloorletSabrSensitivity
Gets the type of the sensitivity.
getSensitivityType() - Method in class com.opengamma.strata.pricer.swaption.SwaptionSabrSensitivity
Gets the type of the sensitivity.
getSettlement() - Method in class com.opengamma.strata.product.bond.ResolvedBillTrade
Gets the settlement details of the bill trade.
getSettlement() - Method in class com.opengamma.strata.product.bond.ResolvedCapitalIndexedBondTrade
Gets the settlement details of the bond trade.
getSettlement() - Method in class com.opengamma.strata.product.bond.ResolvedFixedCouponBondTrade
Gets the settlement details of the bond trade.
getSettlementCurrency() - Method in class com.opengamma.strata.product.fx.FxNdf
Gets the settlement currency.
getSettlementCurrency() - Method in class com.opengamma.strata.product.fx.ResolvedFxNdf
Gets the settlement currency.
getSettlementCurrencyNotional() - Method in class com.opengamma.strata.product.fx.FxNdf
Gets the notional amount in the settlement currency, positive if receiving, negative if paying.
getSettlementCurrencyNotional() - Method in class com.opengamma.strata.product.fx.ResolvedFxNdf
Gets the notional amount in the settlement currency, positive if receiving, negative if paying.
getSettlementDate() - Method in class com.opengamma.strata.product.bond.ResolvedCapitalIndexedBondSettlement
Gets the settlement date.
getSettlementDate() - Method in class com.opengamma.strata.product.bond.ResolvedFixedCouponBondSettlement
Gets the settlement date.
getSettlementDate() - Method in class com.opengamma.strata.product.swaption.CashSwaptionSettlement
Gets the settlement date.
getSettlementDate() - Method in class com.opengamma.strata.product.TradeInfo
Gets the settlement date, optional.
getSettlementDateOffset() - Method in class com.opengamma.strata.product.bond.Bill
Gets the number of days between valuation date and settlement date.
getSettlementDateOffset() - Method in class com.opengamma.strata.product.bond.BillSecurity
Gets the number of days between valuation date and settlement date.
getSettlementDateOffset() - Method in class com.opengamma.strata.product.bond.CapitalIndexedBond
Gets the number of days between valuation date and settlement date.
getSettlementDateOffset() - Method in class com.opengamma.strata.product.bond.CapitalIndexedBondSecurity
Gets the number of days between valuation date and settlement date.
getSettlementDateOffset() - Method in class com.opengamma.strata.product.bond.FixedCouponBond
Gets the number of days between valuation date and settlement date.
getSettlementDateOffset() - Method in class com.opengamma.strata.product.bond.FixedCouponBondSecurity
Gets the number of days between valuation date and settlement date.
getSettlementDateOffset() - Method in class com.opengamma.strata.product.bond.ResolvedBill
Gets the number of days between valuation date and settlement date.
getSettlementDateOffset() - Method in class com.opengamma.strata.product.bond.ResolvedCapitalIndexedBond
Gets the number of days between valuation date and settlement date.
getSettlementDateOffset() - Method in class com.opengamma.strata.product.bond.ResolvedFixedCouponBond
Gets the number of days between valuation date and settlement date.
getSettlementDateOffset() - Method in class com.opengamma.strata.product.credit.Cds
Gets the number of days between valuation date and settlement date.
getSettlementDateOffset() - Method in class com.opengamma.strata.product.credit.CdsIndex
Gets the number of days between valuation date and settlement date.
getSettlementDateOffset() - Method in class com.opengamma.strata.product.credit.ResolvedCds
Gets the number of days between valuation date and settlement date.
getSettlementDateOffset() - Method in class com.opengamma.strata.product.credit.ResolvedCdsIndex
Gets the number of days between valuation date and settlement date.
getSettlementDateOffset() - Method in interface com.opengamma.strata.product.credit.type.CdsConvention
Get the number of days between valuation date and settlement date.
getSettlementDateOffset() - Method in class com.opengamma.strata.product.credit.type.ImmutableCdsConvention
Gets the number of days between valuation date and settlement date.
getSettlementNotional() - Method in class com.opengamma.strata.product.fx.ResolvedFxNdf
Gets the settlement notional.
getSettlementType() - Method in class com.opengamma.strata.product.etd.EtdVariant
Gets the optional settlement type, such as 'Cash' or 'Physical', populated for Flex Futures and Flex Options.
getSettlementType() - Method in class com.opengamma.strata.product.swaption.CashSwaptionSettlement
 
getSettlementType() - Method in class com.opengamma.strata.product.swaption.PhysicalSwaptionSettlement
 
getSettlementType() - Method in interface com.opengamma.strata.product.swaption.SwaptionSettlement
Gets the settlement type of swaption.
getShift() - Method in class com.opengamma.strata.pricer.option.RawOptionData
Gets the shift for which the raw data is valid.
getShiftAmount() - Method in class com.opengamma.strata.market.curve.ParallelShiftedCurve
Gets the amount by which y-values are shifted.
getShiftAmount() - Method in class com.opengamma.strata.market.FxRateShifts
Gets the shifts to apply to FxRate.
getShiftAmount() - Method in class com.opengamma.strata.market.GenericDoubleShifts
Gets the shifts to apply to a Double value.
getShiftAmounts() - Method in class com.opengamma.strata.market.curve.CurveParallelShifts
Gets the amount by which the y-values are shifted.
getShiftCurve() - Method in class com.opengamma.strata.pricer.capfloor.DirectIborCapletFloorletVolatilityDefinition
Gets the shift parameter of shifted Black model.
getShiftCurve() - Method in class com.opengamma.strata.pricer.capfloor.SabrIborCapletFloorletVolatilityBootstrapDefinition
Gets the shift curve.
getShiftCurve() - Method in class com.opengamma.strata.pricer.capfloor.SabrIborCapletFloorletVolatilityCalibrationDefinition
Gets the shift curve.
getShiftCurve() - Method in class com.opengamma.strata.pricer.capfloor.ShiftedBlackIborCapletFloorletExpiryStrikeVolatilities
Gets the shift parameter of shifted Black model.
getShiftCurve() - Method in class com.opengamma.strata.pricer.capfloor.SurfaceIborCapletFloorletVolatilityBootstrapDefinition
Gets the shift parameter of shifted Black model.
getShiftCurve() - Method in class com.opengamma.strata.pricer.model.SabrParameters
Gets the shift parameter of shifted SABR model.
getShifts() - Method in class com.opengamma.strata.market.param.PointShifts
Gets the shift to apply to the rates.
getShiftSurface() - Method in class com.opengamma.strata.pricer.model.SabrInterestRateParameters
Gets the shift parameter of shifted SABR model.
getShiftType() - Method in class com.opengamma.strata.market.curve.CurveParallelShifts
Gets the type of shift to apply to the y-values of the curve.
getShiftType() - Method in class com.opengamma.strata.market.curve.ParallelShiftedCurve
Gets the type of shift to apply to the y-values of the curve.
getShiftType() - Method in class com.opengamma.strata.market.FxRateShifts
Gets the type of shift applied to the FX rate.
getShiftType() - Method in class com.opengamma.strata.market.GenericDoubleShifts
Gets the type of shift applied to a Double value.
getShiftType() - Method in class com.opengamma.strata.market.param.PointShifts
Gets the type of shift applied to the parameters.
getShortObservation() - Method in class com.opengamma.strata.product.rate.IborInterpolatedRateComputation
Gets the shorter Ibor index observation.
getShortQuantity() - Method in class com.opengamma.strata.product.bond.BillPosition
Gets the short quantity of the security.
getShortQuantity() - Method in class com.opengamma.strata.product.bond.BondFutureOptionPosition
Gets the short quantity of the security.
getShortQuantity() - Method in class com.opengamma.strata.product.bond.BondFuturePosition
Gets the short quantity of the security.
getShortQuantity() - Method in class com.opengamma.strata.product.bond.CapitalIndexedBondPosition
Gets the short quantity of the security.
getShortQuantity() - Method in class com.opengamma.strata.product.bond.FixedCouponBondPosition
Gets the short quantity of the security.
getShortQuantity() - Method in class com.opengamma.strata.product.dsf.DsfPosition
Gets the short quantity of the security.
getShortQuantity() - Method in class com.opengamma.strata.product.etd.EtdFuturePosition
Gets the short quantity of the security.
getShortQuantity() - Method in class com.opengamma.strata.product.etd.EtdOptionPosition
Gets the short quantity of the security.
getShortQuantity() - Method in interface com.opengamma.strata.product.etd.EtdPosition
Gets the short quantity of the security.
getShortQuantity() - Method in class com.opengamma.strata.product.GenericSecurityPosition
Gets the short quantity of the security.
getShortQuantity() - Method in class com.opengamma.strata.product.index.IborFutureOptionPosition
Gets the short quantity of the security.
getShortQuantity() - Method in class com.opengamma.strata.product.index.IborFuturePosition
Gets the short quantity of the security.
getShortQuantity() - Method in class com.opengamma.strata.product.index.OvernightFuturePosition
Gets the short quantity of the security.
getShortQuantity() - Method in class com.opengamma.strata.product.SecurityPosition
Gets the quantity that was traded.
getSimpleMoneyness() - Method in class com.opengamma.strata.pricer.swaption.SwaptionSurfaceExpirySimpleMoneynessParameterMetadata
Gets the simple moneyness of the surface node.
getSingleValue() - Method in interface com.opengamma.strata.data.scenario.MarketDataBox
Gets the single market data value used for all scenarios if available.
getSize() - Method in class com.opengamma.strata.basics.currency.MultiCurrencyAmountArray
Gets the size of this array.
getSmile() - Method in class com.opengamma.strata.pricer.fxopt.BlackFxOptionSmileVolatilities
Gets the volatility model.
getSmile() - Method in class com.opengamma.strata.pricer.fxopt.SmileAndBucketedSensitivities
Gets the smile.
getSmileCount() - Method in interface com.opengamma.strata.pricer.fxopt.SmileDeltaTermStructure
Gets the number of smiles.
getSpecification() - Method in class com.opengamma.strata.measure.fxopt.FxOptionVolatilitiesDefinition
Gets the FX option volatility specification.
getSpot() - Method in class com.opengamma.strata.pricer.fxopt.RecombiningTrinomialTreeData
Obtains the spot.
getSpotDateOffset() - Method in class com.opengamma.strata.market.curve.DepositIsdaCreditCurveNode
Gets the offset of the start date from the trade date.
getSpotDateOffset() - Method in class com.opengamma.strata.market.curve.SwapIsdaCreditCurveNode
Gets the offset of the start date from the trade date.
getSpotDateOffset() - Method in class com.opengamma.strata.measure.fxopt.FxOptionVolatilitiesNode
Gets the offset of the spot value date from the valuation date.
getSpotDateOffset() - Method in interface com.opengamma.strata.product.deposit.type.IborFixingDepositConvention
Gets the offset of the spot value date from the trade date.
getSpotDateOffset() - Method in class com.opengamma.strata.product.deposit.type.ImmutableIborFixingDepositConvention
Gets the offset of the spot value date from the trade date, providing a default result if no override specified.
getSpotDateOffset() - Method in class com.opengamma.strata.product.deposit.type.ImmutableTermDepositConvention
Gets the offset of the spot value date from the trade date.
getSpotDateOffset() - Method in interface com.opengamma.strata.product.deposit.type.TermDepositConvention
Gets the offset of the spot value date from the trade date.
getSpotDateOffset() - Method in interface com.opengamma.strata.product.fra.type.FraConvention
Gets the offset of the spot value date from the trade date.
getSpotDateOffset() - Method in class com.opengamma.strata.product.fra.type.ImmutableFraConvention
Gets the offset of the spot value date from the trade date, providing a default result if no override specified.
getSpotDateOffset() - Method in interface com.opengamma.strata.product.fx.type.FxSwapConvention
Gets the offset of the spot value date from the trade date.
getSpotDateOffset() - Method in class com.opengamma.strata.product.fx.type.ImmutableFxSwapConvention
Gets the offset of the spot value date from the trade date.
getSpotDateOffset() - Method in class com.opengamma.strata.product.swap.type.ImmutableFixedIborSwapConvention
Gets the offset of the spot value date from the trade date.
getSpotDateOffset() - Method in class com.opengamma.strata.product.swap.type.ImmutableFixedInflationSwapConvention
Gets the offset of the spot value date from the trade date.
getSpotDateOffset() - Method in class com.opengamma.strata.product.swap.type.ImmutableFixedOvernightSwapConvention
Gets the offset of the spot value date from the trade date.
getSpotDateOffset() - Method in class com.opengamma.strata.product.swap.type.ImmutableIborIborSwapConvention
Gets the offset of the spot value date from the trade date.
getSpotDateOffset() - Method in class com.opengamma.strata.product.swap.type.ImmutableOvernightIborSwapConvention
Gets the offset of the spot value date from the trade date.
getSpotDateOffset() - Method in class com.opengamma.strata.product.swap.type.ImmutableThreeLegBasisSwapConvention
Gets the offset of the spot value date from the trade date.
getSpotDateOffset() - Method in class com.opengamma.strata.product.swap.type.ImmutableXCcyIborIborSwapConvention
Gets the offset of the spot value date from the trade date.
getSpotDateOffset() - Method in interface com.opengamma.strata.product.swap.type.SingleCurrencySwapConvention
Gets the offset of the spot value date from the trade date.
getSpotDateOffset() - Method in interface com.opengamma.strata.product.swap.type.XCcyIborIborSwapConvention
Gets the offset of the spot value date from the trade date.
getSpread() - Method in class com.opengamma.strata.market.GenericDoubleShifts
Gets the constant spread.
getSpread() - Method in class com.opengamma.strata.product.swap.IborRateCalculation
Gets the spread rate, with a 5% rate expressed as 0.05, optional.
getSpread() - Method in class com.opengamma.strata.product.swap.OvernightRateCalculation
Gets the spread rate, optional.
getSpread() - Method in class com.opengamma.strata.product.swap.RateAccrualPeriod
Gets the spread rate, defaulted to 0.
getSpreadCurve() - Method in class com.opengamma.strata.market.curve.AddFixedCurve
Gets the spread curve.
getSpreadCurve() - Method in class com.opengamma.strata.market.curve.CombinedCurve
Gets the spread curve.
getSpreadFloatingLeg() - Method in class com.opengamma.strata.product.swap.type.ImmutableThreeLegBasisSwapConvention
Gets the market convention of the floating leg to which the spread leg is added.
getSpreadFloatingLeg() - Method in interface com.opengamma.strata.product.swap.type.ThreeLegBasisSwapConvention
Gets the market convention of the floating leg to which the spread leg is added.
getSpreadId() - Method in class com.opengamma.strata.market.curve.node.XCcyIborIborSwapCurveNode
Gets the identifier of the market data value which provides the spread.
getSpreadLeg() - Method in interface com.opengamma.strata.product.swap.type.IborIborSwapConvention
Gets the market convention of the floating leg that has the spread applied.
getSpreadLeg() - Method in class com.opengamma.strata.product.swap.type.ImmutableIborIborSwapConvention
Gets the market convention of the floating leg that has the spread applied.
getSpreadLeg() - Method in class com.opengamma.strata.product.swap.type.ImmutableThreeLegBasisSwapConvention
Gets the market convention of the fixed leg for the spread.
getSpreadLeg() - Method in class com.opengamma.strata.product.swap.type.ImmutableXCcyIborIborSwapConvention
Gets the market convention of the floating leg that has the spread applied.
getSpreadLeg() - Method in interface com.opengamma.strata.product.swap.type.ThreeLegBasisSwapConvention
Gets the market convention of the spread leg.
getSpreadLeg() - Method in interface com.opengamma.strata.product.swap.type.XCcyIborIborSwapConvention
Gets the market convention of the floating leg that has the spread applied.
getStackTrace() - Method in class com.opengamma.strata.collect.result.FailureItem
Gets stack trace where the failure occurred.
getStandardId() - Method in interface com.opengamma.strata.data.ObservableId
Gets the standard identifier identifying the data.
getStandardId() - Method in class com.opengamma.strata.market.observable.IndexQuoteId
Gets the identifier of the data.
getStandardId() - Method in class com.opengamma.strata.market.observable.QuoteId
Gets the identifier of the data.
getStandardId() - Method in class com.opengamma.strata.product.etd.EtdContractSpecId
Gets the standard two-part identifier.
getStandardId() - Method in class com.opengamma.strata.product.LegalEntityId
Gets the standard two-part identifier.
getStandardId() - Method in class com.opengamma.strata.product.SecurityId
Gets the standard two-part identifier.
getStartDate() - Method in interface com.opengamma.strata.basics.date.DayCount.ScheduleInfo
Gets the start date of the schedule.
getStartDate() - Method in class com.opengamma.strata.basics.schedule.PeriodicSchedule
Gets the start date, which is the start of the first schedule period.
getStartDate() - Method in class com.opengamma.strata.basics.schedule.Schedule
Gets the start date of the schedule.
getStartDate() - Method in class com.opengamma.strata.basics.schedule.SchedulePeriod
Gets the start date of this period, used for financial calculations such as interest accrual.
getStartDate() - Method in interface com.opengamma.strata.product.bond.BondPaymentPeriod
Gets the start date of the period.
getStartDate() - Method in class com.opengamma.strata.product.bond.CapitalIndexedBondPaymentPeriod
Gets the start date of the payment period.
getStartDate() - Method in class com.opengamma.strata.product.bond.FixedCouponBondPaymentPeriod
Gets the start date of the payment period.
getStartDate() - Method in class com.opengamma.strata.product.bond.KnownAmountBondPaymentPeriod
Gets the start date of the payment period.
getStartDate() - Method in class com.opengamma.strata.product.bond.ResolvedCapitalIndexedBond
Gets the start date of the product.
getStartDate() - Method in class com.opengamma.strata.product.bond.ResolvedFixedCouponBond
Gets the start date of the product.
getStartDate() - Method in class com.opengamma.strata.product.capfloor.IborCapFloorLeg
Gets the accrual start date of the leg.
getStartDate() - Method in class com.opengamma.strata.product.capfloor.IborCapletFloorletPeriod
Gets the start date of the payment period.
getStartDate() - Method in class com.opengamma.strata.product.capfloor.ResolvedIborCapFloorLeg
Gets the accrual start date of the leg.
getStartDate() - Method in class com.opengamma.strata.product.cms.CmsLeg
Gets the accrual start date of the leg.
getStartDate() - Method in class com.opengamma.strata.product.cms.CmsPeriod
Gets the start date of the payment period.
getStartDate() - Method in class com.opengamma.strata.product.cms.ResolvedCmsLeg
Gets the start date of the leg.
getStartDate() - Method in class com.opengamma.strata.product.credit.CreditCouponPaymentPeriod
Gets the start date of the accrual period.
getStartDate() - Method in class com.opengamma.strata.product.credit.type.DatesCdsTemplate
Gets the start date.
getStartDate() - Method in class com.opengamma.strata.product.deposit.IborFixingDeposit
Gets the start date of the deposit.
getStartDate() - Method in class com.opengamma.strata.product.deposit.ResolvedIborFixingDeposit
Gets the start date of the deposit.
getStartDate() - Method in class com.opengamma.strata.product.deposit.ResolvedTermDeposit
Gets the start date of the deposit.
getStartDate() - Method in class com.opengamma.strata.product.deposit.TermDeposit
Gets the start date of the deposit.
getStartDate() - Method in class com.opengamma.strata.product.fra.Fra
Gets the start date, which is the effective date of the FRA.
getStartDate() - Method in class com.opengamma.strata.product.fra.ResolvedFra
Gets the start date, which is the effective date of the FRA.
getStartDate() - Method in class com.opengamma.strata.product.index.OvernightFuture
Gets the first date of the rate calculation period.
getStartDate() - Method in class com.opengamma.strata.product.index.OvernightFutureSecurity
Gets the first date of the rate calculation period.
getStartDate() - Method in class com.opengamma.strata.product.rate.OvernightAveragedDailyRateComputation
Gets the start date of the accrual period.
getStartDate() - Method in class com.opengamma.strata.product.rate.OvernightAveragedRateComputation
Gets the fixing date associated with the start date of the accrual period.
getStartDate() - Method in class com.opengamma.strata.product.rate.OvernightCompoundedRateComputation
Gets the fixing date associated with the start date of the accrual period.
getStartDate() - Method in interface com.opengamma.strata.product.rate.OvernightRateComputation
Obtains the fixing date associated with the start date of the accrual period.
getStartDate() - Method in class com.opengamma.strata.product.swap.KnownAmountNotionalSwapPaymentPeriod
Gets the start date of the payment period.
getStartDate() - Method in class com.opengamma.strata.product.swap.KnownAmountSwapLeg
 
getStartDate() - Method in class com.opengamma.strata.product.swap.KnownAmountSwapPaymentPeriod
Gets the start date of the payment period.
getStartDate() - Method in class com.opengamma.strata.product.swap.RateAccrualPeriod
Gets the start date of the accrual period.
getStartDate() - Method in class com.opengamma.strata.product.swap.RateCalculationSwapLeg
 
getStartDate() - Method in class com.opengamma.strata.product.swap.RatePaymentPeriod
Gets the accrual start date of the period.
getStartDate() - Method in class com.opengamma.strata.product.swap.RatePeriodSwapLeg
 
getStartDate() - Method in class com.opengamma.strata.product.swap.ResolvedSwap
Gets the accrual start date of the swap.
getStartDate() - Method in class com.opengamma.strata.product.swap.ResolvedSwapLeg
Gets the accrual start date of the leg.
getStartDate() - Method in class com.opengamma.strata.product.swap.Swap
Gets the accrual start date of the swap.
getStartDate() - Method in interface com.opengamma.strata.product.swap.SwapLeg
Gets the accrual start date of the leg.
getStartDate() - Method in interface com.opengamma.strata.product.swap.SwapPaymentPeriod
Gets the start date of the period.
getStartDateBusinessDayAdjustment() - Method in class com.opengamma.strata.basics.schedule.PeriodicSchedule
Gets the optional business day adjustment to apply to the start date.
getStartDateBusinessDayAdjustment() - Method in class com.opengamma.strata.product.credit.type.ImmutableCdsConvention
Gets the business day adjustment to apply to the start date, providing a default result if no override specified.
getStartDateBusinessDayAdjustment() - Method in class com.opengamma.strata.product.swap.type.FixedRateSwapLegConvention
Gets the business day adjustment to apply to the start date, providing a default result if no override specified.
getStartDateBusinessDayAdjustment() - Method in class com.opengamma.strata.product.swap.type.IborRateSwapLegConvention
Gets the business day adjustment to apply to the start date, providing a default result if no override specified.
getStartDateBusinessDayAdjustment() - Method in class com.opengamma.strata.product.swap.type.OvernightRateSwapLegConvention
Gets the business day adjustment to apply to the start date, providing a default result if no override specified.
getStartIndexValue() - Method in class com.opengamma.strata.product.rate.InflationEndInterpolatedRateComputation
Gets the start index value.
getStartIndexValue() - Method in class com.opengamma.strata.product.rate.InflationEndMonthRateComputation
Gets the start index value.
getStartObservation() - Method in class com.opengamma.strata.product.rate.InflationInterpolatedRateComputation
Gets the observation at the start.
getStartObservation() - Method in class com.opengamma.strata.product.rate.InflationMonthlyRateComputation
Gets the observation at the start.
getStartSecondObservation() - Method in class com.opengamma.strata.product.rate.InflationInterpolatedRateComputation
Gets the observation for interpolation at the start.
getStateValue() - Method in class com.opengamma.strata.pricer.fxopt.RecombiningTrinomialTreeData
Gets the state value.
getStateValueAtLayer(int) - Method in class com.opengamma.strata.pricer.fxopt.RecombiningTrinomialTreeData
Obtains the state values at the i-th time layer.
getStepinDateOffset() - Method in class com.opengamma.strata.product.credit.Cds
Gets the number of days between valuation date and step-in date.
getStepinDateOffset() - Method in class com.opengamma.strata.product.credit.CdsIndex
Gets the number of days between valuation date and step-in date.
getStepinDateOffset() - Method in class com.opengamma.strata.product.credit.ResolvedCds
Gets the number of days between valuation date and step-in date.
getStepinDateOffset() - Method in class com.opengamma.strata.product.credit.ResolvedCdsIndex
Gets the number of days between valuation date and step-in date.
getStepinDateOffset() - Method in class com.opengamma.strata.product.credit.type.ImmutableCdsConvention
Gets the number of days between valuation date and step-in date.
getSteps() - Method in class com.opengamma.strata.basics.value.ValueSchedule
Gets the steps defining the change in the value.
getStepSequence() - Method in class com.opengamma.strata.basics.value.ValueSchedule
Gets the sequence of steps changing the value.
getStrike() - Method in class com.opengamma.strata.measure.fxopt.FxOptionVolatilitiesNode
Gets the strike.
getStrike() - Method in class com.opengamma.strata.pricer.capfloor.IborCapletFloorletSensitivity
Gets the strike rate.
getStrike() - Method in class com.opengamma.strata.pricer.common.GenericVolatilitySurfacePeriodParameterMetadata
Gets the strike of the surface node.
getStrike() - Method in class com.opengamma.strata.pricer.common.GenericVolatilitySurfaceYearFractionParameterMetadata
Gets the strike of the surface node.
getStrike() - Method in class com.opengamma.strata.pricer.fxopt.FxOptionSensitivity
Gets the strike rate.
getStrike() - Method in class com.opengamma.strata.pricer.fxopt.FxVolatilitySurfaceYearFractionParameterMetadata
Gets the strike of the surface node.
getStrike() - Method in class com.opengamma.strata.pricer.swaption.SwaptionSensitivity
Gets the swaption strike rate.
getStrike() - Method in class com.opengamma.strata.pricer.swaption.SwaptionSurfaceExpiryStrikeParameterMetadata
Gets the strike of the surface node.
getStrike() - Method in class com.opengamma.strata.product.capfloor.IborCapletFloorletPeriod
Gets the strike value.
getStrike() - Method in class com.opengamma.strata.product.cms.CmsPeriod
Obtains the strike value.
getStrike() - Method in class com.opengamma.strata.product.fxopt.ResolvedFxVanillaOption
Gets the strike rate.
getStrikeCount() - Method in interface com.opengamma.strata.pricer.fxopt.SmileDeltaTermStructure
Gets the number of strikes.
getStrikeExtrapolatorLeft() - Method in class com.opengamma.strata.measure.fxopt.BlackFxOptionInterpolatedNodalSurfaceVolatilitiesSpecification
Gets the left extrapolator used in the strike dimension.
getStrikeExtrapolatorLeft() - Method in class com.opengamma.strata.measure.fxopt.BlackFxOptionSmileVolatilitiesSpecification
Gets the left extrapolator used in the strike dimension.
getStrikeExtrapolatorLeft() - Method in class com.opengamma.strata.pricer.fxopt.InterpolatedStrikeSmileDeltaTermStructure
Gets the left extrapolator used in the strike dimension.
getStrikeExtrapolatorRight() - Method in class com.opengamma.strata.measure.fxopt.BlackFxOptionInterpolatedNodalSurfaceVolatilitiesSpecification
Gets the right extrapolator used in the strike dimension.
getStrikeExtrapolatorRight() - Method in class com.opengamma.strata.measure.fxopt.BlackFxOptionSmileVolatilitiesSpecification
Gets the right extrapolator used in the strike dimension.
getStrikeExtrapolatorRight() - Method in class com.opengamma.strata.pricer.fxopt.InterpolatedStrikeSmileDeltaTermStructure
Gets the right extrapolator used in the strike dimension.
getStrikeInterpolator() - Method in class com.opengamma.strata.measure.fxopt.BlackFxOptionInterpolatedNodalSurfaceVolatilitiesSpecification
Gets the interpolator used in the strike dimension.
getStrikeInterpolator() - Method in class com.opengamma.strata.measure.fxopt.BlackFxOptionSmileVolatilitiesSpecification
Gets the interpolator used in the strike dimension.
getStrikeInterpolator() - Method in class com.opengamma.strata.pricer.fxopt.InterpolatedStrikeSmileDeltaTermStructure
Gets the interpolator used in the strike dimension.
getStrikePrice() - Method in class com.opengamma.strata.pricer.bond.BondFutureOptionSensitivity
Gets the option strike price.
getStrikePrice() - Method in class com.opengamma.strata.pricer.index.IborFutureOptionSensitivity
Gets the option strike price.
getStrikePrice() - Method in class com.opengamma.strata.product.bond.BondFutureOption
Gets the strike price, represented in decimal form.
getStrikePrice() - Method in class com.opengamma.strata.product.bond.BondFutureOptionSecurity
Gets the strike price, represented in decimal form.
getStrikePrice() - Method in class com.opengamma.strata.product.bond.ResolvedBondFutureOption
Gets the strike price, represented in decimal form.
getStrikePrice() - Method in class com.opengamma.strata.product.etd.EtdOptionSecurity
Gets the strike price, in decimal form, may be negative.
getStrikePrice() - Method in class com.opengamma.strata.product.index.IborFutureOption
Gets the strike price, in decimal form.
getStrikePrice() - Method in class com.opengamma.strata.product.index.IborFutureOptionSecurity
Gets the strike price, in decimal form.
getStrikePrice() - Method in class com.opengamma.strata.product.index.ResolvedIborFutureOption
Gets the strike price, in decimal form.
getStrikes() - Method in class com.opengamma.strata.pricer.option.RawOptionData
Gets the strike values.
getStrikeType() - Method in class com.opengamma.strata.pricer.option.RawOptionData
Gets the value type of the strike-like dimension.
getStubConvention() - Method in class com.opengamma.strata.basics.schedule.PeriodicSchedule
Gets the optional convention defining how to handle stubs.
getStubConvention() - Method in class com.opengamma.strata.product.credit.type.ImmutableCdsConvention
Gets the convention defining how to handle stubs, optional with defaulting getter.
getStubConvention() - Method in class com.opengamma.strata.product.swap.type.FixedRateSwapLegConvention
Gets the convention defining how to handle stubs, providing a default result if no override specified.
getStubConvention() - Method in class com.opengamma.strata.product.swap.type.IborRateSwapLegConvention
Gets the convention defining how to handle stubs, providing a default result if no override specified.
getStubConvention() - Method in class com.opengamma.strata.product.swap.type.OvernightRateSwapLegConvention
Gets the convention defining how to handle stubs, providing a default result if no override specified.
getSurface() - Method in class com.opengamma.strata.pricer.bond.BlackBondFutureExpiryLogMoneynessVolatilities
Gets the Black volatility surface.
getSurface() - Method in class com.opengamma.strata.pricer.capfloor.BlackIborCapletFloorletExpiryStrikeVolatilities
Gets the Black volatility surface.
getSurface() - Method in class com.opengamma.strata.pricer.capfloor.NormalIborCapletFloorletExpiryStrikeVolatilities
Gets the normal volatility surface.
getSurface() - Method in class com.opengamma.strata.pricer.capfloor.ShiftedBlackIborCapletFloorletExpiryStrikeVolatilities
Gets the Black volatility surface.
getSurface() - Method in class com.opengamma.strata.pricer.fxopt.BlackFxOptionSurfaceVolatilities
Gets the Black volatility surface.
getSurface() - Method in class com.opengamma.strata.pricer.index.NormalIborFutureOptionExpirySimpleMoneynessVolatilities
Gets the normal volatility surface.
getSurface() - Method in class com.opengamma.strata.pricer.swaption.BlackSwaptionExpiryTenorVolatilities
Gets the Black volatility surface.
getSurface() - Method in class com.opengamma.strata.pricer.swaption.NormalSwaptionExpirySimpleMoneynessVolatilities
Gets the normal volatility surface.
getSurface() - Method in class com.opengamma.strata.pricer.swaption.NormalSwaptionExpiryStrikeVolatilities
Gets the normal volatility surface.
getSurface() - Method in class com.opengamma.strata.pricer.swaption.NormalSwaptionExpiryTenorVolatilities
Gets the normal volatility surface.
getSurfaceName() - Method in class com.opengamma.strata.market.surface.DefaultSurfaceMetadata
Gets the surface name.
getSurfaceName() - Method in interface com.opengamma.strata.market.surface.SurfaceMetadata
Gets the surface name.
getSurvivalProbabilities() - Method in class com.opengamma.strata.pricer.credit.LegalEntitySurvivalProbabilities
Gets the underlying curve.
getSwapPricer() - Method in class com.opengamma.strata.pricer.swaption.VolatilitySwaptionCashParYieldProductPricer
Gets the swap pricer.
getSwapPricer() - Method in class com.opengamma.strata.pricer.swaption.VolatilitySwaptionPhysicalProductPricer
Gets the swap pricer.
getSwaptionSettlement() - Method in class com.opengamma.strata.product.swaption.ResolvedSwaption
Gets settlement method.
getSwaptionSettlement() - Method in class com.opengamma.strata.product.swaption.Swaption
Gets settlement method.
getTarget() - Method in class com.opengamma.strata.calc.runner.CalculationResults
Gets the target of the calculation, often a trade.
getTarget() - Method in class com.opengamma.strata.calc.runner.CalculationTask
Gets the target for which the value will be calculated.
getTargets() - Method in class com.opengamma.strata.basics.CalculationTargetList
Gets the targets.
getTargets() - Method in class com.opengamma.strata.calc.runner.CalculationTasks
Gets the targets that calculations will be performed on.
getTargets() - Method in class com.opengamma.strata.report.ReportCalculationResults
Gets the targets on which the results are calculated.
getTargetType() - Method in class com.opengamma.strata.report.framework.expression.BeanTokenEvaluator
 
getTargetType() - Method in class com.opengamma.strata.report.framework.expression.CurrencyAmountTokenEvaluator
 
getTargetType() - Method in class com.opengamma.strata.report.framework.expression.CurrencyParameterSensitivitiesTokenEvaluator
 
getTargetType() - Method in class com.opengamma.strata.report.framework.expression.CurrencyParameterSensitivityTokenEvaluator
 
getTargetType() - Method in class com.opengamma.strata.report.framework.expression.IterableTokenEvaluator
 
getTargetType() - Method in class com.opengamma.strata.report.framework.expression.MapTokenEvaluator
 
getTargetType() - Method in class com.opengamma.strata.report.framework.expression.PositionTokenEvaluator
 
getTargetType() - Method in class com.opengamma.strata.report.framework.expression.SecurityTokenEvaluator
 
getTargetType() - Method in class com.opengamma.strata.report.framework.expression.TokenEvaluator
Gets the type against which tokens can be evaluated in this implementation.
getTargetType() - Method in class com.opengamma.strata.report.framework.expression.TradeTokenEvaluator
 
getTaskRunner() - Method in interface com.opengamma.strata.calc.CalculationRunner
Gets the underlying task runner.
getTasks() - Method in class com.opengamma.strata.calc.runner.CalculationTasks
Gets the tasks that perform the individual calculations.
getTemplate() - Method in class com.opengamma.strata.market.curve.node.CdsIndexIsdaCreditCurveNode
Gets the template for the single names associated with this node.
getTemplate() - Method in class com.opengamma.strata.market.curve.node.CdsIsdaCreditCurveNode
Gets the template for the CDS associated with this node.
getTemplate() - Method in class com.opengamma.strata.market.curve.node.FixedIborSwapCurveNode
Gets the template for the swap associated with this node.
getTemplate() - Method in class com.opengamma.strata.market.curve.node.FixedInflationSwapCurveNode
Gets the template for the swap associated with this node.
getTemplate() - Method in class com.opengamma.strata.market.curve.node.FixedOvernightSwapCurveNode
Gets the template for the swap associated with this node.
getTemplate() - Method in class com.opengamma.strata.market.curve.node.FraCurveNode
Gets the template for the FRA associated with this node.
getTemplate() - Method in class com.opengamma.strata.market.curve.node.FxSwapCurveNode
Gets the template for the FX Swap associated with this node.
getTemplate() - Method in class com.opengamma.strata.market.curve.node.IborFixingDepositCurveNode
Gets the template for the Ibor fixing deposit associated with this node.
getTemplate() - Method in class com.opengamma.strata.market.curve.node.IborFutureCurveNode
Gets the template for the Ibor Futures associated with this node.
getTemplate() - Method in class com.opengamma.strata.market.curve.node.IborIborSwapCurveNode
Gets the template for the swap associated with this node.
getTemplate() - Method in class com.opengamma.strata.market.curve.node.OvernightIborSwapCurveNode
Gets the template for the swap associated with this node.
getTemplate() - Method in class com.opengamma.strata.market.curve.node.TermDepositCurveNode
Gets the template for the term deposit associated with this node.
getTemplate() - Method in class com.opengamma.strata.market.curve.node.ThreeLegBasisSwapCurveNode
Gets the template for the swap associated with this node.
getTemplate() - Method in class com.opengamma.strata.market.curve.node.XCcyIborIborSwapCurveNode
Gets the template for the swap associated with this node.
getTemplate() - Method in class com.opengamma.strata.product.swap.ImmutableSwapIndex
Gets the template for creating Fixed-Ibor swap.
getTemplate() - Method in interface com.opengamma.strata.product.swap.SwapIndex
Gets the template for creating Fixed-Ibor swap.
getTenor() - Method in class com.opengamma.strata.basics.date.TenorAdjustment
Gets the tenor to be added.
getTenor() - Method in class com.opengamma.strata.basics.index.ImmutableIborIndex
 
getTenor() - Method in class com.opengamma.strata.basics.index.ImmutableOvernightIndex
 
getTenor() - Method in interface com.opengamma.strata.basics.index.RateIndex
Gets the tenor of the index.
getTenor() - Method in class com.opengamma.strata.market.curve.DepositIsdaCreditCurveNode
Gets the period between the start date and the end date.
getTenor() - Method in class com.opengamma.strata.market.curve.SwapIsdaCreditCurveNode
Gets the tenor of the swap.
getTenor() - Method in class com.opengamma.strata.market.param.TenorDateParameterMetadata
Gets the tenor associated with the parameter.
getTenor() - Method in class com.opengamma.strata.market.param.TenorParameterMetadata
Gets the tenor associated with the parameter.
getTenor() - Method in class com.opengamma.strata.measure.fxopt.FxOptionVolatilitiesNode
Gets the tenor.
getTenor() - Method in class com.opengamma.strata.pricer.swaption.SwaptionSabrSensitivity
Gets the underlying swap tenor.
getTenor() - Method in class com.opengamma.strata.pricer.swaption.SwaptionSensitivity
Gets the underlying swap tenor.
getTenor() - Method in class com.opengamma.strata.pricer.swaption.SwaptionSurfaceExpiryTenorParameterMetadata
Gets the tenor of the surface node.
getTenor() - Method in class com.opengamma.strata.product.credit.type.TenorCdsTemplate
Gets the tenor of the credit default swap.
getTenor() - Method in class com.opengamma.strata.product.swap.type.FixedIborSwapTemplate
Gets the tenor of the swap.
getTenor() - Method in class com.opengamma.strata.product.swap.type.FixedInflationSwapTemplate
Gets the tenor of the swap.
getTenor() - Method in class com.opengamma.strata.product.swap.type.FixedOvernightSwapTemplate
Gets the tenor of the swap.
getTenor() - Method in class com.opengamma.strata.product.swap.type.IborIborSwapTemplate
Gets the tenor of the swap.
getTenor() - Method in class com.opengamma.strata.product.swap.type.OvernightIborSwapTemplate
Gets the tenor of the swap.
getTenor() - Method in class com.opengamma.strata.product.swap.type.ThreeLegBasisSwapTemplate
Gets the tenor of the swap.
getTenor() - Method in class com.opengamma.strata.product.swap.type.XCcyIborIborSwapTemplate
Gets the tenor of the swap.
getTenors() - Method in interface com.opengamma.strata.basics.index.FloatingRateName
Gets the active tenors that are applicable for this floating rate.
getTenors() - Method in class com.opengamma.strata.basics.index.ImmutableFloatingRateName
 
getTenors() - Method in class com.opengamma.strata.pricer.option.TenorRawOptionData
Gets the set of tenors.
getThird() - Method in class com.opengamma.strata.collect.tuple.Triple
Gets the third element in this pair.
getTickSize() - Method in class com.opengamma.strata.product.SecurityPriceInfo
Gets the size of each tick.
getTickValue() - Method in class com.opengamma.strata.product.SecurityPriceInfo
Gets the monetary value of one tick.
getTime(int) - Method in class com.opengamma.strata.pricer.fxopt.RecombiningTrinomialTreeData
Obtains the time for the i-th layer.
getTime() - Method in class com.opengamma.strata.pricer.fxopt.RecombiningTrinomialTreeData
Gets the time.
getTimeExtrapolatorLeft() - Method in class com.opengamma.strata.measure.fxopt.BlackFxOptionInterpolatedNodalSurfaceVolatilitiesSpecification
Gets the left extrapolator used in the time dimension.
getTimeExtrapolatorLeft() - Method in class com.opengamma.strata.measure.fxopt.BlackFxOptionSmileVolatilitiesSpecification
Gets the left extrapolator used in the time dimension.
getTimeExtrapolatorLeft() - Method in class com.opengamma.strata.pricer.fxopt.InterpolatedStrikeSmileDeltaTermStructure
Gets the left extrapolator used in the time dimension.
getTimeExtrapolatorRight() - Method in class com.opengamma.strata.measure.fxopt.BlackFxOptionInterpolatedNodalSurfaceVolatilitiesSpecification
Gets the right extrapolator used in the time dimension.
getTimeExtrapolatorRight() - Method in class com.opengamma.strata.measure.fxopt.BlackFxOptionSmileVolatilitiesSpecification
Gets the right extrapolator used in the time dimension.
getTimeExtrapolatorRight() - Method in class com.opengamma.strata.pricer.fxopt.InterpolatedStrikeSmileDeltaTermStructure
Gets the right extrapolator used in the time dimension.
getTimeInterpolator() - Method in class com.opengamma.strata.measure.fxopt.BlackFxOptionInterpolatedNodalSurfaceVolatilitiesSpecification
Gets the interpolator used in the time dimension.
getTimeInterpolator() - Method in class com.opengamma.strata.measure.fxopt.BlackFxOptionSmileVolatilitiesSpecification
Gets the interpolator used in the time dimension.
getTimeInterpolator() - Method in class com.opengamma.strata.pricer.fxopt.InterpolatedStrikeSmileDeltaTermStructure
Gets the interpolator used in the time dimension.
getTimeSeries(ObservableId) - Method in class com.opengamma.strata.calc.marketdata.BuiltMarketData
 
getTimeSeries(ObservableId) - Method in class com.opengamma.strata.calc.marketdata.BuiltScenarioMarketData
 
getTimeSeries() - Method in class com.opengamma.strata.calc.marketdata.MarketDataRequirements
Gets keys identifying the time series of market data values required for the calculations.
getTimeSeries(ObservableId) - Method in class com.opengamma.strata.data.ImmutableMarketData
 
getTimeSeries() - Method in class com.opengamma.strata.data.ImmutableMarketData
Gets the time-series.
getTimeSeries(ObservableId) - Method in interface com.opengamma.strata.data.MarketData
Gets the time-series identified by the specified identifier, empty if not found.
getTimeSeries(ObservableId) - Method in class com.opengamma.strata.data.scenario.ImmutableScenarioMarketData
 
getTimeSeries() - Method in class com.opengamma.strata.data.scenario.ImmutableScenarioMarketData
Gets the time-series of market data values.
getTimeSeries(ObservableId) - Method in interface com.opengamma.strata.data.scenario.ScenarioMarketData
Gets the time-series associated with the specified identifier, empty if not found.
getTimeSeries() - Method in class com.opengamma.strata.pricer.rate.ImmutableRatesProvider
Gets the time-series, defaulted to an empty map.
getTimeSeriesFailures() - Method in class com.opengamma.strata.calc.marketdata.BuiltMarketData
Gets the failures that occurred when building time series of market data values.
getTimeSeriesFailures() - Method in class com.opengamma.strata.calc.marketdata.BuiltScenarioMarketData
Gets the failures that occurred when building time series of market data values.
getTimeSeriesIds() - Method in class com.opengamma.strata.calc.marketdata.BuiltMarketData
 
getTimeSeriesIds() - Method in class com.opengamma.strata.calc.marketdata.BuiltScenarioMarketData
 
getTimeSeriesIds() - Method in class com.opengamma.strata.data.ImmutableMarketData
 
getTimeSeriesIds() - Method in interface com.opengamma.strata.data.MarketData
Gets the time-series identifiers.
getTimeSeriesIds() - Method in class com.opengamma.strata.data.scenario.ImmutableScenarioMarketData
 
getTimeSeriesIds() - Method in interface com.opengamma.strata.data.scenario.ScenarioMarketData
Gets the time-series identifiers.
getTimeSeriesIndices() - Method in class com.opengamma.strata.pricer.rate.ImmutableRatesProvider
 
getTimeSeriesIndices() - Method in interface com.opengamma.strata.pricer.rate.RatesProvider
Gets the set of indices that have time-series available.
getTimeSeriesRequirements() - Method in class com.opengamma.strata.calc.runner.FunctionRequirements
Gets the market data identifiers of the time-series of required for the calculation.
getTotalParameterCount() - Method in class com.opengamma.strata.market.curve.JacobianCalibrationMatrix
Gets the total number of parameters.
getTotalParameterCount() - Method in class com.opengamma.strata.market.curve.RatesCurveGroupDefinition
Gets the total number of parameters in the group.
getTotalWeight() - Method in class com.opengamma.strata.product.rate.IborAveragedRateComputation
Gets total weight of all the fixings in this observation.
getTrade() - Method in class com.opengamma.strata.market.param.ResolvedTradeParameterMetadata
Gets the trade that describes the parameter.
getTradeDate() - Method in class com.opengamma.strata.product.TradedPrice
Gets the trade date.
getTradeDate() - Method in class com.opengamma.strata.product.TradeInfo
Gets the trade date, optional.
getTradedPrice() - Method in class com.opengamma.strata.product.bond.ResolvedBondFutureOptionTrade
Gets the price that was traded, together with the trade date, optional.
getTradedPrice() - Method in class com.opengamma.strata.product.bond.ResolvedBondFutureTrade
Gets the price that was traded, together with the trade date, optional.
getTradedPrice() - Method in class com.opengamma.strata.product.dsf.ResolvedDsfTrade
Gets the price that was traded, together with the trade date, optional.
getTradedPrice() - Method in class com.opengamma.strata.product.index.ResolvedIborFutureOptionTrade
Gets the price that was traded, together with the trade date, optional.
getTradedPrice() - Method in class com.opengamma.strata.product.index.ResolvedIborFutureTrade
Gets the price that was traded, together with the trade date, optional.
getTradedPrice() - Method in class com.opengamma.strata.product.index.ResolvedOvernightFutureTrade
Gets the price that was traded, together with the trade date, optional.
getTradeMeasureRequirements() - Method in class com.opengamma.strata.report.ReportRequirements
Gets the trade-level measure requirements.
getTradePricer() - Method in class com.opengamma.strata.pricer.credit.IsdaCompliantCreditCurveCalibrator
Obtains the trade pricer used in this calibration.
getTradeTime() - Method in class com.opengamma.strata.product.TradeInfo
Gets the trade time, optional.
getTradeType() - Method in interface com.opengamma.strata.pricer.curve.CalibrationMeasure
Gets the trade type of the calibrator.
getTradeType() - Method in class com.opengamma.strata.pricer.curve.MarketQuoteMeasure
 
getTradeType() - Method in class com.opengamma.strata.pricer.curve.PresentValueCalibrationMeasure
 
getTradeType() - Method in class com.opengamma.strata.pricer.curve.TradeCalibrationMeasure
 
getTradeTypes() - Method in class com.opengamma.strata.pricer.curve.CalibrationMeasures
Gets the supported trade types.
getTradeUnitValue() - Method in class com.opengamma.strata.product.SecurityPriceInfo
Returns the value of a single tradeable unit of the security.
getTransitionProbability() - Method in class com.opengamma.strata.pricer.fxopt.RecombiningTrinomialTreeData
Gets the transition probability.
getTriangulationCurrency() - Method in class com.opengamma.strata.basics.currency.Currency
Gets the preferred triangulation currency.
getTriangulationCurrency() - Method in class com.opengamma.strata.data.MarketDataFxRateProvider
Gets the triangulation currency to use.
getType() - Method in interface com.opengamma.strata.basics.index.FloatingRateName
Gets the type of the index - Ibor, Overnight or Price.
getType() - Method in class com.opengamma.strata.basics.index.ImmutableFloatingRateName
Gets the type of the index.
getType() - Method in class com.opengamma.strata.basics.value.ValueAdjustment
Gets the type of adjustment to make.
getType() - Method in class com.opengamma.strata.calc.ReportingCurrency
Gets the type of reporting currency.
getType() - Method in class com.opengamma.strata.collect.named.ExtendedEnum
Gets the enum type.
getType() - Method in class com.opengamma.strata.market.amount.SwapLegAmount
Gets the type of the leg, such as Fixed or Ibor.
getType() - Method in class com.opengamma.strata.market.curve.CurveNodeDate
Gets the method by which the date of the node is calculated, defaulted to 'End'.
getType() - Method in class com.opengamma.strata.market.option.DeltaStrike
 
getType() - Method in class com.opengamma.strata.market.option.LogMoneynessStrike
 
getType() - Method in class com.opengamma.strata.market.option.MoneynessStrike
 
getType() - Method in class com.opengamma.strata.market.option.SimpleStrike
 
getType() - Method in interface com.opengamma.strata.market.option.Strike
Gets the type of the strike.
getType() - Method in class com.opengamma.strata.product.etd.EtdContractSpec
Gets the type of the contract - future or option.
getType() - Method in class com.opengamma.strata.product.etd.EtdFutureSecurity
 
getType() - Method in class com.opengamma.strata.product.etd.EtdOptionSecurity
 
getType() - Method in interface com.opengamma.strata.product.etd.EtdPosition
Gets the type of the contract - future or option.
getType() - Method in interface com.opengamma.strata.product.etd.EtdSecurity
Gets the type of the contract - future or option.
getType() - Method in class com.opengamma.strata.product.etd.EtdVariant
Gets the type of ETD - Monthly, Weekly or Daily.
getType() - Method in class com.opengamma.strata.product.swap.FixedRateCalculation
 
getType() - Method in class com.opengamma.strata.product.swap.IborRateCalculation
 
getType() - Method in class com.opengamma.strata.product.swap.InflationRateCalculation
 
getType() - Method in class com.opengamma.strata.product.swap.KnownAmountSwapLeg
 
getType() - Method in class com.opengamma.strata.product.swap.OvernightRateCalculation
 
getType() - Method in interface com.opengamma.strata.product.swap.RateCalculation
Gets the type of the leg, such as Fixed or Ibor.
getType() - Method in class com.opengamma.strata.product.swap.RateCalculationSwapLeg
 
getType() - Method in class com.opengamma.strata.product.swap.RatePeriodSwapLeg
Gets the type of the leg, such as Fixed or Ibor.
getType() - Method in class com.opengamma.strata.product.swap.ResolvedSwapLeg
Gets the type of the leg, such as Fixed or Ibor.
getType() - Method in interface com.opengamma.strata.product.swap.SwapLeg
Gets the type of the leg, such as Fixed or Ibor.
getUnadjusted() - Method in class com.opengamma.strata.basics.date.AdjustableDate
Gets the unadjusted date.
getUnadjustedDates() - Method in class com.opengamma.strata.basics.schedule.Schedule
Gets the complete list of unadjusted dates.
getUnadjustedEndDate() - Method in class com.opengamma.strata.basics.schedule.Schedule
Gets the unadjusted end date.
getUnadjustedEndDate() - Method in class com.opengamma.strata.basics.schedule.SchedulePeriod
Gets the unadjusted end date.
getUnadjustedEndDate() - Method in class com.opengamma.strata.product.bond.CapitalIndexedBondPaymentPeriod
Gets the unadjusted end date.
getUnadjustedEndDate() - Method in class com.opengamma.strata.product.bond.FixedCouponBondPaymentPeriod
Gets the unadjusted end date.
getUnadjustedEndDate() - Method in class com.opengamma.strata.product.bond.KnownAmountBondPaymentPeriod
Gets the unadjusted end date.
getUnadjustedEndDate() - Method in class com.opengamma.strata.product.bond.ResolvedCapitalIndexedBond
The unadjusted end date.
getUnadjustedEndDate() - Method in class com.opengamma.strata.product.bond.ResolvedFixedCouponBond
The unadjusted end date.
getUnadjustedEndDate() - Method in class com.opengamma.strata.product.capfloor.IborCapletFloorletPeriod
Gets the unadjusted end date.
getUnadjustedEndDate() - Method in class com.opengamma.strata.product.cms.CmsPeriod
Gets the unadjusted end date.
getUnadjustedEndDate() - Method in class com.opengamma.strata.product.credit.CreditCouponPaymentPeriod
Gets the unadjusted end date.
getUnadjustedEndDate() - Method in class com.opengamma.strata.product.swap.KnownAmountNotionalSwapPaymentPeriod
Gets the unadjusted end date.
getUnadjustedEndDate() - Method in class com.opengamma.strata.product.swap.KnownAmountSwapPaymentPeriod
Gets the unadjusted end date.
getUnadjustedEndDate() - Method in class com.opengamma.strata.product.swap.RateAccrualPeriod
Gets the unadjusted end date.
getUnadjustedStartDate() - Method in class com.opengamma.strata.basics.schedule.Schedule
Gets the unadjusted start date.
getUnadjustedStartDate() - Method in class com.opengamma.strata.basics.schedule.SchedulePeriod
Gets the unadjusted start date.
getUnadjustedStartDate() - Method in class com.opengamma.strata.product.bond.CapitalIndexedBondPaymentPeriod
Gets the unadjusted start date.
getUnadjustedStartDate() - Method in class com.opengamma.strata.product.bond.FixedCouponBondPaymentPeriod
Gets the unadjusted start date.
getUnadjustedStartDate() - Method in class com.opengamma.strata.product.bond.KnownAmountBondPaymentPeriod
Gets the unadjusted start date.
getUnadjustedStartDate() - Method in class com.opengamma.strata.product.bond.ResolvedCapitalIndexedBond
The unadjusted start date.
getUnadjustedStartDate() - Method in class com.opengamma.strata.product.bond.ResolvedFixedCouponBond
The unadjusted start date.
getUnadjustedStartDate() - Method in class com.opengamma.strata.product.capfloor.IborCapletFloorletPeriod
Gets the unadjusted start date.
getUnadjustedStartDate() - Method in class com.opengamma.strata.product.cms.CmsPeriod
Gets the unadjusted start date.
getUnadjustedStartDate() - Method in class com.opengamma.strata.product.credit.CreditCouponPaymentPeriod
Gets the unadjusted start date.
getUnadjustedStartDate() - Method in class com.opengamma.strata.product.swap.KnownAmountNotionalSwapPaymentPeriod
Gets the unadjusted start date.
getUnadjustedStartDate() - Method in class com.opengamma.strata.product.swap.KnownAmountSwapPaymentPeriod
Gets the unadjusted start date.
getUnadjustedStartDate() - Method in class com.opengamma.strata.product.swap.RateAccrualPeriod
Gets the unadjusted start date.
getUnderlying() - Method in class com.opengamma.strata.calc.marketdata.BuiltMarketData
Gets the underlying market data.
getUnderlying() - Method in class com.opengamma.strata.calc.marketdata.BuiltScenarioMarketData
Gets the underlying market data.
getUnderlying() - Method in class com.opengamma.strata.market.curve.InflationNodalCurve
Gets the underlying curve, before the seasonality adjustment.
getUnderlying() - Method in class com.opengamma.strata.product.fxopt.FxVanillaOption
Gets the underlying foreign exchange transaction.
getUnderlying() - Method in class com.opengamma.strata.product.fxopt.ResolvedFxVanillaOption
Gets the underlying foreign exchange transaction.
getUnderlying() - Method in class com.opengamma.strata.product.swaption.ResolvedSwaption
Gets the underlying swap.
getUnderlying() - Method in class com.opengamma.strata.product.swaption.Swaption
Gets the underlying swap.
getUnderlyingCurve() - Method in class com.opengamma.strata.market.curve.ParallelShiftedCurve
Gets the underlying curve.
getUnderlyingExpiryMonth() - Method in class com.opengamma.strata.product.etd.EtdOptionSecurity
Gets the expiry year-month of the underlying instrument.
getUnderlyingFuture() - Method in class com.opengamma.strata.product.bond.BondFutureOption
Gets the underlying future.
getUnderlyingFuture() - Method in class com.opengamma.strata.product.bond.ResolvedBondFutureOption
Gets the underlying future.
getUnderlyingFuture() - Method in class com.opengamma.strata.product.index.IborFutureOption
Gets the underlying future.
getUnderlyingFuture() - Method in class com.opengamma.strata.product.index.ResolvedIborFutureOption
Gets the underlying future.
getUnderlyingFutureId() - Method in class com.opengamma.strata.product.bond.BondFutureOptionSecurity
Gets the identifier of the underlying future.
getUnderlyingFutureId() - Method in class com.opengamma.strata.product.index.IborFutureOptionSecurity
Gets the identifier of the underlying future.
getUnderlyingIds() - Method in class com.opengamma.strata.product.bond.BillSecurity
 
getUnderlyingIds() - Method in class com.opengamma.strata.product.bond.BondFutureOptionSecurity
 
getUnderlyingIds() - Method in class com.opengamma.strata.product.bond.BondFutureSecurity
 
getUnderlyingIds() - Method in class com.opengamma.strata.product.bond.CapitalIndexedBondSecurity
 
getUnderlyingIds() - Method in class com.opengamma.strata.product.bond.FixedCouponBondSecurity
 
getUnderlyingIds() - Method in class com.opengamma.strata.product.dsf.DsfSecurity
 
getUnderlyingIds() - Method in interface com.opengamma.strata.product.etd.EtdSecurity
 
getUnderlyingIds() - Method in class com.opengamma.strata.product.GenericSecurity
 
getUnderlyingIds() - Method in class com.opengamma.strata.product.index.IborFutureOptionSecurity
 
getUnderlyingIds() - Method in class com.opengamma.strata.product.index.IborFutureSecurity
 
getUnderlyingIds() - Method in class com.opengamma.strata.product.index.OvernightFutureSecurity
 
getUnderlyingIds() - Method in interface com.opengamma.strata.product.Security
Gets the set of underlying security identifiers.
getUnderlyingIndex() - Method in class com.opengamma.strata.product.cms.CmsLeg
Gets the underlying Ibor index that the leg is based on.
getUnderlyingIndex() - Method in class com.opengamma.strata.product.cms.ResolvedCmsLeg
Gets the underlying Ibor index that the leg is based on.
getUnderlyingOption() - Method in class com.opengamma.strata.product.fxopt.FxSingleBarrierOption
Gets the underlying FX vanilla option.
getUnderlyingOption() - Method in class com.opengamma.strata.product.fxopt.ResolvedFxSingleBarrierOption
Gets the underlying FX vanilla option.
getUnderlyingSwap() - Method in class com.opengamma.strata.product.cms.CmsPeriod
Gets the underlying swap.
getUnderlyingSwap() - Method in class com.opengamma.strata.product.dsf.Dsf
Gets the underlying swap.
getUnderlyingSwap() - Method in class com.opengamma.strata.product.dsf.DsfSecurity
Gets the underlying swap.
getUnderlyingSwap() - Method in class com.opengamma.strata.product.dsf.ResolvedDsf
Gets the underlying swap.
getUnderlyingTrade() - Method in class com.opengamma.strata.product.credit.CdsCalibrationTrade
Gets the underlying CDS trade.
getUnderlyingTrade() - Method in class com.opengamma.strata.product.credit.CdsIndexCalibrationTrade
Gets the underlying CDS index trade.
getUnits() - Method in class com.opengamma.strata.basics.date.Tenor
Gets the units supported by a tenor.
getUnits() - Method in class com.opengamma.strata.basics.schedule.Frequency
Gets the unit of this periodic frequency.
getUpfrontFee() - Method in class com.opengamma.strata.product.credit.CdsIndexTrade
Gets the upfront fee of the product.
getUpfrontFee() - Method in class com.opengamma.strata.product.credit.CdsTrade
Gets the upfront fee of the product.
getUpfrontFee() - Method in class com.opengamma.strata.product.credit.ResolvedCdsIndexTrade
Gets the upfront fee of the product.
getUpfrontFee() - Method in class com.opengamma.strata.product.credit.ResolvedCdsTrade
Gets the upfront fee of the product.
getValuationDate() - Method in class com.opengamma.strata.calc.marketdata.BuiltMarketData
 
getValuationDate() - Method in class com.opengamma.strata.calc.marketdata.BuiltScenarioMarketData
 
getValuationDate() - Method in class com.opengamma.strata.data.ImmutableMarketData
Gets the valuation date associated with the market data.
getValuationDate() - Method in interface com.opengamma.strata.data.MarketData
Gets the valuation date of the market data.
getValuationDate() - Method in class com.opengamma.strata.data.scenario.ImmutableScenarioMarketData
Gets the valuation date associated with each scenario.
getValuationDate() - Method in interface com.opengamma.strata.data.scenario.ScenarioMarketData
Gets a box that can provide the valuation date of each scenario.
getValuationDate() - Method in interface com.opengamma.strata.market.MarketDataView
Gets the valuation date.
getValuationDate() - Method in interface com.opengamma.strata.measure.bond.BondFutureOptionMarketData
Gets the valuation date.
getValuationDate() - Method in interface com.opengamma.strata.measure.bond.LegalEntityDiscountingMarketData
Gets the valuation date.
getValuationDate() - Method in interface com.opengamma.strata.measure.capfloor.IborCapFloorMarketData
Gets the valuation date.
getValuationDate() - Method in interface com.opengamma.strata.measure.credit.CreditRatesMarketData
Gets the valuation date.
getValuationDate() - Method in interface com.opengamma.strata.measure.fxopt.FxOptionMarketData
Gets the valuation date.
getValuationDate() - Method in interface com.opengamma.strata.measure.index.IborFutureOptionMarketData
Gets the valuation date.
getValuationDate() - Method in interface com.opengamma.strata.measure.rate.RatesMarketData
Gets the valuation date.
getValuationDate() - Method in interface com.opengamma.strata.measure.swaption.SwaptionMarketData
Gets the valuation date.
getValuationDate() - Method in interface com.opengamma.strata.pricer.BaseProvider
Gets the valuation date.
getValuationDate() - Method in interface com.opengamma.strata.pricer.bond.BondFutureVolatilities
Gets the valuation date.
getValuationDate() - Method in class com.opengamma.strata.pricer.bond.ImmutableLegalEntityDiscountingProvider
Gets the valuation date.
getValuationDate() - Method in class com.opengamma.strata.pricer.bond.IssuerCurveDiscountFactors
Gets the valuation date.
getValuationDate() - Method in interface com.opengamma.strata.pricer.bond.LegalEntityDiscountingProvider
Gets the valuation date.
getValuationDate() - Method in class com.opengamma.strata.pricer.bond.RepoCurveDiscountFactors
Gets the valuation date.
getValuationDate() - Method in interface com.opengamma.strata.pricer.capfloor.IborCapletFloorletVolatilities
Gets the valuation date.
getValuationDate() - Method in class com.opengamma.strata.pricer.credit.ConstantRecoveryRates
Gets the valuation date.
getValuationDate() - Method in interface com.opengamma.strata.pricer.credit.CreditRatesProvider
Gets the valuation date.
getValuationDate() - Method in class com.opengamma.strata.pricer.credit.ImmutableCreditRatesProvider
Gets the valuation date.
getValuationDate() - Method in class com.opengamma.strata.pricer.credit.IsdaCreditDiscountFactors
Gets the valuation date.
getValuationDate() - Method in class com.opengamma.strata.pricer.credit.LegalEntitySurvivalProbabilities
Gets the valuation date.
getValuationDate() - Method in interface com.opengamma.strata.pricer.credit.RecoveryRates
Gets the valuation date.
getValuationDate() - Method in class com.opengamma.strata.pricer.fx.DiscountFxForwardRates
 
getValuationDate() - Method in class com.opengamma.strata.pricer.fx.ForwardFxIndexRates
 
getValuationDate() - Method in interface com.opengamma.strata.pricer.fx.FxForwardRates
Gets the valuation date.
getValuationDate() - Method in interface com.opengamma.strata.pricer.fxopt.FxOptionVolatilities
Gets the valuation date.
getValuationDate() - Method in interface com.opengamma.strata.pricer.index.IborFutureOptionVolatilities
Gets the valuation date.
getValuationDate() - Method in class com.opengamma.strata.pricer.rate.DiscountIborIndexRates
 
getValuationDate() - Method in class com.opengamma.strata.pricer.rate.DiscountOvernightIndexRates
 
getValuationDate() - Method in class com.opengamma.strata.pricer.rate.ImmutableRatesProvider
Gets the valuation date.
getValuationDate() - Method in class com.opengamma.strata.pricer.rate.SimpleIborIndexRates
Gets the valuation date.
getValuationDate() - Method in class com.opengamma.strata.pricer.rate.SimplePriceIndexValues
Gets the valuation date.
getValuationDate() - Method in class com.opengamma.strata.pricer.SimpleDiscountFactors
Gets the valuation date.
getValuationDate() - Method in interface com.opengamma.strata.pricer.swaption.SwaptionVolatilities
Gets the valuation date.
getValuationDate() - Method in class com.opengamma.strata.pricer.ZeroRateDiscountFactors
Gets the valuation date.
getValuationDate() - Method in class com.opengamma.strata.pricer.ZeroRatePeriodicDiscountFactors
Gets the valuation date.
getValuationDate() - Method in class com.opengamma.strata.report.cashflow.CashFlowReport
Gets the valuation date.
getValuationDate() - Method in interface com.opengamma.strata.report.Report
Gets the valuation date of the results driving the report.
getValuationDate() - Method in class com.opengamma.strata.report.ReportCalculationResults
Gets the valuation date.
getValuationDate() - Method in class com.opengamma.strata.report.trade.TradeReport
Gets the valuation date.
getValuationDateTime() - Method in class com.opengamma.strata.pricer.bond.BlackBondFutureExpiryLogMoneynessVolatilities
Gets the valuation date-time.
getValuationDateTime() - Method in interface com.opengamma.strata.pricer.bond.BondFutureVolatilities
Gets the valuation date-time.
getValuationDateTime() - Method in class com.opengamma.strata.pricer.capfloor.BlackIborCapletFloorletExpiryStrikeVolatilities
Gets the valuation date-time.
getValuationDateTime() - Method in interface com.opengamma.strata.pricer.capfloor.IborCapletFloorletVolatilities
Gets the valuation date-time.
getValuationDateTime() - Method in class com.opengamma.strata.pricer.capfloor.NormalIborCapletFloorletExpiryStrikeVolatilities
Gets the valuation date-time.
getValuationDateTime() - Method in class com.opengamma.strata.pricer.capfloor.SabrParametersIborCapletFloorletVolatilities
Gets the valuation date-time.
getValuationDateTime() - Method in class com.opengamma.strata.pricer.capfloor.ShiftedBlackIborCapletFloorletExpiryStrikeVolatilities
Gets the valuation date-time.
getValuationDateTime() - Method in class com.opengamma.strata.pricer.fxopt.BlackFxOptionFlatVolatilities
Gets the valuation date-time.
getValuationDateTime() - Method in class com.opengamma.strata.pricer.fxopt.BlackFxOptionSmileVolatilities
Gets the valuation date-time.
getValuationDateTime() - Method in class com.opengamma.strata.pricer.fxopt.BlackFxOptionSurfaceVolatilities
Gets the valuation date-time.
getValuationDateTime() - Method in interface com.opengamma.strata.pricer.fxopt.FxOptionVolatilities
Gets the valuation date-time.
getValuationDateTime() - Method in interface com.opengamma.strata.pricer.index.IborFutureOptionVolatilities
Gets the valuation date-time.
getValuationDateTime() - Method in class com.opengamma.strata.pricer.index.NormalIborFutureOptionExpirySimpleMoneynessVolatilities
Gets the valuation date-time.
getValuationDateTime() - Method in class com.opengamma.strata.pricer.model.HullWhiteOneFactorPiecewiseConstantParametersProvider
Gets the valuation date.
getValuationDateTime() - Method in class com.opengamma.strata.pricer.swaption.BlackSwaptionExpiryTenorVolatilities
Gets the valuation date-time.
getValuationDateTime() - Method in class com.opengamma.strata.pricer.swaption.NormalSwaptionExpirySimpleMoneynessVolatilities
Gets the valuation date-time.
getValuationDateTime() - Method in class com.opengamma.strata.pricer.swaption.NormalSwaptionExpiryStrikeVolatilities
Gets the valuation date-time.
getValuationDateTime() - Method in class com.opengamma.strata.pricer.swaption.NormalSwaptionExpiryTenorVolatilities
Gets the valuation date-time.
getValuationDateTime() - Method in class com.opengamma.strata.pricer.swaption.SabrParametersSwaptionVolatilities
Gets the valuation date-time.
getValuationDateTime() - Method in interface com.opengamma.strata.pricer.swaption.SwaptionVolatilities
Gets the valuation date-time.
getValue() - Method in class com.opengamma.strata.basics.currency.AdjustablePayment
Gets the amount of the payment.
getValue() - Method in class com.opengamma.strata.basics.currency.Payment
Gets the amount of the payment.
getValue(ReferenceDataId<T>) - Method in interface com.opengamma.strata.basics.ReferenceData
Gets the reference data value associated with the specified identifier.
getValue() - Method in class com.opengamma.strata.basics.StandardId
Gets the value of the identifier within the scheme.
getValue() - Method in class com.opengamma.strata.basics.value.ValueDerivatives
Gets the value of the variable.
getValue() - Method in class com.opengamma.strata.basics.value.ValueStep
Gets the value representing the change that occurs.
getValue(MarketDataId<T>) - Method in class com.opengamma.strata.calc.marketdata.BuiltMarketData
 
getValue(MarketDataId<T>) - Method in class com.opengamma.strata.calc.marketdata.BuiltScenarioMarketData
 
getValue(String) - Method in class com.opengamma.strata.collect.io.CsvRow
Gets a single field value from the row by header
getValue(Pattern) - Method in class com.opengamma.strata.collect.io.CsvRow
Gets a single field value from the row by header pattern
getValue() - Method in class com.opengamma.strata.collect.result.Result
Returns the actual result value if calculated successfully, throwing an exception if a failure occurred.
getValue() - Method in class com.opengamma.strata.collect.result.ValueWithFailures
Gets the success value.
getValue() - Method in class com.opengamma.strata.collect.timeseries.LocalDateDoublePoint
Gets the value.
getValue(MarketDataId<T>) - Method in class com.opengamma.strata.data.ImmutableMarketData
 
getValue(MarketDataId<T>) - Method in interface com.opengamma.strata.data.MarketData
Gets the market data value associated with the specified identifier.
getValue(MarketDataId<T>) - Method in class com.opengamma.strata.data.scenario.ImmutableScenarioMarketData
 
getValue(int) - Method in interface com.opengamma.strata.data.scenario.MarketDataBox
Gets the market data value associated with the specified scenario.
getValue(MarketDataId<T>) - Method in interface com.opengamma.strata.data.scenario.ScenarioMarketData
Gets the market data value associated with the specified identifier.
getValue() - Method in class com.opengamma.strata.market.observable.Quote
Gets the value that was quoted.
getValue() - Method in class com.opengamma.strata.market.option.DeltaStrike
Gets the value of absolute delta.
getValue() - Method in class com.opengamma.strata.market.option.LogMoneynessStrike
Gets the value of log-moneyness.
getValue() - Method in class com.opengamma.strata.market.option.MoneynessStrike
Gets the value of moneyness.
getValue() - Method in class com.opengamma.strata.market.option.SimpleStrike
Gets the value of strike.
getValue() - Method in interface com.opengamma.strata.market.option.Strike
Gets the value of the strike.
getValue() - Method in class com.opengamma.strata.product.payment.BulletPayment
Gets the amount of the payment.
getValue() - Method in class com.opengamma.strata.report.trade.TradeReportColumn
Gets the reference to a value to display in this column.
getValueFailures() - Method in class com.opengamma.strata.calc.marketdata.BuiltMarketData
Gets the failures when building single market data values.
getValueFailures() - Method in class com.opengamma.strata.calc.marketdata.BuiltScenarioMarketData
Gets the failures when building single market data values.
getValueFunction() - Method in class com.opengamma.strata.market.curve.ParameterizedFunctionalCurve
Gets the y-value function.
getValueFunction() - Method in class com.opengamma.strata.market.curve.ParameterizedFunctionalCurveDefinition
Gets the y-value function.
getValueOrElse(T) - Method in class com.opengamma.strata.collect.result.Result
Returns the actual result value if calculated successfully, or the specified default value if a failure occurred.
getValueOrElseApply(Function<Failure, T>) - Method in class com.opengamma.strata.collect.result.Result
Returns the actual result value if calculated successfully, else the specified function is applied to the Failure that occurred.
getValueRequirements() - Method in class com.opengamma.strata.calc.runner.FunctionRequirements
Gets the market data identifiers of the values required for the calculation.
getValues() - Method in class com.opengamma.strata.basics.currency.CurrencyAmountArray
Gets the values.
getValues(Currency) - Method in class com.opengamma.strata.basics.currency.MultiCurrencyAmountArray
Gets the values for the specified currency, throws an exception if there are no values for the currency.
getValues() - Method in class com.opengamma.strata.basics.currency.MultiCurrencyAmountArray
Gets the currency values, keyed by currency.
getValues() - Method in class com.opengamma.strata.basics.ImmutableReferenceData
Gets the typed reference data values by identifier.
getValues() - Method in class com.opengamma.strata.data.ImmutableMarketData
Gets the market data values.
getValues() - Method in class com.opengamma.strata.data.scenario.DoubleScenarioArray
Gets the calculated values, one per scenario.
getValues() - Method in class com.opengamma.strata.data.scenario.ImmutableScenarioMarketData
Gets the individual items of market data.
getValues(Currency) - Method in class com.opengamma.strata.data.scenario.MultiCurrencyScenarioArray
Returns the values for the specified currency, throws an exception if there are no values for the currency.
getVariant() - Method in class com.opengamma.strata.product.etd.EtdFutureSecurity
Gets the variant of ETD.
getVariant() - Method in class com.opengamma.strata.product.etd.EtdOptionSecurity
Gets the variant of ETD.
getVariant() - Method in interface com.opengamma.strata.product.etd.EtdSecurity
Gets the variant of ETD.
getVersion() - Method in class com.opengamma.strata.product.etd.EtdOptionSecurity
Gets the version of the option, defaulted to zero.
getVersionString() - Static method in class com.opengamma.strata.collect.Version
Gets the version of Strata.
getVolatilities() - Method in class com.opengamma.strata.pricer.capfloor.IborCapletFloorletVolatilityCalibrationResult
Gets the caplet volatilities.
getVolatilitiesName() - Method in class com.opengamma.strata.pricer.bond.BondFutureOptionSensitivity
Gets the name of the volatilities.
getVolatilitiesName() - Method in class com.opengamma.strata.pricer.capfloor.IborCapletFloorletSabrSensitivity
Gets the name of the volatilities.
getVolatilitiesName() - Method in class com.opengamma.strata.pricer.capfloor.IborCapletFloorletSensitivity
Gets the name of the volatilities.
getVolatilitiesName() - Method in class com.opengamma.strata.pricer.fxopt.FxOptionSensitivity
Gets the name of the volatilities.
getVolatilitiesName() - Method in class com.opengamma.strata.pricer.index.IborFutureOptionSensitivity
Gets the name of the volatilities.
getVolatilitiesName() - Method in class com.opengamma.strata.pricer.swaption.SwaptionSabrSensitivity
Gets the name of the volatilities.
getVolatilitiesName() - Method in class com.opengamma.strata.pricer.swaption.SwaptionSensitivity
Gets the name of the volatilities.
getVolatility() - Method in class com.opengamma.strata.pricer.fxopt.SmileDeltaParameters
Gets the volatilities associated with the strikes.
getVolatility() - Method in class com.opengamma.strata.pricer.fxopt.VolatilityAndBucketedSensitivities
Gets the volatility.
getVolatility() - Method in class com.opengamma.strata.pricer.model.HullWhiteOneFactorPiecewiseConstantParameters
Gets the volatility parameters.
getVolatilityCurrencyPairs() - Method in interface com.opengamma.strata.measure.fxopt.FxOptionMarketDataLookup
Gets the set of currency pairs that volatilities are provided for.
getVolatilityIds(SecurityId) - Method in interface com.opengamma.strata.measure.bond.BondFutureOptionMarketDataLookup
Gets the identifiers used to obtain the volatilities for the specified security ID.
getVolatilityIds(IborIndex) - Method in interface com.opengamma.strata.measure.capfloor.IborCapFloorMarketDataLookup
Gets the identifiers used to obtain the volatilities for the specified currency.
getVolatilityIds(CurrencyPair) - Method in interface com.opengamma.strata.measure.fxopt.FxOptionMarketDataLookup
Gets the identifiers used to obtain the volatilities for the specified currency pair.
getVolatilityIds(IborIndex) - Method in interface com.opengamma.strata.measure.index.IborFutureOptionMarketDataLookup
Gets the identifiers used to obtain the volatilities for the specified currency.
getVolatilityIds(IborIndex) - Method in interface com.opengamma.strata.measure.swaption.SwaptionMarketDataLookup
Gets the identifiers used to obtain the volatilities for the specified currency.
getVolatilityIndices() - Method in interface com.opengamma.strata.measure.capfloor.IborCapFloorMarketDataLookup
Gets the set of indices that volatilities are provided for.
getVolatilityIndices() - Method in interface com.opengamma.strata.measure.index.IborFutureOptionMarketDataLookup
Gets the set of indices that volatilities are provided for.
getVolatilityIndices() - Method in interface com.opengamma.strata.measure.swaption.SwaptionMarketDataLookup
Gets the set of indices that volatilities are provided for.
getVolatilitySecurityIds() - Method in interface com.opengamma.strata.measure.bond.BondFutureOptionMarketDataLookup
Gets the set of security IDs that volatilities are provided for.
getVolatilityTerm() - Method in class com.opengamma.strata.pricer.fxopt.InterpolatedStrikeSmileDeltaTermStructure
Gets the smile description at the different time to expiry.
getVolatilityTerm() - Method in interface com.opengamma.strata.pricer.fxopt.SmileDeltaTermStructure
Gets the volatility smiles from delta.
getVolatilityTime() - Method in class com.opengamma.strata.pricer.model.HullWhiteOneFactorPiecewiseConstantParameters
Gets the times separating the constant volatility periods.
getVolatilityType() - Method in interface com.opengamma.strata.pricer.bond.BlackBondFutureVolatilities
 
getVolatilityType() - Method in interface com.opengamma.strata.pricer.bond.BondFutureVolatilities
getVolatilityType() - Method in interface com.opengamma.strata.pricer.capfloor.BlackIborCapletFloorletVolatilities
 
getVolatilityType() - Method in interface com.opengamma.strata.pricer.capfloor.IborCapletFloorletVolatilities
getVolatilityType() - Method in interface com.opengamma.strata.pricer.capfloor.NormalIborCapletFloorletVolatilities
 
getVolatilityType() - Method in interface com.opengamma.strata.pricer.capfloor.SabrIborCapletFloorletVolatilities
 
getVolatilityType() - Method in interface com.opengamma.strata.pricer.fxopt.BlackFxOptionVolatilities
 
getVolatilityType() - Method in interface com.opengamma.strata.pricer.fxopt.FxOptionVolatilities
getVolatilityType() - Method in interface com.opengamma.strata.pricer.index.IborFutureOptionVolatilities
getVolatilityType() - Method in interface com.opengamma.strata.pricer.index.NormalIborFutureOptionVolatilities
 
getVolatilityType() - Method in interface com.opengamma.strata.pricer.swaption.BlackSwaptionVolatilities
 
getVolatilityType() - Method in interface com.opengamma.strata.pricer.swaption.NormalSwaptionVolatilities
 
getVolatilityType() - Method in interface com.opengamma.strata.pricer.swaption.SabrSwaptionVolatilities
 
getVolatilityType() - Method in interface com.opengamma.strata.pricer.swaption.SwaptionVolatilities
getWeight() - Method in class com.opengamma.strata.product.rate.IborAveragedFixing
Gets the weight to apply to this fixing.
getWeight() - Method in class com.opengamma.strata.product.rate.InflationEndInterpolatedRateComputation
Gets the positive weight used when interpolating.
getWeight() - Method in class com.opengamma.strata.product.rate.InflationInterpolatedRateComputation
Gets the positive weight used when interpolating.
getXExtrapolatorLeft() - Method in class com.opengamma.strata.market.surface.interpolator.GridSurfaceInterpolator
Gets the x-value left extrapolator.
getXExtrapolatorRight() - Method in class com.opengamma.strata.market.surface.interpolator.GridSurfaceInterpolator
Gets the x-value right extrapolator.
getXInterpolator() - Method in class com.opengamma.strata.market.surface.interpolator.GridSurfaceInterpolator
Gets the x-value interpolator.
getXValue() - Method in class com.opengamma.strata.market.curve.ConstantNodalCurve
Gets the single x-value.
getXValue() - Method in class com.opengamma.strata.market.curve.SimpleCurveParameterMetadata
Gets the x-value.
getXValue() - Method in class com.opengamma.strata.market.surface.SimpleSurfaceParameterMetadata
Gets the x-value.
getXValues() - Method in class com.opengamma.strata.market.curve.ConstantNodalCurve
 
getXValues() - Method in class com.opengamma.strata.market.curve.InflationNodalCurve
 
getXValues() - Method in class com.opengamma.strata.market.curve.InterpolatedNodalCurve
Gets the array of x-values, one for each point.
getXValues() - Method in interface com.opengamma.strata.market.curve.NodalCurve
Gets the known x-values of the curve.
getXValues() - Method in class com.opengamma.strata.market.surface.InterpolatedNodalSurface
Gets the array of x-values, one for each point.
getXValues() - Method in interface com.opengamma.strata.market.surface.NodalSurface
Gets the known x-values of the surface.
getXValueType() - Method in interface com.opengamma.strata.market.curve.CurveMetadata
Gets the x-value type, providing meaning to the x-values of the curve.
getXValueType() - Method in class com.opengamma.strata.market.curve.DefaultCurveMetadata
Gets the x-value type, providing meaning to the x-values of the curve.
getXValueType() - Method in class com.opengamma.strata.market.curve.InterpolatedNodalCurveDefinition
Gets the x-value type, providing meaning to the x-values of the curve.
getXValueType() - Method in class com.opengamma.strata.market.curve.ParameterizedFunctionalCurveDefinition
Gets the x-value type, providing meaning to the x-values of the curve.
getXValueType() - Method in class com.opengamma.strata.market.curve.SimpleCurveParameterMetadata
Gets the type of the x-value.
getXValueType() - Method in class com.opengamma.strata.market.surface.DefaultSurfaceMetadata
Gets the x-value type, providing meaning to the x-values of the curve.
getXValueType() - Method in class com.opengamma.strata.market.surface.SimpleSurfaceParameterMetadata
Gets the type of the x-value.
getXValueType() - Method in interface com.opengamma.strata.market.surface.SurfaceMetadata
Gets the x-value type, providing meaning to the x-values of the surface.
getYearFraction() - Method in class com.opengamma.strata.basics.index.IborIndexObservation
Gets the year fraction of the investment implied by the fixing date.
getYearFraction() - Method in class com.opengamma.strata.basics.index.OvernightIndexObservation
Gets the year fraction of the investment implied by the fixing date.
getYearFraction() - Method in class com.opengamma.strata.pricer.bond.IssuerCurveZeroRateSensitivity
Gets the time that was queried, expressed as a year fraction.
getYearFraction() - Method in class com.opengamma.strata.pricer.bond.RepoCurveZeroRateSensitivity
Gets the time that was queried, expressed as a year fraction.
getYearFraction() - Method in class com.opengamma.strata.pricer.common.GenericVolatilitySurfaceYearFractionParameterMetadata
Gets the year fraction of the surface node.
getYearFraction() - Method in class com.opengamma.strata.pricer.credit.CreditCurveZeroRateSensitivity
Gets the time that was queried, expressed as a year fraction.
getYearFraction() - Method in class com.opengamma.strata.pricer.fxopt.FxVolatilitySurfaceYearFractionParameterMetadata
Gets the year fraction of the surface node.
getYearFraction() - Method in class com.opengamma.strata.pricer.swaption.SwaptionSurfaceExpirySimpleMoneynessParameterMetadata
Gets the year fraction of the surface node.
getYearFraction() - Method in class com.opengamma.strata.pricer.swaption.SwaptionSurfaceExpiryStrikeParameterMetadata
Gets the year fraction of the surface node.
getYearFraction() - Method in class com.opengamma.strata.pricer.swaption.SwaptionSurfaceExpiryTenorParameterMetadata
Gets the year fraction of the surface node.
getYearFraction() - Method in class com.opengamma.strata.pricer.ZeroRateSensitivity
Gets the time that was queried, expressed as a year fraction.
getYearFraction() - Method in class com.opengamma.strata.product.bond.FixedCouponBondPaymentPeriod
Gets the year fraction that the accrual period represents.
getYearFraction() - Method in class com.opengamma.strata.product.capfloor.IborCapletFloorletPeriod
Gets the year fraction that the accrual period represents.
getYearFraction() - Method in class com.opengamma.strata.product.cms.CmsPeriod
Gets the year fraction that the accrual period represents.
getYearFraction() - Method in class com.opengamma.strata.product.credit.CreditCouponPaymentPeriod
Gets the year fraction that the accrual period represents.
getYearFraction() - Method in class com.opengamma.strata.product.deposit.ResolvedIborFixingDeposit
Gets the year fraction between the start and end date.
getYearFraction() - Method in class com.opengamma.strata.product.deposit.ResolvedTermDeposit
Gets the year fraction between the start and end date.
getYearFraction() - Method in class com.opengamma.strata.product.fra.ResolvedFra
Gets the year fraction between the start and end date.
getYearFraction() - Method in class com.opengamma.strata.product.rate.IborRateComputation
Gets the year fraction.
getYearFraction() - Method in class com.opengamma.strata.product.swap.RateAccrualPeriod
Gets the year fraction that the accrual period represents.
getYearMonth() - Method in class com.opengamma.strata.market.param.YearMonthDateParameterMetadata
Gets the year-month associated with the parameter.
getYExtrapolatorLeft() - Method in class com.opengamma.strata.market.surface.interpolator.GridSurfaceInterpolator
Gets the y-value left extrapolator.
getYExtrapolatorRight() - Method in class com.opengamma.strata.market.surface.interpolator.GridSurfaceInterpolator
Gets the y-value right extrapolator.
getYieldConvention() - Method in class com.opengamma.strata.product.bond.Bill
Gets yield convention.
getYieldConvention() - Method in class com.opengamma.strata.product.bond.BillSecurity
Gets yield convention.
getYieldConvention() - Method in class com.opengamma.strata.product.bond.CapitalIndexedBond
Gets yield convention.
getYieldConvention() - Method in class com.opengamma.strata.product.bond.CapitalIndexedBondSecurity
Gets yield convention.
getYieldConvention() - Method in class com.opengamma.strata.product.bond.FixedCouponBond
Gets yield convention.
getYieldConvention() - Method in class com.opengamma.strata.product.bond.FixedCouponBondSecurity
Gets yield convention.
getYieldConvention() - Method in class com.opengamma.strata.product.bond.ResolvedBill
Gets yield convention.
getYieldConvention() - Method in class com.opengamma.strata.product.bond.ResolvedCapitalIndexedBond
Gets yield convention.
getYieldConvention() - Method in class com.opengamma.strata.product.bond.ResolvedFixedCouponBond
Gets yield convention.
getYInterpolator() - Method in class com.opengamma.strata.market.surface.interpolator.GridSurfaceInterpolator
Gets the y-value interpolator.
getYValue() - Method in class com.opengamma.strata.market.curve.ConstantCurve
Gets the single y-value.
getYValue() - Method in class com.opengamma.strata.market.curve.ConstantNodalCurve
Gets the single y-value.
getYValue() - Method in class com.opengamma.strata.market.surface.SimpleSurfaceParameterMetadata
Gets the y-value.
getYValues() - Method in class com.opengamma.strata.market.curve.ConstantNodalCurve
 
getYValues() - Method in class com.opengamma.strata.market.curve.InflationNodalCurve
 
getYValues() - Method in class com.opengamma.strata.market.curve.InterpolatedNodalCurve
Gets the array of y-values, one for each point.
getYValues() - Method in interface com.opengamma.strata.market.curve.NodalCurve
Gets the known y-values of the curve.
getYValues() - Method in class com.opengamma.strata.market.surface.InterpolatedNodalSurface
Gets the array of y-values, one for each point.
getYValues() - Method in interface com.opengamma.strata.market.surface.NodalSurface
Gets the known y-values of the surface.
getYValueType() - Method in interface com.opengamma.strata.market.curve.CurveDefinition
Gets the y-value type, providing meaning to the y-values of the curve.
getYValueType() - Method in interface com.opengamma.strata.market.curve.CurveMetadata
Gets the y-value type, providing meaning to the y-values of the curve.
getYValueType() - Method in class com.opengamma.strata.market.curve.DefaultCurveMetadata
Gets the y-value type, providing meaning to the y-values of the curve.
getYValueType() - Method in class com.opengamma.strata.market.curve.InterpolatedNodalCurveDefinition
Gets the y-value type, providing meaning to the y-values of the curve.
getYValueType() - Method in class com.opengamma.strata.market.curve.ParameterizedFunctionalCurveDefinition
Gets the y-value type, providing meaning to the y-values of the curve.
getYValueType() - Method in class com.opengamma.strata.market.surface.DefaultSurfaceMetadata
Gets the y-value type, providing meaning to the y-values of the curve.
getYValueType() - Method in class com.opengamma.strata.market.surface.SimpleSurfaceParameterMetadata
Gets the type of the y-value.
getYValueType() - Method in interface com.opengamma.strata.market.surface.SurfaceMetadata
Gets the y-value type, providing meaning to the y-values of the surface.
getZeroRateSensitivity() - Method in class com.opengamma.strata.pricer.credit.CreditCurveZeroRateSensitivity
Gets the zero rate sensitivity.
getZone() - Method in class com.opengamma.strata.product.TradeInfo
Gets the trade time-zone, optional.
getZoneId(String) - Method in class com.opengamma.strata.loader.fpml.FpmlDocument
Returns the ZoneId matching this string representation of a holiday calendar id.
getZoneId() - Method in class com.opengamma.strata.measure.ValuationZoneTimeDefinition
Gets the zone ID.
getZValue() - Method in class com.opengamma.strata.market.surface.ConstantSurface
Gets the single z-value.
getZValues() - Method in class com.opengamma.strata.market.surface.InterpolatedNodalSurface
Gets the array of z-values, one for each point.
getZValues() - Method in interface com.opengamma.strata.market.surface.NodalSurface
Gets the known z-values of the surface.
getZValueType() - Method in class com.opengamma.strata.market.surface.DefaultSurfaceMetadata
Gets the x-value type, providing meaning to the z-values of the curve.
getZValueType() - Method in interface com.opengamma.strata.market.surface.SurfaceMetadata
Gets the z-value type, providing meaning to the z-values of the surface.
GR - Static variable in class com.opengamma.strata.basics.location.Country
The country 'GR' - Greece.
GridSurfaceInterpolator - Class in com.opengamma.strata.market.surface.interpolator
A surface interpolator that is based on two curve interpolators.
GridSurfaceInterpolator.Meta - Class in com.opengamma.strata.market.surface.interpolator
The meta-bean for GridSurfaceInterpolator.
Guavate - Class in com.opengamma.strata.collect
Utilities that help bridge the gap between Java 8 and Google Guava.

H

hagan() - Static method in interface com.opengamma.strata.pricer.model.SabrVolatilityFormula
The Hagan SABR volatility formula.
hasContent() - Method in class com.opengamma.strata.collect.io.XmlElement
Checks if the element has content.
hasExCouponPeriod() - Method in class com.opengamma.strata.product.bond.CapitalIndexedBondPaymentPeriod
Checks if there is an ex-coupon period.
hasExCouponPeriod() - Method in class com.opengamma.strata.product.bond.FixedCouponBondPaymentPeriod
Checks if there is an ex-coupon period.
hasExCouponPeriod() - Method in class com.opengamma.strata.product.bond.ResolvedCapitalIndexedBond
Checks if there is an ex-coupon period.
hasExCouponPeriod() - Method in class com.opengamma.strata.product.bond.ResolvedFixedCouponBond
Checks if there is an ex-coupon period.
hasFailures() - Method in class com.opengamma.strata.collect.result.ValueWithFailures
Checks if there are any failures.
hash(HashFunction) - Method in class com.opengamma.strata.collect.io.ArrayByteSource
 
hashCode() - Method in class com.opengamma.strata.basics.CalculationTargetList
 
hashCode() - Method in class com.opengamma.strata.basics.currency.AdjustablePayment
 
hashCode() - Method in class com.opengamma.strata.basics.currency.Currency
Returns a suitable hash code for the currency.
hashCode() - Method in class com.opengamma.strata.basics.currency.CurrencyAmount
Returns a suitable hash code for the currency.
hashCode() - Method in class com.opengamma.strata.basics.currency.CurrencyAmountArray
 
hashCode() - Method in class com.opengamma.strata.basics.currency.CurrencyPair
Returns a suitable hash code for the currency.
hashCode() - Method in class com.opengamma.strata.basics.currency.FxMatrix
 
hashCode() - Method in class com.opengamma.strata.basics.currency.FxRate
 
hashCode() - Method in class com.opengamma.strata.basics.currency.Money
Returns a suitable hash code for the currency.
hashCode() - Method in class com.opengamma.strata.basics.currency.MultiCurrencyAmount
 
hashCode() - Method in class com.opengamma.strata.basics.currency.MultiCurrencyAmountArray
 
hashCode() - Method in class com.opengamma.strata.basics.currency.Payment
 
hashCode() - Method in class com.opengamma.strata.basics.date.AdjustableDate
 
hashCode() - Method in class com.opengamma.strata.basics.date.BusinessDayAdjustment
 
hashCode() - Method in class com.opengamma.strata.basics.date.DaysAdjustment
 
hashCode() - Method in class com.opengamma.strata.basics.date.HolidayCalendarId
Returns a suitable hash code for the identifier.
hashCode() - Method in class com.opengamma.strata.basics.date.ImmutableHolidayCalendar
 
hashCode() - Method in class com.opengamma.strata.basics.date.PeriodAdjustment
 
hashCode() - Method in class com.opengamma.strata.basics.date.Tenor
Returns a suitable hash code for the tenor.
hashCode() - Method in class com.opengamma.strata.basics.date.TenorAdjustment
 
hashCode() - Method in class com.opengamma.strata.basics.ImmutableReferenceData
 
hashCode() - Method in class com.opengamma.strata.basics.index.FxIndexObservation
Returns a hash code based on the index and fixing date.
hashCode() - Method in class com.opengamma.strata.basics.index.IborIndexObservation
 
hashCode() - Method in class com.opengamma.strata.basics.index.ImmutableFloatingRateName
 
hashCode() - Method in class com.opengamma.strata.basics.index.ImmutableFxIndex
 
hashCode() - Method in class com.opengamma.strata.basics.index.ImmutableIborIndex
 
hashCode() - Method in class com.opengamma.strata.basics.index.ImmutableOvernightIndex
 
hashCode() - Method in class com.opengamma.strata.basics.index.ImmutablePriceIndex
 
hashCode() - Method in class com.opengamma.strata.basics.index.OvernightIndexObservation
Returns a hash code based on the index and fixing date.
hashCode() - Method in class com.opengamma.strata.basics.index.PriceIndexObservation
Returns a hash code based on the index and fixing date.
hashCode() - Method in class com.opengamma.strata.basics.location.Country
Returns a suitable hash code for the country.
hashCode() - Method in class com.opengamma.strata.basics.schedule.Frequency
Returns a suitable hash code for the periodic frequency.
hashCode() - Method in class com.opengamma.strata.basics.schedule.PeriodicSchedule
 
hashCode() - Method in class com.opengamma.strata.basics.schedule.Schedule
 
hashCode() - Method in class com.opengamma.strata.basics.schedule.SchedulePeriod
 
hashCode() - Method in class com.opengamma.strata.basics.StandardId
Returns a suitable hash code, based on the scheme and value.
hashCode() - Method in class com.opengamma.strata.basics.value.ValueAdjustment
 
hashCode() - Method in class com.opengamma.strata.basics.value.ValueDerivatives
 
hashCode() - Method in class com.opengamma.strata.basics.value.ValueSchedule
 
hashCode() - Method in class com.opengamma.strata.basics.value.ValueStep
 
hashCode() - Method in class com.opengamma.strata.basics.value.ValueStepSequence
 
hashCode() - Method in class com.opengamma.strata.calc.CalculationRules
 
hashCode() - Method in class com.opengamma.strata.calc.Column
 
hashCode() - Method in class com.opengamma.strata.calc.ColumnHeader
 
hashCode() - Method in class com.opengamma.strata.calc.ImmutableMeasure
 
hashCode() - Method in class com.opengamma.strata.calc.marketdata.BuiltMarketData
 
hashCode() - Method in class com.opengamma.strata.calc.marketdata.BuiltScenarioMarketData
 
hashCode() - Method in class com.opengamma.strata.calc.marketdata.MarketDataConfig
 
hashCode() - Method in class com.opengamma.strata.calc.marketdata.MarketDataRequirements
 
hashCode() - Method in class com.opengamma.strata.calc.marketdata.PerturbationMapping
 
hashCode() - Method in class com.opengamma.strata.calc.marketdata.ScenarioDefinition
 
hashCode() - Method in class com.opengamma.strata.calc.ReportingCurrency
 
hashCode() - Method in class com.opengamma.strata.calc.Results
 
hashCode() - Method in class com.opengamma.strata.calc.runner.CalculationParameters
 
hashCode() - Method in class com.opengamma.strata.calc.runner.CalculationResult
 
hashCode() - Method in class com.opengamma.strata.calc.runner.CalculationResults
 
hashCode() - Method in class com.opengamma.strata.calc.runner.CalculationTask
 
hashCode() - Method in class com.opengamma.strata.calc.runner.CalculationTaskCell
 
hashCode() - Method in class com.opengamma.strata.calc.runner.CalculationTasks
 
hashCode() - Method in class com.opengamma.strata.calc.runner.FunctionRequirements
 
hashCode() - Method in class com.opengamma.strata.collect.array.DoubleArray
 
hashCode() - Method in class com.opengamma.strata.collect.array.DoubleMatrix
 
hashCode() - Method in class com.opengamma.strata.collect.array.IntArray
 
hashCode() - Method in class com.opengamma.strata.collect.io.CsvFile
Returns a suitable hash code for the CSV file.
hashCode() - Method in class com.opengamma.strata.collect.io.CsvRow
Returns a suitable hash code for the CSV file.
hashCode() - Method in class com.opengamma.strata.collect.io.IniFile
Returns a suitable hash code for the INI file.
hashCode() - Method in class com.opengamma.strata.collect.io.PropertiesFile
Returns a suitable hash code for the file.
hashCode() - Method in class com.opengamma.strata.collect.io.PropertySet
Returns a suitable hash code for the property set.
hashCode() - Method in class com.opengamma.strata.collect.io.ResourceLocator
Returns a suitable hash code for the locator.
hashCode() - Method in class com.opengamma.strata.collect.io.XmlElement
Returns a suitable hash code.
hashCode() - Method in class com.opengamma.strata.collect.io.XmlFile
Returns a suitable hash code for the file.
hashCode() - Method in class com.opengamma.strata.collect.result.Failure
 
hashCode() - Method in class com.opengamma.strata.collect.result.FailureItem
 
hashCode() - Method in class com.opengamma.strata.collect.result.FailureItems
 
hashCode() - Method in class com.opengamma.strata.collect.result.Result
 
hashCode() - Method in class com.opengamma.strata.collect.result.ValueWithFailures
 
hashCode() - Method in class com.opengamma.strata.collect.timeseries.LocalDateDoublePoint
A hash code for this point.
hashCode() - Method in class com.opengamma.strata.collect.tuple.DoublesPair
 
hashCode() - Method in class com.opengamma.strata.collect.tuple.IntDoublePair
 
hashCode() - Method in class com.opengamma.strata.collect.tuple.LongDoublePair
 
hashCode() - Method in class com.opengamma.strata.collect.tuple.ObjDoublePair
 
hashCode() - Method in class com.opengamma.strata.collect.tuple.ObjIntPair
 
hashCode() - Method in class com.opengamma.strata.collect.tuple.Pair
 
hashCode() - Method in class com.opengamma.strata.collect.tuple.Triple
 
hashCode() - Method in class com.opengamma.strata.collect.TypedString
Returns a suitable hash code.
hashCode() - Method in class com.opengamma.strata.data.FxMatrixId
 
hashCode() - Method in class com.opengamma.strata.data.FxRateId
 
hashCode() - Method in class com.opengamma.strata.data.ImmutableMarketData
 
hashCode() - Method in class com.opengamma.strata.data.MarketDataFxRateProvider
 
hashCode() - Method in class com.opengamma.strata.data.MarketDataName
Returns a suitable hash code.
hashCode() - Method in class com.opengamma.strata.data.scenario.CurrencyScenarioArray
 
hashCode() - Method in class com.opengamma.strata.data.scenario.DoubleScenarioArray
 
hashCode() - Method in class com.opengamma.strata.data.scenario.FxRateScenarioArray
 
hashCode() - Method in class com.opengamma.strata.data.scenario.ImmutableScenarioMarketData
 
hashCode() - Method in class com.opengamma.strata.data.scenario.MultiCurrencyScenarioArray
 
hashCode() - Method in class com.opengamma.strata.market.amount.CashFlow
 
hashCode() - Method in class com.opengamma.strata.market.amount.CashFlows
 
hashCode() - Method in class com.opengamma.strata.market.amount.LegAmounts
 
hashCode() - Method in class com.opengamma.strata.market.amount.SwapLegAmount
 
hashCode() - Method in class com.opengamma.strata.market.curve.AddFixedCurve
 
hashCode() - Method in class com.opengamma.strata.market.curve.CombinedCurve
 
hashCode() - Method in class com.opengamma.strata.market.curve.ConstantCurve
 
hashCode() - Method in class com.opengamma.strata.market.curve.ConstantNodalCurve
 
hashCode() - Method in class com.opengamma.strata.market.curve.CurveId
 
hashCode() - Method in class com.opengamma.strata.market.curve.CurveNodeDate
 
hashCode() - Method in class com.opengamma.strata.market.curve.CurveNodeDateOrder
 
hashCode() - Method in class com.opengamma.strata.market.curve.CurveParallelShifts
 
hashCode() - Method in class com.opengamma.strata.market.curve.CurveParameterSize
 
hashCode() - Method in class com.opengamma.strata.market.curve.DefaultCurveMetadata
 
hashCode() - Method in class com.opengamma.strata.market.curve.DepositIsdaCreditCurveNode
 
hashCode() - Method in class com.opengamma.strata.market.curve.InflationNodalCurve
 
hashCode() - Method in class com.opengamma.strata.market.curve.InterpolatedNodalCurve
 
hashCode() - Method in class com.opengamma.strata.market.curve.InterpolatedNodalCurveDefinition
 
hashCode() - Method in class com.opengamma.strata.market.curve.IsdaCreditCurveDefinition
 
hashCode() - Method in class com.opengamma.strata.market.curve.IssuerCurveInputsId
 
hashCode() - Method in class com.opengamma.strata.market.curve.JacobianCalibrationMatrix
 
hashCode() - Method in class com.opengamma.strata.market.curve.LegalEntityCurveGroup
 
hashCode() - Method in class com.opengamma.strata.market.curve.LegalEntityCurveGroupId
 
hashCode() - Method in class com.opengamma.strata.market.curve.node.CdsIndexIsdaCreditCurveNode
 
hashCode() - Method in class com.opengamma.strata.market.curve.node.CdsIsdaCreditCurveNode
 
hashCode() - Method in class com.opengamma.strata.market.curve.node.FixedIborSwapCurveNode
 
hashCode() - Method in class com.opengamma.strata.market.curve.node.FixedInflationSwapCurveNode
 
hashCode() - Method in class com.opengamma.strata.market.curve.node.FixedOvernightSwapCurveNode
 
hashCode() - Method in class com.opengamma.strata.market.curve.node.FraCurveNode
 
hashCode() - Method in class com.opengamma.strata.market.curve.node.FxSwapCurveNode
 
hashCode() - Method in class com.opengamma.strata.market.curve.node.IborFixingDepositCurveNode
 
hashCode() - Method in class com.opengamma.strata.market.curve.node.IborFutureCurveNode
 
hashCode() - Method in class com.opengamma.strata.market.curve.node.IborIborSwapCurveNode
 
hashCode() - Method in class com.opengamma.strata.market.curve.node.OvernightIborSwapCurveNode
 
hashCode() - Method in class com.opengamma.strata.market.curve.node.TermDepositCurveNode
 
hashCode() - Method in class com.opengamma.strata.market.curve.node.ThreeLegBasisSwapCurveNode
 
hashCode() - Method in class com.opengamma.strata.market.curve.node.XCcyIborIborSwapCurveNode
 
hashCode() - Method in class com.opengamma.strata.market.curve.ParallelShiftedCurve
 
hashCode() - Method in class com.opengamma.strata.market.curve.ParameterizedFunctionalCurve
 
hashCode() - Method in class com.opengamma.strata.market.curve.ParameterizedFunctionalCurveDefinition
 
hashCode() - Method in class com.opengamma.strata.market.curve.RatesCurveGroup
 
hashCode() - Method in class com.opengamma.strata.market.curve.RatesCurveGroupDefinition
 
hashCode() - Method in class com.opengamma.strata.market.curve.RatesCurveGroupEntry
 
hashCode() - Method in class com.opengamma.strata.market.curve.RatesCurveGroupId
 
hashCode() - Method in class com.opengamma.strata.market.curve.RatesCurveInputs
 
hashCode() - Method in class com.opengamma.strata.market.curve.RatesCurveInputsId
 
hashCode() - Method in class com.opengamma.strata.market.curve.RepoCurveInputsId
 
hashCode() - Method in class com.opengamma.strata.market.curve.SeasonalityDefinition
 
hashCode() - Method in class com.opengamma.strata.market.curve.SimpleCurveParameterMetadata
 
hashCode() - Method in class com.opengamma.strata.market.curve.SwapIsdaCreditCurveNode
 
hashCode() - Method in class com.opengamma.strata.market.explain.ExplainMap
 
hashCode() - Method in class com.opengamma.strata.market.FxRateShifts
 
hashCode() - Method in class com.opengamma.strata.market.GenericDoubleShifts
 
hashCode() - Method in class com.opengamma.strata.market.observable.IndexQuoteId
 
hashCode() - Method in class com.opengamma.strata.market.observable.LegalEntityInformation
 
hashCode() - Method in class com.opengamma.strata.market.observable.LegalEntityInformationId
 
hashCode() - Method in class com.opengamma.strata.market.observable.Quote
 
hashCode() - Method in class com.opengamma.strata.market.observable.QuoteId
 
hashCode() - Method in class com.opengamma.strata.market.observable.QuoteScenarioArray
 
hashCode() - Method in class com.opengamma.strata.market.observable.QuoteScenarioArrayId
 
hashCode() - Method in class com.opengamma.strata.market.option.DeltaStrike
 
hashCode() - Method in class com.opengamma.strata.market.option.LogMoneynessStrike
 
hashCode() - Method in class com.opengamma.strata.market.option.MoneynessStrike
 
hashCode() - Method in class com.opengamma.strata.market.option.SimpleStrike
 
hashCode() - Method in class com.opengamma.strata.market.param.CrossGammaParameterSensitivities
 
hashCode() - Method in class com.opengamma.strata.market.param.CrossGammaParameterSensitivity
 
hashCode() - Method in class com.opengamma.strata.market.param.CurrencyParameterSensitivities
 
hashCode() - Method in class com.opengamma.strata.market.param.CurrencyParameterSensitivity
 
hashCode() - Method in class com.opengamma.strata.market.param.LabelDateParameterMetadata
 
hashCode() - Method in class com.opengamma.strata.market.param.LabelParameterMetadata
 
hashCode() - Method in class com.opengamma.strata.market.param.ParameterSize
 
hashCode() - Method in class com.opengamma.strata.market.param.PointShifts
 
hashCode() - Method in class com.opengamma.strata.market.param.ResolvedTradeParameterMetadata
 
hashCode() - Method in class com.opengamma.strata.market.param.TenorDateParameterMetadata
 
hashCode() - Method in class com.opengamma.strata.market.param.TenorParameterMetadata
 
hashCode() - Method in class com.opengamma.strata.market.param.UnitParameterSensitivities
 
hashCode() - Method in class com.opengamma.strata.market.param.UnitParameterSensitivity
 
hashCode() - Method in class com.opengamma.strata.market.param.YearMonthDateParameterMetadata
 
hashCode() - Method in class com.opengamma.strata.market.sensitivity.MutablePointSensitivities
 
hashCode() - Method in class com.opengamma.strata.market.sensitivity.PointSensitivities
 
hashCode() - Method in class com.opengamma.strata.market.surface.ConstantSurface
 
hashCode() - Method in class com.opengamma.strata.market.surface.DefaultSurfaceMetadata
 
hashCode() - Method in class com.opengamma.strata.market.surface.DeformedSurface
 
hashCode() - Method in class com.opengamma.strata.market.surface.InterpolatedNodalSurface
 
hashCode() - Method in class com.opengamma.strata.market.surface.interpolator.GridSurfaceInterpolator
 
hashCode() - Method in class com.opengamma.strata.market.surface.SimpleSurfaceParameterMetadata
 
hashCode() - Method in class com.opengamma.strata.measure.calc.TargetTypeCalculationParameter
 
hashCode() - Method in class com.opengamma.strata.measure.calc.TradeCounterpartyCalculationParameter
 
hashCode() - Method in class com.opengamma.strata.measure.cms.CmsSabrExtrapolationParams
 
hashCode() - Method in class com.opengamma.strata.measure.curve.RootFinderConfig
 
hashCode() - Method in class com.opengamma.strata.measure.fx.FxRateConfig
 
hashCode() - Method in class com.opengamma.strata.measure.fxopt.BlackFxOptionInterpolatedNodalSurfaceVolatilitiesSpecification
 
hashCode() - Method in class com.opengamma.strata.measure.fxopt.BlackFxOptionSmileVolatilitiesSpecification
 
hashCode() - Method in class com.opengamma.strata.measure.fxopt.FxOptionVolatilitiesDefinition
 
hashCode() - Method in class com.opengamma.strata.measure.fxopt.FxOptionVolatilitiesNode
 
hashCode() - Method in class com.opengamma.strata.measure.ValuationZoneTimeDefinition
 
hashCode() - Method in class com.opengamma.strata.pricer.bond.BlackBondFutureExpiryLogMoneynessVolatilities
 
hashCode() - Method in class com.opengamma.strata.pricer.bond.BondFutureOptionSensitivity
 
hashCode() - Method in class com.opengamma.strata.pricer.bond.BondFutureVolatilitiesId
 
hashCode() - Method in class com.opengamma.strata.pricer.bond.ImmutableLegalEntityDiscountingProvider
 
hashCode() - Method in class com.opengamma.strata.pricer.bond.IssuerCurveDiscountFactors
 
hashCode() - Method in class com.opengamma.strata.pricer.bond.IssuerCurveZeroRateSensitivity
 
hashCode() - Method in class com.opengamma.strata.pricer.bond.RepoCurveDiscountFactors
 
hashCode() - Method in class com.opengamma.strata.pricer.bond.RepoCurveZeroRateSensitivity
 
hashCode() - Method in class com.opengamma.strata.pricer.capfloor.BlackIborCapletFloorletExpiryStrikeVolatilities
 
hashCode() - Method in class com.opengamma.strata.pricer.capfloor.DirectIborCapletFloorletVolatilityDefinition
 
hashCode() - Method in class com.opengamma.strata.pricer.capfloor.IborCapletFloorletSabrSensitivity
 
hashCode() - Method in class com.opengamma.strata.pricer.capfloor.IborCapletFloorletSensitivity
 
hashCode() - Method in class com.opengamma.strata.pricer.capfloor.IborCapletFloorletVolatilitiesId
 
hashCode() - Method in class com.opengamma.strata.pricer.capfloor.IborCapletFloorletVolatilityCalibrationResult
 
hashCode() - Method in class com.opengamma.strata.pricer.capfloor.NormalIborCapletFloorletExpiryStrikeVolatilities
 
hashCode() - Method in class com.opengamma.strata.pricer.capfloor.SabrIborCapletFloorletVolatilityBootstrapDefinition
 
hashCode() - Method in class com.opengamma.strata.pricer.capfloor.SabrIborCapletFloorletVolatilityCalibrationDefinition
 
hashCode() - Method in class com.opengamma.strata.pricer.capfloor.SabrParametersIborCapletFloorletVolatilities
 
hashCode() - Method in class com.opengamma.strata.pricer.capfloor.ShiftedBlackIborCapletFloorletExpiryStrikeVolatilities
 
hashCode() - Method in class com.opengamma.strata.pricer.capfloor.SurfaceIborCapletFloorletVolatilityBootstrapDefinition
 
hashCode() - Method in class com.opengamma.strata.pricer.common.GenericVolatilitySurfacePeriodParameterMetadata
 
hashCode() - Method in class com.opengamma.strata.pricer.common.GenericVolatilitySurfaceYearFractionParameterMetadata
 
hashCode() - Method in class com.opengamma.strata.pricer.credit.ConstantRecoveryRates
 
hashCode() - Method in class com.opengamma.strata.pricer.credit.CreditCurveZeroRateSensitivity
 
hashCode() - Method in class com.opengamma.strata.pricer.credit.ImmutableCreditRatesProvider
 
hashCode() - Method in class com.opengamma.strata.pricer.credit.IsdaCreditDiscountFactors
 
hashCode() - Method in class com.opengamma.strata.pricer.credit.JumpToDefault
 
hashCode() - Method in class com.opengamma.strata.pricer.credit.LegalEntitySurvivalProbabilities
 
hashCode() - Method in class com.opengamma.strata.pricer.fx.DiscountFxForwardRates
 
hashCode() - Method in class com.opengamma.strata.pricer.fx.ForwardFxIndexRates
 
hashCode() - Method in class com.opengamma.strata.pricer.fx.FxForwardSensitivity
 
hashCode() - Method in class com.opengamma.strata.pricer.fx.FxIndexSensitivity
 
hashCode() - Method in class com.opengamma.strata.pricer.fxopt.BlackFxOptionFlatVolatilities
 
hashCode() - Method in class com.opengamma.strata.pricer.fxopt.BlackFxOptionSmileVolatilities
 
hashCode() - Method in class com.opengamma.strata.pricer.fxopt.BlackFxOptionSurfaceVolatilities
 
hashCode() - Method in class com.opengamma.strata.pricer.fxopt.FxOptionSensitivity
 
hashCode() - Method in class com.opengamma.strata.pricer.fxopt.FxOptionVolatilitiesId
 
hashCode() - Method in class com.opengamma.strata.pricer.fxopt.FxVolatilitySurfaceYearFractionParameterMetadata
 
hashCode() - Method in class com.opengamma.strata.pricer.fxopt.InterpolatedStrikeSmileDeltaTermStructure
 
hashCode() - Method in class com.opengamma.strata.pricer.fxopt.RecombiningTrinomialTreeData
 
hashCode() - Method in class com.opengamma.strata.pricer.fxopt.SmileAndBucketedSensitivities
 
hashCode() - Method in class com.opengamma.strata.pricer.fxopt.SmileDeltaParameters
 
hashCode() - Method in class com.opengamma.strata.pricer.fxopt.VolatilityAndBucketedSensitivities
 
hashCode() - Method in class com.opengamma.strata.pricer.index.IborFutureOptionSensitivity
 
hashCode() - Method in class com.opengamma.strata.pricer.index.IborFutureOptionVolatilitiesId
 
hashCode() - Method in class com.opengamma.strata.pricer.index.NormalIborFutureOptionExpirySimpleMoneynessVolatilities
 
hashCode() - Method in class com.opengamma.strata.pricer.model.HullWhiteOneFactorPiecewiseConstantParameters
 
hashCode() - Method in class com.opengamma.strata.pricer.model.HullWhiteOneFactorPiecewiseConstantParametersProvider
 
hashCode() - Method in class com.opengamma.strata.pricer.model.SabrInterestRateParameters
 
hashCode() - Method in class com.opengamma.strata.pricer.model.SabrParameters
 
hashCode() - Method in class com.opengamma.strata.pricer.option.RawOptionData
 
hashCode() - Method in class com.opengamma.strata.pricer.option.TenorRawOptionData
 
hashCode() - Method in class com.opengamma.strata.pricer.rate.DiscountIborIndexRates
 
hashCode() - Method in class com.opengamma.strata.pricer.rate.DiscountOvernightIndexRates
 
hashCode() - Method in class com.opengamma.strata.pricer.rate.IborRateSensitivity
 
hashCode() - Method in class com.opengamma.strata.pricer.rate.ImmutableRatesProvider
 
hashCode() - Method in class com.opengamma.strata.pricer.rate.InflationRateSensitivity
 
hashCode() - Method in class com.opengamma.strata.pricer.rate.OvernightRateSensitivity
 
hashCode() - Method in class com.opengamma.strata.pricer.rate.SimpleIborIndexRates
 
hashCode() - Method in class com.opengamma.strata.pricer.rate.SimplePriceIndexValues
 
hashCode() - Method in class com.opengamma.strata.pricer.SimpleDiscountFactors
 
hashCode() - Method in class com.opengamma.strata.pricer.swaption.BlackSwaptionExpiryTenorVolatilities
 
hashCode() - Method in class com.opengamma.strata.pricer.swaption.NormalSwaptionExpirySimpleMoneynessVolatilities
 
hashCode() - Method in class com.opengamma.strata.pricer.swaption.NormalSwaptionExpiryStrikeVolatilities
 
hashCode() - Method in class com.opengamma.strata.pricer.swaption.NormalSwaptionExpiryTenorVolatilities
 
hashCode() - Method in class com.opengamma.strata.pricer.swaption.SabrParametersSwaptionVolatilities
 
hashCode() - Method in class com.opengamma.strata.pricer.swaption.SabrSwaptionDefinition
 
hashCode() - Method in class com.opengamma.strata.pricer.swaption.SwaptionSabrSensitivity
 
hashCode() - Method in class com.opengamma.strata.pricer.swaption.SwaptionSensitivity
 
hashCode() - Method in class com.opengamma.strata.pricer.swaption.SwaptionSurfaceExpirySimpleMoneynessParameterMetadata
 
hashCode() - Method in class com.opengamma.strata.pricer.swaption.SwaptionSurfaceExpiryStrikeParameterMetadata
 
hashCode() - Method in class com.opengamma.strata.pricer.swaption.SwaptionSurfaceExpiryTenorParameterMetadata
 
hashCode() - Method in class com.opengamma.strata.pricer.swaption.SwaptionVolatilitiesId
 
hashCode() - Method in class com.opengamma.strata.pricer.ZeroRateDiscountFactors
 
hashCode() - Method in class com.opengamma.strata.pricer.ZeroRatePeriodicDiscountFactors
 
hashCode() - Method in class com.opengamma.strata.pricer.ZeroRateSensitivity
 
hashCode() - Method in class com.opengamma.strata.product.bond.Bill
 
hashCode() - Method in class com.opengamma.strata.product.bond.BillPosition
 
hashCode() - Method in class com.opengamma.strata.product.bond.BillSecurity
 
hashCode() - Method in class com.opengamma.strata.product.bond.BillTrade
 
hashCode() - Method in class com.opengamma.strata.product.bond.BondFuture
 
hashCode() - Method in class com.opengamma.strata.product.bond.BondFutureOption
 
hashCode() - Method in class com.opengamma.strata.product.bond.BondFutureOptionPosition
 
hashCode() - Method in class com.opengamma.strata.product.bond.BondFutureOptionSecurity
 
hashCode() - Method in class com.opengamma.strata.product.bond.BondFutureOptionTrade
 
hashCode() - Method in class com.opengamma.strata.product.bond.BondFuturePosition
 
hashCode() - Method in class com.opengamma.strata.product.bond.BondFutureSecurity
 
hashCode() - Method in class com.opengamma.strata.product.bond.BondFutureTrade
 
hashCode() - Method in class com.opengamma.strata.product.bond.CapitalIndexedBond
 
hashCode() - Method in class com.opengamma.strata.product.bond.CapitalIndexedBondPaymentPeriod
 
hashCode() - Method in class com.opengamma.strata.product.bond.CapitalIndexedBondPosition
 
hashCode() - Method in class com.opengamma.strata.product.bond.CapitalIndexedBondSecurity
 
hashCode() - Method in class com.opengamma.strata.product.bond.CapitalIndexedBondTrade
 
hashCode() - Method in class com.opengamma.strata.product.bond.FixedCouponBond
 
hashCode() - Method in class com.opengamma.strata.product.bond.FixedCouponBondPaymentPeriod
 
hashCode() - Method in class com.opengamma.strata.product.bond.FixedCouponBondPosition
 
hashCode() - Method in class com.opengamma.strata.product.bond.FixedCouponBondSecurity
 
hashCode() - Method in class com.opengamma.strata.product.bond.FixedCouponBondTrade
 
hashCode() - Method in class com.opengamma.strata.product.bond.KnownAmountBondPaymentPeriod
 
hashCode() - Method in class com.opengamma.strata.product.bond.ResolvedBill
 
hashCode() - Method in class com.opengamma.strata.product.bond.ResolvedBillTrade
 
hashCode() - Method in class com.opengamma.strata.product.bond.ResolvedBondFuture
 
hashCode() - Method in class com.opengamma.strata.product.bond.ResolvedBondFutureOption
 
hashCode() - Method in class com.opengamma.strata.product.bond.ResolvedBondFutureOptionTrade
 
hashCode() - Method in class com.opengamma.strata.product.bond.ResolvedBondFutureTrade
 
hashCode() - Method in class com.opengamma.strata.product.bond.ResolvedCapitalIndexedBond
 
hashCode() - Method in class com.opengamma.strata.product.bond.ResolvedCapitalIndexedBondSettlement
 
hashCode() - Method in class com.opengamma.strata.product.bond.ResolvedCapitalIndexedBondTrade
 
hashCode() - Method in class com.opengamma.strata.product.bond.ResolvedFixedCouponBond
 
hashCode() - Method in class com.opengamma.strata.product.bond.ResolvedFixedCouponBondSettlement
 
hashCode() - Method in class com.opengamma.strata.product.bond.ResolvedFixedCouponBondTrade
 
hashCode() - Method in class com.opengamma.strata.product.capfloor.IborCapFloor
 
hashCode() - Method in class com.opengamma.strata.product.capfloor.IborCapFloorLeg
 
hashCode() - Method in class com.opengamma.strata.product.capfloor.IborCapFloorTrade
 
hashCode() - Method in class com.opengamma.strata.product.capfloor.IborCapletFloorletPeriod
 
hashCode() - Method in class com.opengamma.strata.product.capfloor.ResolvedIborCapFloor
 
hashCode() - Method in class com.opengamma.strata.product.capfloor.ResolvedIborCapFloorLeg
 
hashCode() - Method in class com.opengamma.strata.product.capfloor.ResolvedIborCapFloorTrade
 
hashCode() - Method in class com.opengamma.strata.product.cms.Cms
 
hashCode() - Method in class com.opengamma.strata.product.cms.CmsLeg
 
hashCode() - Method in class com.opengamma.strata.product.cms.CmsPeriod
 
hashCode() - Method in class com.opengamma.strata.product.cms.CmsTrade
 
hashCode() - Method in class com.opengamma.strata.product.cms.ResolvedCms
 
hashCode() - Method in class com.opengamma.strata.product.cms.ResolvedCmsLeg
 
hashCode() - Method in class com.opengamma.strata.product.cms.ResolvedCmsTrade
 
hashCode() - Method in class com.opengamma.strata.product.common.ExchangeId
Returns a suitable hash code for the identifier.
hashCode() - Method in class com.opengamma.strata.product.credit.Cds
 
hashCode() - Method in class com.opengamma.strata.product.credit.CdsCalibrationTrade
 
hashCode() - Method in class com.opengamma.strata.product.credit.CdsIndex
 
hashCode() - Method in class com.opengamma.strata.product.credit.CdsIndexCalibrationTrade
 
hashCode() - Method in class com.opengamma.strata.product.credit.CdsIndexTrade
 
hashCode() - Method in class com.opengamma.strata.product.credit.CdsQuote
 
hashCode() - Method in class com.opengamma.strata.product.credit.CdsTrade
 
hashCode() - Method in class com.opengamma.strata.product.credit.CreditCouponPaymentPeriod
 
hashCode() - Method in class com.opengamma.strata.product.credit.ResolvedCds
 
hashCode() - Method in class com.opengamma.strata.product.credit.ResolvedCdsIndex
 
hashCode() - Method in class com.opengamma.strata.product.credit.ResolvedCdsIndexTrade
 
hashCode() - Method in class com.opengamma.strata.product.credit.ResolvedCdsTrade
 
hashCode() - Method in class com.opengamma.strata.product.credit.type.DatesCdsTemplate
 
hashCode() - Method in class com.opengamma.strata.product.credit.type.ImmutableCdsConvention
 
hashCode() - Method in class com.opengamma.strata.product.credit.type.TenorCdsTemplate
 
hashCode() - Method in class com.opengamma.strata.product.deposit.IborFixingDeposit
 
hashCode() - Method in class com.opengamma.strata.product.deposit.IborFixingDepositTrade
 
hashCode() - Method in class com.opengamma.strata.product.deposit.ResolvedIborFixingDeposit
 
hashCode() - Method in class com.opengamma.strata.product.deposit.ResolvedIborFixingDepositTrade
 
hashCode() - Method in class com.opengamma.strata.product.deposit.ResolvedTermDeposit
 
hashCode() - Method in class com.opengamma.strata.product.deposit.ResolvedTermDepositTrade
 
hashCode() - Method in class com.opengamma.strata.product.deposit.TermDeposit
 
hashCode() - Method in class com.opengamma.strata.product.deposit.TermDepositTrade
 
hashCode() - Method in class com.opengamma.strata.product.deposit.type.IborFixingDepositTemplate
 
hashCode() - Method in class com.opengamma.strata.product.deposit.type.ImmutableIborFixingDepositConvention
 
hashCode() - Method in class com.opengamma.strata.product.deposit.type.ImmutableTermDepositConvention
 
hashCode() - Method in class com.opengamma.strata.product.deposit.type.TermDepositTemplate
 
hashCode() - Method in class com.opengamma.strata.product.dsf.Dsf
 
hashCode() - Method in class com.opengamma.strata.product.dsf.DsfPosition
 
hashCode() - Method in class com.opengamma.strata.product.dsf.DsfSecurity
 
hashCode() - Method in class com.opengamma.strata.product.dsf.DsfTrade
 
hashCode() - Method in class com.opengamma.strata.product.dsf.ResolvedDsf
 
hashCode() - Method in class com.opengamma.strata.product.dsf.ResolvedDsfTrade
 
hashCode() - Method in class com.opengamma.strata.product.etd.EtdContractSpec
 
hashCode() - Method in class com.opengamma.strata.product.etd.EtdContractSpecId
Returns a suitable hash code for the identifier.
hashCode() - Method in class com.opengamma.strata.product.etd.EtdFuturePosition
 
hashCode() - Method in class com.opengamma.strata.product.etd.EtdFutureSecurity
 
hashCode() - Method in class com.opengamma.strata.product.etd.EtdFutureTrade
 
hashCode() - Method in class com.opengamma.strata.product.etd.EtdOptionPosition
 
hashCode() - Method in class com.opengamma.strata.product.etd.EtdOptionSecurity
 
hashCode() - Method in class com.opengamma.strata.product.etd.EtdOptionTrade
 
hashCode() - Method in class com.opengamma.strata.product.etd.EtdVariant
 
hashCode() - Method in class com.opengamma.strata.product.fra.Fra
 
hashCode() - Method in class com.opengamma.strata.product.fra.FraTrade
 
hashCode() - Method in class com.opengamma.strata.product.fra.ResolvedFra
 
hashCode() - Method in class com.opengamma.strata.product.fra.ResolvedFraTrade
 
hashCode() - Method in class com.opengamma.strata.product.fra.type.FraTemplate
 
hashCode() - Method in class com.opengamma.strata.product.fra.type.ImmutableFraConvention
 
hashCode() - Method in class com.opengamma.strata.product.fx.FxNdf
 
hashCode() - Method in class com.opengamma.strata.product.fx.FxNdfTrade
 
hashCode() - Method in class com.opengamma.strata.product.fx.FxSingle
 
hashCode() - Method in class com.opengamma.strata.product.fx.FxSingleTrade
 
hashCode() - Method in class com.opengamma.strata.product.fx.FxSwap
 
hashCode() - Method in class com.opengamma.strata.product.fx.FxSwapTrade
 
hashCode() - Method in class com.opengamma.strata.product.fx.ResolvedFxNdf
 
hashCode() - Method in class com.opengamma.strata.product.fx.ResolvedFxNdfTrade
 
hashCode() - Method in class com.opengamma.strata.product.fx.ResolvedFxSingle
 
hashCode() - Method in class com.opengamma.strata.product.fx.ResolvedFxSingleTrade
 
hashCode() - Method in class com.opengamma.strata.product.fx.ResolvedFxSwap
 
hashCode() - Method in class com.opengamma.strata.product.fx.ResolvedFxSwapTrade
 
hashCode() - Method in class com.opengamma.strata.product.fx.type.FxSwapTemplate
 
hashCode() - Method in class com.opengamma.strata.product.fx.type.ImmutableFxSwapConvention
 
hashCode() - Method in class com.opengamma.strata.product.fxopt.FxSingleBarrierOption
 
hashCode() - Method in class com.opengamma.strata.product.fxopt.FxSingleBarrierOptionTrade
 
hashCode() - Method in class com.opengamma.strata.product.fxopt.FxVanillaOption
 
hashCode() - Method in class com.opengamma.strata.product.fxopt.FxVanillaOptionTrade
 
hashCode() - Method in class com.opengamma.strata.product.fxopt.ResolvedFxSingleBarrierOption
 
hashCode() - Method in class com.opengamma.strata.product.fxopt.ResolvedFxSingleBarrierOptionTrade
 
hashCode() - Method in class com.opengamma.strata.product.fxopt.ResolvedFxVanillaOption
 
hashCode() - Method in class com.opengamma.strata.product.fxopt.ResolvedFxVanillaOptionTrade
 
hashCode() - Method in class com.opengamma.strata.product.GenericSecurity
 
hashCode() - Method in class com.opengamma.strata.product.GenericSecurityPosition
 
hashCode() - Method in class com.opengamma.strata.product.GenericSecurityTrade
 
hashCode() - Method in class com.opengamma.strata.product.index.IborFuture
 
hashCode() - Method in class com.opengamma.strata.product.index.IborFutureOption
 
hashCode() - Method in class com.opengamma.strata.product.index.IborFutureOptionPosition
 
hashCode() - Method in class com.opengamma.strata.product.index.IborFutureOptionSecurity
 
hashCode() - Method in class com.opengamma.strata.product.index.IborFutureOptionTrade
 
hashCode() - Method in class com.opengamma.strata.product.index.IborFuturePosition
 
hashCode() - Method in class com.opengamma.strata.product.index.IborFutureSecurity
 
hashCode() - Method in class com.opengamma.strata.product.index.IborFutureTrade
 
hashCode() - Method in class com.opengamma.strata.product.index.OvernightFuture
 
hashCode() - Method in class com.opengamma.strata.product.index.OvernightFuturePosition
 
hashCode() - Method in class com.opengamma.strata.product.index.OvernightFutureSecurity
 
hashCode() - Method in class com.opengamma.strata.product.index.OvernightFutureTrade
 
hashCode() - Method in class com.opengamma.strata.product.index.ResolvedIborFuture
 
hashCode() - Method in class com.opengamma.strata.product.index.ResolvedIborFutureOption
 
hashCode() - Method in class com.opengamma.strata.product.index.ResolvedIborFutureOptionTrade
 
hashCode() - Method in class com.opengamma.strata.product.index.ResolvedIborFutureTrade
 
hashCode() - Method in class com.opengamma.strata.product.index.ResolvedOvernightFuture
 
hashCode() - Method in class com.opengamma.strata.product.index.ResolvedOvernightFutureTrade
 
hashCode() - Method in class com.opengamma.strata.product.index.type.ImmutableIborFutureConvention
 
hashCode() - Method in class com.opengamma.strata.product.LegalEntityId
Returns a suitable hash code for the identifier.
hashCode() - Method in class com.opengamma.strata.product.option.SimpleConstantContinuousBarrier
 
hashCode() - Method in class com.opengamma.strata.product.payment.BulletPayment
 
hashCode() - Method in class com.opengamma.strata.product.payment.BulletPaymentTrade
 
hashCode() - Method in class com.opengamma.strata.product.payment.ResolvedBulletPayment
 
hashCode() - Method in class com.opengamma.strata.product.payment.ResolvedBulletPaymentTrade
 
hashCode() - Method in class com.opengamma.strata.product.PortfolioItemSummary
 
hashCode() - Method in class com.opengamma.strata.product.PositionInfo
 
hashCode() - Method in class com.opengamma.strata.product.rate.FixedRateComputation
 
hashCode() - Method in class com.opengamma.strata.product.rate.IborAveragedFixing
 
hashCode() - Method in class com.opengamma.strata.product.rate.IborAveragedRateComputation
 
hashCode() - Method in class com.opengamma.strata.product.rate.IborInterpolatedRateComputation
 
hashCode() - Method in class com.opengamma.strata.product.rate.IborRateComputation
 
hashCode() - Method in class com.opengamma.strata.product.rate.InflationEndInterpolatedRateComputation
 
hashCode() - Method in class com.opengamma.strata.product.rate.InflationEndMonthRateComputation
 
hashCode() - Method in class com.opengamma.strata.product.rate.InflationInterpolatedRateComputation
 
hashCode() - Method in class com.opengamma.strata.product.rate.InflationMonthlyRateComputation
 
hashCode() - Method in class com.opengamma.strata.product.rate.OvernightAveragedDailyRateComputation
 
hashCode() - Method in class com.opengamma.strata.product.rate.OvernightAveragedRateComputation
 
hashCode() - Method in class com.opengamma.strata.product.rate.OvernightCompoundedRateComputation
 
hashCode() - Method in class com.opengamma.strata.product.SecurityId
Returns a suitable hash code for the identifier.
hashCode() - Method in class com.opengamma.strata.product.SecurityInfo
 
hashCode() - Method in class com.opengamma.strata.product.SecurityPosition
 
hashCode() - Method in class com.opengamma.strata.product.SecurityPriceInfo
 
hashCode() - Method in class com.opengamma.strata.product.SecurityTrade
 
hashCode() - Method in class com.opengamma.strata.product.swap.FixedRateCalculation
 
hashCode() - Method in class com.opengamma.strata.product.swap.FixedRateStubCalculation
 
hashCode() - Method in class com.opengamma.strata.product.swap.FxReset
 
hashCode() - Method in class com.opengamma.strata.product.swap.FxResetCalculation
 
hashCode() - Method in class com.opengamma.strata.product.swap.FxResetNotionalExchange
 
hashCode() - Method in class com.opengamma.strata.product.swap.IborRateCalculation
 
hashCode() - Method in class com.opengamma.strata.product.swap.IborRateStubCalculation
 
hashCode() - Method in class com.opengamma.strata.product.swap.ImmutableSwapIndex
 
hashCode() - Method in class com.opengamma.strata.product.swap.InflationRateCalculation
 
hashCode() - Method in class com.opengamma.strata.product.swap.KnownAmountNotionalSwapPaymentPeriod
 
hashCode() - Method in class com.opengamma.strata.product.swap.KnownAmountSwapLeg
 
hashCode() - Method in class com.opengamma.strata.product.swap.KnownAmountSwapPaymentPeriod
 
hashCode() - Method in class com.opengamma.strata.product.swap.NotionalExchange
 
hashCode() - Method in class com.opengamma.strata.product.swap.NotionalSchedule
 
hashCode() - Method in class com.opengamma.strata.product.swap.OvernightRateCalculation
 
hashCode() - Method in class com.opengamma.strata.product.swap.PaymentSchedule
 
hashCode() - Method in class com.opengamma.strata.product.swap.RateAccrualPeriod
 
hashCode() - Method in class com.opengamma.strata.product.swap.RateCalculationSwapLeg
 
hashCode() - Method in class com.opengamma.strata.product.swap.RatePaymentPeriod
 
hashCode() - Method in class com.opengamma.strata.product.swap.RatePeriodSwapLeg
 
hashCode() - Method in class com.opengamma.strata.product.swap.ResetSchedule
 
hashCode() - Method in class com.opengamma.strata.product.swap.ResolvedSwap
 
hashCode() - Method in class com.opengamma.strata.product.swap.ResolvedSwapLeg
 
hashCode() - Method in class com.opengamma.strata.product.swap.ResolvedSwapTrade
 
hashCode() - Method in class com.opengamma.strata.product.swap.Swap
 
hashCode() - Method in class com.opengamma.strata.product.swap.SwapTrade
 
hashCode() - Method in class com.opengamma.strata.product.swap.type.FixedIborSwapTemplate
 
hashCode() - Method in class com.opengamma.strata.product.swap.type.FixedInflationSwapTemplate
 
hashCode() - Method in class com.opengamma.strata.product.swap.type.FixedOvernightSwapTemplate
 
hashCode() - Method in class com.opengamma.strata.product.swap.type.FixedRateSwapLegConvention
 
hashCode() - Method in class com.opengamma.strata.product.swap.type.IborIborSwapTemplate
 
hashCode() - Method in class com.opengamma.strata.product.swap.type.IborRateSwapLegConvention
 
hashCode() - Method in class com.opengamma.strata.product.swap.type.ImmutableFixedIborSwapConvention
 
hashCode() - Method in class com.opengamma.strata.product.swap.type.ImmutableFixedInflationSwapConvention
 
hashCode() - Method in class com.opengamma.strata.product.swap.type.ImmutableFixedOvernightSwapConvention
 
hashCode() - Method in class com.opengamma.strata.product.swap.type.ImmutableIborIborSwapConvention
 
hashCode() - Method in class com.opengamma.strata.product.swap.type.ImmutableOvernightIborSwapConvention
 
hashCode() - Method in class com.opengamma.strata.product.swap.type.ImmutableThreeLegBasisSwapConvention
 
hashCode() - Method in class com.opengamma.strata.product.swap.type.ImmutableXCcyIborIborSwapConvention
 
hashCode() - Method in class com.opengamma.strata.product.swap.type.InflationRateSwapLegConvention
 
hashCode() - Method in class com.opengamma.strata.product.swap.type.OvernightIborSwapTemplate
 
hashCode() - Method in class com.opengamma.strata.product.swap.type.OvernightRateSwapLegConvention
 
hashCode() - Method in class com.opengamma.strata.product.swap.type.ThreeLegBasisSwapTemplate
 
hashCode() - Method in class com.opengamma.strata.product.swap.type.XCcyIborIborSwapTemplate
 
hashCode() - Method in class com.opengamma.strata.product.swaption.CashSwaptionSettlement
 
hashCode() - Method in class com.opengamma.strata.product.swaption.PhysicalSwaptionSettlement
 
hashCode() - Method in class com.opengamma.strata.product.swaption.ResolvedSwaption
 
hashCode() - Method in class com.opengamma.strata.product.swaption.ResolvedSwaptionTrade
 
hashCode() - Method in class com.opengamma.strata.product.swaption.Swaption
 
hashCode() - Method in class com.opengamma.strata.product.swaption.SwaptionTrade
 
hashCode() - Method in class com.opengamma.strata.product.TradedPrice
 
hashCode() - Method in class com.opengamma.strata.product.TradeInfo
 
hashCode() - Method in class com.opengamma.strata.report.cashflow.CashFlowReport
 
hashCode() - Method in class com.opengamma.strata.report.framework.format.FormatSettings
 
hashCode() - Method in class com.opengamma.strata.report.ReportCalculationResults
 
hashCode() - Method in class com.opengamma.strata.report.ReportRequirements
 
hashCode() - Method in class com.opengamma.strata.report.trade.TradeReport
 
hashCode() - Method in class com.opengamma.strata.report.trade.TradeReportColumn
 
hashCode() - Method in class com.opengamma.strata.report.trade.TradeReportTemplate
 
hasNext() - Method in class com.opengamma.strata.collect.io.CsvIterator
Checks whether there is another row in the CSV file.
header(String) - Method in class com.opengamma.strata.report.trade.TradeReportColumn.Builder
Sets the column header.
header() - Method in class com.opengamma.strata.report.trade.TradeReportColumn.Meta
The meta-property for the header property.
headers() - Method in class com.opengamma.strata.collect.io.CsvFile
Gets the header row.
headers() - Method in class com.opengamma.strata.collect.io.CsvIterator
Gets the header row.
headers() - Method in class com.opengamma.strata.collect.io.CsvRow
Gets the header row.
headSeries(int) - Method in interface com.opengamma.strata.collect.timeseries.LocalDateDoubleTimeSeries
Gets part of this series as a sub-series, choosing the earliest entries.
HK - Static variable in class com.opengamma.strata.basics.location.Country
The currency 'HK' - Hong Kong.
HKD - Static variable in class com.opengamma.strata.basics.currency.Currency
The currency 'HKD' - Hong Kong Dollar.
HolidayCalendar - Interface in com.opengamma.strata.basics.date
A holiday calendar, classifying dates as holidays or business days.
HolidayCalendarId - Class in com.opengamma.strata.basics.date
An identifier for a holiday calendar.
HolidayCalendarIds - Class in com.opengamma.strata.basics.date
Identifiers for common holiday calendars.
HolidayCalendars - Class in com.opengamma.strata.basics.date
Constants and implementations for standard holiday calendars.
HREF - Static variable in class com.opengamma.strata.loader.fpml.FpmlDocument
The 'href' attribute key.
HRK - Static variable in class com.opengamma.strata.basics.currency.Currency
The currency 'HRK' - Croatian Kuna.
HU - Static variable in class com.opengamma.strata.basics.location.Country
The currency 'HU' = Hungary.
HUBU - Static variable in class com.opengamma.strata.basics.date.HolidayCalendarIds
An identifier for the holiday calendar of Budapest, Hungary, with code 'HUBU'.
HUF - Static variable in class com.opengamma.strata.basics.currency.Currency
The currency 'HUF' = Hugarian Forint.
HUF_BUBOR - Static variable in class com.opengamma.strata.basics.index.FloatingRateNames
Constant for HUF-BUBOR.
HUF_BUBOR_12M - Static variable in class com.opengamma.strata.basics.index.IborIndices
The 12 month BUBOR index.
HUF_BUBOR_1M - Static variable in class com.opengamma.strata.basics.index.IborIndices
The 1 month BUBOR index.
HUF_BUBOR_1W - Static variable in class com.opengamma.strata.basics.index.IborIndices
The 1 week BUBOR index.
HUF_BUBOR_2M - Static variable in class com.opengamma.strata.basics.index.IborIndices
The 2 month BUBOR index.
HUF_BUBOR_2W - Static variable in class com.opengamma.strata.basics.index.IborIndices
The 2 week BUBOR index.
HUF_BUBOR_3M - Static variable in class com.opengamma.strata.basics.index.IborIndices
The 3 month BUBOR index.
HUF_BUBOR_6M - Static variable in class com.opengamma.strata.basics.index.IborIndices
The 6 month BUBOR index.
HUF_BUBOR_9M - Static variable in class com.opengamma.strata.basics.index.IborIndices
The 9 month BUBOR index.
HullWhiteIborFutureProductPricer - Class in com.opengamma.strata.pricer.index
Pricer for for Ibor future products.
HullWhiteIborFutureProductPricer() - Constructor for class com.opengamma.strata.pricer.index.HullWhiteIborFutureProductPricer
Creates an instance.
HullWhiteIborFutureTradePricer - Class in com.opengamma.strata.pricer.index
Pricer for for Ibor future trades.
HullWhiteIborFutureTradePricer(HullWhiteIborFutureProductPricer) - Constructor for class com.opengamma.strata.pricer.index.HullWhiteIborFutureTradePricer
Creates an instance.
HullWhiteOneFactorPiecewiseConstantParameters - Class in com.opengamma.strata.pricer.model
Data bundle related to the Hull-White one factor (extended Vasicek) model with piecewise constant volatility.
HullWhiteOneFactorPiecewiseConstantParametersProvider - Class in com.opengamma.strata.pricer.model
Hull-White one factor model with piecewise constant volatility.
HullWhiteOneFactorPiecewiseConstantParametersProvider.Meta - Class in com.opengamma.strata.pricer.model
The meta-bean for HullWhiteOneFactorPiecewiseConstantParametersProvider.
HullWhiteSwaptionPhysicalProductPricer - Class in com.opengamma.strata.pricer.swaption
Pricer for swaption with physical settlement in Hull-White one factor model with piecewise constant volatility.
HullWhiteSwaptionPhysicalProductPricer(DiscountingPaymentPricer) - Constructor for class com.opengamma.strata.pricer.swaption.HullWhiteSwaptionPhysicalProductPricer
Creates an instance.
HullWhiteSwaptionPhysicalTradePricer - Class in com.opengamma.strata.pricer.swaption
Pricer for swaption with physical settlement in Hull-White one factor model with piecewise constant volatility.
HullWhiteSwaptionPhysicalTradePricer() - Constructor for class com.opengamma.strata.pricer.swaption.HullWhiteSwaptionPhysicalTradePricer
 

I

IBOR_CAP_FLOOR - Static variable in class com.opengamma.strata.product.ProductType
IBOR_FIXING_DEPOSIT_MQ - Static variable in class com.opengamma.strata.pricer.curve.MarketQuoteMeasure
The measure for ResolvedIborFixingDepositTrade using par rate discounting.
IBOR_FIXING_DEPOSIT_PAR_SPREAD - Static variable in class com.opengamma.strata.pricer.curve.TradeCalibrationMeasure
The calibrator for ResolvedIborFixingDepositTrade using par spread discounting.
IBOR_FIXING_DEPOSIT_PV - Static variable in class com.opengamma.strata.pricer.curve.PresentValueCalibrationMeasure
The calibrator for IborFixingDepositTrade using par spread discounting.
IBOR_FUTURE - Static variable in class com.opengamma.strata.product.ProductType
IBOR_FUTURE_MQ - Static variable in class com.opengamma.strata.pricer.curve.MarketQuoteMeasure
The measure for ResolvedIborFutureTrade using price discounting.
IBOR_FUTURE_OPTION - Static variable in class com.opengamma.strata.product.ProductType
IBOR_FUTURE_PAR_SPREAD - Static variable in class com.opengamma.strata.pricer.curve.TradeCalibrationMeasure
The calibrator for ResolvedIborFutureTrade using par spread discounting.
IBOR_FUTURE_PV - Static variable in class com.opengamma.strata.pricer.curve.PresentValueCalibrationMeasure
The calibrator for IborFutureTrade using par spread discounting.
IborAveragedFixing - Class in com.opengamma.strata.product.rate
A single fixing of an index that is observed by IborAveragedRateComputation.
IborAveragedFixing.Builder - Class in com.opengamma.strata.product.rate
The bean-builder for IborAveragedFixing.
IborAveragedFixing.Meta - Class in com.opengamma.strata.product.rate
The meta-bean for IborAveragedFixing.
IborAveragedRateComputation - Class in com.opengamma.strata.product.rate
Defines the computation of a rate of interest based on the average of multiple fixings of a single Ibor floating rate index.
IborAveragedRateComputation.Meta - Class in com.opengamma.strata.product.rate
The meta-bean for IborAveragedRateComputation.
IborCapFloor - Class in com.opengamma.strata.product.capfloor
An Ibor cap/floor product.
IborCapFloor.Meta - Class in com.opengamma.strata.product.capfloor
The meta-bean for IborCapFloor.
IborCapFloorLeg - Class in com.opengamma.strata.product.capfloor
An Ibor cap/floor leg of a cap/floor product.
IborCapFloorLeg.Builder - Class in com.opengamma.strata.product.capfloor
The bean-builder for IborCapFloorLeg.
IborCapFloorLeg.Meta - Class in com.opengamma.strata.product.capfloor
The meta-bean for IborCapFloorLeg.
IborCapFloorMarketData - Interface in com.opengamma.strata.measure.capfloor
Market data for Ibor cap/floor.
IborCapFloorMarketDataLookup - Interface in com.opengamma.strata.measure.capfloor
The lookup that provides access to cap/floor volatilities in market data.
IborCapFloorScenarioMarketData - Interface in com.opengamma.strata.measure.capfloor
Market data for cap/floors, used for calculation across multiple scenarios.
IborCapFloorTrade - Class in com.opengamma.strata.product.capfloor
A trade in an Ibor cap/floor.
IborCapFloorTrade.Builder - Class in com.opengamma.strata.product.capfloor
The bean-builder for IborCapFloorTrade.
IborCapFloorTrade.Meta - Class in com.opengamma.strata.product.capfloor
The meta-bean for IborCapFloorTrade.
IborCapFloorTradeCalculationFunction - Class in com.opengamma.strata.measure.capfloor
Perform calculations on a single IborCapFloorTrade for each of a set of scenarios.
IborCapFloorTradeCalculationFunction() - Constructor for class com.opengamma.strata.measure.capfloor.IborCapFloorTradeCalculationFunction
Creates an instance.
IborCapFloorTradeCalculations - Class in com.opengamma.strata.measure.capfloor
Calculates pricing and risk measures for cap/floor trades.
IborCapFloorTradeCalculations(VolatilityIborCapFloorTradePricer) - Constructor for class com.opengamma.strata.measure.capfloor.IborCapFloorTradeCalculations
Creates an instance.
IborCapletFloorletPeriod - Class in com.opengamma.strata.product.capfloor
A period over which an Ibor caplet/floorlet payoff is paid.
IborCapletFloorletPeriod.Builder - Class in com.opengamma.strata.product.capfloor
The bean-builder for IborCapletFloorletPeriod.
IborCapletFloorletPeriod.Meta - Class in com.opengamma.strata.product.capfloor
The meta-bean for IborCapletFloorletPeriod.
IborCapletFloorletSabrSensitivity - Class in com.opengamma.strata.pricer.capfloor
Sensitivity of a caplet/floorlet to SABR model parameters.
IborCapletFloorletSabrSensitivity.Meta - Class in com.opengamma.strata.pricer.capfloor
The meta-bean for IborCapletFloorletSabrSensitivity.
IborCapletFloorletSensitivity - Class in com.opengamma.strata.pricer.capfloor
Point sensitivity to Ibor caplet/floorlet implied parameter point.
IborCapletFloorletSensitivity.Meta - Class in com.opengamma.strata.pricer.capfloor
The meta-bean for IborCapletFloorletSensitivity.
IborCapletFloorletVolatilities - Interface in com.opengamma.strata.pricer.capfloor
Volatilities for pricing Ibor caplet/floorlet.
IborCapletFloorletVolatilitiesId - Class in com.opengamma.strata.pricer.capfloor
An identifier used to access Ibor cap/floor volatilities by name.
IborCapletFloorletVolatilitiesName - Class in com.opengamma.strata.pricer.capfloor
The name of a set of Ibor cap/floor volatilities.
IborCapletFloorletVolatilityCalibrationResult - Class in com.opengamma.strata.pricer.capfloor
Calibration result for Ibor caplet/floorlet volatilities.
IborCapletFloorletVolatilityCalibrationResult.Meta - Class in com.opengamma.strata.pricer.capfloor
The meta-bean for IborCapletFloorletVolatilityCalibrationResult.
IborCapletFloorletVolatilityDefinition - Interface in com.opengamma.strata.pricer.capfloor
Definition of caplet volatilities calibration.
IborFixingDeposit - Class in com.opengamma.strata.product.deposit
An Ibor fixing deposit.
IborFixingDeposit.Builder - Class in com.opengamma.strata.product.deposit
The bean-builder for IborFixingDeposit.
IborFixingDeposit.Meta - Class in com.opengamma.strata.product.deposit
The meta-bean for IborFixingDeposit.
IborFixingDepositConvention - Interface in com.opengamma.strata.product.deposit.type
A convention for Ibor fixing deposit trades.
IborFixingDepositCurveNode - Class in com.opengamma.strata.market.curve.node
A curve node whose instrument is an Ibor fixing deposit.
IborFixingDepositCurveNode.Builder - Class in com.opengamma.strata.market.curve.node
The bean-builder for IborFixingDepositCurveNode.
IborFixingDepositCurveNode.Meta - Class in com.opengamma.strata.market.curve.node
The meta-bean for IborFixingDepositCurveNode.
IborFixingDepositTemplate - Class in com.opengamma.strata.product.deposit.type
A template for creating an Ibor fixing deposit trade.
IborFixingDepositTemplate.Builder - Class in com.opengamma.strata.product.deposit.type
The bean-builder for IborFixingDepositTemplate.
IborFixingDepositTemplate.Meta - Class in com.opengamma.strata.product.deposit.type
The meta-bean for IborFixingDepositTemplate.
IborFixingDepositTrade - Class in com.opengamma.strata.product.deposit
A trade in an Ibor fixing deposit.
IborFixingDepositTrade.Builder - Class in com.opengamma.strata.product.deposit
The bean-builder for IborFixingDepositTrade.
IborFixingDepositTrade.Meta - Class in com.opengamma.strata.product.deposit
The meta-bean for IborFixingDepositTrade.
IborFuture - Class in com.opengamma.strata.product.index
A futures contract based on an Ibor index.
IborFuture.Builder - Class in com.opengamma.strata.product.index
The bean-builder for IborFuture.
IborFuture.Meta - Class in com.opengamma.strata.product.index
The meta-bean for IborFuture.
IborFutureConvention - Interface in com.opengamma.strata.product.index.type
A market convention for Ibor Future trades.
IborFutureConventions - Class in com.opengamma.strata.product.index.type
Market standard Ibor future conventions.
IborFutureCurveNode - Class in com.opengamma.strata.market.curve.node
A curve node whose instrument is an Ibor Future.
IborFutureCurveNode.Builder - Class in com.opengamma.strata.market.curve.node
The bean-builder for IborFutureCurveNode.
IborFutureCurveNode.Meta - Class in com.opengamma.strata.market.curve.node
The meta-bean for IborFutureCurveNode.
IborFutureOption - Class in com.opengamma.strata.product.index
A futures option contract, based on an Ibor index.
IborFutureOption.Builder - Class in com.opengamma.strata.product.index
The bean-builder for IborFutureOption.
IborFutureOption.Meta - Class in com.opengamma.strata.product.index
The meta-bean for IborFutureOption.
IborFutureOptionMarketData - Interface in com.opengamma.strata.measure.index
Market data for Ibor future options.
IborFutureOptionMarketDataLookup - Interface in com.opengamma.strata.measure.index
The lookup that provides access to Ibor future option volatilities in market data.
IborFutureOptionPosition - Class in com.opengamma.strata.product.index
A position in an option on a futures contract based on an Ibor index.
IborFutureOptionPosition.Builder - Class in com.opengamma.strata.product.index
The bean-builder for IborFutureOptionPosition.
IborFutureOptionPosition.Meta - Class in com.opengamma.strata.product.index
The meta-bean for IborFutureOptionPosition.
IborFutureOptionScenarioMarketData - Interface in com.opengamma.strata.measure.index
Market data for Ibor future options, used for calculation across multiple scenarios.
IborFutureOptionSecurity - Class in com.opengamma.strata.product.index
A security representing a futures option contract, based on an Ibor index.
IborFutureOptionSecurity.Builder - Class in com.opengamma.strata.product.index
The bean-builder for IborFutureOptionSecurity.
IborFutureOptionSecurity.Meta - Class in com.opengamma.strata.product.index
The meta-bean for IborFutureOptionSecurity.
IborFutureOptionSensitivity - Class in com.opengamma.strata.pricer.index
Point sensitivity to an implied volatility for a Ibor future option model.
IborFutureOptionSensitivity.Meta - Class in com.opengamma.strata.pricer.index
The meta-bean for IborFutureOptionSensitivity.
IborFutureOptionTrade - Class in com.opengamma.strata.product.index
A trade representing an option on a futures contract based on an Ibor index.
IborFutureOptionTrade.Builder - Class in com.opengamma.strata.product.index
The bean-builder for IborFutureOptionTrade.
IborFutureOptionTrade.Meta - Class in com.opengamma.strata.product.index
The meta-bean for IborFutureOptionTrade.
IborFutureOptionTradeCalculationFunction<T extends SecuritizedProductPortfolioItem<IborFutureOption> & Resolvable<ResolvedIborFutureOptionTrade>> - Class in com.opengamma.strata.measure.index
Perform calculations on a single IborFutureOptionTrade or IborFutureOptionPosition for each of a set of scenarios.
IborFutureOptionTradeCalculations - Class in com.opengamma.strata.measure.index
Calculates pricing and risk measures for trades in an option contract based on an Ibor index future.
IborFutureOptionTradeCalculations(NormalIborFutureOptionMarginedTradePricer) - Constructor for class com.opengamma.strata.measure.index.IborFutureOptionTradeCalculations
Creates an instance.
IborFutureOptionVolatilities - Interface in com.opengamma.strata.pricer.index
Volatilities for pricing Ibor futures.
IborFutureOptionVolatilitiesId - Class in com.opengamma.strata.pricer.index
An identifier used to access Ibor future option volatilities by name.
IborFutureOptionVolatilitiesName - Class in com.opengamma.strata.pricer.index
The name of a set of Ibor future option volatilities.
IborFuturePosition - Class in com.opengamma.strata.product.index
A position in a futures contract based on an Ibor index.
IborFuturePosition.Builder - Class in com.opengamma.strata.product.index
The bean-builder for IborFuturePosition.
IborFuturePosition.Meta - Class in com.opengamma.strata.product.index
The meta-bean for IborFuturePosition.
IborFutureSecurity - Class in com.opengamma.strata.product.index
A security representing a futures contract based on an Ibor index.
IborFutureSecurity.Builder - Class in com.opengamma.strata.product.index
The bean-builder for IborFutureSecurity.
IborFutureSecurity.Meta - Class in com.opengamma.strata.product.index
The meta-bean for IborFutureSecurity.
IborFutureTemplate - Interface in com.opengamma.strata.product.index.type
A template for creating an Ibor Future trade.
IborFutureTrade - Class in com.opengamma.strata.product.index
A trade representing a futures contract based on an Ibor index.
IborFutureTrade.Builder - Class in com.opengamma.strata.product.index
The bean-builder for IborFutureTrade.
IborFutureTrade.Meta - Class in com.opengamma.strata.product.index
The meta-bean for IborFutureTrade.
IborFutureTradeCalculationFunction<T extends SecuritizedProductPortfolioItem<IborFuture> & Resolvable<ResolvedIborFutureTrade>> - Class in com.opengamma.strata.measure.index
Perform calculations on a single IborFutureTrade or IborFuturePosition for each of a set of scenarios.
IborFutureTradeCalculations - Class in com.opengamma.strata.measure.index
Calculates pricing and risk measures for trades in a futures contract based on an Ibor index.
IborFutureTradeCalculations(DiscountingIborFutureTradePricer) - Constructor for class com.opengamma.strata.measure.index.IborFutureTradeCalculations
Creates an instance.
IborIborSwapConvention - Interface in com.opengamma.strata.product.swap.type
A market convention for Ibor-Ibor swap trades.
IborIborSwapConventions - Class in com.opengamma.strata.product.swap.type
Market standard Ibor-Ibor swap conventions.
IborIborSwapCurveNode - Class in com.opengamma.strata.market.curve.node
A curve node whose instrument is a Ibor-Ibor interest rate swap.
IborIborSwapCurveNode.Builder - Class in com.opengamma.strata.market.curve.node
The bean-builder for IborIborSwapCurveNode.
IborIborSwapCurveNode.Meta - Class in com.opengamma.strata.market.curve.node
The meta-bean for IborIborSwapCurveNode.
IborIborSwapTemplate - Class in com.opengamma.strata.product.swap.type
A template for creating Ibor-Ibor swap trades.
IborIborSwapTemplate.Builder - Class in com.opengamma.strata.product.swap.type
The bean-builder for IborIborSwapTemplate.
IborIborSwapTemplate.Meta - Class in com.opengamma.strata.product.swap.type
The meta-bean for IborIborSwapTemplate.
IborIndex - Interface in com.opengamma.strata.basics.index
An inter-bank lending rate index, such as Libor or Euribor.
iborIndexCurve(IborIndex, Curve) - Method in class com.opengamma.strata.pricer.rate.ImmutableRatesProviderBuilder
Adds an Ibor index forward curve to the provider.
iborIndexCurve(IborIndex, Curve, LocalDateDoubleTimeSeries) - Method in class com.opengamma.strata.pricer.rate.ImmutableRatesProviderBuilder
Adds an Ibor index forward curve to the provider with associated time-series.
IborIndexObservation - Class in com.opengamma.strata.basics.index
Defines the observation of a rate of interest from a single Ibor index.
IborIndexObservation.Meta - Class in com.opengamma.strata.basics.index
The meta-bean for IborIndexObservation.
IborIndexRates - Interface in com.opengamma.strata.pricer.rate
Provides access to rates for an Ibor index.
iborIndexRates(IborIndex) - Method in class com.opengamma.strata.pricer.rate.ImmutableRatesProvider
 
iborIndexRates(IborIndex) - Method in interface com.opengamma.strata.pricer.rate.RatesProvider
Gets the rates for an Ibor index.
IborIndices - Class in com.opengamma.strata.basics.index
Constants and implementations for standard Ibor indices.
IborInterpolatedRateComputation - Class in com.opengamma.strata.product.rate
Defines the computation of a rate of interest interpolated from two Ibor indices.
IborInterpolatedRateComputation.Meta - Class in com.opengamma.strata.product.rate
The meta-bean for IborInterpolatedRateComputation.
iborLeg(IborRateSwapLegConvention) - Method in class com.opengamma.strata.product.swap.type.ImmutableOvernightIborSwapConvention.Builder
Sets the market convention of the floating leg.
iborLeg() - Method in class com.opengamma.strata.product.swap.type.ImmutableOvernightIborSwapConvention.Meta
The meta-property for the iborLeg property.
iborRate(IborRateComputation) - Method in class com.opengamma.strata.product.capfloor.IborCapletFloorletPeriod.Builder
Sets the rate to be observed.
iborRate() - Method in class com.opengamma.strata.product.capfloor.IborCapletFloorletPeriod.Meta
The meta-property for the iborRate property.
iborRate(IborRateComputation) - Method in class com.opengamma.strata.product.index.ResolvedIborFuture.Builder
Sets the Ibor rate observation.
iborRate() - Method in class com.opengamma.strata.product.index.ResolvedIborFuture.Meta
The meta-property for the iborRate property.
IborRateCalculation - Class in com.opengamma.strata.product.swap
Defines the calculation of a floating rate swap leg based on an Ibor index.
IborRateCalculation.Builder - Class in com.opengamma.strata.product.swap
The bean-builder for IborRateCalculation.
IborRateCalculation.Meta - Class in com.opengamma.strata.product.swap
The meta-bean for IborRateCalculation.
IborRateComputation - Class in com.opengamma.strata.product.rate
Defines the computation of a rate of interest from a single Ibor index.
IborRateComputation.Meta - Class in com.opengamma.strata.product.rate
The meta-bean for IborRateComputation.
IborRateResetMethod - Enum in com.opengamma.strata.product.swap
A convention defining how to process a floating rate reset schedule.
IborRateSensitivity - Class in com.opengamma.strata.pricer.rate
Point sensitivity to a rate from an Ibor index curve.
IborRateSensitivity.Meta - Class in com.opengamma.strata.pricer.rate
The meta-bean for IborRateSensitivity.
IborRateStubCalculation - Class in com.opengamma.strata.product.swap
Defines the rates applicable in the initial or final stub of an Ibor swap leg.
IborRateStubCalculation.Builder - Class in com.opengamma.strata.product.swap
The bean-builder for IborRateStubCalculation.
IborRateStubCalculation.Meta - Class in com.opengamma.strata.product.swap
The meta-bean for IborRateStubCalculation.
IborRateSwapLegConvention - Class in com.opengamma.strata.product.swap.type
A market convention for the floating leg of rate swap trades based on an Ibor index.
IborRateSwapLegConvention.Builder - Class in com.opengamma.strata.product.swap.type
The bean-builder for IborRateSwapLegConvention.
IborRateSwapLegConvention.Meta - Class in com.opengamma.strata.product.swap.type
The meta-bean for IborRateSwapLegConvention.
id() - Method in class com.opengamma.strata.basics.date.ImmutableHolidayCalendar.Meta
The meta-property for the id property.
ID - Static variable in class com.opengamma.strata.basics.location.Country
The country 'ID' - Indonesia.
ID - Static variable in class com.opengamma.strata.loader.fpml.FpmlDocument
The 'id' attribute key.
id() - Method in class com.opengamma.strata.market.observable.QuoteScenarioArrayId.Meta
The meta-property for the id property.
id() - Method in class com.opengamma.strata.product.etd.EtdContractSpec.Meta
The meta-property for the id property.
id(EtdContractSpecId) - Method in class com.opengamma.strata.product.etd.EtdContractSpecBuilder
Sets the ID of the contract specification.
id(StandardId) - Method in class com.opengamma.strata.product.PortfolioItemSummary.Builder
Sets the identifier of the item, optional.
id() - Method in class com.opengamma.strata.product.PositionInfo.Meta
The meta-property for the id property.
id(StandardId) - Method in class com.opengamma.strata.product.PositionInfoBuilder
Sets the primary identifier for the position, optional.
id() - Method in class com.opengamma.strata.product.SecurityInfo.Meta
The meta-property for the id property.
id(SecurityId) - Method in class com.opengamma.strata.product.SecurityInfoBuilder
Sets the security identifier.
id() - Method in class com.opengamma.strata.product.TradeInfo.Meta
The meta-property for the id property.
id(StandardId) - Method in class com.opengamma.strata.product.TradeInfoBuilder
Sets the primary identifier for the trade, optional.
identifier(T) - Method in interface com.opengamma.strata.calc.runner.CalculationFunction
Returns an identifier that should uniquely identify the specified target.
identifier(T) - Method in class com.opengamma.strata.measure.bond.BillTradeCalculationFunction
 
identifier(T) - Method in class com.opengamma.strata.measure.bond.BondFutureOptionTradeCalculationFunction
 
identifier(T) - Method in class com.opengamma.strata.measure.bond.BondFutureTradeCalculationFunction
 
identifier(T) - Method in class com.opengamma.strata.measure.bond.CapitalIndexedBondTradeCalculationFunction
 
identifier(T) - Method in class com.opengamma.strata.measure.bond.FixedCouponBondTradeCalculationFunction
 
identifier(IborCapFloorTrade) - Method in class com.opengamma.strata.measure.capfloor.IborCapFloorTradeCalculationFunction
 
identifier(CmsTrade) - Method in class com.opengamma.strata.measure.cms.CmsTradeCalculationFunction
 
identifier(CdsIndexTrade) - Method in class com.opengamma.strata.measure.credit.CdsIndexTradeCalculationFunction
 
identifier(CdsTrade) - Method in class com.opengamma.strata.measure.credit.CdsTradeCalculationFunction
 
identifier(TermDepositTrade) - Method in class com.opengamma.strata.measure.deposit.TermDepositTradeCalculationFunction
 
identifier(T) - Method in class com.opengamma.strata.measure.dsf.DsfTradeCalculationFunction
 
identifier(FraTrade) - Method in class com.opengamma.strata.measure.fra.FraTradeCalculationFunction
 
identifier(FxNdfTrade) - Method in class com.opengamma.strata.measure.fx.FxNdfTradeCalculationFunction
 
identifier(FxSingleTrade) - Method in class com.opengamma.strata.measure.fx.FxSingleTradeCalculationFunction
 
identifier(FxSwapTrade) - Method in class com.opengamma.strata.measure.fx.FxSwapTradeCalculationFunction
 
identifier(FxSingleBarrierOptionTrade) - Method in class com.opengamma.strata.measure.fxopt.FxSingleBarrierOptionTradeCalculationFunction
 
identifier(FxVanillaOptionTrade) - Method in class com.opengamma.strata.measure.fxopt.FxVanillaOptionTradeCalculationFunction
 
identifier(T) - Method in class com.opengamma.strata.measure.index.IborFutureOptionTradeCalculationFunction
 
identifier(T) - Method in class com.opengamma.strata.measure.index.IborFutureTradeCalculationFunction
 
identifier(T) - Method in class com.opengamma.strata.measure.index.OvernightFutureTradeCalculationFunction
 
identifier(BulletPaymentTrade) - Method in class com.opengamma.strata.measure.payment.BulletPaymentTradeCalculationFunction
 
identifier(GenericSecurityPosition) - Method in class com.opengamma.strata.measure.security.GenericSecurityPositionCalculationFunction
 
identifier(GenericSecurityTrade) - Method in class com.opengamma.strata.measure.security.GenericSecurityTradeCalculationFunction
 
identifier(SecurityPosition) - Method in class com.opengamma.strata.measure.security.SecurityPositionCalculationFunction
 
identifier(SecurityTrade) - Method in class com.opengamma.strata.measure.security.SecurityTradeCalculationFunction
 
identifier(SwapTrade) - Method in class com.opengamma.strata.measure.swap.SwapTradeCalculationFunction
 
identifier(SwaptionTrade) - Method in class com.opengamma.strata.measure.swaption.SwaptionTradeCalculationFunction
 
identity(int) - Static method in class com.opengamma.strata.collect.array.DoubleMatrix
Obtains an identity matrix.
IDR - Static variable in class com.opengamma.strata.basics.currency.Currency
The currency 'IDR' = Indonesian Rupiah.
IFEN - Static variable in class com.opengamma.strata.product.common.ExchangeIds
ICE Futures Europe - Oil and Refined Products Division.
IFLL - Static variable in class com.opengamma.strata.product.common.ExchangeIds
ICE Futures Europe - Financial Products Division.
IFLO - Static variable in class com.opengamma.strata.product.common.ExchangeIds
ICE Futures Europe - Equity Products Division.
IFLX - Static variable in class com.opengamma.strata.product.common.ExchangeIds
ICE Futures Europe - Agricultural Products Division.
IFUS - Static variable in class com.opengamma.strata.product.common.ExchangeIds
ICE Futures U.S.
IFUT - Static variable in class com.opengamma.strata.product.common.ExchangeIds
ICE Futures Europe - European Utilities Division.
ignoreFailures(boolean) - Method in class com.opengamma.strata.report.trade.TradeReportColumn.Builder
Sets whether to ignore failures, or report the errors.
ignoreFailures() - Method in class com.opengamma.strata.report.trade.TradeReportColumn.Meta
The meta-property for the ignoreFailures property.
IL - Static variable in class com.opengamma.strata.basics.location.Country
The country 'IL' - Israel.
ILS - Static variable in class com.opengamma.strata.basics.currency.Currency
The currency 'ILS' = Israeli Shekel.
IMM - Static variable in class com.opengamma.strata.basics.schedule.RollConventions
The 'IMM' roll convention which adjusts the date to the third Wednesday.
IMMAUD - Static variable in class com.opengamma.strata.basics.schedule.RollConventions
The 'IMMAUD' roll convention which adjusts the date to the Thursday before the second Friday.
IMMCAD - Static variable in class com.opengamma.strata.basics.schedule.RollConventions
The 'IMMCAD' roll convention which adjusts the date two days before the third Wednesday.
IMMNZD - Static variable in class com.opengamma.strata.basics.schedule.RollConventions
The 'IMMNZD' roll convention which adjusts the date to the first Wednesday on or after the ninth day of the month.
ImmutableCdsConvention - Class in com.opengamma.strata.product.credit.type
A market convention for credit default swap trades.
ImmutableCdsConvention.Builder - Class in com.opengamma.strata.product.credit.type
The bean-builder for ImmutableCdsConvention.
ImmutableCdsConvention.Meta - Class in com.opengamma.strata.product.credit.type
The meta-bean for ImmutableCdsConvention.
ImmutableCreditRatesProvider - Class in com.opengamma.strata.pricer.credit
The immutable rates provider, used to calculate analytic measures.
ImmutableCreditRatesProvider.Builder - Class in com.opengamma.strata.pricer.credit
The bean-builder for ImmutableCreditRatesProvider.
ImmutableCreditRatesProvider.Meta - Class in com.opengamma.strata.pricer.credit
The meta-bean for ImmutableCreditRatesProvider.
ImmutableFixedIborSwapConvention - Class in com.opengamma.strata.product.swap.type
A market convention for Fixed-Ibor swap trades.
ImmutableFixedIborSwapConvention.Builder - Class in com.opengamma.strata.product.swap.type
The bean-builder for ImmutableFixedIborSwapConvention.
ImmutableFixedIborSwapConvention.Meta - Class in com.opengamma.strata.product.swap.type
The meta-bean for ImmutableFixedIborSwapConvention.
ImmutableFixedInflationSwapConvention - Class in com.opengamma.strata.product.swap.type
A market convention for Fixed-Inflation swap trades.
ImmutableFixedInflationSwapConvention.Builder - Class in com.opengamma.strata.product.swap.type
The bean-builder for ImmutableFixedInflationSwapConvention.
ImmutableFixedInflationSwapConvention.Meta - Class in com.opengamma.strata.product.swap.type
The meta-bean for ImmutableFixedInflationSwapConvention.
ImmutableFixedOvernightSwapConvention - Class in com.opengamma.strata.product.swap.type
A market convention for Fixed-Overnight swap trades.
ImmutableFixedOvernightSwapConvention.Builder - Class in com.opengamma.strata.product.swap.type
The bean-builder for ImmutableFixedOvernightSwapConvention.
ImmutableFixedOvernightSwapConvention.Meta - Class in com.opengamma.strata.product.swap.type
The meta-bean for ImmutableFixedOvernightSwapConvention.
ImmutableFloatingRateName - Class in com.opengamma.strata.basics.index
An immutable floating rate index name, such as Libor, Euribor or US Fed Fund.
ImmutableFloatingRateName.Meta - Class in com.opengamma.strata.basics.index
The meta-bean for ImmutableFloatingRateName.
ImmutableFraConvention - Class in com.opengamma.strata.product.fra.type
A market convention for forward rate agreement (FRA) trades.
ImmutableFraConvention.Builder - Class in com.opengamma.strata.product.fra.type
The bean-builder for ImmutableFraConvention.
ImmutableFraConvention.Meta - Class in com.opengamma.strata.product.fra.type
The meta-bean for ImmutableFraConvention.
ImmutableFxIndex - Class in com.opengamma.strata.basics.index
A foreign exchange index implementation based on an immutable set of rules.
ImmutableFxIndex.Builder - Class in com.opengamma.strata.basics.index
The bean-builder for ImmutableFxIndex.
ImmutableFxIndex.Meta - Class in com.opengamma.strata.basics.index
The meta-bean for ImmutableFxIndex.
ImmutableFxSwapConvention - Class in com.opengamma.strata.product.fx.type
A market convention for FX swap trades
ImmutableFxSwapConvention.Builder - Class in com.opengamma.strata.product.fx.type
The bean-builder for ImmutableFxSwapConvention.
ImmutableFxSwapConvention.Meta - Class in com.opengamma.strata.product.fx.type
The meta-bean for ImmutableFxSwapConvention.
ImmutableHolidayCalendar - Class in com.opengamma.strata.basics.date
An immutable holiday calendar implementation.
ImmutableHolidayCalendar.Meta - Class in com.opengamma.strata.basics.date
The meta-bean for ImmutableHolidayCalendar.
ImmutableIborFixingDepositConvention - Class in com.opengamma.strata.product.deposit.type
A convention for Ibor fixing deposit trades.
ImmutableIborFixingDepositConvention.Builder - Class in com.opengamma.strata.product.deposit.type
The bean-builder for ImmutableIborFixingDepositConvention.
ImmutableIborFixingDepositConvention.Meta - Class in com.opengamma.strata.product.deposit.type
The meta-bean for ImmutableIborFixingDepositConvention.
ImmutableIborFutureConvention - Class in com.opengamma.strata.product.index.type
A market convention for Ibor Future trades.
ImmutableIborFutureConvention.Builder - Class in com.opengamma.strata.product.index.type
The bean-builder for ImmutableIborFutureConvention.
ImmutableIborFutureConvention.Meta - Class in com.opengamma.strata.product.index.type
The meta-bean for ImmutableIborFutureConvention.
ImmutableIborIborSwapConvention - Class in com.opengamma.strata.product.swap.type
A market convention for Ibor-Ibor swap trades.
ImmutableIborIborSwapConvention.Builder - Class in com.opengamma.strata.product.swap.type
The bean-builder for ImmutableIborIborSwapConvention.
ImmutableIborIborSwapConvention.Meta - Class in com.opengamma.strata.product.swap.type
The meta-bean for ImmutableIborIborSwapConvention.
ImmutableIborIndex - Class in com.opengamma.strata.basics.index
An Ibor index implementation based on an immutable set of rules.
ImmutableIborIndex.Builder - Class in com.opengamma.strata.basics.index
The bean-builder for ImmutableIborIndex.
ImmutableIborIndex.Meta - Class in com.opengamma.strata.basics.index
The meta-bean for ImmutableIborIndex.
ImmutableLegalEntityDiscountingProvider - Class in com.opengamma.strata.pricer.bond
An immutable provider of data for bond pricing, based on repo and issuer discounting.
ImmutableLegalEntityDiscountingProvider.Builder - Class in com.opengamma.strata.pricer.bond
The bean-builder for ImmutableLegalEntityDiscountingProvider.
ImmutableLegalEntityDiscountingProvider.Meta - Class in com.opengamma.strata.pricer.bond
The meta-bean for ImmutableLegalEntityDiscountingProvider.
ImmutableMarketData - Class in com.opengamma.strata.data
An immutable set of market data
ImmutableMarketData.Meta - Class in com.opengamma.strata.data
The meta-bean for ImmutableMarketData.
ImmutableMarketDataBuilder - Class in com.opengamma.strata.data
A mutable builder for instances of ImmutableMarketData.
ImmutableMeasure - Class in com.opengamma.strata.calc
The default, immutable implementation of Measure.
ImmutableMeasure.Meta - Class in com.opengamma.strata.calc
The meta-bean for ImmutableMeasure.
ImmutableOvernightIborSwapConvention - Class in com.opengamma.strata.product.swap.type
A market convention for Fixed-Overnight swap trades.
ImmutableOvernightIborSwapConvention.Builder - Class in com.opengamma.strata.product.swap.type
The bean-builder for ImmutableOvernightIborSwapConvention.
ImmutableOvernightIborSwapConvention.Meta - Class in com.opengamma.strata.product.swap.type
The meta-bean for ImmutableOvernightIborSwapConvention.
ImmutableOvernightIndex - Class in com.opengamma.strata.basics.index
An overnight index, such as Sonia or Eonia.
ImmutableOvernightIndex.Builder - Class in com.opengamma.strata.basics.index
The bean-builder for ImmutableOvernightIndex.
ImmutableOvernightIndex.Meta - Class in com.opengamma.strata.basics.index
The meta-bean for ImmutableOvernightIndex.
ImmutablePriceIndex - Class in com.opengamma.strata.basics.index
A price index implementation based on an immutable set of rules.
ImmutablePriceIndex.Builder - Class in com.opengamma.strata.basics.index
The bean-builder for ImmutablePriceIndex.
ImmutablePriceIndex.Meta - Class in com.opengamma.strata.basics.index
The meta-bean for ImmutablePriceIndex.
ImmutableRatesProvider - Class in com.opengamma.strata.pricer.rate
The default immutable rates provider, used to calculate analytic measures.
ImmutableRatesProvider.Meta - Class in com.opengamma.strata.pricer.rate
The meta-bean for ImmutableRatesProvider.
ImmutableRatesProviderBuilder - Class in com.opengamma.strata.pricer.rate
Builder for the immutable rates provider.
ImmutableRatesProviderGenerator - Class in com.opengamma.strata.pricer.curve
Generates a rates provider based on an existing provider.
ImmutableReferenceData - Class in com.opengamma.strata.basics
An immutable set of reference data
ImmutableReferenceData.Meta - Class in com.opengamma.strata.basics
The meta-bean for ImmutableReferenceData.
ImmutableScenarioMarketData - Class in com.opengamma.strata.data.scenario
An immutable set of market data across one or more scenarios.
ImmutableScenarioMarketData.Meta - Class in com.opengamma.strata.data.scenario
The meta-bean for ImmutableScenarioMarketData.
ImmutableScenarioMarketDataBuilder - Class in com.opengamma.strata.data.scenario
A mutable builder for market data.
ImmutableSwapIndex - Class in com.opengamma.strata.product.swap
A swap index implementation based on an immutable set of rules.
ImmutableSwapIndex.Builder - Class in com.opengamma.strata.product.swap
The bean-builder for ImmutableSwapIndex.
ImmutableSwapIndex.Meta - Class in com.opengamma.strata.product.swap
The meta-bean for ImmutableSwapIndex.
ImmutableTermDepositConvention - Class in com.opengamma.strata.product.deposit.type
A market convention for term deposit trades.
ImmutableTermDepositConvention.Builder - Class in com.opengamma.strata.product.deposit.type
The bean-builder for ImmutableTermDepositConvention.
ImmutableTermDepositConvention.Meta - Class in com.opengamma.strata.product.deposit.type
The meta-bean for ImmutableTermDepositConvention.
ImmutableThreeLegBasisSwapConvention - Class in com.opengamma.strata.product.swap.type
A market convention for three leg basis swap trades.
ImmutableThreeLegBasisSwapConvention.Builder - Class in com.opengamma.strata.product.swap.type
The bean-builder for ImmutableThreeLegBasisSwapConvention.
ImmutableThreeLegBasisSwapConvention.Meta - Class in com.opengamma.strata.product.swap.type
The meta-bean for ImmutableThreeLegBasisSwapConvention.
ImmutableXCcyIborIborSwapConvention - Class in com.opengamma.strata.product.swap.type
A market convention for cross-currency Ibor-Ibor swap trades.
ImmutableXCcyIborIborSwapConvention.Builder - Class in com.opengamma.strata.product.swap.type
The bean-builder for ImmutableXCcyIborIborSwapConvention.
ImmutableXCcyIborIborSwapConvention.Meta - Class in com.opengamma.strata.product.swap.type
The meta-bean for ImmutableXCcyIborIborSwapConvention.
impliedSpread(List<ResolvedCdsTrade>, CreditRatesProvider, ReferenceData) - Method in class com.opengamma.strata.pricer.credit.SpreadSensitivityCalculator
 
ImpliedTrinomialTreeFxOptionCalibrator - Class in com.opengamma.strata.pricer.fxopt
Utilities to calibrate implied trinomial tree to Black volatilities of FX options.
ImpliedTrinomialTreeFxOptionCalibrator(int) - Constructor for class com.opengamma.strata.pricer.fxopt.ImpliedTrinomialTreeFxOptionCalibrator
Calibrator with the specified number of time steps.
ImpliedTrinomialTreeFxSingleBarrierOptionProductPricer - Class in com.opengamma.strata.pricer.fxopt
Pricer for FX barrier option products under implied trinomial tree.
ImpliedTrinomialTreeFxSingleBarrierOptionProductPricer() - Constructor for class com.opengamma.strata.pricer.fxopt.ImpliedTrinomialTreeFxSingleBarrierOptionProductPricer
Pricer with the default number of time steps.
ImpliedTrinomialTreeFxSingleBarrierOptionProductPricer(int) - Constructor for class com.opengamma.strata.pricer.fxopt.ImpliedTrinomialTreeFxSingleBarrierOptionProductPricer
Pricer with the specified number of time steps.
ImpliedTrinomialTreeFxSingleBarrierOptionTradePricer - Class in com.opengamma.strata.pricer.fxopt
Pricer for FX barrier option trades under implied trinomial tree.
ImpliedTrinomialTreeFxSingleBarrierOptionTradePricer(ImpliedTrinomialTreeFxSingleBarrierOptionProductPricer, DiscountingPaymentPricer) - Constructor for class com.opengamma.strata.pricer.fxopt.ImpliedTrinomialTreeFxSingleBarrierOptionTradePricer
Creates an instance.
impliedVolatility(IborCapletFloorletPeriod, RatesProvider, IborCapletFloorletVolatilities) - Method in class com.opengamma.strata.pricer.capfloor.VolatilityIborCapletFloorletPeriodPricer
Computes the implied volatility of the Ibor caplet/floorlet.
impliedVolatility(ResolvedFxVanillaOption, RatesProvider, BlackFxOptionVolatilities) - Method in class com.opengamma.strata.pricer.fxopt.BlackFxVanillaOptionProductPricer
Calculates the implied Black volatility of the foreign exchange vanilla option product.
impliedVolatility(ResolvedSwaption, RatesProvider, SwaptionVolatilities) - Method in class com.opengamma.strata.pricer.swaption.VolatilitySwaptionCashParYieldProductPricer
Computes the implied volatility of the swaption.
impliedVolatility(ResolvedSwaption, RatesProvider, SwaptionVolatilities) - Method in class com.opengamma.strata.pricer.swaption.VolatilitySwaptionPhysicalProductPricer
Computes the implied volatility of the swaption.
impliedVolatility(ResolvedSwaption, RatesProvider, SwaptionVolatilities) - Method in class com.opengamma.strata.pricer.swaption.VolatilitySwaptionProductPricer
Computes the implied volatility of the swaption.
impliedVolatilityFromPresentValue(ResolvedSwaption, RatesProvider, DayCount, double) - Method in class com.opengamma.strata.pricer.swaption.NormalSwaptionCashParYieldProductPricer
Computes the implied normal volatility from the present value of a swaption.
impliedVolatilityFromPresentValue(ResolvedSwaption, RatesProvider, DayCount, double) - Method in class com.opengamma.strata.pricer.swaption.NormalSwaptionPhysicalProductPricer
Computes the implied normal volatility from the present value of a swaption.
IN - Static variable in class com.opengamma.strata.basics.location.Country
The country 'IN' - India.
index() - Method in class com.opengamma.strata.basics.index.FxIndexObservation.Meta
The meta-property for the index property.
index() - Method in class com.opengamma.strata.basics.index.IborIndexObservation.Meta
The meta-property for the index property.
Index - Interface in com.opengamma.strata.basics.index
An index of values, such as LIBOR, FED FUND or daily exchange rates.
index(OvernightIndex) - Method in class com.opengamma.strata.basics.index.OvernightIndexObservation.Builder
Sets the Overnight index.
index() - Method in class com.opengamma.strata.basics.index.OvernightIndexObservation.Meta
The meta-property for the index property.
index() - Method in class com.opengamma.strata.basics.index.PriceIndexObservation.Meta
The meta-property for the index property.
INDEX - Static variable in class com.opengamma.strata.market.explain.ExplainKey
The observed index, such as an Ibor or Overnight index.
index() - Method in class com.opengamma.strata.pricer.capfloor.BlackIborCapletFloorletExpiryStrikeVolatilities.Meta
The meta-property for the index property.
index(IborIndex) - Method in class com.opengamma.strata.pricer.capfloor.DirectIborCapletFloorletVolatilityDefinition.Builder
Sets the Ibor index for which the data is valid.
index() - Method in class com.opengamma.strata.pricer.capfloor.DirectIborCapletFloorletVolatilityDefinition.Meta
The meta-property for the index property.
index() - Method in class com.opengamma.strata.pricer.capfloor.NormalIborCapletFloorletExpiryStrikeVolatilities.Meta
The meta-property for the index property.
index(IborIndex) - Method in class com.opengamma.strata.pricer.capfloor.SabrIborCapletFloorletVolatilityBootstrapDefinition.Builder
Sets the Ibor index for which the data is valid.
index() - Method in class com.opengamma.strata.pricer.capfloor.SabrIborCapletFloorletVolatilityBootstrapDefinition.Meta
The meta-property for the index property.
index(IborIndex) - Method in class com.opengamma.strata.pricer.capfloor.SabrIborCapletFloorletVolatilityCalibrationDefinition.Builder
Sets the Ibor index for which the data is valid.
index() - Method in class com.opengamma.strata.pricer.capfloor.SabrIborCapletFloorletVolatilityCalibrationDefinition.Meta
The meta-property for the index property.
index(IborIndex) - Method in class com.opengamma.strata.pricer.capfloor.SabrParametersIborCapletFloorletVolatilities.Builder
Sets the Ibor index.
index() - Method in class com.opengamma.strata.pricer.capfloor.SabrParametersIborCapletFloorletVolatilities.Meta
The meta-property for the index property.
index() - Method in class com.opengamma.strata.pricer.capfloor.ShiftedBlackIborCapletFloorletExpiryStrikeVolatilities.Meta
The meta-property for the index property.
index() - Method in class com.opengamma.strata.pricer.capfloor.SurfaceIborCapletFloorletVolatilityBootstrapDefinition.Meta
The meta-property for the index property.
index() - Method in class com.opengamma.strata.pricer.fx.ForwardFxIndexRates.Meta
The meta-property for the index property.
index(IborIndex) - Method in class com.opengamma.strata.pricer.index.NormalIborFutureOptionExpirySimpleMoneynessVolatilities.Builder
Sets the index of the underlying future.
index() - Method in class com.opengamma.strata.pricer.index.NormalIborFutureOptionExpirySimpleMoneynessVolatilities.Meta
The meta-property for the index property.
index() - Method in class com.opengamma.strata.pricer.rate.DiscountIborIndexRates.Meta
The meta-property for the index property.
index() - Method in class com.opengamma.strata.pricer.rate.DiscountOvernightIndexRates.Meta
The meta-property for the index property.
index() - Method in class com.opengamma.strata.pricer.rate.SimpleIborIndexRates.Meta
The meta-property for the index property.
index() - Method in class com.opengamma.strata.pricer.rate.SimplePriceIndexValues.Meta
The meta-property for the index property.
index(SwapIndex) - Method in class com.opengamma.strata.product.cms.CmsLeg.Builder
Sets the swap index.
index() - Method in class com.opengamma.strata.product.cms.CmsLeg.Meta
The meta-property for the index property.
index(SwapIndex) - Method in class com.opengamma.strata.product.cms.CmsPeriod.Builder
Sets the swap index.
index() - Method in class com.opengamma.strata.product.cms.CmsPeriod.Meta
The meta-property for the index property.
index(IborIndex) - Method in class com.opengamma.strata.product.deposit.IborFixingDeposit.Builder
Sets the Ibor index.
index() - Method in class com.opengamma.strata.product.deposit.IborFixingDeposit.Meta
The meta-property for the index property.
index(IborIndex) - Method in class com.opengamma.strata.product.deposit.type.ImmutableIborFixingDepositConvention.Builder
Sets the Ibor index.
index() - Method in class com.opengamma.strata.product.deposit.type.ImmutableIborFixingDepositConvention.Meta
The meta-property for the index property.
index(IborIndex) - Method in class com.opengamma.strata.product.fra.Fra.Builder
Sets the Ibor index.
index() - Method in class com.opengamma.strata.product.fra.Fra.Meta
The meta-property for the index property.
index(IborIndex) - Method in class com.opengamma.strata.product.fra.type.ImmutableFraConvention.Builder
Sets the Ibor index.
index() - Method in class com.opengamma.strata.product.fra.type.ImmutableFraConvention.Meta
The meta-property for the index property.
index(FxIndex) - Method in class com.opengamma.strata.product.fx.FxNdf.Builder
Sets the index defining the FX rate to observe on the fixing date.
index() - Method in class com.opengamma.strata.product.fx.FxNdf.Meta
The meta-property for the index property.
index(IborIndex) - Method in class com.opengamma.strata.product.index.IborFuture.Builder
Sets the underlying Ibor index.
index() - Method in class com.opengamma.strata.product.index.IborFuture.Meta
The meta-property for the index property.
index(IborIndex) - Method in class com.opengamma.strata.product.index.IborFutureSecurity.Builder
Sets the underlying Ibor index.
index() - Method in class com.opengamma.strata.product.index.IborFutureSecurity.Meta
The meta-property for the index property.
index(OvernightIndex) - Method in class com.opengamma.strata.product.index.OvernightFuture.Builder
Sets the underlying Overnight index.
index() - Method in class com.opengamma.strata.product.index.OvernightFuture.Meta
The meta-property for the index property.
index(OvernightIndex) - Method in class com.opengamma.strata.product.index.OvernightFutureSecurity.Builder
Sets the underlying Overnight index.
index() - Method in class com.opengamma.strata.product.index.OvernightFutureSecurity.Meta
The meta-property for the index property.
index(IborIndex) - Method in class com.opengamma.strata.product.index.type.ImmutableIborFutureConvention.Builder
Sets the Ibor index.
index() - Method in class com.opengamma.strata.product.index.type.ImmutableIborFutureConvention.Meta
The meta-property for the index property.
index(OvernightIndex) - Method in class com.opengamma.strata.product.rate.OvernightAveragedDailyRateComputation.Builder
Sets the Overnight index.
index() - Method in class com.opengamma.strata.product.rate.OvernightAveragedDailyRateComputation.Meta
The meta-property for the index property.
index(OvernightIndex) - Method in class com.opengamma.strata.product.rate.OvernightAveragedRateComputation.Builder
Sets the Overnight index.
index() - Method in class com.opengamma.strata.product.rate.OvernightAveragedRateComputation.Meta
The meta-property for the index property.
index(OvernightIndex) - Method in class com.opengamma.strata.product.rate.OvernightCompoundedRateComputation.Builder
Sets the Overnight index.
index() - Method in class com.opengamma.strata.product.rate.OvernightCompoundedRateComputation.Meta
The meta-property for the index property.
index(FxIndex) - Method in class com.opengamma.strata.product.swap.FxResetCalculation.Builder
Sets the FX index used to obtain the FX reset rate.
index() - Method in class com.opengamma.strata.product.swap.FxResetCalculation.Meta
The meta-property for the index property.
index(IborIndex) - Method in class com.opengamma.strata.product.swap.IborRateCalculation.Builder
Sets the Ibor index.
index() - Method in class com.opengamma.strata.product.swap.IborRateCalculation.Meta
The meta-property for the index property.
index(IborIndex) - Method in class com.opengamma.strata.product.swap.IborRateStubCalculation.Builder
Sets the Ibor index to be used for the stub.
index() - Method in class com.opengamma.strata.product.swap.IborRateStubCalculation.Meta
The meta-property for the index property.
index(PriceIndex) - Method in class com.opengamma.strata.product.swap.InflationRateCalculation.Builder
Sets the index of prices.
index() - Method in class com.opengamma.strata.product.swap.InflationRateCalculation.Meta
The meta-property for the index property.
index(OvernightIndex) - Method in class com.opengamma.strata.product.swap.OvernightRateCalculation.Builder
Sets the Overnight index.
index() - Method in class com.opengamma.strata.product.swap.OvernightRateCalculation.Meta
The meta-property for the index property.
index(IborIndex) - Method in class com.opengamma.strata.product.swap.type.IborRateSwapLegConvention.Builder
Sets the Ibor index.
index() - Method in class com.opengamma.strata.product.swap.type.IborRateSwapLegConvention.Meta
The meta-property for the index property.
index(PriceIndex) - Method in class com.opengamma.strata.product.swap.type.InflationRateSwapLegConvention.Builder
Sets the Price index.
index() - Method in class com.opengamma.strata.product.swap.type.InflationRateSwapLegConvention.Meta
The meta-property for the index property.
index(OvernightIndex) - Method in class com.opengamma.strata.product.swap.type.OvernightRateSwapLegConvention.Builder
Sets the Overnight index.
index() - Method in class com.opengamma.strata.product.swap.type.OvernightRateSwapLegConvention.Meta
The meta-property for the index property.
INDEX_VALUE - Static variable in class com.opengamma.strata.market.explain.ExplainKey
The observed index value, typically derived from a curve.
indexCalculationMethod(PriceIndexCalculationMethod) - Method in class com.opengamma.strata.product.swap.InflationRateCalculation.Builder
Sets reference price index calculation method.
indexCalculationMethod() - Method in class com.opengamma.strata.product.swap.InflationRateCalculation.Meta
The meta-property for the indexCalculationMethod property.
indexCalculationMethod(PriceIndexCalculationMethod) - Method in class com.opengamma.strata.product.swap.type.InflationRateSwapLegConvention.Builder
Sets reference price index calculation method.
indexCalculationMethod() - Method in class com.opengamma.strata.product.swap.type.InflationRateSwapLegConvention.Meta
The meta-property for the indexCalculationMethod property.
indexCurve(Index, Curve) - Method in class com.opengamma.strata.pricer.rate.ImmutableRatesProviderBuilder
Adds an index forward curve to the provider.
indexCurve(Index, Curve, LocalDateDoubleTimeSeries) - Method in class com.opengamma.strata.pricer.rate.ImmutableRatesProviderBuilder
Adds an index forward curve to the provider with associated time-series.
indexCurves() - Method in class com.opengamma.strata.pricer.rate.ImmutableRatesProvider.Meta
The meta-property for the indexCurves property.
indexCurves(Map<? extends Index, ? extends Curve>) - Method in class com.opengamma.strata.pricer.rate.ImmutableRatesProviderBuilder
Adds index forward curves to the provider with associated time-series.
indexCurves(Map<? extends Index, ? extends Curve>, Map<? extends Index, LocalDateDoubleTimeSeries>) - Method in class com.opengamma.strata.pricer.rate.ImmutableRatesProviderBuilder
Adds index forward curves to the provider with associated time-series.
indexInterpolated(IborIndex) - Method in class com.opengamma.strata.product.fra.Fra.Builder
Sets the second Ibor index to be used for linear interpolation, optional.
indexInterpolated() - Method in class com.opengamma.strata.product.fra.Fra.Meta
The meta-property for the indexInterpolated property.
indexInterpolated(IborIndex) - Method in class com.opengamma.strata.product.swap.IborRateStubCalculation.Builder
Sets the second Ibor index to be used for the stub, linearly interpolated.
indexInterpolated() - Method in class com.opengamma.strata.product.swap.IborRateStubCalculation.Meta
The meta-property for the indexInterpolated property.
indexName() - Method in class com.opengamma.strata.basics.index.ImmutableFloatingRateName.Meta
The meta-property for the indexName property.
IndexObservation - Interface in com.opengamma.strata.basics.index
A single observation of an index.
indexOf(double) - Method in class com.opengamma.strata.collect.array.DoubleArray
Find the index of the first occurrence of the specified value.
indexOf(int) - Method in class com.opengamma.strata.collect.array.IntArray
Find the index of the first occurrence of the specified value.
IndexQuoteId - Class in com.opengamma.strata.market.observable
An identifier used to access the current value of an index.
indices(Set<Index>) - Method in class com.opengamma.strata.market.curve.RatesCurveGroupEntry.Builder
Sets the indices for which the curve provides forward rates.
indices(Index...) - Method in class com.opengamma.strata.market.curve.RatesCurveGroupEntry.Builder
Sets the indices property in the builder from an array of objects.
indices() - Method in class com.opengamma.strata.market.curve.RatesCurveGroupEntry.Meta
The meta-property for the indices property.
InflationEndInterpolatedRateComputation - Class in com.opengamma.strata.product.rate
Defines the computation of inflation figures from a price index with interpolation where the start index value is known.
InflationEndInterpolatedRateComputation.Meta - Class in com.opengamma.strata.product.rate
The meta-bean for InflationEndInterpolatedRateComputation.
InflationEndMonthRateComputation - Class in com.opengamma.strata.product.rate
Defines the computation of inflation figures from a price index where the start index value is known.
InflationEndMonthRateComputation.Meta - Class in com.opengamma.strata.product.rate
The meta-bean for InflationEndMonthRateComputation.
InflationInterpolatedRateComputation - Class in com.opengamma.strata.product.rate
Defines the computation of inflation figures from a price index with interpolation.
InflationInterpolatedRateComputation.Meta - Class in com.opengamma.strata.product.rate
The meta-bean for InflationInterpolatedRateComputation.
InflationMonthlyRateComputation - Class in com.opengamma.strata.product.rate
Defines the computation of inflation figures from a price index.
InflationMonthlyRateComputation.Meta - Class in com.opengamma.strata.product.rate
The meta-bean for InflationMonthlyRateComputation.
InflationNodalCurve - Class in com.opengamma.strata.market.curve
Curve specifically designed for inflation, with features for seasonality and initial point.
InflationNodalCurve.Meta - Class in com.opengamma.strata.market.curve
The meta-bean for InflationNodalCurve.
InflationRateCalculation - Class in com.opengamma.strata.product.swap
Defines the calculation of a swap leg of a zero-coupon inflation coupon based on a price index.
InflationRateCalculation.Builder - Class in com.opengamma.strata.product.swap
The bean-builder for InflationRateCalculation.
InflationRateCalculation.Meta - Class in com.opengamma.strata.product.swap
The meta-bean for InflationRateCalculation.
InflationRateSensitivity - Class in com.opengamma.strata.pricer.rate
Point sensitivity to a rate from a price index curve.
InflationRateSensitivity.Meta - Class in com.opengamma.strata.pricer.rate
The meta-bean for InflationRateSensitivity.
InflationRateSwapLegConvention - Class in com.opengamma.strata.product.swap.type
A market convention for the floating leg of rate swap trades based on a price index.
InflationRateSwapLegConvention.Builder - Class in com.opengamma.strata.product.swap.type
The bean-builder for InflationRateSwapLegConvention.
InflationRateSwapLegConvention.Meta - Class in com.opengamma.strata.product.swap.type
The meta-bean for InflationRateSwapLegConvention.
info() - Method in class com.opengamma.strata.market.curve.DefaultCurveMetadata.Meta
The meta-property for the info property.
info() - Method in class com.opengamma.strata.market.surface.DefaultSurfaceMetadata.Meta
The meta-property for the info property.
info(PositionInfo) - Method in class com.opengamma.strata.product.bond.BillPosition.Builder
Sets the additional position information, defaulted to an empty instance.
info() - Method in class com.opengamma.strata.product.bond.BillPosition.Meta
The meta-property for the info property.
info(SecurityInfo) - Method in class com.opengamma.strata.product.bond.BillSecurity.Builder
Sets the standard security information.
info() - Method in class com.opengamma.strata.product.bond.BillSecurity.Meta
The meta-property for the info property.
info(TradeInfo) - Method in class com.opengamma.strata.product.bond.BillTrade.Builder
Sets the additional trade information, defaulted to an empty instance.
info() - Method in class com.opengamma.strata.product.bond.BillTrade.Meta
The meta-property for the info property.
info(PositionInfo) - Method in class com.opengamma.strata.product.bond.BondFutureOptionPosition.Builder
Sets the additional position information, defaulted to an empty instance.
info() - Method in class com.opengamma.strata.product.bond.BondFutureOptionPosition.Meta
The meta-property for the info property.
info(SecurityInfo) - Method in class com.opengamma.strata.product.bond.BondFutureOptionSecurity.Builder
Sets the standard security information.
info() - Method in class com.opengamma.strata.product.bond.BondFutureOptionSecurity.Meta
The meta-property for the info property.
info(TradeInfo) - Method in class com.opengamma.strata.product.bond.BondFutureOptionTrade.Builder
Sets the additional trade information, defaulted to an empty instance.
info() - Method in class com.opengamma.strata.product.bond.BondFutureOptionTrade.Meta
The meta-property for the info property.
info(PositionInfo) - Method in class com.opengamma.strata.product.bond.BondFuturePosition.Builder
Sets the additional position information, defaulted to an empty instance.
info() - Method in class com.opengamma.strata.product.bond.BondFuturePosition.Meta
The meta-property for the info property.
info(SecurityInfo) - Method in class com.opengamma.strata.product.bond.BondFutureSecurity.Builder
Sets the standard security information.
info() - Method in class com.opengamma.strata.product.bond.BondFutureSecurity.Meta
The meta-property for the info property.
info(TradeInfo) - Method in class com.opengamma.strata.product.bond.BondFutureTrade.Builder
Sets the additional trade information, defaulted to an empty instance.
info() - Method in class com.opengamma.strata.product.bond.BondFutureTrade.Meta
The meta-property for the info property.
info(PositionInfo) - Method in class com.opengamma.strata.product.bond.CapitalIndexedBondPosition.Builder
Sets the additional position information, defaulted to an empty instance.
info() - Method in class com.opengamma.strata.product.bond.CapitalIndexedBondPosition.Meta
The meta-property for the info property.
info(SecurityInfo) - Method in class com.opengamma.strata.product.bond.CapitalIndexedBondSecurity.Builder
Sets the standard security information.
info() - Method in class com.opengamma.strata.product.bond.CapitalIndexedBondSecurity.Meta
The meta-property for the info property.
info(TradeInfo) - Method in class com.opengamma.strata.product.bond.CapitalIndexedBondTrade.Builder
Sets the additional trade information, defaulted to an empty instance.
info() - Method in class com.opengamma.strata.product.bond.CapitalIndexedBondTrade.Meta
The meta-property for the info property.
info(PositionInfo) - Method in class com.opengamma.strata.product.bond.FixedCouponBondPosition.Builder
Sets the additional position information, defaulted to an empty instance.
info() - Method in class com.opengamma.strata.product.bond.FixedCouponBondPosition.Meta
The meta-property for the info property.
info(SecurityInfo) - Method in class com.opengamma.strata.product.bond.FixedCouponBondSecurity.Builder
Sets the standard security information.
info() - Method in class com.opengamma.strata.product.bond.FixedCouponBondSecurity.Meta
The meta-property for the info property.
info(TradeInfo) - Method in class com.opengamma.strata.product.bond.FixedCouponBondTrade.Builder
Sets the additional trade information, defaulted to an empty instance.
info() - Method in class com.opengamma.strata.product.bond.FixedCouponBondTrade.Meta
The meta-property for the info property.
info(PortfolioItemInfo) - Method in class com.opengamma.strata.product.bond.ResolvedBillTrade.Builder
Sets the additional information, defaulted to an empty instance.
info() - Method in class com.opengamma.strata.product.bond.ResolvedBillTrade.Meta
The meta-property for the info property.
info(PortfolioItemInfo) - Method in class com.opengamma.strata.product.bond.ResolvedBondFutureOptionTrade.Builder
Sets the additional information, defaulted to an empty instance.
info() - Method in class com.opengamma.strata.product.bond.ResolvedBondFutureOptionTrade.Meta
The meta-property for the info property.
info(PortfolioItemInfo) - Method in class com.opengamma.strata.product.bond.ResolvedBondFutureTrade.Builder
Sets the additional information, defaulted to an empty instance.
info() - Method in class com.opengamma.strata.product.bond.ResolvedBondFutureTrade.Meta
The meta-property for the info property.
info(PortfolioItemInfo) - Method in class com.opengamma.strata.product.bond.ResolvedCapitalIndexedBondTrade.Builder
Sets the additional information, defaulted to an empty instance.
info() - Method in class com.opengamma.strata.product.bond.ResolvedCapitalIndexedBondTrade.Meta
The meta-property for the info property.
info(PortfolioItemInfo) - Method in class com.opengamma.strata.product.bond.ResolvedFixedCouponBondTrade.Builder
Sets the additional information, defaulted to an empty instance.
info() - Method in class com.opengamma.strata.product.bond.ResolvedFixedCouponBondTrade.Meta
The meta-property for the info property.
info(TradeInfo) - Method in class com.opengamma.strata.product.capfloor.IborCapFloorTrade.Builder
Sets the additional trade information, defaulted to an empty instance.
info() - Method in class com.opengamma.strata.product.capfloor.IborCapFloorTrade.Meta
The meta-property for the info property.
info(TradeInfo) - Method in class com.opengamma.strata.product.capfloor.ResolvedIborCapFloorTrade.Builder
Sets the additional trade information, defaulted to an empty instance.
info() - Method in class com.opengamma.strata.product.capfloor.ResolvedIborCapFloorTrade.Meta
The meta-property for the info property.
info(TradeInfo) - Method in class com.opengamma.strata.product.cms.CmsTrade.Builder
Sets the additional trade information, defaulted to an empty instance.
info() - Method in class com.opengamma.strata.product.cms.CmsTrade.Meta
The meta-property for the info property.
info(TradeInfo) - Method in class com.opengamma.strata.product.cms.ResolvedCmsTrade.Builder
Sets the additional trade information, defaulted to an empty instance.
info() - Method in class com.opengamma.strata.product.cms.ResolvedCmsTrade.Meta
The meta-property for the info property.
info(TradeInfo) - Method in class com.opengamma.strata.product.credit.CdsIndexTrade.Builder
Sets the additional trade information, defaulted to an empty instance.
info() - Method in class com.opengamma.strata.product.credit.CdsIndexTrade.Meta
The meta-property for the info property.
info(TradeInfo) - Method in class com.opengamma.strata.product.credit.CdsTrade.Builder
Sets the additional trade information, defaulted to an empty instance.
info() - Method in class com.opengamma.strata.product.credit.CdsTrade.Meta
The meta-property for the info property.
info(TradeInfo) - Method in class com.opengamma.strata.product.credit.ResolvedCdsIndexTrade.Builder
Sets the additional trade information, defaulted to an empty instance.
info() - Method in class com.opengamma.strata.product.credit.ResolvedCdsIndexTrade.Meta
The meta-property for the info property.
info(TradeInfo) - Method in class com.opengamma.strata.product.credit.ResolvedCdsTrade.Builder
Sets the additional trade information, defaulted to an empty instance.
info() - Method in class com.opengamma.strata.product.credit.ResolvedCdsTrade.Meta
The meta-property for the info property.
info(TradeInfo) - Method in class com.opengamma.strata.product.deposit.IborFixingDepositTrade.Builder
Sets the additional trade information, defaulted to an empty instance.
info() - Method in class com.opengamma.strata.product.deposit.IborFixingDepositTrade.Meta
The meta-property for the info property.
info(TradeInfo) - Method in class com.opengamma.strata.product.deposit.ResolvedIborFixingDepositTrade.Builder
Sets the additional trade information, defaulted to an empty instance.
info() - Method in class com.opengamma.strata.product.deposit.ResolvedIborFixingDepositTrade.Meta
The meta-property for the info property.
info(TradeInfo) - Method in class com.opengamma.strata.product.deposit.ResolvedTermDepositTrade.Builder
Sets the additional trade information, defaulted to an empty instance.
info() - Method in class com.opengamma.strata.product.deposit.ResolvedTermDepositTrade.Meta
The meta-property for the info property.
info(TradeInfo) - Method in class com.opengamma.strata.product.deposit.TermDepositTrade.Builder
Sets the additional trade information, defaulted to an empty instance.
info() - Method in class com.opengamma.strata.product.deposit.TermDepositTrade.Meta
The meta-property for the info property.
info(PositionInfo) - Method in class com.opengamma.strata.product.dsf.DsfPosition.Builder
Sets the additional position information, defaulted to an empty instance.
info() - Method in class com.opengamma.strata.product.dsf.DsfPosition.Meta
The meta-property for the info property.
info(SecurityInfo) - Method in class com.opengamma.strata.product.dsf.DsfSecurity.Builder
Sets the standard security information.
info() - Method in class com.opengamma.strata.product.dsf.DsfSecurity.Meta
The meta-property for the info property.
info(TradeInfo) - Method in class com.opengamma.strata.product.dsf.DsfTrade.Builder
Sets the additional trade information, defaulted to an empty instance.
info() - Method in class com.opengamma.strata.product.dsf.DsfTrade.Meta
The meta-property for the info property.
info(PortfolioItemInfo) - Method in class com.opengamma.strata.product.dsf.ResolvedDsfTrade.Builder
Sets the additional information, defaulted to an empty instance.
info() - Method in class com.opengamma.strata.product.dsf.ResolvedDsfTrade.Meta
The meta-property for the info property.
info(PositionInfo) - Method in class com.opengamma.strata.product.etd.EtdFuturePosition.Builder
Sets the additional position information, defaulted to an empty instance.
info() - Method in class com.opengamma.strata.product.etd.EtdFuturePosition.Meta
The meta-property for the info property.
info(SecurityInfo) - Method in class com.opengamma.strata.product.etd.EtdFutureSecurity.Builder
Sets the standard security information.
info() - Method in class com.opengamma.strata.product.etd.EtdFutureSecurity.Meta
The meta-property for the info property.
info(TradeInfo) - Method in class com.opengamma.strata.product.etd.EtdFutureTrade.Builder
Sets the additional trade information, defaulted to an empty instance.
info() - Method in class com.opengamma.strata.product.etd.EtdFutureTrade.Meta
The meta-property for the info property.
info(PositionInfo) - Method in class com.opengamma.strata.product.etd.EtdOptionPosition.Builder
Sets the additional position information, defaulted to an empty instance.
info() - Method in class com.opengamma.strata.product.etd.EtdOptionPosition.Meta
The meta-property for the info property.
info(SecurityInfo) - Method in class com.opengamma.strata.product.etd.EtdOptionSecurity.Builder
Sets the standard security information.
info() - Method in class com.opengamma.strata.product.etd.EtdOptionSecurity.Meta
The meta-property for the info property.
info(TradeInfo) - Method in class com.opengamma.strata.product.etd.EtdOptionTrade.Builder
Sets the additional trade information, defaulted to an empty instance.
info() - Method in class com.opengamma.strata.product.etd.EtdOptionTrade.Meta
The meta-property for the info property.
info(TradeInfo) - Method in class com.opengamma.strata.product.fra.FraTrade.Builder
Sets the additional trade information, defaulted to an empty instance.
info() - Method in class com.opengamma.strata.product.fra.FraTrade.Meta
The meta-property for the info property.
info(TradeInfo) - Method in class com.opengamma.strata.product.fra.ResolvedFraTrade.Builder
Sets the additional trade information, defaulted to an empty instance.
info() - Method in class com.opengamma.strata.product.fra.ResolvedFraTrade.Meta
The meta-property for the info property.
info(TradeInfo) - Method in class com.opengamma.strata.product.fx.FxNdfTrade.Builder
Sets the additional trade information, defaulted to an empty instance.
info() - Method in class com.opengamma.strata.product.fx.FxNdfTrade.Meta
The meta-property for the info property.
info(TradeInfo) - Method in class com.opengamma.strata.product.fx.FxSingleTrade.Builder
Sets the additional trade information, defaulted to an empty instance.
info() - Method in class com.opengamma.strata.product.fx.FxSingleTrade.Meta
The meta-property for the info property.
info(TradeInfo) - Method in class com.opengamma.strata.product.fx.FxSwapTrade.Builder
Sets the additional trade information, defaulted to an empty instance.
info() - Method in class com.opengamma.strata.product.fx.FxSwapTrade.Meta
The meta-property for the info property.
info(TradeInfo) - Method in class com.opengamma.strata.product.fx.ResolvedFxNdfTrade.Builder
Sets the additional trade information, defaulted to an empty instance.
info() - Method in class com.opengamma.strata.product.fx.ResolvedFxNdfTrade.Meta
The meta-property for the info property.
info(TradeInfo) - Method in class com.opengamma.strata.product.fx.ResolvedFxSingleTrade.Builder
Sets the additional trade information, defaulted to an empty instance.
info() - Method in class com.opengamma.strata.product.fx.ResolvedFxSingleTrade.Meta
The meta-property for the info property.
info(TradeInfo) - Method in class com.opengamma.strata.product.fx.ResolvedFxSwapTrade.Builder
Sets the additional trade information, defaulted to an empty instance.
info() - Method in class com.opengamma.strata.product.fx.ResolvedFxSwapTrade.Meta
The meta-property for the info property.
info(TradeInfo) - Method in class com.opengamma.strata.product.fxopt.FxSingleBarrierOptionTrade.Builder
Sets the additional trade information, defaulted to an empty instance.
info() - Method in class com.opengamma.strata.product.fxopt.FxSingleBarrierOptionTrade.Meta
The meta-property for the info property.
info(TradeInfo) - Method in class com.opengamma.strata.product.fxopt.FxVanillaOptionTrade.Builder
Sets the additional trade information, defaulted to an empty instance.
info() - Method in class com.opengamma.strata.product.fxopt.FxVanillaOptionTrade.Meta
The meta-property for the info property.
info(TradeInfo) - Method in class com.opengamma.strata.product.fxopt.ResolvedFxSingleBarrierOptionTrade.Builder
Sets the additional trade information, defaulted to an empty instance.
info() - Method in class com.opengamma.strata.product.fxopt.ResolvedFxSingleBarrierOptionTrade.Meta
The meta-property for the info property.
info(TradeInfo) - Method in class com.opengamma.strata.product.fxopt.ResolvedFxVanillaOptionTrade.Builder
Sets the additional trade information, defaulted to an empty instance.
info() - Method in class com.opengamma.strata.product.fxopt.ResolvedFxVanillaOptionTrade.Meta
The meta-property for the info property.
info() - Method in class com.opengamma.strata.product.GenericSecurity.Meta
The meta-property for the info property.
info(PositionInfo) - Method in class com.opengamma.strata.product.GenericSecurityPosition.Builder
Sets the additional position information, defaulted to an empty instance.
info() - Method in class com.opengamma.strata.product.GenericSecurityPosition.Meta
The meta-property for the info property.
info(TradeInfo) - Method in class com.opengamma.strata.product.GenericSecurityTrade.Builder
Sets the additional trade information, defaulted to an empty instance.
info() - Method in class com.opengamma.strata.product.GenericSecurityTrade.Meta
The meta-property for the info property.
info(PositionInfo) - Method in class com.opengamma.strata.product.index.IborFutureOptionPosition.Builder
Sets the additional position information, defaulted to an empty instance.
info() - Method in class com.opengamma.strata.product.index.IborFutureOptionPosition.Meta
The meta-property for the info property.
info(SecurityInfo) - Method in class com.opengamma.strata.product.index.IborFutureOptionSecurity.Builder
Sets the standard security information.
info() - Method in class com.opengamma.strata.product.index.IborFutureOptionSecurity.Meta
The meta-property for the info property.
info(TradeInfo) - Method in class com.opengamma.strata.product.index.IborFutureOptionTrade.Builder
Sets the additional trade information, defaulted to an empty instance.
info() - Method in class com.opengamma.strata.product.index.IborFutureOptionTrade.Meta
The meta-property for the info property.
info(PositionInfo) - Method in class com.opengamma.strata.product.index.IborFuturePosition.Builder
Sets the additional position information, defaulted to an empty instance.
info() - Method in class com.opengamma.strata.product.index.IborFuturePosition.Meta
The meta-property for the info property.
info(SecurityInfo) - Method in class com.opengamma.strata.product.index.IborFutureSecurity.Builder
Sets the standard security information.
info() - Method in class com.opengamma.strata.product.index.IborFutureSecurity.Meta
The meta-property for the info property.
info(TradeInfo) - Method in class com.opengamma.strata.product.index.IborFutureTrade.Builder
Sets the additional trade information, defaulted to an empty instance.
info() - Method in class com.opengamma.strata.product.index.IborFutureTrade.Meta
The meta-property for the info property.
info(PositionInfo) - Method in class com.opengamma.strata.product.index.OvernightFuturePosition.Builder
Sets the additional position information, defaulted to an empty instance.
info() - Method in class com.opengamma.strata.product.index.OvernightFuturePosition.Meta
The meta-property for the info property.
info(SecurityInfo) - Method in class com.opengamma.strata.product.index.OvernightFutureSecurity.Builder
Sets the standard security information.
info() - Method in class com.opengamma.strata.product.index.OvernightFutureSecurity.Meta
The meta-property for the info property.
info(TradeInfo) - Method in class com.opengamma.strata.product.index.OvernightFutureTrade.Builder
Sets the additional trade information, defaulted to an empty instance.
info() - Method in class com.opengamma.strata.product.index.OvernightFutureTrade.Meta
The meta-property for the info property.
info(PortfolioItemInfo) - Method in class com.opengamma.strata.product.index.ResolvedIborFutureOptionTrade.Builder
Sets the additional information, defaulted to an empty instance.
info() - Method in class com.opengamma.strata.product.index.ResolvedIborFutureOptionTrade.Meta
The meta-property for the info property.
info(PortfolioItemInfo) - Method in class com.opengamma.strata.product.index.ResolvedIborFutureTrade.Builder
Sets the additional information, defaulted to an empty instance.
info() - Method in class com.opengamma.strata.product.index.ResolvedIborFutureTrade.Meta
The meta-property for the info property.
info(PortfolioItemInfo) - Method in class com.opengamma.strata.product.index.ResolvedOvernightFutureTrade.Builder
Sets the additional information, defaulted to an empty instance.
info() - Method in class com.opengamma.strata.product.index.ResolvedOvernightFutureTrade.Meta
The meta-property for the info property.
info(TradeInfo) - Method in class com.opengamma.strata.product.payment.BulletPaymentTrade.Builder
Sets the additional trade information, defaulted to an empty instance.
info() - Method in class com.opengamma.strata.product.payment.BulletPaymentTrade.Meta
The meta-property for the info property.
info(TradeInfo) - Method in class com.opengamma.strata.product.payment.ResolvedBulletPaymentTrade.Builder
Sets the additional trade information, defaulted to an empty instance.
info() - Method in class com.opengamma.strata.product.payment.ResolvedBulletPaymentTrade.Meta
The meta-property for the info property.
info(PositionInfo) - Method in class com.opengamma.strata.product.SecurityPosition.Builder
Sets the additional position information, defaulted to an empty instance.
info() - Method in class com.opengamma.strata.product.SecurityPosition.Meta
The meta-property for the info property.
info(TradeInfo) - Method in class com.opengamma.strata.product.SecurityTrade.Builder
Sets the additional trade information, defaulted to an empty instance.
info() - Method in class com.opengamma.strata.product.SecurityTrade.Meta
The meta-property for the info property.
info(TradeInfo) - Method in class com.opengamma.strata.product.swap.ResolvedSwapTrade.Builder
Sets the additional trade information, defaulted to an empty instance.
info() - Method in class com.opengamma.strata.product.swap.ResolvedSwapTrade.Meta
The meta-property for the info property.
info(TradeInfo) - Method in class com.opengamma.strata.product.swap.SwapTrade.Builder
Sets the additional trade information, defaulted to an empty instance.
info() - Method in class com.opengamma.strata.product.swap.SwapTrade.Meta
The meta-property for the info property.
info(TradeInfo) - Method in class com.opengamma.strata.product.swaption.ResolvedSwaptionTrade.Builder
Sets the additional trade information, defaulted to an empty instance.
info() - Method in class com.opengamma.strata.product.swaption.ResolvedSwaptionTrade.Meta
The meta-property for the info property.
info(TradeInfo) - Method in class com.opengamma.strata.product.swaption.SwaptionTrade.Builder
Sets the additional trade information, defaulted to an empty instance.
info() - Method in class com.opengamma.strata.product.swaption.SwaptionTrade.Meta
The meta-property for the info property.
IniFile - Class in com.opengamma.strata.collect.io
An INI file.
initialExchange(boolean) - Method in class com.opengamma.strata.product.swap.NotionalSchedule.Builder
Sets the flag indicating whether to exchange the initial notional.
initialExchange() - Method in class com.opengamma.strata.product.swap.NotionalSchedule.Meta
The meta-property for the initialExchange property.
initialExchange(boolean) - Method in class com.opengamma.strata.product.swap.RatePeriodSwapLeg.Builder
Sets the flag indicating whether to exchange the initial notional.
initialExchange() - Method in class com.opengamma.strata.product.swap.RatePeriodSwapLeg.Meta
The meta-property for the initialExchange property.
initialGuess(MarketData) - Method in interface com.opengamma.strata.market.curve.CurveDefinition
Gets the list of all initial guesses.
initialGuess(MarketData, ValueType) - Method in interface com.opengamma.strata.market.curve.CurveNode
Gets the initial guess used for calibrating the node.
initialGuess(MarketData) - Method in interface com.opengamma.strata.market.curve.NodalCurveDefinition
 
initialGuess(MarketData, ValueType) - Method in class com.opengamma.strata.market.curve.node.FixedIborSwapCurveNode
 
initialGuess(MarketData, ValueType) - Method in class com.opengamma.strata.market.curve.node.FixedInflationSwapCurveNode
 
initialGuess(MarketData, ValueType) - Method in class com.opengamma.strata.market.curve.node.FixedOvernightSwapCurveNode
 
initialGuess(MarketData, ValueType) - Method in class com.opengamma.strata.market.curve.node.FraCurveNode
 
initialGuess(MarketData, ValueType) - Method in class com.opengamma.strata.market.curve.node.FxSwapCurveNode
 
initialGuess(MarketData, ValueType) - Method in class com.opengamma.strata.market.curve.node.IborFixingDepositCurveNode
 
initialGuess(MarketData, ValueType) - Method in class com.opengamma.strata.market.curve.node.IborFutureCurveNode
 
initialGuess(MarketData, ValueType) - Method in class com.opengamma.strata.market.curve.node.IborIborSwapCurveNode
 
initialGuess(MarketData, ValueType) - Method in class com.opengamma.strata.market.curve.node.OvernightIborSwapCurveNode
 
initialGuess(MarketData, ValueType) - Method in class com.opengamma.strata.market.curve.node.TermDepositCurveNode
 
initialGuess(MarketData, ValueType) - Method in class com.opengamma.strata.market.curve.node.ThreeLegBasisSwapCurveNode
 
initialGuess(MarketData, ValueType) - Method in class com.opengamma.strata.market.curve.node.XCcyIborIborSwapCurveNode
 
initialGuess(List<Double>) - Method in class com.opengamma.strata.market.curve.ParameterizedFunctionalCurveDefinition.Builder
Sets the initial guess values for the curve parameters.
initialGuess(Double...) - Method in class com.opengamma.strata.market.curve.ParameterizedFunctionalCurveDefinition.Builder
Sets the initialGuess property in the builder from an array of objects.
initialGuess(MarketData) - Method in class com.opengamma.strata.market.curve.ParameterizedFunctionalCurveDefinition
 
initialGuess() - Method in class com.opengamma.strata.market.curve.ParameterizedFunctionalCurveDefinition.Meta
The meta-property for the initialGuess property.
initialGuesses(MarketData) - Method in class com.opengamma.strata.market.curve.RatesCurveGroupDefinition
Gets the list of all initial guesses.
initialNotionalValue(Double) - Method in class com.opengamma.strata.product.swap.FxResetCalculation.Builder
Sets the initial notional value, specified in the payment currency.
initialNotionalValue() - Method in class com.opengamma.strata.product.swap.FxResetCalculation.Meta
The meta-property for the initialNotionalValue property.
initialParameters(DoubleArray) - Method in class com.opengamma.strata.pricer.capfloor.SabrIborCapletFloorletVolatilityCalibrationDefinition.Builder
Sets the initial parameter values used in calibration.
initialParameters() - Method in class com.opengamma.strata.pricer.capfloor.SabrIborCapletFloorletVolatilityCalibrationDefinition.Meta
The meta-property for the initialParameters property.
initialStub(FixedRateStubCalculation) - Method in class com.opengamma.strata.product.swap.FixedRateCalculation.Builder
Sets the initial stub, optional.
initialStub() - Method in class com.opengamma.strata.product.swap.FixedRateCalculation.Meta
The meta-property for the initialStub property.
initialStub(IborRateStubCalculation) - Method in class com.opengamma.strata.product.swap.IborRateCalculation.Builder
Sets the rate to be used in initial stub, optional.
initialStub() - Method in class com.opengamma.strata.product.swap.IborRateCalculation.Meta
The meta-property for the initialStub property.
initialValue(double) - Method in class com.opengamma.strata.basics.value.ValueSchedule.Builder
Sets the initial value.
initialValue() - Method in class com.opengamma.strata.basics.value.ValueSchedule.Meta
The meta-property for the initialValue property.
inOrderNotEqual(Comparable<? super T>, T, String, String) - Static method in class com.opengamma.strata.collect.ArgChecker
Checks that the two values are in order and not equal.
inOrderOrEqual(Comparable<? super T>, T, String, String) - Static method in class com.opengamma.strata.collect.ArgChecker
Checks that the two values are in order or equal.
INR - Static variable in class com.opengamma.strata.basics.currency.Currency
The currency 'INR' = Indian Rupee.
inRange(double, double, double, String) - Static method in class com.opengamma.strata.collect.ArgChecker
Checks that the argument is within the range defined by low <= x < high.
inRange(int, int, int, String) - Static method in class com.opengamma.strata.collect.ArgChecker
Checks that the argument is within the range defined by low <= x < high.
inRangeExclusive(double, double, double, String) - Static method in class com.opengamma.strata.collect.ArgChecker
Checks that the argument is within the range defined by low < x < high.
inRangeExclusive(int, int, int, String) - Static method in class com.opengamma.strata.collect.ArgChecker
Checks that the argument is within the range defined by low < x < high.
inRangeInclusive(double, double, double, String) - Static method in class com.opengamma.strata.collect.ArgChecker
Checks that the argument is within the range defined by low <= x <= high.
inRangeInclusive(int, int, int, String) - Static method in class com.opengamma.strata.collect.ArgChecker
Checks that the argument is within the range defined by low <= x <= high.
INSTANCE - Static variable in class com.opengamma.strata.report.cashflow.CashFlowReportFormatter
The single shared instance of this report formatter.
INSTANCE - Static variable in class com.opengamma.strata.report.cashflow.CashFlowReportRunner
The single shared instance of this report runner.
INSTANCE - Static variable in class com.opengamma.strata.report.framework.format.FormatSettingsProvider
The default instance.
INSTANCE - Static variable in class com.opengamma.strata.report.trade.TradeReportFormatter
The single shared instance of this report formatter.
INSTANCE - Static variable in class com.opengamma.strata.report.trade.TradeReportRunner
The single shared instance of this report runner.
IntArray - Class in com.opengamma.strata.collect.array
An immutable array of int values.
IntDoubleConsumer - Interface in com.opengamma.strata.collect.function
An operation consuming two arguments - int and double.
IntDoublePair - Class in com.opengamma.strata.collect.tuple
An immutable pair consisting of an int and double.
IntDoublePair.Meta - Class in com.opengamma.strata.collect.tuple
The meta-bean for IntDoublePair.
IntDoublePredicate - Interface in com.opengamma.strata.collect.function
A predicate of two arguments - int and double.
IntDoubleToDoubleFunction - Interface in com.opengamma.strata.collect.function
A function of two arguments - int and double.
intermediateExchange(boolean) - Method in class com.opengamma.strata.product.swap.NotionalSchedule.Builder
Sets the flag indicating whether to exchange the differences in the notional during the lifetime of the swap.
intermediateExchange() - Method in class com.opengamma.strata.product.swap.NotionalSchedule.Meta
The meta-property for the intermediateExchange property.
intermediateExchange(boolean) - Method in class com.opengamma.strata.product.swap.RatePeriodSwapLeg.Builder
Sets the flag indicating whether to exchange the differences in the notional during the lifetime of the swap.
intermediateExchange() - Method in class com.opengamma.strata.product.swap.RatePeriodSwapLeg.Meta
The meta-property for the intermediateExchange property.
interpolate(double) - Method in class com.opengamma.strata.market.curve.interpolator.AbstractBoundCurveInterpolator
 
interpolate(double) - Method in interface com.opengamma.strata.market.curve.interpolator.BoundCurveInterpolator
Computes the y-value for the specified x-value by interpolation.
interpolate(double, double) - Method in interface com.opengamma.strata.market.surface.interpolator.BoundSurfaceInterpolator
Computes the z-value for the specified x-y-value by interpolation.
InterpolatedNodalCurve - Class in com.opengamma.strata.market.curve
A curve based on interpolation between a number of nodal points.
InterpolatedNodalCurve.Builder - Class in com.opengamma.strata.market.curve
The bean-builder for InterpolatedNodalCurve.
InterpolatedNodalCurve.Meta - Class in com.opengamma.strata.market.curve
The meta-bean for InterpolatedNodalCurve.
InterpolatedNodalCurveDefinition - Class in com.opengamma.strata.market.curve
Provides the definition of how to calibrate an interpolated nodal curve.
InterpolatedNodalCurveDefinition.Builder - Class in com.opengamma.strata.market.curve
The bean-builder for InterpolatedNodalCurveDefinition.
InterpolatedNodalCurveDefinition.Meta - Class in com.opengamma.strata.market.curve
The meta-bean for InterpolatedNodalCurveDefinition.
InterpolatedNodalSurface - Class in com.opengamma.strata.market.surface
A surface based on interpolation between a number of nodal points.
InterpolatedNodalSurface.Builder - Class in com.opengamma.strata.market.surface
The bean-builder for InterpolatedNodalSurface.
InterpolatedNodalSurface.Meta - Class in com.opengamma.strata.market.surface
The meta-bean for InterpolatedNodalSurface.
InterpolatedStrikeSmileDeltaTermStructure - Class in com.opengamma.strata.pricer.fxopt
An interpolated term structure of smiles as used in Forex market.
InterpolatedStrikeSmileDeltaTermStructure.Meta - Class in com.opengamma.strata.pricer.fxopt
The meta-bean for InterpolatedStrikeSmileDeltaTermStructure.
interpolator(CurveInterpolator) - Method in class com.opengamma.strata.market.curve.InterpolatedNodalCurve.Builder
Sets the interpolator.
interpolator() - Method in class com.opengamma.strata.market.curve.InterpolatedNodalCurve.Meta
The meta-property for the interpolator property.
interpolator(CurveInterpolator) - Method in class com.opengamma.strata.market.curve.InterpolatedNodalCurveDefinition.Builder
Sets the interpolator used to find points on the curve.
interpolator() - Method in class com.opengamma.strata.market.curve.InterpolatedNodalCurveDefinition.Meta
The meta-property for the interpolator property.
INTERPOLATOR - Static variable in class com.opengamma.strata.market.curve.interpolator.CurveExtrapolators
Interpolator extrapolator.
interpolator(SurfaceInterpolator) - Method in class com.opengamma.strata.market.surface.InterpolatedNodalSurface.Builder
Sets the underlying interpolator.
interpolator() - Method in class com.opengamma.strata.market.surface.InterpolatedNodalSurface.Meta
The meta-property for the interpolator property.
interpolator(GridSurfaceInterpolator) - Method in class com.opengamma.strata.pricer.capfloor.DirectIborCapletFloorletVolatilityDefinition.Builder
Sets the interpolator for the caplet volatilities.
interpolator() - Method in class com.opengamma.strata.pricer.capfloor.DirectIborCapletFloorletVolatilityDefinition.Meta
The meta-property for the interpolator property.
interpolator(CurveInterpolator) - Method in class com.opengamma.strata.pricer.capfloor.SabrIborCapletFloorletVolatilityBootstrapDefinition.Builder
Sets the interpolator for the SABR parameter curves.
interpolator() - Method in class com.opengamma.strata.pricer.capfloor.SabrIborCapletFloorletVolatilityBootstrapDefinition.Meta
The meta-property for the interpolator property.
interpolator(CurveInterpolator) - Method in class com.opengamma.strata.pricer.capfloor.SabrIborCapletFloorletVolatilityCalibrationDefinition.Builder
Sets the interpolator for the SABR parameters.
interpolator() - Method in class com.opengamma.strata.pricer.capfloor.SabrIborCapletFloorletVolatilityCalibrationDefinition.Meta
The meta-property for the interpolator property.
interpolator() - Method in class com.opengamma.strata.pricer.capfloor.SurfaceIborCapletFloorletVolatilityBootstrapDefinition.Meta
The meta-property for the interpolator property.
interpolator() - Method in class com.opengamma.strata.pricer.swaption.SabrSwaptionDefinition.Meta
The meta-property for the interpolator property.
intersection(LocalDateDoubleTimeSeries, DoubleBinaryOperator) - Method in interface com.opengamma.strata.collect.timeseries.LocalDateDoubleTimeSeries
Obtains the intersection of a pair of time series.
IntIntConsumer - Interface in com.opengamma.strata.collect.function
An operation consuming two arguments - int and int.
IntIntDoubleConsumer - Interface in com.opengamma.strata.collect.function
An operation consuming three arguments - int, int and double.
IntIntDoublePredicate - Interface in com.opengamma.strata.collect.function
A predicate of three arguments - int, int and double.
IntIntDoubleToDoubleFunction - Interface in com.opengamma.strata.collect.function
A function of three arguments - int, int and double.
IntIntToDoubleFunction - Interface in com.opengamma.strata.collect.function
A function of two arguments - int and int.
IntTernaryOperator - Interface in com.opengamma.strata.collect.function
A function of three arguments that returns a value.
invalidTokenFailure(T, String) - Method in class com.opengamma.strata.report.framework.expression.TokenEvaluator
Generates a failure result for an invalid token.
inverse() - Method in class com.opengamma.strata.basics.currency.CurrencyPair
Gets the inverse currency pair.
inverse() - Method in class com.opengamma.strata.basics.currency.FxRate
Gets the inverse rate.
inverse() - Method in class com.opengamma.strata.product.fx.ResolvedFxSingle
Returns the inverse transaction.
inverseKnockType() - Method in interface com.opengamma.strata.product.option.Barrier
Obtains an instance with knock type inverted.
inverseKnockType() - Method in class com.opengamma.strata.product.option.SimpleConstantContinuousBarrier
 
IR01_CALIBRATED_BUCKETED - Static variable in class com.opengamma.strata.measure.credit.CreditMeasures
Measure representing the PV change under a series of 1 bps shifts in calibrated curve at each curve node.
IR01_CALIBRATED_PARALLEL - Static variable in class com.opengamma.strata.measure.credit.CreditMeasures
Measure representing the PV change under a 1 bps shift in calibrated curve.
IR01_MARKET_QUOTE_BUCKETED - Static variable in class com.opengamma.strata.measure.credit.CreditMeasures
Measure representing the PV change under a series of 1 bps shifts in market quotes at each curve node.
IR01_MARKET_QUOTE_PARALLEL - Static variable in class com.opengamma.strata.measure.credit.CreditMeasures
Measure representing the PV change under a 1 bps shift to market quotes.
IS - Static variable in class com.opengamma.strata.basics.location.Country
The currency 'IS' - Iceland.
isAccruedInterest() - Method in enum com.opengamma.strata.product.credit.PaymentOnDefault
Check if the accrued premium is paid.
isActive() - Method in interface com.opengamma.strata.basics.index.FloatingRateIndex
Gets whether the index is active.
isActive() - Method in class com.opengamma.strata.basics.index.ImmutableIborIndex
Gets whether the index is active, defaulted to true.
isActive() - Method in class com.opengamma.strata.basics.index.ImmutableOvernightIndex
Gets whether the index is active, defaulted to true.
isActive() - Method in class com.opengamma.strata.basics.index.ImmutablePriceIndex
Gets whether the index is active, defaulted to true.
isActive() - Method in class com.opengamma.strata.product.swap.ImmutableSwapIndex
Gets whether the index is active, defaulted to true.
isActive() - Method in interface com.opengamma.strata.product.swap.SwapIndex
Gets whether the index is active.
isAnnual() - Method in class com.opengamma.strata.basics.schedule.Frequency
Checks if the periodic frequency is annual.
isBeginning() - Method in enum com.opengamma.strata.product.credit.ProtectionStartOfDay
Check if the type is 'Beginning'.
isBusinessDay(LocalDate) - Method in interface com.opengamma.strata.basics.date.HolidayCalendar
Checks if the specified date is a business day.
isBuy() - Method in enum com.opengamma.strata.product.common.BuySell
Checks if the type is 'Buy'.
isCalculateBackwards() - Method in enum com.opengamma.strata.basics.schedule.StubConvention
Checks if the schedule is calculated backwards from the end date to the start date.
isCalculateForwards() - Method in enum com.opengamma.strata.basics.schedule.StubConvention
Checks if the schedule is calculated forwards from the start date to the end date.
isCall() - Method in enum com.opengamma.strata.product.common.PutCall
Checks if the type is 'Call'.
isCleanPrice() - Method in enum com.opengamma.strata.pricer.common.PriceType
Check if the price type is 'Clean'.
isComplete() - Method in class com.opengamma.strata.report.framework.expression.EvaluationResult
Returns true if evaluation of the whole expression is complete.
isCompoundingApplicable() - Method in class com.opengamma.strata.product.swap.RatePaymentPeriod
Checks whether compounding applies.
isComputeJacobian() - Method in class com.opengamma.strata.market.curve.IsdaCreditCurveDefinition
Gets the flag indicating if the Jacobian matrices should be computed and stored in metadata or not.
isComputeJacobian() - Method in class com.opengamma.strata.market.curve.RatesCurveGroupDefinition
Gets the flag indicating if the Jacobian matrices should be computed and stored in metadata or not.
isComputePvSensitivityToMarketQuote() - Method in class com.opengamma.strata.market.curve.RatesCurveGroupDefinition
Gets the flag indicating if present value sensitivity to market quotes should be computed and stored in metadata or not.
isConventional() - Method in class com.opengamma.strata.basics.currency.CurrencyPair
Checks if this currency pair is a conventional currency pair.
isCrossCurrency() - Method in interface com.opengamma.strata.product.fx.FxProduct
 
isCrossCurrency() - Method in interface com.opengamma.strata.product.Product
Checks if this product is cross-currency.
isCrossCurrency() - Method in class com.opengamma.strata.product.swap.ResolvedSwap
Checks if this trade is cross-currency.
isCurrencyConvertible() - Method in class com.opengamma.strata.calc.ImmutableMeasure
Gets flag indicating whether measure values should be automatically converted to the reporting currency.
isCurrencyConvertible() - Method in interface com.opengamma.strata.calc.Measure
Flag indicating whether measure values should be automatically converted to the reporting currency.
IsdaCdsProductPricer - Class in com.opengamma.strata.pricer.credit
Pricer for single-name credit default swaps (CDS) based on ISDA standard model.
IsdaCdsProductPricer(AccrualOnDefaultFormula) - Constructor for class com.opengamma.strata.pricer.credit.IsdaCdsProductPricer
Constructor specifying the formula to use for the accrued on default calculation.
IsdaCdsTradePricer - Class in com.opengamma.strata.pricer.credit
Pricer for single-name credit default swaps (CDS) trade based on ISDA standard model.
IsdaCdsTradePricer() - Constructor for class com.opengamma.strata.pricer.credit.IsdaCdsTradePricer
The default constructor.
IsdaCdsTradePricer(AccrualOnDefaultFormula) - Constructor for class com.opengamma.strata.pricer.credit.IsdaCdsTradePricer
The constructor with the accrual-on-default formula specified.
IsdaCompliantCreditCurveCalibrator - Class in com.opengamma.strata.pricer.credit
ISDA compliant credit curve calibrator.
IsdaCompliantCreditCurveCalibrator() - Constructor for class com.opengamma.strata.pricer.credit.IsdaCompliantCreditCurveCalibrator
 
IsdaCompliantCreditCurveCalibrator(AccrualOnDefaultFormula) - Constructor for class com.opengamma.strata.pricer.credit.IsdaCompliantCreditCurveCalibrator
 
IsdaCompliantCreditCurveCalibrator(AccrualOnDefaultFormula, ArbitrageHandling) - Constructor for class com.opengamma.strata.pricer.credit.IsdaCompliantCreditCurveCalibrator
 
IsdaCompliantDiscountCurveCalibrator - Class in com.opengamma.strata.pricer.credit
ISDA compliant discount curve calibrator.
IsdaCompliantIndexCurveCalibrator - Class in com.opengamma.strata.pricer.credit
ISDA compliant index curve calibrator.
IsdaCompliantIndexCurveCalibrator(IsdaCompliantCreditCurveCalibrator) - Constructor for class com.opengamma.strata.pricer.credit.IsdaCompliantIndexCurveCalibrator
Constructor with the underlying credit curve calibrator specified.
IsdaCreditCurveDefinition - Class in com.opengamma.strata.market.curve
Provides the definition of how to calibrate an ISDA compliant curve for credit.
IsdaCreditCurveDefinition.Meta - Class in com.opengamma.strata.market.curve
The meta-bean for IsdaCreditCurveDefinition.
IsdaCreditCurveNode - Interface in com.opengamma.strata.market.curve
A node specifying how to calibrate an ISDA compliant curve.
IsdaCreditDiscountFactors - Class in com.opengamma.strata.pricer.credit
ISDA compliant zero rate discount factors.
IsdaCreditDiscountFactors.Meta - Class in com.opengamma.strata.pricer.credit
The meta-bean for IsdaCreditDiscountFactors.
IsdaHomogenousCdsIndexProductPricer - Class in com.opengamma.strata.pricer.credit
Pricer for CDS portfolio index based on ISDA standard model.
IsdaHomogenousCdsIndexProductPricer(AccrualOnDefaultFormula) - Constructor for class com.opengamma.strata.pricer.credit.IsdaHomogenousCdsIndexProductPricer
Constructor specifying the formula to use for the accrued on default calculation.
IsdaHomogenousCdsIndexTradePricer - Class in com.opengamma.strata.pricer.credit
Pricer for CDS portfolio index trade based on ISDA standard model.
IsdaHomogenousCdsIndexTradePricer() - Constructor for class com.opengamma.strata.pricer.credit.IsdaHomogenousCdsIndexTradePricer
The default constructor.
IsdaHomogenousCdsIndexTradePricer(AccrualOnDefaultFormula) - Constructor for class com.opengamma.strata.pricer.credit.IsdaHomogenousCdsIndexTradePricer
The constructor with the accrual-on-default formula specified.
isDefaulted(StandardId) - Static method in class com.opengamma.strata.market.observable.LegalEntityInformation
Creates an instance for a legal entity which has defaulted.
isDefaulted() - Method in class com.opengamma.strata.market.observable.LegalEntityInformation
Gets whether the legal entity has defaulted or not.
isDown() - Method in enum com.opengamma.strata.product.option.BarrierType
Checks if the type is 'Down'.
isEmpty() - Method in class com.opengamma.strata.collect.array.DoubleArray
Checks if this array is empty.
isEmpty() - Method in class com.opengamma.strata.collect.array.DoubleMatrix
Checks if this matrix is empty.
isEmpty() - Method in class com.opengamma.strata.collect.array.IntArray
Checks if this array is empty.
isEmpty() - Method in class com.opengamma.strata.collect.io.ArrayByteSource
 
isEmpty() - Method in class com.opengamma.strata.collect.io.PropertySet
Checks if this property set is empty.
isEmpty() - Method in class com.opengamma.strata.collect.result.FailureItems
Checks if the list of failures is empty.
isEmpty() - Method in interface com.opengamma.strata.collect.timeseries.LocalDateDoubleTimeSeries
Indicates if this time-series is empty.
isEnd() - Method in class com.opengamma.strata.market.curve.CurveNodeDate
Checks if the type is 'End'.
isEndOfMonthConvention() - Method in interface com.opengamma.strata.basics.date.DayCount.ScheduleInfo
Checks if the end of month convention is in use.
isEndOfMonthConvention() - Method in class com.opengamma.strata.basics.schedule.Schedule
Checks if the end of month convention is in use.
isFailure() - Method in class com.opengamma.strata.collect.result.Result
Indicates if this result represents a failure.
isFalse(boolean, String) - Static method in class com.opengamma.strata.collect.ArgChecker
Checks that the specified boolean is false.
isFalse(boolean, String, Object...) - Static method in class com.opengamma.strata.collect.ArgChecker
Checks that the specified boolean is false.
isFinalExchange() - Method in class com.opengamma.strata.product.swap.NotionalSchedule
Gets the flag indicating whether to exchange the final notional.
isFinalExchange() - Method in class com.opengamma.strata.product.swap.RatePeriodSwapLeg
Gets the flag indicating whether to exchange the final notional.
isFixed() - Method in class com.opengamma.strata.market.curve.CurveNodeDate
Checks if the type is 'Fixed'.
isFixed() - Method in enum com.opengamma.strata.product.swap.SwapLegType
Checks if the type is 'Fixed'.
isFixedRate() - Method in class com.opengamma.strata.product.swap.FixedRateStubCalculation
Checks if the stub has a fixed rate.
isFixedRate() - Method in class com.opengamma.strata.product.swap.IborRateStubCalculation
Checks if the stub has a fixed rate.
isFlex() - Method in class com.opengamma.strata.product.etd.EtdVariant
Checks if the variant is a Flex Future or Flex Option.
isFloat() - Method in enum com.opengamma.strata.product.swap.SwapLegType
Checks if the type is floating, defined as 'Ibor', 'Overnight' or 'Inflation'.
isFloatingRate() - Method in class com.opengamma.strata.product.swap.IborRateStubCalculation
Checks if the stub has a floating rate.
isHoliday(LocalDate) - Method in interface com.opengamma.strata.basics.date.HolidayCalendar
Checks if the specified date is a holiday.
isHoliday(LocalDate) - Method in class com.opengamma.strata.basics.date.ImmutableHolidayCalendar
 
isIbor() - Method in enum com.opengamma.strata.basics.index.FloatingRateType
Checks if the type is 'Ibor'.
isIdentity() - Method in class com.opengamma.strata.basics.currency.CurrencyPair
Checks if this currency pair is an identity pair.
isIgnoreFailures() - Method in class com.opengamma.strata.report.trade.TradeReportColumn
Gets whether to ignore failures, or report the errors.
isInitialExchange() - Method in class com.opengamma.strata.product.swap.NotionalSchedule
Gets the flag indicating whether to exchange the initial notional.
isInitialExchange() - Method in class com.opengamma.strata.product.swap.RatePeriodSwapLeg
Gets the flag indicating whether to exchange the initial notional.
isIntermediateExchange() - Method in class com.opengamma.strata.product.swap.NotionalSchedule
Gets the flag indicating whether to exchange the differences in the notional during the lifetime of the swap.
isIntermediateExchange() - Method in class com.opengamma.strata.product.swap.RatePeriodSwapLeg
Gets the flag indicating whether to exchange the differences in the notional during the lifetime of the swap.
isInterpolated() - Method in class com.opengamma.strata.product.swap.IborRateStubCalculation
Checks if the stub has an interpolated rate.
isInverse(CurrencyPair) - Method in class com.opengamma.strata.basics.currency.CurrencyPair
Checks if this currency pair is the inverse of the specified pair.
isIsdaCompliant() - Method in interface com.opengamma.strata.pricer.credit.CreditDiscountFactors
Checks if the instance is based on an ISDA compliant curve.
isIsdaCompliant() - Method in class com.opengamma.strata.pricer.credit.IsdaCreditDiscountFactors
 
ISK - Static variable in class com.opengamma.strata.basics.currency.Currency
The currency 'ISK' = Icelandic Krone.
isKnockIn() - Method in enum com.opengamma.strata.product.option.KnockType
Checks if the type is 'Knock-in'.
isKnownAmount() - Method in class com.opengamma.strata.product.swap.FixedRateStubCalculation
Checks if the stub has a known amount.
isKnownAmount() - Method in class com.opengamma.strata.product.swap.IborRateStubCalculation
Checks if the stub has a known amount.
isKnownFormat(CharSource) - Method in class com.opengamma.strata.loader.csv.PositionCsvLoader
Checks whether the source is a CSV format position file.
isKnownFormat(CharSource) - Method in class com.opengamma.strata.loader.csv.TradeCsvLoader
Checks whether the source is a CSV format trade file.
isLastBusinessDayOfMonth(LocalDate) - Method in interface com.opengamma.strata.basics.date.HolidayCalendar
Checks if the specified date is the last business day of the month.
isLastBusinessDayOfMonth(LocalDate) - Method in class com.opengamma.strata.basics.date.ImmutableHolidayCalendar
 
isLastFixing() - Method in class com.opengamma.strata.market.curve.CurveNodeDate
Checks if the type is 'LastFixing'.
isLong() - Method in enum com.opengamma.strata.basics.schedule.StubConvention
Checks if this convention may result in a long stub.
isLong() - Method in enum com.opengamma.strata.product.common.LongShort
Checks if the type is 'Long'.
isMonthBased() - Method in interface com.opengamma.strata.basics.date.PeriodAdditionConvention
Checks whether the convention requires a month-based period.
isMonthBased() - Method in class com.opengamma.strata.basics.date.Tenor
Checks if the tenor is month-based.
isMonthBased() - Method in class com.opengamma.strata.basics.schedule.Frequency
Checks if the periodic frequency is month-based.
isNatural() - Method in class com.opengamma.strata.calc.ReportingCurrency
Checks if the type is 'Natural'.
isNone() - Method in class com.opengamma.strata.calc.ReportingCurrency
Checks if the type is 'None'.
isNotDefaulted(StandardId) - Static method in class com.opengamma.strata.market.observable.LegalEntityInformation
Creates an instance for a legal entity which has not defaulted.
isNotionalExchange() - Method in class com.opengamma.strata.product.swap.type.IborRateSwapLegConvention
Gets the flag indicating whether to exchange the notional.
isNotionalExchange() - Method in class com.opengamma.strata.product.swap.type.InflationRateSwapLegConvention
Gets the flag indicating whether to exchange the notional.
isOvernight() - Method in enum com.opengamma.strata.basics.index.FloatingRateType
Checks if the type is 'OvernightCompounded' or 'OvernightAveraged'.
isParallel() - Method in class com.opengamma.strata.collect.MapStream
 
isPay() - Method in enum com.opengamma.strata.product.common.PayReceive
Checks if the type is 'Pay'.
isPrice() - Method in enum com.opengamma.strata.basics.index.FloatingRateType
Checks if the type is 'Price'.
isPut() - Method in enum com.opengamma.strata.product.common.PutCall
Checks if the type is 'Put'.
isReceive() - Method in enum com.opengamma.strata.product.common.PayReceive
Checks if the type is 'Receive'.
isRegular(Frequency, RollConvention) - Method in class com.opengamma.strata.basics.schedule.SchedulePeriod
Checks if this period is regular according to the specified frequency and roll convention.
isScenarioValue() - Method in interface com.opengamma.strata.data.scenario.MarketDataBox
Checks if this box contains market data for multiple scenarios.
isSell() - Method in enum com.opengamma.strata.product.common.BuySell
Checks if the type is 'Sell'.
isShort() - Method in enum com.opengamma.strata.basics.schedule.StubConvention
Checks if this convention may result in a short stub.
isShort() - Method in enum com.opengamma.strata.product.common.LongShort
Checks if the type is 'Short'.
isSinglePeriod() - Method in class com.opengamma.strata.basics.schedule.Schedule
Checks if this schedule has a single period.
isSingleValue() - Method in interface com.opengamma.strata.data.scenario.MarketDataBox
Checks if this box contains a single market data value that is used for all scenarios.
isSpecific() - Method in class com.opengamma.strata.calc.ReportingCurrency
Checks if the type is 'Specific'.
isSquare() - Method in class com.opengamma.strata.collect.array.DoubleMatrix
Checks if this matrix is square.
isStoreNodeTrade() - Method in class com.opengamma.strata.market.curve.IsdaCreditCurveDefinition
Gets the flag indicating if the node trade should be stored or not.
isSuccess() - Method in class com.opengamma.strata.collect.result.Result
Indicates if this result represents a successful call and has a result available.
issuerCurveDiscountFactors(LegalEntityId, Currency) - Method in class com.opengamma.strata.pricer.bond.ImmutableLegalEntityDiscountingProvider
 
IssuerCurveDiscountFactors - Class in com.opengamma.strata.pricer.bond
Provides access to discount factors for an issuer curve.
issuerCurveDiscountFactors(LegalEntityId, Currency) - Method in interface com.opengamma.strata.pricer.bond.LegalEntityDiscountingProvider
Gets the discount factors from an issuer based on the issuer ID and currency.
IssuerCurveDiscountFactors.Meta - Class in com.opengamma.strata.pricer.bond
The meta-bean for IssuerCurveDiscountFactors.
issuerCurveGroups(Map<LegalEntityId, LegalEntityGroup>) - Method in class com.opengamma.strata.pricer.bond.ImmutableLegalEntityDiscountingProvider.Builder
Sets the groups used to find an issuer curve by legal entity.
issuerCurveGroups() - Method in class com.opengamma.strata.pricer.bond.ImmutableLegalEntityDiscountingProvider.Meta
The meta-property for the issuerCurveGroups property.
IssuerCurveInputsId - Class in com.opengamma.strata.market.curve
An identifier used to access the inputs to curve calibration.
issuerCurves(Map<Pair<LegalEntityGroup, Currency>, Curve>) - Method in class com.opengamma.strata.market.curve.LegalEntityCurveGroup.Builder
Sets the issuer curves in the curve group, keyed by legal entity group and currency.
issuerCurves() - Method in class com.opengamma.strata.market.curve.LegalEntityCurveGroup.Meta
The meta-property for the issuerCurves property.
issuerCurves(Map<Pair<LegalEntityGroup, Currency>, DiscountFactors>) - Method in class com.opengamma.strata.pricer.bond.ImmutableLegalEntityDiscountingProvider.Builder
Sets the issuer curves, keyed by group and currency.
issuerCurves() - Method in class com.opengamma.strata.pricer.bond.ImmutableLegalEntityDiscountingProvider.Meta
The meta-property for the issuerCurves property.
issuerCurveStream() - Method in class com.opengamma.strata.market.curve.LegalEntityCurveGroup
Returns a stream of all issuer curves in the group.
IssuerCurveZeroRateSensitivity - Class in com.opengamma.strata.pricer.bond
Point sensitivity to the issuer curve.
IssuerCurveZeroRateSensitivity.Meta - Class in com.opengamma.strata.pricer.bond
The meta-bean for IssuerCurveZeroRateSensitivity.
isTerm() - Method in class com.opengamma.strata.basics.schedule.Frequency
Checks if the periodic frequency is the 'Term' instance.
isTerm() - Method in class com.opengamma.strata.basics.schedule.Schedule
Checks if this schedule represents a single 'Term' period.
isTrue(boolean) - Static method in class com.opengamma.strata.collect.ArgChecker
Checks that the specified boolean is true.
isTrue(boolean, String) - Static method in class com.opengamma.strata.collect.ArgChecker
Checks that the specified boolean is true.
isTrue(boolean, String, Object...) - Static method in class com.opengamma.strata.collect.ArgChecker
Checks that the specified boolean is true.
isTrue(boolean, String, long) - Static method in class com.opengamma.strata.collect.ArgChecker
Checks that the specified boolean is true.
isTrue(boolean, String, double) - Static method in class com.opengamma.strata.collect.ArgChecker
Checks that the specified boolean is true.
isWeekBased() - Method in class com.opengamma.strata.basics.date.Tenor
Checks if the tenor is week-based.
isWeekBased() - Method in class com.opengamma.strata.basics.schedule.Frequency
Checks if the periodic frequency is week-based.
IT - Static variable in class com.opengamma.strata.basics.location.Country
The currency 'IT' - Italy.
items() - Method in class com.opengamma.strata.collect.result.Failure.Meta
The meta-property for the items property.
IterableTokenEvaluator - Class in com.opengamma.strata.report.framework.expression
Evaluates a token against an iterable object and returns a value.
IterableTokenEvaluator() - Constructor for class com.opengamma.strata.report.framework.expression.IterableTokenEvaluator
 
iterator() - Method in class com.opengamma.strata.collect.MapStream
 

J

JACOBIAN - Static variable in class com.opengamma.strata.market.curve.CurveInfoType
Key used to access information about the JacobianCalibrationMatrix.
jacobian(JacobianCalibrationMatrix) - Method in class com.opengamma.strata.market.curve.DefaultCurveMetadataBuilder
Sets the calibration information.
JacobianCalibrationMatrix - Class in com.opengamma.strata.market.curve
Jacobian matrix information produced during curve calibration.
JacobianCalibrationMatrix.Meta - Class in com.opengamma.strata.market.curve
The meta-bean for JacobianCalibrationMatrix.
jacobianFromMarketQuoteSensitivities(List<CurveParameterSize>, List<CurrencyParameterSensitivities>) - Static method in class com.opengamma.strata.pricer.sensitivity.CurveSensitivityUtils
Construct the inverse Jacobian matrix from the sensitivities of the trades market quotes to the curve parameters.
jacobianFromMarketQuoteSensitivities(List<CurveParameterSize>, List<ResolvedTrade>, Function<ResolvedTrade, CurrencyParameterSensitivities>) - Static method in class com.opengamma.strata.pricer.sensitivity.CurveSensitivityUtils
Construct the inverse Jacobian matrix from the trades and a function used to compute the sensitivities of the market quotes to the curve parameters.
jacobianMatrix() - Method in class com.opengamma.strata.market.curve.JacobianCalibrationMatrix.Meta
The meta-property for the jacobianMatrix property.
JP - Static variable in class com.opengamma.strata.basics.location.Country
The country 'JP' - Japan.
JP_CPI_EXF - Static variable in class com.opengamma.strata.basics.index.PriceIndices
The consumer price index for Japan excluding fresh food, "Non-revised Consumer Price Index Nationwide General Excluding Fresh Food".
JPTO - Static variable in class com.opengamma.strata.basics.date.HolidayCalendarIds
An identifier for the holiday calendar of Tokyo, Japan, with code 'JPTO'.
JPY - Static variable in class com.opengamma.strata.basics.currency.Currency
The currency 'JPY' - Japanese Yen.
JPY_FIXED_1Y_TONAR_OIS - Static variable in class com.opengamma.strata.product.swap.type.FixedOvernightSwapConventions
The 'JPY-FIXED-1Y-TONAR-OIS' swap convention.
JPY_FIXED_6M_LIBOR_6M - Static variable in class com.opengamma.strata.product.swap.type.FixedIborSwapConventions
The 'JPY-FIXED-6M-LIBOR-6M' swap convention.
JPY_FIXED_6M_TIBORJ_3M - Static variable in class com.opengamma.strata.product.swap.type.FixedIborSwapConventions
The 'JPY-FIXED-6M-TIBOR-JAPAN-3M' swap convention.
JPY_FIXED_TERM_TONAR_OIS - Static variable in class com.opengamma.strata.product.swap.type.FixedOvernightSwapConventions
The 'JPY_FIXED_TERM_TONAR-OIS' swap convention.
JPY_FIXED_ZC_JP_CPI - Static variable in class com.opengamma.strata.product.swap.type.FixedInflationSwapConventions
JPY vanilla fixed vs Japan (Excluding Fresh Food) CPI swap.
JPY_LIBOR - Static variable in class com.opengamma.strata.basics.index.FloatingRateNames
Constant for JPY-LIBOR.
JPY_LIBOR_12M - Static variable in class com.opengamma.strata.basics.index.IborIndices
The 12 month LIBOR index for JPY.
JPY_LIBOR_1M - Static variable in class com.opengamma.strata.basics.index.IborIndices
The 1 month LIBOR index for JPY.
JPY_LIBOR_1M_LIBOR_6M - Static variable in class com.opengamma.strata.product.swap.type.IborIborSwapConventions
The 'JPY-LIBOR-1M-LIBOR-6M' swap convention.
JPY_LIBOR_1W - Static variable in class com.opengamma.strata.basics.index.IborIndices
The 1 week LIBOR index for JPY.
JPY_LIBOR_2M - Static variable in class com.opengamma.strata.basics.index.IborIndices
The 2 month LIBOR index for JPY.
JPY_LIBOR_3M - Static variable in class com.opengamma.strata.basics.index.IborIndices
The 3 month LIBOR index for JPY.
JPY_LIBOR_3M_LIBOR_6M - Static variable in class com.opengamma.strata.product.swap.type.IborIborSwapConventions
The 'JPY-LIBOR-3M-LIBOR-6M' swap convention.
JPY_LIBOR_6M - Static variable in class com.opengamma.strata.basics.index.IborIndices
The 6 month LIBOR index for JPY.
JPY_LIBOR_6M_TIBOR_EUROYEN_6M - Static variable in class com.opengamma.strata.product.swap.type.IborIborSwapConventions
The 'JPY-LIBOR-6M-TIBOR-EUROYEN-6M' swap convention.
JPY_LIBOR_6M_TIBOR_JAPAN_6M - Static variable in class com.opengamma.strata.product.swap.type.IborIborSwapConventions
The 'JPY-LIBOR-6M-TIBOR-JAPAN-6M' swap convention.
JPY_STANDARD - Static variable in class com.opengamma.strata.product.credit.type.CdsConventions
JPY-dominated standardized credit default swap.
JPY_TIBOR_EUROYEN_12M - Static variable in class com.opengamma.strata.basics.index.IborIndices
The 12 month TIBOR (Euroyen) index.
JPY_TIBOR_EUROYEN_1M - Static variable in class com.opengamma.strata.basics.index.IborIndices
The 1 month TIBOR (Euroyen) index.
JPY_TIBOR_EUROYEN_1M_TIBOR_EUROYEN_6M - Static variable in class com.opengamma.strata.product.swap.type.IborIborSwapConventions
The 'JPY-TIBOR-EUROYEN-1M-TIBOR-EUROYEN-6M' swap convention.
JPY_TIBOR_EUROYEN_1W - Static variable in class com.opengamma.strata.basics.index.IborIndices
The 1 week TIBOR (Euroyen) index.
JPY_TIBOR_EUROYEN_2M - Static variable in class com.opengamma.strata.basics.index.IborIndices
The 2 month TIBOR (Euroyen) index.
JPY_TIBOR_EUROYEN_3M - Static variable in class com.opengamma.strata.basics.index.IborIndices
The 3 month TIBOR (Euroyen) index.
JPY_TIBOR_EUROYEN_3M_TIBOR_EUROYEN_6M - Static variable in class com.opengamma.strata.product.swap.type.IborIborSwapConventions
The 'JPY-TIBOR-EUROYEN-3M-TIBOR-EUROYEN-6M' swap convention.
JPY_TIBOR_EUROYEN_6M - Static variable in class com.opengamma.strata.basics.index.IborIndices
The 6 month TIBOR (Euroyen) index.
JPY_TIBOR_JAPAN_12M - Static variable in class com.opengamma.strata.basics.index.IborIndices
The 12 month TIBOR (Japan) index.
JPY_TIBOR_JAPAN_1M - Static variable in class com.opengamma.strata.basics.index.IborIndices
The 1 month TIBOR (Japan) index.
JPY_TIBOR_JAPAN_1M_TIBOR_JAPAN_6M - Static variable in class com.opengamma.strata.product.swap.type.IborIborSwapConventions
The 'JPY-TIBORJ-1M-TIBOR-JAPAN-6M' swap convention.
JPY_TIBOR_JAPAN_1W - Static variable in class com.opengamma.strata.basics.index.IborIndices
The 1 week TIBOR (Japan) index.
JPY_TIBOR_JAPAN_2M - Static variable in class com.opengamma.strata.basics.index.IborIndices
The 2 month TIBOR (Japan) index.
JPY_TIBOR_JAPAN_3M - Static variable in class com.opengamma.strata.basics.index.IborIndices
The 3 month TIBOR (Japan) index.
JPY_TIBOR_JAPAN_3M_TIBOR_JAPAN_6M - Static variable in class com.opengamma.strata.product.swap.type.IborIborSwapConventions
The 'JPY-TIBOR-JAPAN-3M-TIBOR-JAPAN-6M' swap convention.
JPY_TIBOR_JAPAN_6M - Static variable in class com.opengamma.strata.basics.index.IborIndices
The 6 month TIBOR (Japan) index.
JPY_TONAR - Static variable in class com.opengamma.strata.basics.index.FloatingRateNames
Constant for JPY-TONAR Overnight index.
JPY_TONAR - Static variable in class com.opengamma.strata.basics.index.OvernightIndices
The TONAR index for JPY.
JPY_US_GB_STANDARD - Static variable in class com.opengamma.strata.product.credit.type.CdsConventions
JPY-dominated standardized credit default swap.
JUMP_TO_DEFAULT - Static variable in class com.opengamma.strata.measure.credit.CreditMeasures
Measure representing the PV change in case of immediate default.
jumpToDefault(ResolvedCds, CreditRatesProvider, LocalDate, ReferenceData) - Method in class com.opengamma.strata.pricer.credit.IsdaCdsProductPricer
Calculates the jump-to-default of the CDS product.
jumpToDefault(ResolvedCdsTrade, CreditRatesProvider, ReferenceData) - Method in class com.opengamma.strata.pricer.credit.IsdaCdsTradePricer
Calculates the jump-to-default of the underlying product.
jumpToDefault(ResolvedCdsIndex, CreditRatesProvider, LocalDate, ReferenceData) - Method in class com.opengamma.strata.pricer.credit.IsdaHomogenousCdsIndexProductPricer
Calculates the jump-to-default of the CDS index product.
jumpToDefault(ResolvedCdsIndexTrade, CreditRatesProvider, ReferenceData) - Method in class com.opengamma.strata.pricer.credit.IsdaHomogenousCdsIndexTradePricer
Calculates the jump-to-default of the underlying product.
JumpToDefault - Class in com.opengamma.strata.pricer.credit
The result of calculating Jump-To-Default.
JumpToDefault.Meta - Class in com.opengamma.strata.pricer.credit
The meta-bean for JumpToDefault.

K

keys() - Method in class com.opengamma.strata.collect.io.PropertySet
Returns the set of keys of this property set.
keys() - Method in class com.opengamma.strata.collect.MapStream
Returns the keys as a stream, dropping the values.
KnockType - Enum in com.opengamma.strata.product.option
The knock type of barrier event.
knockType() - Method in class com.opengamma.strata.product.option.SimpleConstantContinuousBarrier.Meta
The meta-property for the knockType property.
knownAmount() - Method in class com.opengamma.strata.product.swap.FixedRateStubCalculation.Meta
The meta-property for the knownAmount property.
knownAmount(CurrencyAmount) - Method in class com.opengamma.strata.product.swap.IborRateStubCalculation.Builder
Sets the known amount to pay/receive for the stub.
knownAmount() - Method in class com.opengamma.strata.product.swap.IborRateStubCalculation.Meta
The meta-property for the knownAmount property.
KnownAmountBondPaymentPeriod - Class in com.opengamma.strata.product.bond
A period within a swap that results in a known amount.
KnownAmountBondPaymentPeriod.Builder - Class in com.opengamma.strata.product.bond
The bean-builder for KnownAmountBondPaymentPeriod.
KnownAmountBondPaymentPeriod.Meta - Class in com.opengamma.strata.product.bond
The meta-bean for KnownAmountBondPaymentPeriod.
KnownAmountNotionalSwapPaymentPeriod - Class in com.opengamma.strata.product.swap
A period within a swap that results in a known amount.
KnownAmountNotionalSwapPaymentPeriod.Builder - Class in com.opengamma.strata.product.swap
The bean-builder for KnownAmountNotionalSwapPaymentPeriod.
KnownAmountNotionalSwapPaymentPeriod.Meta - Class in com.opengamma.strata.product.swap
The meta-bean for KnownAmountNotionalSwapPaymentPeriod.
KnownAmountSwapLeg - Class in com.opengamma.strata.product.swap
A fixed swap leg defined in terms of known amounts.
KnownAmountSwapLeg.Builder - Class in com.opengamma.strata.product.swap
The bean-builder for KnownAmountSwapLeg.
KnownAmountSwapLeg.Meta - Class in com.opengamma.strata.product.swap
The meta-bean for KnownAmountSwapLeg.
KnownAmountSwapPaymentPeriod - Class in com.opengamma.strata.product.swap
A period within a swap that results in a known amount.
KnownAmountSwapPaymentPeriod.Builder - Class in com.opengamma.strata.product.swap
The bean-builder for KnownAmountSwapPaymentPeriod.
KnownAmountSwapPaymentPeriod.Meta - Class in com.opengamma.strata.product.swap
The meta-bean for KnownAmountSwapPaymentPeriod.
KR - Static variable in class com.opengamma.strata.basics.location.Country
The country 'KR' - South Korea.
KRW - Static variable in class com.opengamma.strata.basics.currency.Currency
The currency 'KRW' = South Korean Won.

L

label(String) - Method in class com.opengamma.strata.market.curve.DepositIsdaCreditCurveNode.Builder
Sets the label to use for the node, defaulted.
label() - Method in class com.opengamma.strata.market.curve.DepositIsdaCreditCurveNode.Meta
The meta-property for the label property.
label(String) - Method in class com.opengamma.strata.market.curve.node.CdsIndexIsdaCreditCurveNode.Builder
Sets the label to use for the node.
label() - Method in class com.opengamma.strata.market.curve.node.CdsIndexIsdaCreditCurveNode.Meta
The meta-property for the label property.
label(String) - Method in class com.opengamma.strata.market.curve.node.CdsIsdaCreditCurveNode.Builder
Sets the label to use for the node.
label() - Method in class com.opengamma.strata.market.curve.node.CdsIsdaCreditCurveNode.Meta
The meta-property for the label property.
label(String) - Method in class com.opengamma.strata.market.curve.node.FixedIborSwapCurveNode.Builder
Sets the label to use for the node, defaulted.
label() - Method in class com.opengamma.strata.market.curve.node.FixedIborSwapCurveNode.Meta
The meta-property for the label property.
label(String) - Method in class com.opengamma.strata.market.curve.node.FixedInflationSwapCurveNode.Builder
Sets the label to use for the node, defaulted.
label() - Method in class com.opengamma.strata.market.curve.node.FixedInflationSwapCurveNode.Meta
The meta-property for the label property.
label(String) - Method in class com.opengamma.strata.market.curve.node.FixedOvernightSwapCurveNode.Builder
Sets the label to use for the node, defaulted.
label() - Method in class com.opengamma.strata.market.curve.node.FixedOvernightSwapCurveNode.Meta
The meta-property for the label property.
label(String) - Method in class com.opengamma.strata.market.curve.node.FraCurveNode.Builder
Sets the label to use for the node, defaulted.
label() - Method in class com.opengamma.strata.market.curve.node.FraCurveNode.Meta
The meta-property for the label property.
label(String) - Method in class com.opengamma.strata.market.curve.node.FxSwapCurveNode.Builder
Sets the label to use for the node, defaulted.
label() - Method in class com.opengamma.strata.market.curve.node.FxSwapCurveNode.Meta
The meta-property for the label property.
label(String) - Method in class com.opengamma.strata.market.curve.node.IborFixingDepositCurveNode.Builder
Sets the label to use for the node, defaulted.
label() - Method in class com.opengamma.strata.market.curve.node.IborFixingDepositCurveNode.Meta
The meta-property for the label property.
label(String) - Method in class com.opengamma.strata.market.curve.node.IborFutureCurveNode.Builder
Sets the label to use for the node, may be empty.
label() - Method in class com.opengamma.strata.market.curve.node.IborFutureCurveNode.Meta
The meta-property for the label property.
label(String) - Method in class com.opengamma.strata.market.curve.node.IborIborSwapCurveNode.Builder
Sets the label to use for the node, defaulted.
label() - Method in class com.opengamma.strata.market.curve.node.IborIborSwapCurveNode.Meta
The meta-property for the label property.
label(String) - Method in class com.opengamma.strata.market.curve.node.OvernightIborSwapCurveNode.Builder
Sets the label to use for the node, defaulted.
label() - Method in class com.opengamma.strata.market.curve.node.OvernightIborSwapCurveNode.Meta
The meta-property for the label property.
label(String) - Method in class com.opengamma.strata.market.curve.node.TermDepositCurveNode.Builder
Sets the label to use for the node, defaulted.
label() - Method in class com.opengamma.strata.market.curve.node.TermDepositCurveNode.Meta
The meta-property for the label property.
label(String) - Method in class com.opengamma.strata.market.curve.node.ThreeLegBasisSwapCurveNode.Builder
Sets the label to use for the node, defaulted.
label() - Method in class com.opengamma.strata.market.curve.node.ThreeLegBasisSwapCurveNode.Meta
The meta-property for the label property.
label(String) - Method in class com.opengamma.strata.market.curve.node.XCcyIborIborSwapCurveNode.Builder
Sets the label to use for the node, defaulted.
label() - Method in class com.opengamma.strata.market.curve.node.XCcyIborIborSwapCurveNode.Meta
The meta-property for the label property.
label(String) - Method in class com.opengamma.strata.market.curve.SwapIsdaCreditCurveNode.Builder
Sets the label to use for the node, defaulted.
label() - Method in class com.opengamma.strata.market.curve.SwapIsdaCreditCurveNode.Meta
The meta-property for the label property.
label() - Method in class com.opengamma.strata.market.param.LabelDateParameterMetadata.Meta
The meta-property for the label property.
label() - Method in class com.opengamma.strata.market.param.LabelParameterMetadata.Meta
The meta-property for the label property.
label(String) - Method in class com.opengamma.strata.market.param.ResolvedTradeParameterMetadata.Builder
Sets the label that describes the parameter.
label() - Method in class com.opengamma.strata.market.param.ResolvedTradeParameterMetadata.Meta
The meta-property for the label property.
label() - Method in class com.opengamma.strata.market.param.TenorDateParameterMetadata.Meta
The meta-property for the label property.
label() - Method in class com.opengamma.strata.market.param.TenorParameterMetadata.Meta
The meta-property for the label property.
label() - Method in class com.opengamma.strata.market.param.YearMonthDateParameterMetadata.Meta
The meta-property for the label property.
label(String) - Method in class com.opengamma.strata.measure.fxopt.FxOptionVolatilitiesNode.Builder
Sets the label to use for the node.
label() - Method in class com.opengamma.strata.measure.fxopt.FxOptionVolatilitiesNode.Meta
The meta-property for the label property.
label() - Method in class com.opengamma.strata.pricer.common.GenericVolatilitySurfacePeriodParameterMetadata.Meta
The meta-property for the label property.
label() - Method in class com.opengamma.strata.pricer.common.GenericVolatilitySurfaceYearFractionParameterMetadata.Meta
The meta-property for the label property.
label() - Method in class com.opengamma.strata.pricer.fxopt.FxVolatilitySurfaceYearFractionParameterMetadata.Meta
The meta-property for the label property.
label() - Method in class com.opengamma.strata.pricer.swaption.SwaptionSurfaceExpirySimpleMoneynessParameterMetadata.Meta
The meta-property for the label property.
label() - Method in class com.opengamma.strata.pricer.swaption.SwaptionSurfaceExpiryStrikeParameterMetadata.Meta
The meta-property for the label property.
label() - Method in class com.opengamma.strata.pricer.swaption.SwaptionSurfaceExpiryTenorParameterMetadata.Meta
The meta-property for the label property.
LabelDateParameterMetadata - Class in com.opengamma.strata.market.param
Parameter metadata based on a date and label.
LabelDateParameterMetadata.Meta - Class in com.opengamma.strata.market.param
The meta-bean for LabelDateParameterMetadata.
LabelParameterMetadata - Class in com.opengamma.strata.market.param
Parameter metadata based on a label.
LabelParameterMetadata.Meta - Class in com.opengamma.strata.market.param
The meta-bean for LabelParameterMetadata.
lag(Period) - Method in class com.opengamma.strata.product.swap.InflationRateCalculation.Builder
Sets the positive period between the price index and the accrual date, typically a number of months.
lag() - Method in class com.opengamma.strata.product.swap.InflationRateCalculation.Meta
The meta-property for the lag property.
lag(Period) - Method in class com.opengamma.strata.product.swap.type.InflationRateSwapLegConvention.Builder
Sets the positive period between the price index and the accrual date, typically a number of months.
lag() - Method in class com.opengamma.strata.product.swap.type.InflationRateSwapLegConvention.Meta
The meta-property for the lag property.
lambdaExpiry(double) - Method in class com.opengamma.strata.pricer.capfloor.DirectIborCapletFloorletVolatilityDefinition.Builder
Sets penalty intensity parameter for expiry dimension.
lambdaExpiry() - Method in class com.opengamma.strata.pricer.capfloor.DirectIborCapletFloorletVolatilityDefinition.Meta
The meta-property for the lambdaExpiry property.
lambdaStrike(double) - Method in class com.opengamma.strata.pricer.capfloor.DirectIborCapletFloorletVolatilityDefinition.Builder
Sets penalty intensity parameter for strike dimension.
lambdaStrike() - Method in class com.opengamma.strata.pricer.capfloor.DirectIborCapletFloorletVolatilityDefinition.Meta
The meta-property for the lambdaStrike property.
LAST_BUSINESS_DAY - Static variable in class com.opengamma.strata.basics.date.PeriodAdditionConventions
Convention applying a last business day of month rule.
LAST_DAY - Static variable in class com.opengamma.strata.basics.date.PeriodAdditionConventions
Convention applying a last day of month rule, ignoring business days.
LAST_FIXING - Static variable in class com.opengamma.strata.market.curve.CurveNodeDate
An instance defining the curve node date as the last fixing date date of the trade.
lastBusinessDayOfMonth(LocalDate) - Method in interface com.opengamma.strata.basics.date.HolidayCalendar
Calculates the last business day of the month.
lastBusinessDayOfMonth(LocalDate) - Method in class com.opengamma.strata.basics.date.ImmutableHolidayCalendar
 
lastDeliveryDate(LocalDate) - Method in class com.opengamma.strata.product.bond.BondFuture.Builder
Sets the last delivery date.
lastDeliveryDate() - Method in class com.opengamma.strata.product.bond.BondFuture.Meta
The meta-property for the lastDeliveryDate property.
lastDeliveryDate(LocalDate) - Method in class com.opengamma.strata.product.bond.BondFutureSecurity.Builder
Sets the last delivery date.
lastDeliveryDate() - Method in class com.opengamma.strata.product.bond.BondFutureSecurity.Meta
The meta-property for the lastDeliveryDate property.
lastDeliveryDate(LocalDate) - Method in class com.opengamma.strata.product.bond.ResolvedBondFuture.Builder
Sets the last delivery date.
lastDeliveryDate() - Method in class com.opengamma.strata.product.bond.ResolvedBondFuture.Meta
The meta-property for the lastDeliveryDate property.
lastIndexOf(double) - Method in class com.opengamma.strata.collect.array.DoubleArray
Find the index of the first occurrence of the specified value.
lastIndexOf(int) - Method in class com.opengamma.strata.collect.array.IntArray
Find the index of the first occurrence of the specified value.
lastNoticeDate(LocalDate) - Method in class com.opengamma.strata.product.bond.BondFuture.Builder
Sets the last notice date.
lastNoticeDate() - Method in class com.opengamma.strata.product.bond.BondFuture.Meta
The meta-property for the lastNoticeDate property.
lastNoticeDate(LocalDate) - Method in class com.opengamma.strata.product.bond.BondFutureSecurity.Builder
Sets the last notice date.
lastNoticeDate() - Method in class com.opengamma.strata.product.bond.BondFutureSecurity.Meta
The meta-property for the lastNoticeDate property.
lastNoticeDate(LocalDate) - Method in class com.opengamma.strata.product.bond.ResolvedBondFuture.Builder
Sets the last notice date.
lastNoticeDate() - Method in class com.opengamma.strata.product.bond.ResolvedBondFuture.Meta
The meta-property for the lastNoticeDate property.
lastRegularEndDate(LocalDate) - Method in class com.opengamma.strata.basics.schedule.PeriodicSchedule.Builder
Sets the optional end date of the last regular schedule period, which is the start date of the final stub.
lastRegularEndDate() - Method in class com.opengamma.strata.basics.schedule.PeriodicSchedule.Meta
The meta-property for the lastRegularEndDate property.
lastRegularEndDate(LocalDate) - Method in class com.opengamma.strata.product.swap.PaymentSchedule.Builder
Sets the optional end date of the last regular payment schedule period, which is the start date of the final stub.
lastRegularEndDate() - Method in class com.opengamma.strata.product.swap.PaymentSchedule.Meta
The meta-property for the lastRegularEndDate property.
lastStepDate() - Method in class com.opengamma.strata.basics.value.ValueStepSequence.Meta
The meta-property for the lastStepDate property.
lastTradeDate(LocalDate) - Method in class com.opengamma.strata.product.bond.BondFuture.Builder
Sets the last trading date.
lastTradeDate() - Method in class com.opengamma.strata.product.bond.BondFuture.Meta
The meta-property for the lastTradeDate property.
lastTradeDate(LocalDate) - Method in class com.opengamma.strata.product.bond.BondFutureSecurity.Builder
Sets the last trading date.
lastTradeDate() - Method in class com.opengamma.strata.product.bond.BondFutureSecurity.Meta
The meta-property for the lastTradeDate property.
lastTradeDate(LocalDate) - Method in class com.opengamma.strata.product.bond.ResolvedBondFuture.Builder
Sets the last trading date.
lastTradeDate() - Method in class com.opengamma.strata.product.bond.ResolvedBondFuture.Meta
The meta-property for the lastTradeDate property.
lastTradeDate(LocalDate) - Method in class com.opengamma.strata.product.dsf.Dsf.Builder
Sets the last date of trading.
lastTradeDate() - Method in class com.opengamma.strata.product.dsf.Dsf.Meta
The meta-property for the lastTradeDate property.
lastTradeDate(LocalDate) - Method in class com.opengamma.strata.product.dsf.DsfSecurity.Builder
Sets the last date of trading.
lastTradeDate() - Method in class com.opengamma.strata.product.dsf.DsfSecurity.Meta
The meta-property for the lastTradeDate property.
lastTradeDate(LocalDate) - Method in class com.opengamma.strata.product.dsf.ResolvedDsf.Builder
Sets the last date of trading.
lastTradeDate() - Method in class com.opengamma.strata.product.dsf.ResolvedDsf.Meta
The meta-property for the lastTradeDate property.
lastTradeDate(LocalDate) - Method in class com.opengamma.strata.product.index.IborFuture.Builder
Sets the last date of trading.
lastTradeDate() - Method in class com.opengamma.strata.product.index.IborFuture.Meta
The meta-property for the lastTradeDate property.
lastTradeDate(LocalDate) - Method in class com.opengamma.strata.product.index.IborFutureSecurity.Builder
Sets the last date of trading.
lastTradeDate() - Method in class com.opengamma.strata.product.index.IborFutureSecurity.Meta
The meta-property for the lastTradeDate property.
lastTradeDate(LocalDate) - Method in class com.opengamma.strata.product.index.OvernightFuture.Builder
Sets the last date of trading.
lastTradeDate() - Method in class com.opengamma.strata.product.index.OvernightFuture.Meta
The meta-property for the lastTradeDate property.
lastTradeDate(LocalDate) - Method in class com.opengamma.strata.product.index.OvernightFutureSecurity.Builder
Sets the last date of trading.
lastTradeDate() - Method in class com.opengamma.strata.product.index.OvernightFutureSecurity.Meta
The meta-property for the lastTradeDate property.
lastTradeDate(LocalDate) - Method in class com.opengamma.strata.product.index.ResolvedOvernightFuture.Builder
Sets the last date of trading.
lastTradeDate() - Method in class com.opengamma.strata.product.index.ResolvedOvernightFuture.Meta
The meta-property for the lastTradeDate property.
leftExtrapolate(double) - Method in interface com.opengamma.strata.market.curve.interpolator.BoundCurveExtrapolator
Left extrapolates the y-value from the specified x-value.
leftExtrapolateFirstDerivative(double) - Method in interface com.opengamma.strata.market.curve.interpolator.BoundCurveExtrapolator
Calculates the first derivative of the left extrapolated y-value at the specified x-value.
leftExtrapolateParameterSensitivity(double) - Method in interface com.opengamma.strata.market.curve.interpolator.BoundCurveExtrapolator
Calculates the parameter sensitivities of the left extrapolated y-value at the specified x-value.
LEG_INITIAL_NOTIONAL - Static variable in class com.opengamma.strata.measure.Measures
Measure representing the initial notional amount of each leg of the calculation target.
LEG_PRESENT_VALUE - Static variable in class com.opengamma.strata.measure.Measures
Measure representing the present value of each leg of the calculation target.
LEG_TYPE - Static variable in class com.opengamma.strata.market.explain.ExplainKey
An indication of the pay-off formula that applies to the leg.
LegalEntity - Interface in com.opengamma.strata.product
A legal entity.
LegalEntityCurveGroup - Class in com.opengamma.strata.market.curve
A group of repo curves and issuer curves.
LegalEntityCurveGroup.Builder - Class in com.opengamma.strata.market.curve
The bean-builder for LegalEntityCurveGroup.
LegalEntityCurveGroup.Meta - Class in com.opengamma.strata.market.curve
The meta-bean for LegalEntityCurveGroup.
LegalEntityCurveGroupId - Class in com.opengamma.strata.market.curve
An identifier used to access a curve group by name.
LegalEntityDiscountingMarketData - Interface in com.opengamma.strata.measure.bond
Market data for products based on repo and issuer curves.
LegalEntityDiscountingMarketDataLookup - Interface in com.opengamma.strata.measure.bond
The lookup that provides access to legal entity discounting in market data.
LegalEntityDiscountingProvider - Interface in com.opengamma.strata.pricer.bond
A provider of data for bond pricing, based on repo and issuer discounting.
LegalEntityDiscountingScenarioMarketData - Interface in com.opengamma.strata.measure.bond
Market data for products based on repo and issuer curves, used for calculation across multiple scenarios.
LegalEntityGroup - Class in com.opengamma.strata.market.curve
Legal entity group.
legalEntityGroup() - Method in class com.opengamma.strata.pricer.bond.IssuerCurveDiscountFactors.Meta
The meta-property for the legalEntityGroup property.
legalEntityGroup() - Method in class com.opengamma.strata.pricer.bond.IssuerCurveZeroRateSensitivity.Meta
The meta-property for the legalEntityGroup property.
legalEntityId(StandardId) - Method in class com.opengamma.strata.market.curve.node.CdsIsdaCreditCurveNode.Builder
Sets the legal entity identifier.
legalEntityId() - Method in class com.opengamma.strata.market.curve.node.CdsIsdaCreditCurveNode.Meta
The meta-property for the legalEntityId property.
legalEntityId() - Method in class com.opengamma.strata.market.observable.LegalEntityInformation.Meta
The meta-property for the legalEntityId property.
legalEntityId() - Method in class com.opengamma.strata.pricer.credit.ConstantRecoveryRates.Meta
The meta-property for the legalEntityId property.
legalEntityId() - Method in class com.opengamma.strata.pricer.credit.CreditCurveZeroRateSensitivity.Meta
The meta-property for the legalEntityId property.
legalEntityId() - Method in class com.opengamma.strata.pricer.credit.LegalEntitySurvivalProbabilities.Meta
The meta-property for the legalEntityId property.
legalEntityId(LegalEntityId) - Method in class com.opengamma.strata.product.bond.Bill.Builder
Sets the legal entity identifier.
legalEntityId() - Method in class com.opengamma.strata.product.bond.Bill.Meta
The meta-property for the legalEntityId property.
legalEntityId(LegalEntityId) - Method in class com.opengamma.strata.product.bond.BillSecurity.Builder
Sets the legal entity identifier.
legalEntityId() - Method in class com.opengamma.strata.product.bond.BillSecurity.Meta
The meta-property for the legalEntityId property.
legalEntityId(LegalEntityId) - Method in class com.opengamma.strata.product.bond.CapitalIndexedBond.Builder
Sets the legal entity identifier.
legalEntityId() - Method in class com.opengamma.strata.product.bond.CapitalIndexedBond.Meta
The meta-property for the legalEntityId property.
legalEntityId(LegalEntityId) - Method in class com.opengamma.strata.product.bond.CapitalIndexedBondSecurity.Builder
Sets the legal entity identifier.
legalEntityId() - Method in class com.opengamma.strata.product.bond.CapitalIndexedBondSecurity.Meta
The meta-property for the legalEntityId property.
legalEntityId(LegalEntityId) - Method in class com.opengamma.strata.product.bond.FixedCouponBond.Builder
Sets the legal entity identifier.
legalEntityId() - Method in class com.opengamma.strata.product.bond.FixedCouponBond.Meta
The meta-property for the legalEntityId property.
legalEntityId(LegalEntityId) - Method in class com.opengamma.strata.product.bond.FixedCouponBondSecurity.Builder
Sets the legal entity identifier.
legalEntityId() - Method in class com.opengamma.strata.product.bond.FixedCouponBondSecurity.Meta
The meta-property for the legalEntityId property.
legalEntityId(LegalEntityId) - Method in class com.opengamma.strata.product.bond.ResolvedBill.Builder
Sets the legal entity identifier.
legalEntityId() - Method in class com.opengamma.strata.product.bond.ResolvedBill.Meta
The meta-property for the legalEntityId property.
legalEntityId(LegalEntityId) - Method in class com.opengamma.strata.product.bond.ResolvedCapitalIndexedBond.Builder
Sets the legal entity identifier.
legalEntityId() - Method in class com.opengamma.strata.product.bond.ResolvedCapitalIndexedBond.Meta
The meta-property for the legalEntityId property.
legalEntityId(LegalEntityId) - Method in class com.opengamma.strata.product.bond.ResolvedFixedCouponBond.Builder
Sets the legal entity identifier.
legalEntityId() - Method in class com.opengamma.strata.product.bond.ResolvedFixedCouponBond.Meta
The meta-property for the legalEntityId property.
legalEntityId(StandardId) - Method in class com.opengamma.strata.product.credit.Cds.Builder
Sets the legal entity identifier.
legalEntityId() - Method in class com.opengamma.strata.product.credit.Cds.Meta
The meta-property for the legalEntityId property.
legalEntityId(StandardId) - Method in class com.opengamma.strata.product.credit.ResolvedCds.Builder
Sets the legal entity identifier.
legalEntityId() - Method in class com.opengamma.strata.product.credit.ResolvedCds.Meta
The meta-property for the legalEntityId property.
LegalEntityId - Class in com.opengamma.strata.product
An identifier for a legal entity.
legalEntityIds(List<StandardId>) - Method in class com.opengamma.strata.market.curve.node.CdsIndexIsdaCreditCurveNode.Builder
Sets the legal entity identifiers.
legalEntityIds(StandardId...) - Method in class com.opengamma.strata.market.curve.node.CdsIndexIsdaCreditCurveNode.Builder
Sets the legalEntityIds property in the builder from an array of objects.
legalEntityIds() - Method in class com.opengamma.strata.market.curve.node.CdsIndexIsdaCreditCurveNode.Meta
The meta-property for the legalEntityIds property.
legalEntityIds(List<StandardId>) - Method in class com.opengamma.strata.product.credit.CdsIndex.Builder
Sets the legal entity identifiers.
legalEntityIds(StandardId...) - Method in class com.opengamma.strata.product.credit.CdsIndex.Builder
Sets the legalEntityIds property in the builder from an array of objects.
legalEntityIds() - Method in class com.opengamma.strata.product.credit.CdsIndex.Meta
The meta-property for the legalEntityIds property.
legalEntityIds(List<StandardId>) - Method in class com.opengamma.strata.product.credit.ResolvedCdsIndex.Builder
Sets the legal entity identifiers.
legalEntityIds(StandardId...) - Method in class com.opengamma.strata.product.credit.ResolvedCdsIndex.Builder
Sets the legalEntityIds property in the builder from an array of objects.
legalEntityIds() - Method in class com.opengamma.strata.product.credit.ResolvedCdsIndex.Meta
The meta-property for the legalEntityIds property.
LegalEntityInformation - Class in com.opengamma.strata.market.observable
Legal entity information.
LegalEntityInformation.Meta - Class in com.opengamma.strata.market.observable
The meta-bean for LegalEntityInformation.
LegalEntityInformationId - Class in com.opengamma.strata.market.observable
Identifies the market data for legal entity information.
LegalEntityRatesCurvesCsvLoader - Class in com.opengamma.strata.loader.csv
Loads a set of legal entity rates curves into memory by reading from CSV resources.
LegalEntityRatesCurvesCsvLoader() - Constructor for class com.opengamma.strata.loader.csv.LegalEntityRatesCurvesCsvLoader
 
LegalEntitySecurity - Interface in com.opengamma.strata.product.bond
An instrument representing a security associated with a legal entity.
LegalEntitySurvivalProbabilities - Class in com.opengamma.strata.pricer.credit
The legal entity survival probabilities.
LegalEntitySurvivalProbabilities.Meta - Class in com.opengamma.strata.pricer.credit
The meta-bean for LegalEntitySurvivalProbabilities.
LegAmount - Interface in com.opengamma.strata.market.amount
Represents an amount of a currency associated with one leg of an instrument.
LegAmounts - Class in com.opengamma.strata.market.amount
A collection of leg amounts.
LegAmounts.Meta - Class in com.opengamma.strata.market.amount
The meta-bean for LegAmounts.
legInitialNotional(ResolvedSwapTrade) - Method in class com.opengamma.strata.measure.swap.SwapTradeCalculations
Calculates the initial notional of each leg.
legPresentValue(ResolvedSwapTrade, RatesMarketDataLookup, ScenarioMarketData) - Method in class com.opengamma.strata.measure.swap.SwapTradeCalculations
Calculates the present value of each leg across one or more scenarios.
legPresentValue(ResolvedSwapTrade, RatesProvider) - Method in class com.opengamma.strata.measure.swap.SwapTradeCalculations
Calculates the present value of each leg for a single set of market data.
LEGS - Static variable in class com.opengamma.strata.market.explain.ExplainKey
The list of legs.
legs(List<ResolvedSwapLeg>) - Method in class com.opengamma.strata.product.swap.ResolvedSwap.Builder
Sets the legs of the swap.
legs(ResolvedSwapLeg...) - Method in class com.opengamma.strata.product.swap.ResolvedSwap.Builder
Sets the legs property in the builder from an array of objects.
legs() - Method in class com.opengamma.strata.product.swap.ResolvedSwap.Meta
The meta-property for the legs property.
legs(List<? extends SwapLeg>) - Method in class com.opengamma.strata.product.swap.Swap.Builder
Sets the legs of the swap.
legs(SwapLeg...) - Method in class com.opengamma.strata.product.swap.Swap.Builder
Sets the legs property in the builder from an array of objects.
legs() - Method in class com.opengamma.strata.product.swap.Swap.Meta
The meta-property for the legs property.
length() - Method in class com.opengamma.strata.basics.schedule.SchedulePeriod
Returns the length of the period.
lengthInDays() - Method in class com.opengamma.strata.basics.schedule.SchedulePeriod
Calculates the number of days in the period.
limit(long) - Method in class com.opengamma.strata.collect.MapStream
 
LINEAR - Static variable in class com.opengamma.strata.market.curve.interpolator.CurveExtrapolators
Linear extrapolator.
LINEAR - Static variable in class com.opengamma.strata.market.curve.interpolator.CurveInterpolators
Linear interpolator.
linearRebucketing(CurrencyParameterSensitivities, List<LocalDate>) - Static method in class com.opengamma.strata.pricer.sensitivity.CurveSensitivityUtils
Re-buckets a CurrencyParameterSensitivities to a given set of dates.
linearRebucketing(CurrencyParameterSensitivities, List<LocalDate>, LocalDate) - Static method in class com.opengamma.strata.pricer.sensitivity.CurveSensitivityUtils
Re-buckets a CurrencyParameterSensitivities to a given set of dates.
lineNumber() - Method in class com.opengamma.strata.collect.io.CsvRow
Gets the line number in the source file.
listOfEmpty(int) - Static method in interface com.opengamma.strata.market.param.ParameterMetadata
Gets a list of empty metadata instances.
load(ResourceLocator...) - Static method in class com.opengamma.strata.loader.csv.FixingSeriesCsvLoader
Loads one or more CSV format fixing series files.
load(Collection<ResourceLocator>) - Static method in class com.opengamma.strata.loader.csv.FixingSeriesCsvLoader
Loads one or more CSV format fixing series files.
load(LocalDate, ResourceLocator...) - Static method in class com.opengamma.strata.loader.csv.FxRatesCsvLoader
Loads one or more CSV format FX rate files for a specific date.
load(LocalDate, Collection<ResourceLocator>) - Static method in class com.opengamma.strata.loader.csv.FxRatesCsvLoader
Loads one or more CSV format FX rate files for a specific date.
load(Set<LocalDate>, ResourceLocator...) - Static method in class com.opengamma.strata.loader.csv.FxRatesCsvLoader
Loads one or more CSV format FX rate files for a set of dates.
load(Set<LocalDate>, Collection<ResourceLocator>) - Static method in class com.opengamma.strata.loader.csv.FxRatesCsvLoader
Loads one or more CSV format FX rate files for a set of dates.
load(LocalDate, ResourceLocator, ResourceLocator, Collection<ResourceLocator>) - Static method in class com.opengamma.strata.loader.csv.LegalEntityRatesCurvesCsvLoader
Loads one or more CSV format curve files for a specific date.
load(ResourceLocator...) - Method in class com.opengamma.strata.loader.csv.PositionCsvLoader
Loads one or more CSV format position files.
load(Collection<ResourceLocator>) - Method in class com.opengamma.strata.loader.csv.PositionCsvLoader
Loads one or more CSV format position files.
load(LocalDate, ResourceLocator...) - Static method in class com.opengamma.strata.loader.csv.QuotesCsvLoader
Loads one or more CSV format quote files for a specific date.
load(LocalDate, Collection<ResourceLocator>) - Static method in class com.opengamma.strata.loader.csv.QuotesCsvLoader
Loads one or more CSV format quote files for a specific date.
load(Set<LocalDate>, ResourceLocator...) - Static method in class com.opengamma.strata.loader.csv.QuotesCsvLoader
Loads one or more CSV format quote files for a set of dates.
load(Set<LocalDate>, Collection<ResourceLocator>) - Static method in class com.opengamma.strata.loader.csv.QuotesCsvLoader
Loads one or more CSV format quote files for a set of dates.
load(ResourceLocator, ResourceLocator, ResourceLocator...) - Static method in class com.opengamma.strata.loader.csv.RatesCalibrationCsvLoader
Loads one or more CSV format curve calibration files.
load(ResourceLocator, ResourceLocator, Collection<ResourceLocator>) - Static method in class com.opengamma.strata.loader.csv.RatesCalibrationCsvLoader
Loads one or more CSV format curve calibration files.
load(LocalDate, ResourceLocator, ResourceLocator, Collection<ResourceLocator>) - Static method in class com.opengamma.strata.loader.csv.RatesCurvesCsvLoader
Loads one or more CSV format curve files for a specific date.
load(ResourceLocator...) - Method in class com.opengamma.strata.loader.csv.TradeCsvLoader
Loads one or more CSV format trade files.
load(Collection<ResourceLocator>) - Method in class com.opengamma.strata.loader.csv.TradeCsvLoader
Loads one or more CSV format trade files.
load(IniFile) - Static method in class com.opengamma.strata.report.cashflow.CashFlowReportTemplate
Creates a trade report template by reading a template definition in an ini file.
load(IniFile) - Method in class com.opengamma.strata.report.cashflow.CashFlowReportTemplateIniLoader
 
load(IniFile) - Static method in interface com.opengamma.strata.report.ReportTemplate
Loads a report template from an ini file.
load(IniFile) - Method in interface com.opengamma.strata.report.ReportTemplateIniLoader
Loads the report template.
load(IniFile) - Static method in class com.opengamma.strata.report.trade.TradeReportTemplate
Creates a trade report template by reading a template definition in an ini file.
load(IniFile) - Method in class com.opengamma.strata.report.trade.TradeReportTemplateIniLoader
 
loadAllDates(ResourceLocator...) - Static method in class com.opengamma.strata.loader.csv.FxRatesCsvLoader
Loads one or more CSV format FX rate files.
loadAllDates(Collection<ResourceLocator>) - Static method in class com.opengamma.strata.loader.csv.FxRatesCsvLoader
Loads one or more CSV format FX rate files.
loadAllDates(ResourceLocator, ResourceLocator, Collection<ResourceLocator>) - Static method in class com.opengamma.strata.loader.csv.LegalEntityRatesCurvesCsvLoader
Loads one or more CSV format curve files for all available dates.
loadAllDates(ResourceLocator...) - Static method in class com.opengamma.strata.loader.csv.QuotesCsvLoader
Loads one or more CSV format quote files.
loadAllDates(Collection<ResourceLocator>) - Static method in class com.opengamma.strata.loader.csv.QuotesCsvLoader
Loads one or more CSV format quote files.
loadAllDates(ResourceLocator, ResourceLocator, Collection<ResourceLocator>) - Static method in class com.opengamma.strata.loader.csv.RatesCurvesCsvLoader
Loads one or more CSV format curve files for all available dates.
loadCurveGroupDefinitions(ResourceLocator) - Static method in class com.opengamma.strata.loader.csv.RatesCurveGroupDefinitionCsvLoader
Loads the curve groups definition CSV file.
LoaderUtils - Class in com.opengamma.strata.loader
Contains utilities for loading market data from input files.
loadSeasonalityDefinitions(ResourceLocator) - Static method in class com.opengamma.strata.loader.csv.SeasonalityDefinitionCsvLoader
Loads the seasonality definition CSV file.
loadWithSeasonality(ResourceLocator, ResourceLocator, ResourceLocator, Collection<ResourceLocator>) - Static method in class com.opengamma.strata.loader.csv.RatesCalibrationCsvLoader
Loads one or more CSV format curve calibration files with seasonality.
LOCAL_VOLATILITY - Static variable in class com.opengamma.strata.market.ValueType
Type used when each value is a local volatility - 'LocalVolatility'.
LocalDateDoublePoint - Class in com.opengamma.strata.collect.timeseries
Immutable representation of a single point in a LocalDateDoubleTimeSeries.
LocalDateDoubleTimeSeries - Interface in com.opengamma.strata.collect.timeseries
Interface for all local date time-series types containing double values.
LocalDateDoubleTimeSeriesBuilder - Class in com.opengamma.strata.collect.timeseries
Builder to create the immutable LocalDateDoubleTimeSeries.
localTimes() - Method in class com.opengamma.strata.measure.ValuationZoneTimeDefinition.Meta
The meta-property for the localTimes property.
LOG_LINEAR - Static variable in class com.opengamma.strata.market.curve.interpolator.CurveExtrapolators
Log linear extrapolator.
LOG_LINEAR - Static variable in class com.opengamma.strata.market.curve.interpolator.CurveInterpolators
Log linear interpolator.
LOG_MONEYNESS - Static variable in class com.opengamma.strata.market.option.StrikeType
The type of a strike based on log-moneyness, defined as the ln(strike/forward).
LOG_MONEYNESS - Static variable in class com.opengamma.strata.market.ValueType
Type used when each value is log-moneyness, i.e.
LOG_NATURAL_SPLINE_DISCOUNT_FACTOR - Static variable in class com.opengamma.strata.market.curve.interpolator.CurveInterpolators
Log natural spline interpolator for discount factors.
LOG_NATURAL_SPLINE_MONOTONE_CUBIC - Static variable in class com.opengamma.strata.market.curve.interpolator.CurveInterpolators
Log natural spline interpolation with monotonicity filter.
LogMoneynessStrike - Class in com.opengamma.strata.market.option
A strike based on log-moneyness.
LogMoneynessStrike.Meta - Class in com.opengamma.strata.market.option
The meta-bean for LogMoneynessStrike.
LONG_QUANTITY_FIELD - Static variable in class com.opengamma.strata.loader.csv.CsvLoaderUtils
The column name for the long quantity.
LongDoublePair - Class in com.opengamma.strata.collect.tuple
An immutable pair consisting of a long and double.
LongDoublePair.Meta - Class in com.opengamma.strata.collect.tuple
The meta-bean for LongDoublePair.
longObservation() - Method in class com.opengamma.strata.product.rate.IborInterpolatedRateComputation.Meta
The meta-property for the longObservation property.
longQuantity(double) - Method in class com.opengamma.strata.product.bond.BillPosition.Builder
Sets the long quantity of the security.
longQuantity() - Method in class com.opengamma.strata.product.bond.BillPosition.Meta
The meta-property for the longQuantity property.
longQuantity(double) - Method in class com.opengamma.strata.product.bond.BondFutureOptionPosition.Builder
Sets the long quantity of the security.
longQuantity() - Method in class com.opengamma.strata.product.bond.BondFutureOptionPosition.Meta
The meta-property for the longQuantity property.
longQuantity(double) - Method in class com.opengamma.strata.product.bond.BondFuturePosition.Builder
Sets the long quantity of the security.
longQuantity() - Method in class com.opengamma.strata.product.bond.BondFuturePosition.Meta
The meta-property for the longQuantity property.
longQuantity(double) - Method in class com.opengamma.strata.product.bond.CapitalIndexedBondPosition.Builder
Sets the long quantity of the security.
longQuantity() - Method in class com.opengamma.strata.product.bond.CapitalIndexedBondPosition.Meta
The meta-property for the longQuantity property.
longQuantity(double) - Method in class com.opengamma.strata.product.bond.FixedCouponBondPosition.Builder
Sets the long quantity of the security.
longQuantity() - Method in class com.opengamma.strata.product.bond.FixedCouponBondPosition.Meta
The meta-property for the longQuantity property.
longQuantity(double) - Method in class com.opengamma.strata.product.dsf.DsfPosition.Builder
Sets the long quantity of the security.
longQuantity() - Method in class com.opengamma.strata.product.dsf.DsfPosition.Meta
The meta-property for the longQuantity property.
longQuantity(double) - Method in class com.opengamma.strata.product.etd.EtdFuturePosition.Builder
Sets the long quantity of the security.
longQuantity() - Method in class com.opengamma.strata.product.etd.EtdFuturePosition.Meta
The meta-property for the longQuantity property.
longQuantity(double) - Method in class com.opengamma.strata.product.etd.EtdOptionPosition.Builder
Sets the long quantity of the security.
longQuantity() - Method in class com.opengamma.strata.product.etd.EtdOptionPosition.Meta
The meta-property for the longQuantity property.
longQuantity(double) - Method in class com.opengamma.strata.product.GenericSecurityPosition.Builder
Sets the long quantity of the security.
longQuantity() - Method in class com.opengamma.strata.product.GenericSecurityPosition.Meta
The meta-property for the longQuantity property.
longQuantity(double) - Method in class com.opengamma.strata.product.index.IborFutureOptionPosition.Builder
Sets the long quantity of the security.
longQuantity() - Method in class com.opengamma.strata.product.index.IborFutureOptionPosition.Meta
The meta-property for the longQuantity property.
longQuantity(double) - Method in class com.opengamma.strata.product.index.IborFuturePosition.Builder
Sets the long quantity of the security.
longQuantity() - Method in class com.opengamma.strata.product.index.IborFuturePosition.Meta
The meta-property for the longQuantity property.
longQuantity(double) - Method in class com.opengamma.strata.product.index.OvernightFuturePosition.Builder
Sets the long quantity of the security.
longQuantity() - Method in class com.opengamma.strata.product.index.OvernightFuturePosition.Meta
The meta-property for the longQuantity property.
longQuantity(double) - Method in class com.opengamma.strata.product.SecurityPosition.Builder
Sets the long quantity of the security.
longQuantity() - Method in class com.opengamma.strata.product.SecurityPosition.Meta
The meta-property for the longQuantity property.
LongShort - Enum in com.opengamma.strata.product.common
Flag indicating whether a trade is "long" or "short".
longShort(LongShort) - Method in class com.opengamma.strata.product.fxopt.FxVanillaOption.Builder
Sets whether the option is long or short.
longShort() - Method in class com.opengamma.strata.product.fxopt.FxVanillaOption.Meta
The meta-property for the longShort property.
longShort(LongShort) - Method in class com.opengamma.strata.product.fxopt.ResolvedFxVanillaOption.Builder
Sets whether the option is long or short.
longShort() - Method in class com.opengamma.strata.product.fxopt.ResolvedFxVanillaOption.Meta
The meta-property for the longShort property.
longShort(LongShort) - Method in class com.opengamma.strata.product.swaption.ResolvedSwaption.Builder
Sets whether the option is long or short.
longShort() - Method in class com.opengamma.strata.product.swaption.ResolvedSwaption.Meta
The meta-property for the longShort property.
longShort(LongShort) - Method in class com.opengamma.strata.product.swaption.Swaption.Builder
Sets whether the option is long or short.
longShort() - Method in class com.opengamma.strata.product.swaption.Swaption.Meta
The meta-property for the longShort property.
lookup() - Method in class com.opengamma.strata.basics.date.ImmutableHolidayCalendar.Meta
The meta-property for the lookup property.
lookup(String) - Method in class com.opengamma.strata.collect.named.CombinedExtendedEnum
Looks up an instance by name.
lookup(String) - Method in class com.opengamma.strata.collect.named.ExtendedEnum.ExternalEnumNames
Looks up an instance by name.
lookup(String, Class<S>) - Method in class com.opengamma.strata.collect.named.ExtendedEnum.ExternalEnumNames
Looks up an instance by name and type.
lookup(String) - Method in class com.opengamma.strata.collect.named.ExtendedEnum
Looks up an instance by name.
lookup(String, Class<S>) - Method in class com.opengamma.strata.collect.named.ExtendedEnum
Looks up an instance by name and type.
lookup(String) - Method in interface com.opengamma.strata.collect.named.NamedLookup
Looks up an instance by name, returning null if not found.
lookupAll() - Method in class com.opengamma.strata.collect.named.ExtendedEnum
Returns the map of known instances by name.
lookupAll() - Method in interface com.opengamma.strata.collect.named.NamedLookup
Returns the immutable map of known instances by name.
lookupAllNormalized() - Method in class com.opengamma.strata.collect.named.ExtendedEnum
Returns the map of known instances by normalized name.
lookupReference(XmlElement) - Method in class com.opengamma.strata.loader.fpml.FpmlDocument
Looks up an element by href/id reference.
lowerBoundIndex(double, double[]) - Static method in class com.opengamma.strata.market.curve.interpolator.AbstractBoundCurveInterpolator
Returns the index of the last value in the input array which is lower than the specified value.
LU - Static variable in class com.opengamma.strata.basics.location.Country
The currency 'LU' - Luxembourg.

M

macaulayDurationFromYield(ResolvedFixedCouponBond, LocalDate, double) - Method in class com.opengamma.strata.pricer.bond.DiscountingFixedCouponBondProductPricer
Calculates the Macaulay duration of the fixed coupon bond product from yield.
map(DoubleUnaryOperator) - Method in class com.opengamma.strata.collect.array.DoubleArray
Returns an instance with an operation applied to each value in the array.
map(DoubleUnaryOperator) - Method in class com.opengamma.strata.collect.array.DoubleMatrix
Returns an instance with an operation applied to each value in the matrix.
map(IntUnaryOperator) - Method in class com.opengamma.strata.collect.array.IntArray
Returns an instance with an operation applied to each value in the array.
map(BiFunction<? super K, ? super V, ? extends R>) - Method in class com.opengamma.strata.collect.MapStream
Transforms the entries in the stream by applying a mapper function to each key and value.
map(Function<? super Map.Entry<K, V>, ? extends R>) - Method in class com.opengamma.strata.collect.MapStream
 
map(Function<? super T, ? extends R>) - Method in class com.opengamma.strata.collect.result.Result
Processes a successful result by applying a function that alters the value.
map(Function<? super T, ? extends R>) - Method in class com.opengamma.strata.collect.result.ValueWithFailures
Processes the value by applying a function that alters the value.
map(Function<T, R>) - Method in interface com.opengamma.strata.data.scenario.MarketDataBox
Applies a function to the contents of the box and returns another box.
map() - Method in class com.opengamma.strata.market.explain.ExplainMap.Meta
The meta-property for the map property.
mapAmount(DoubleUnaryOperator) - Method in class com.opengamma.strata.basics.currency.CurrencyAmount
Applies an operation to the amount.
mapAmounts(DoubleUnaryOperator) - Method in class com.opengamma.strata.basics.currency.MultiCurrencyAmount
Applies an operation to the amounts.
mapCurrencyAmounts(UnaryOperator<CurrencyAmount>) - Method in class com.opengamma.strata.basics.currency.MultiCurrencyAmount
Applies an operation to the currency amounts.
mapDates(Function<? super LocalDate, ? extends LocalDate>) - Method in interface com.opengamma.strata.collect.timeseries.LocalDateDoubleTimeSeries
Applies an operation to each date in the time series which creates a new date, returning a new time series with the new dates and the points from this time series.
mapKeys(Function<? super K, ? extends R>) - Method in class com.opengamma.strata.collect.MapStream
Transforms the keys in the stream by applying a mapper function to each key.
mapKeys(BiFunction<? super K, ? super V, ? extends R>) - Method in class com.opengamma.strata.collect.MapStream
Transforms the keys in the stream by applying a mapper function to each key and value.
mappings(List<? extends PerturbationMapping<?>>) - Method in class com.opengamma.strata.calc.marketdata.ScenarioDefinition.Builder
Sets the market data filters and perturbations that define the scenarios.
mappings(PerturbationMapping<?>...) - Method in class com.opengamma.strata.calc.marketdata.ScenarioDefinition.Builder
Sets the mappings property in the builder from an array of objects.
mappings() - Method in class com.opengamma.strata.calc.marketdata.ScenarioDefinition.Meta
The meta-property for the mappings property.
mapSensitivities(DoubleUnaryOperator) - Method in class com.opengamma.strata.market.param.CrossGammaParameterSensitivities
Returns an instance with the specified operation applied to the sensitivity values.
mapSensitivities(DoubleUnaryOperator) - Method in class com.opengamma.strata.market.param.CurrencyParameterSensitivities
Returns an instance with the specified operation applied to the sensitivity values.
mapSensitivities(DoubleUnaryOperator) - Method in class com.opengamma.strata.market.param.UnitParameterSensitivities
Returns an instance with the specified operation applied to the sensitivity values.
mapSensitivities(DoubleUnaryOperator) - Method in class com.opengamma.strata.market.sensitivity.PointSensitivities
Applies an operation to the sensitivities in this instance.
mapSensitivity(DoubleUnaryOperator) - Method in class com.opengamma.strata.market.param.CrossGammaParameterSensitivity
Returns an instance with the specified operation applied to the sensitivity values.
mapSensitivity(DoubleUnaryOperator) - Method in class com.opengamma.strata.market.param.CurrencyParameterSensitivity
Returns an instance with the specified operation applied to the sensitivity values.
mapSensitivity(DoubleUnaryOperator) - Method in class com.opengamma.strata.market.param.UnitParameterSensitivity
Returns an instance with the specified operation applied to the sensitivity values.
mapSensitivity(DoubleUnaryOperator) - Method in class com.opengamma.strata.market.sensitivity.MutablePointSensitivities
 
mapSensitivity(DoubleUnaryOperator) - Method in interface com.opengamma.strata.market.sensitivity.PointSensitivityBuilder
Returns an instance with the specified operation applied to the sensitivities in this builder.
mapSensitivity(DoubleUnaryOperator) - Method in class com.opengamma.strata.pricer.bond.BondFutureOptionSensitivity
 
mapSensitivity(DoubleUnaryOperator) - Method in class com.opengamma.strata.pricer.bond.IssuerCurveZeroRateSensitivity
 
mapSensitivity(DoubleUnaryOperator) - Method in class com.opengamma.strata.pricer.bond.RepoCurveZeroRateSensitivity
 
mapSensitivity(DoubleUnaryOperator) - Method in class com.opengamma.strata.pricer.capfloor.IborCapletFloorletSabrSensitivity
 
mapSensitivity(DoubleUnaryOperator) - Method in class com.opengamma.strata.pricer.capfloor.IborCapletFloorletSensitivity
 
mapSensitivity(DoubleUnaryOperator) - Method in class com.opengamma.strata.pricer.credit.CreditCurveZeroRateSensitivity
 
mapSensitivity(DoubleUnaryOperator) - Method in class com.opengamma.strata.pricer.fx.FxForwardSensitivity
 
mapSensitivity(DoubleUnaryOperator) - Method in class com.opengamma.strata.pricer.fx.FxIndexSensitivity
 
mapSensitivity(DoubleUnaryOperator) - Method in class com.opengamma.strata.pricer.fxopt.FxOptionSensitivity
 
mapSensitivity(DoubleUnaryOperator) - Method in class com.opengamma.strata.pricer.index.IborFutureOptionSensitivity
 
mapSensitivity(DoubleUnaryOperator) - Method in class com.opengamma.strata.pricer.rate.IborRateSensitivity
 
mapSensitivity(DoubleUnaryOperator) - Method in class com.opengamma.strata.pricer.rate.InflationRateSensitivity
 
mapSensitivity(DoubleUnaryOperator) - Method in class com.opengamma.strata.pricer.rate.OvernightRateSensitivity
 
mapSensitivity(DoubleUnaryOperator) - Method in class com.opengamma.strata.pricer.swaption.SwaptionSabrSensitivity
 
mapSensitivity(DoubleUnaryOperator) - Method in class com.opengamma.strata.pricer.swaption.SwaptionSensitivity
 
mapSensitivity(DoubleUnaryOperator) - Method in class com.opengamma.strata.pricer.ZeroRateSensitivity
 
MapStream<K,V> - Class in com.opengamma.strata.collect
A stream implementation based on Map.Entry.
mapToDouble(ToDoubleFunction<? super Map.Entry<K, V>>) - Method in class com.opengamma.strata.collect.MapStream
 
mapToInt(ToIntFunction<? super Map.Entry<K, V>>) - Method in class com.opengamma.strata.collect.MapStream
 
MapTokenEvaluator - Class in com.opengamma.strata.report.framework.expression
Evaluates a token against a map.
MapTokenEvaluator() - Constructor for class com.opengamma.strata.report.framework.expression.MapTokenEvaluator
 
mapToLong(ToLongFunction<? super Map.Entry<K, V>>) - Method in class com.opengamma.strata.collect.MapStream
 
mapValues(Function<? super V, ? extends R>) - Method in class com.opengamma.strata.collect.MapStream
Transforms the values in the stream by applying a mapper function to each value.
mapValues(BiFunction<? super K, ? super V, ? extends R>) - Method in class com.opengamma.strata.collect.MapStream
Transforms the values in the stream by applying a mapper function to each key and value.
mapValues(DoubleUnaryOperator) - Method in interface com.opengamma.strata.collect.timeseries.LocalDateDoubleTimeSeries
Applies an operation to each value in the time series.
mapWithIndex(IntDoubleToDoubleFunction) - Method in class com.opengamma.strata.collect.array.DoubleArray
Returns an instance with an operation applied to each indexed value in the array.
mapWithIndex(IntIntDoubleToDoubleFunction) - Method in class com.opengamma.strata.collect.array.DoubleMatrix
Returns an instance with an operation applied to each indexed value in the matrix.
mapWithIndex(IntBinaryOperator) - Method in class com.opengamma.strata.collect.array.IntArray
Returns an instance with an operation applied to each indexed value in the array.
mapWithIndex(int, ObjIntFunction<T, R>) - Method in interface com.opengamma.strata.data.scenario.MarketDataBox
Applies a function to the contents of the box once for each scenario and returns a box containing the values returned from the function.
MARKET_QUOTE - Static variable in class com.opengamma.strata.pricer.curve.CalibrationMeasures
The market quote instance, which is the default used in synthetic curve calibration.
MARKET_VALUE - Static variable in class com.opengamma.strata.data.FieldName
The field name for the market value - 'MarketValue'.
MarketData - Interface in com.opengamma.strata.data
Provides access to market data, such as curves, surfaces and time-series.
marketData(Map<? extends MarketDataId<?>, ?>) - Method in class com.opengamma.strata.market.curve.RatesCurveInputs.Builder
Sets the market data.
marketData() - Method in class com.opengamma.strata.market.curve.RatesCurveInputs.Meta
The meta-property for the marketData property.
marketData(RatesCurveGroupDefinition, RatesProvider, ReferenceData) - Method in class com.opengamma.strata.pricer.curve.SyntheticRatesCurveCalibrator
Constructs the synthetic market data from an existing rates provider and the configuration of the new curves.
MarketDataBox<T> - Interface in com.opengamma.strata.data.scenario
A box which can provide values for an item of market data used in scenarios.
MarketDataConfig - Class in com.opengamma.strata.calc.marketdata
Configuration required for building non-observable market data, for example curves or surfaces.
MarketDataConfig.Meta - Class in com.opengamma.strata.calc.marketdata
The meta-bean for MarketDataConfig.
MarketDataConfigBuilder - Class in com.opengamma.strata.calc.marketdata
A mutable builder for building an instance of MarketDataConfig.
MarketDataFactory - Interface in com.opengamma.strata.calc.marketdata
Component that provides the ability to source and calibrate market data.
marketDataFactory() - Static method in class com.opengamma.strata.measure.StandardComponents
Returns a market data factory containing the standard set of market data functions.
marketDataFactory(ObservableDataProvider) - Static method in class com.opengamma.strata.measure.StandardComponents
Returns a market data factory containing the standard set of market data functions.
MarketDataFilter<T,I extends MarketDataId<T>> - Interface in com.opengamma.strata.calc.marketdata
Encapsulates a rule or set of rules to decide whether a perturbation applies to a piece of market data.
MarketDataFunction<T,I extends MarketDataId<? extends T>> - Interface in com.opengamma.strata.calc.marketdata
A market data function creates items of market data for a set of market data IDs.
marketDataFunctions() - Static method in class com.opengamma.strata.measure.StandardComponents
Returns the standard market data functions used to build market data values from other market data.
MarketDataFxRateProvider - Class in com.opengamma.strata.data
Provides FX rates from market data.
MarketDataId<T> - Interface in com.opengamma.strata.data
An identifier for a unique item of market data.
MarketDataName<T> - Class in com.opengamma.strata.data
A name for an item of market data.
MarketDataName() - Constructor for class com.opengamma.strata.data.MarketDataName
 
marketDataName() - Method in class com.opengamma.strata.market.param.CrossGammaParameterSensitivity.Meta
The meta-property for the marketDataName property.
marketDataName() - Method in class com.opengamma.strata.market.param.CurrencyParameterSensitivity.Meta
The meta-property for the marketDataName property.
marketDataName() - Method in class com.opengamma.strata.market.param.UnitParameterSensitivity.Meta
The meta-property for the marketDataName property.
MarketDataNotFoundException - Exception in com.opengamma.strata.data
Exception thrown if market data cannot be found.
MarketDataNotFoundException(String) - Constructor for exception com.opengamma.strata.data.MarketDataNotFoundException
Creates the exception passing the exception message.
MarketDataRequirements - Class in com.opengamma.strata.calc.marketdata
Requirements for market data.
MarketDataRequirements.Meta - Class in com.opengamma.strata.calc.marketdata
The meta-bean for MarketDataRequirements.
MarketDataRequirementsBuilder - Class in com.opengamma.strata.calc.marketdata
Mutable builder for creating instances of MarketDataRequirements.
MarketDataRequirementsBuilder() - Constructor for class com.opengamma.strata.calc.marketdata.MarketDataRequirementsBuilder
 
marketDataType(Class<T>) - Method in class com.opengamma.strata.calc.marketdata.PerturbationMapping.Builder
Sets the type of market data handled by this mapping.
marketDataType() - Method in class com.opengamma.strata.calc.marketdata.PerturbationMapping.Meta
The meta-property for the marketDataType property.
MarketDataView - Interface in com.opengamma.strata.market
A high-level view of a single item of market data.
marketDataView(ScenarioMarketData) - Method in interface com.opengamma.strata.measure.bond.BondFutureOptionMarketDataLookup
Obtains a filtered view of the complete set of market data.
marketDataView(MarketData) - Method in interface com.opengamma.strata.measure.bond.BondFutureOptionMarketDataLookup
Obtains a filtered view of the complete set of market data.
marketDataView(ScenarioMarketData) - Method in interface com.opengamma.strata.measure.bond.LegalEntityDiscountingMarketDataLookup
Obtains a filtered view of the complete set of market data.
marketDataView(MarketData) - Method in interface com.opengamma.strata.measure.bond.LegalEntityDiscountingMarketDataLookup
Obtains a filtered view of the complete set of market data.
marketDataView(ScenarioMarketData) - Method in interface com.opengamma.strata.measure.capfloor.IborCapFloorMarketDataLookup
Obtains a filtered view of the complete set of market data.
marketDataView(MarketData) - Method in interface com.opengamma.strata.measure.capfloor.IborCapFloorMarketDataLookup
Obtains a filtered view of the complete set of market data.
marketDataView(ScenarioMarketData) - Method in interface com.opengamma.strata.measure.credit.CreditRatesMarketDataLookup
Obtains a filtered view of the complete set of market data.
marketDataView(MarketData) - Method in interface com.opengamma.strata.measure.credit.CreditRatesMarketDataLookup
Obtains a filtered view of the complete set of market data.
marketDataView(ScenarioMarketData) - Method in interface com.opengamma.strata.measure.fxopt.FxOptionMarketDataLookup
Obtains a filtered view of the complete set of market data.
marketDataView(MarketData) - Method in interface com.opengamma.strata.measure.fxopt.FxOptionMarketDataLookup
Obtains a filtered view of the complete set of market data.
marketDataView(ScenarioMarketData) - Method in interface com.opengamma.strata.measure.index.IborFutureOptionMarketDataLookup
Obtains a filtered view of the complete set of market data.
marketDataView(MarketData) - Method in interface com.opengamma.strata.measure.index.IborFutureOptionMarketDataLookup
Obtains a filtered view of the complete set of market data.
marketDataView(ScenarioMarketData) - Method in interface com.opengamma.strata.measure.rate.RatesMarketDataLookup
Obtains a filtered view of the complete set of market data.
marketDataView(MarketData) - Method in interface com.opengamma.strata.measure.rate.RatesMarketDataLookup
Obtains a filtered view of the complete set of market data.
marketDataView(ScenarioMarketData) - Method in interface com.opengamma.strata.measure.swaption.SwaptionMarketDataLookup
Obtains a filtered view of the complete set of market data.
marketDataView(MarketData) - Method in interface com.opengamma.strata.measure.swaption.SwaptionMarketDataLookup
Obtains a filtered view of the complete set of market data.
MarketQuoteMeasure<T extends ResolvedTrade> - Class in com.opengamma.strata.pricer.curve
Provides market quote measures for a single type of trade based on functions.
MarketQuoteSensitivityCalculator - Class in com.opengamma.strata.pricer.sensitivity
Calculator to obtain the Market Quote sensitivities.
MarketQuoteSensitivityCalculator() - Constructor for class com.opengamma.strata.pricer.sensitivity.MarketQuoteSensitivityCalculator
 
matches(LocalDate) - Method in interface com.opengamma.strata.basics.schedule.RollConvention
Checks if the date matches the rules of the roll convention.
matches(I, MarketDataBox<T>, ReferenceData) - Method in interface com.opengamma.strata.calc.marketdata.MarketDataFilter
Applies the filter to a market data ID and the corresponding market data value and returns true if the filter matches.
matches(MarketDataId<?>, MarketDataBox<?>, ReferenceData) - Method in class com.opengamma.strata.calc.marketdata.PerturbationMapping
Returns true if the filter matches the market data ID and value.
matches(Pattern, String, String) - Static method in class com.opengamma.strata.collect.ArgChecker
Checks that the specified argument is non-null and matches the specified pattern.
matches(CharMatcher, int, int, String, String, String) - Static method in class com.opengamma.strata.collect.ArgChecker
Checks that the specified argument is non-null and only contains the specified characters.
matching(String) - Static method in interface com.opengamma.strata.loader.fpml.FpmlPartySelector
Returns a selector that matches the specified party ID.
matchingRegex(Pattern) - Static method in interface com.opengamma.strata.loader.fpml.FpmlPartySelector
Returns a selector that matches the specified party ID regular expression.
MathException - Exception in com.opengamma.strata.math
Exception thrown by math.
MathException() - Constructor for exception com.opengamma.strata.math.MathException
Creates an instance.
MathException(String) - Constructor for exception com.opengamma.strata.math.MathException
Creates an instance based on a message.
MathException(String, Throwable) - Constructor for exception com.opengamma.strata.math.MathException
Creates an instance based on a message and cause.
MathException(Throwable) - Constructor for exception com.opengamma.strata.math.MathException
Creates an instance based on a cause.
Matrix - Interface in com.opengamma.strata.collect.array
Base interface for all matrix types.
maturityDate() - Method in class com.opengamma.strata.basics.index.FxIndexObservation.Meta
The meta-property for the maturityDate property.
maturityDate() - Method in class com.opengamma.strata.basics.index.IborIndexObservation.Meta
The meta-property for the maturityDate property.
maturityDate(LocalDate) - Method in class com.opengamma.strata.basics.index.OvernightIndexObservation.Builder
Sets the maturity date of the investment implied by the fixing date.
maturityDate() - Method in class com.opengamma.strata.basics.index.OvernightIndexObservation.Meta
The meta-property for the maturityDate property.
maturityDateOffset(DaysAdjustment) - Method in class com.opengamma.strata.basics.index.ImmutableFxIndex.Builder
Sets the adjustment applied to the fixing date to obtain the maturity date.
maturityDateOffset() - Method in class com.opengamma.strata.basics.index.ImmutableFxIndex.Meta
The meta-property for the maturityDateOffset property.
maturityDateOffset(TenorAdjustment) - Method in class com.opengamma.strata.basics.index.ImmutableIborIndex.Builder
Sets the adjustment applied to the effective date to obtain the maturity date.
maturityDateOffset() - Method in class com.opengamma.strata.basics.index.ImmutableIborIndex.Meta
The meta-property for the maturityDateOffset property.
max() - Method in class com.opengamma.strata.collect.array.DoubleArray
Returns the minimum value held in the array.
max() - Method in class com.opengamma.strata.collect.array.IntArray
Returns the minimum value held in the array.
max(Comparator<? super Map.Entry<K, V>>) - Method in class com.opengamma.strata.collect.MapStream
 
maximumSteps(int) - Method in class com.opengamma.strata.measure.curve.RootFinderConfig.Builder
Sets the maximum number of steps for the root finder.
maximumSteps() - Method in class com.opengamma.strata.measure.curve.RootFinderConfig.Meta
The meta-property for the maximumSteps property.
measure(Measure) - Method in class com.opengamma.strata.calc.Column.Builder
Sets the measure to be calculated.
measure() - Method in class com.opengamma.strata.calc.Column.Meta
The meta-property for the measure property.
measure() - Method in class com.opengamma.strata.calc.ColumnHeader.Meta
The meta-property for the measure property.
Measure - Interface in com.opengamma.strata.calc
Identifies a measure that can be produced by the system.
measure() - Method in class com.opengamma.strata.calc.runner.AbstractDerivedCalculationFunction
 
measure() - Method in interface com.opengamma.strata.calc.runner.DerivedCalculationFunction
Returns the measure calculated by the function.
measure(String) - Static method in class com.opengamma.strata.report.framework.expression.ValuePathEvaluator
Gets the measure encoded in a value path, if present.
Measures - Class in com.opengamma.strata.measure
The standard set of measures that can be calculated by Strata.
merge(FxMatrix) - Method in class com.opengamma.strata.basics.currency.FxMatrix
Merges the entries from the other matrix into this one.
merge(int, LocalDate, LocalDate) - Method in class com.opengamma.strata.basics.schedule.Schedule
Merges this schedule to form a new schedule by combining the schedule periods.
merge(LocalDate, double, DoubleBinaryOperator) - Method in class com.opengamma.strata.collect.timeseries.LocalDateDoubleTimeSeriesBuilder
Merges the specified date/value point into this builder.
merge(LocalDateDoublePoint, DoubleBinaryOperator) - Method in class com.opengamma.strata.collect.timeseries.LocalDateDoubleTimeSeriesBuilder
Merges the specified date/value point into this builder.
mergeRegular(int, boolean) - Method in class com.opengamma.strata.basics.schedule.Schedule
Merges this schedule to form a new schedule by combining the regular schedule periods.
mergeToTerm() - Method in class com.opengamma.strata.basics.schedule.Schedule
Merges this schedule to form a new schedule with a single 'Term' period.
message() - Method in class com.opengamma.strata.collect.result.Failure.Meta
The meta-property for the message property.
message() - Method in class com.opengamma.strata.collect.result.FailureItem.Meta
The meta-property for the message property.
Messages - Class in com.opengamma.strata.collect
Contains utility methods for managing messages.
meta() - Static method in class com.opengamma.strata.basics.CalculationTargetList
The meta-bean for CalculationTargetList.
meta() - Static method in class com.opengamma.strata.basics.currency.AdjustablePayment
The meta-bean for AdjustablePayment.
meta() - Static method in class com.opengamma.strata.basics.currency.CurrencyAmountArray
The meta-bean for CurrencyAmountArray.
meta() - Static method in class com.opengamma.strata.basics.currency.FxMatrix
The meta-bean for FxMatrix.
meta() - Static method in class com.opengamma.strata.basics.currency.FxRate
The meta-bean for FxRate.
meta() - Static method in class com.opengamma.strata.basics.currency.MultiCurrencyAmount
The meta-bean for MultiCurrencyAmount.
meta() - Static method in class com.opengamma.strata.basics.currency.MultiCurrencyAmountArray
The meta-bean for MultiCurrencyAmountArray.
meta() - Static method in class com.opengamma.strata.basics.currency.Payment
The meta-bean for Payment.
meta() - Static method in class com.opengamma.strata.basics.date.AdjustableDate
The meta-bean for AdjustableDate.
meta() - Static method in class com.opengamma.strata.basics.date.BusinessDayAdjustment
The meta-bean for BusinessDayAdjustment.
meta() - Static method in class com.opengamma.strata.basics.date.DaysAdjustment
The meta-bean for DaysAdjustment.
meta() - Static method in class com.opengamma.strata.basics.date.ImmutableHolidayCalendar
The meta-bean for ImmutableHolidayCalendar.
meta() - Static method in class com.opengamma.strata.basics.date.PeriodAdjustment
The meta-bean for PeriodAdjustment.
meta() - Static method in class com.opengamma.strata.basics.date.TenorAdjustment
The meta-bean for TenorAdjustment.
meta() - Static method in class com.opengamma.strata.basics.ImmutableReferenceData
The meta-bean for ImmutableReferenceData.
meta() - Static method in class com.opengamma.strata.basics.index.FxIndexObservation
The meta-bean for FxIndexObservation.
meta() - Static method in class com.opengamma.strata.basics.index.IborIndexObservation
The meta-bean for IborIndexObservation.
meta() - Static method in class com.opengamma.strata.basics.index.ImmutableFloatingRateName
The meta-bean for ImmutableFloatingRateName.
meta() - Static method in class com.opengamma.strata.basics.index.ImmutableFxIndex
The meta-bean for ImmutableFxIndex.
meta() - Static method in class com.opengamma.strata.basics.index.ImmutableIborIndex
The meta-bean for ImmutableIborIndex.
meta() - Static method in class com.opengamma.strata.basics.index.ImmutableOvernightIndex
The meta-bean for ImmutableOvernightIndex.
meta() - Static method in class com.opengamma.strata.basics.index.ImmutablePriceIndex
The meta-bean for ImmutablePriceIndex.
meta() - Static method in class com.opengamma.strata.basics.index.OvernightIndexObservation
The meta-bean for OvernightIndexObservation.
meta() - Static method in class com.opengamma.strata.basics.index.PriceIndexObservation
The meta-bean for PriceIndexObservation.
meta() - Static method in class com.opengamma.strata.basics.schedule.PeriodicSchedule
The meta-bean for PeriodicSchedule.
meta() - Static method in class com.opengamma.strata.basics.schedule.Schedule
The meta-bean for Schedule.
meta() - Static method in class com.opengamma.strata.basics.schedule.SchedulePeriod
The meta-bean for SchedulePeriod.
meta() - Static method in class com.opengamma.strata.basics.StandardId
The meta-bean for StandardId.
meta() - Static method in class com.opengamma.strata.basics.value.ValueAdjustment
The meta-bean for ValueAdjustment.
meta() - Static method in class com.opengamma.strata.basics.value.ValueDerivatives
The meta-bean for ValueDerivatives.
meta() - Static method in class com.opengamma.strata.basics.value.ValueSchedule
The meta-bean for ValueSchedule.
meta() - Static method in class com.opengamma.strata.basics.value.ValueStep
The meta-bean for ValueStep.
meta() - Static method in class com.opengamma.strata.basics.value.ValueStepSequence
The meta-bean for ValueStepSequence.
meta() - Static method in class com.opengamma.strata.calc.CalculationRules
The meta-bean for CalculationRules.
meta() - Static method in class com.opengamma.strata.calc.Column
The meta-bean for Column.
meta() - Static method in class com.opengamma.strata.calc.ColumnHeader
The meta-bean for ColumnHeader.
meta() - Static method in class com.opengamma.strata.calc.ImmutableMeasure
The meta-bean for ImmutableMeasure.
meta() - Static method in class com.opengamma.strata.calc.marketdata.BuiltMarketData
The meta-bean for BuiltMarketData.
meta() - Static method in class com.opengamma.strata.calc.marketdata.BuiltScenarioMarketData
The meta-bean for BuiltScenarioMarketData.
meta() - Static method in class com.opengamma.strata.calc.marketdata.MarketDataConfig
The meta-bean for MarketDataConfig.
meta() - Static method in class com.opengamma.strata.calc.marketdata.MarketDataRequirements
The meta-bean for MarketDataRequirements.
meta() - Static method in class com.opengamma.strata.calc.marketdata.PerturbationMapping
The meta-bean for PerturbationMapping.
meta() - Static method in class com.opengamma.strata.calc.marketdata.ScenarioDefinition
The meta-bean for ScenarioDefinition.
meta() - Static method in class com.opengamma.strata.calc.ReportingCurrency
The meta-bean for ReportingCurrency.
meta() - Static method in class com.opengamma.strata.calc.Results
The meta-bean for Results.
meta() - Static method in class com.opengamma.strata.calc.runner.CalculationParameters
The meta-bean for CalculationParameters.
meta() - Static method in class com.opengamma.strata.calc.runner.CalculationResult
The meta-bean for CalculationResult.
meta() - Static method in class com.opengamma.strata.calc.runner.CalculationResults
The meta-bean for CalculationResults.
meta() - Static method in class com.opengamma.strata.calc.runner.CalculationTask
The meta-bean for CalculationTask.
meta() - Static method in class com.opengamma.strata.calc.runner.CalculationTaskCell
The meta-bean for CalculationTaskCell.
meta() - Static method in class com.opengamma.strata.calc.runner.CalculationTasks
The meta-bean for CalculationTasks.
meta() - Static method in class com.opengamma.strata.calc.runner.FunctionRequirements
The meta-bean for FunctionRequirements.
meta() - Static method in class com.opengamma.strata.collect.array.DoubleMatrix
The meta-bean for DoubleMatrix.
meta() - Static method in class com.opengamma.strata.collect.result.Failure
The meta-bean for Failure.
meta() - Static method in class com.opengamma.strata.collect.result.FailureItem
The meta-bean for FailureItem.
meta() - Static method in class com.opengamma.strata.collect.result.FailureItems
The meta-bean for FailureItems.
meta() - Static method in class com.opengamma.strata.collect.result.Result
The meta-bean for Result.
meta() - Static method in class com.opengamma.strata.collect.result.ValueWithFailures
The meta-bean for ValueWithFailures.
meta() - Static method in class com.opengamma.strata.collect.tuple.DoublesPair
The meta-bean for DoublesPair.
meta() - Static method in class com.opengamma.strata.collect.tuple.IntDoublePair
The meta-bean for IntDoublePair.
meta() - Static method in class com.opengamma.strata.collect.tuple.LongDoublePair
The meta-bean for LongDoublePair.
meta() - Static method in class com.opengamma.strata.collect.tuple.ObjDoublePair
The meta-bean for ObjDoublePair.
meta() - Static method in class com.opengamma.strata.collect.tuple.ObjIntPair
The meta-bean for ObjIntPair.
meta() - Static method in class com.opengamma.strata.collect.tuple.Pair
The meta-bean for Pair.
meta() - Static method in class com.opengamma.strata.collect.tuple.Triple
The meta-bean for Triple.
meta() - Static method in class com.opengamma.strata.data.FxMatrixId
The meta-bean for FxMatrixId.
meta() - Static method in class com.opengamma.strata.data.FxRateId
The meta-bean for FxRateId.
meta() - Static method in class com.opengamma.strata.data.ImmutableMarketData
The meta-bean for ImmutableMarketData.
meta() - Static method in class com.opengamma.strata.data.MarketDataFxRateProvider
The meta-bean for MarketDataFxRateProvider.
meta() - Static method in class com.opengamma.strata.data.scenario.CurrencyScenarioArray
The meta-bean for CurrencyScenarioArray.
meta() - Static method in class com.opengamma.strata.data.scenario.DoubleScenarioArray
The meta-bean for DoubleScenarioArray.
meta() - Static method in class com.opengamma.strata.data.scenario.FxRateScenarioArray
The meta-bean for FxRateScenarioArray.
meta() - Static method in class com.opengamma.strata.data.scenario.ImmutableScenarioMarketData
The meta-bean for ImmutableScenarioMarketData.
meta() - Static method in class com.opengamma.strata.data.scenario.MultiCurrencyScenarioArray
The meta-bean for MultiCurrencyScenarioArray.
meta() - Static method in class com.opengamma.strata.market.amount.CashFlow
The meta-bean for CashFlow.
meta() - Static method in class com.opengamma.strata.market.amount.CashFlows
The meta-bean for CashFlows.
meta() - Static method in class com.opengamma.strata.market.amount.LegAmounts
The meta-bean for LegAmounts.
meta() - Static method in class com.opengamma.strata.market.amount.SwapLegAmount
The meta-bean for SwapLegAmount.
meta() - Static method in class com.opengamma.strata.market.curve.AddFixedCurve
The meta-bean for AddFixedCurve.
meta() - Static method in class com.opengamma.strata.market.curve.CombinedCurve
The meta-bean for CombinedCurve.
meta() - Static method in class com.opengamma.strata.market.curve.ConstantCurve
The meta-bean for ConstantCurve.
meta() - Static method in class com.opengamma.strata.market.curve.ConstantNodalCurve
The meta-bean for ConstantNodalCurve.
meta() - Static method in class com.opengamma.strata.market.curve.CurveId
The meta-bean for CurveId.
meta() - Static method in class com.opengamma.strata.market.curve.CurveNodeDate
The meta-bean for CurveNodeDate.
meta() - Static method in class com.opengamma.strata.market.curve.CurveNodeDateOrder
The meta-bean for CurveNodeDateOrder.
meta() - Static method in class com.opengamma.strata.market.curve.CurveParallelShifts
The meta-bean for CurveParallelShifts.
meta() - Static method in class com.opengamma.strata.market.curve.CurveParameterSize
The meta-bean for CurveParameterSize.
meta() - Static method in class com.opengamma.strata.market.curve.DefaultCurveMetadata
The meta-bean for DefaultCurveMetadata.
meta() - Static method in class com.opengamma.strata.market.curve.DepositIsdaCreditCurveNode
The meta-bean for DepositIsdaCreditCurveNode.
meta() - Static method in class com.opengamma.strata.market.curve.InflationNodalCurve
The meta-bean for InflationNodalCurve.
meta() - Static method in class com.opengamma.strata.market.curve.InterpolatedNodalCurve
The meta-bean for InterpolatedNodalCurve.
meta() - Static method in class com.opengamma.strata.market.curve.InterpolatedNodalCurveDefinition
The meta-bean for InterpolatedNodalCurveDefinition.
meta() - Static method in class com.opengamma.strata.market.curve.IsdaCreditCurveDefinition
The meta-bean for IsdaCreditCurveDefinition.
meta() - Static method in class com.opengamma.strata.market.curve.IssuerCurveInputsId
The meta-bean for IssuerCurveInputsId.
meta() - Static method in class com.opengamma.strata.market.curve.JacobianCalibrationMatrix
The meta-bean for JacobianCalibrationMatrix.
meta() - Static method in class com.opengamma.strata.market.curve.LegalEntityCurveGroup
The meta-bean for LegalEntityCurveGroup.
meta() - Static method in class com.opengamma.strata.market.curve.LegalEntityCurveGroupId
The meta-bean for LegalEntityCurveGroupId.
meta() - Static method in class com.opengamma.strata.market.curve.node.CdsIndexIsdaCreditCurveNode
The meta-bean for CdsIndexIsdaCreditCurveNode.
meta() - Static method in class com.opengamma.strata.market.curve.node.CdsIsdaCreditCurveNode
The meta-bean for CdsIsdaCreditCurveNode.
meta() - Static method in class com.opengamma.strata.market.curve.node.FixedIborSwapCurveNode
The meta-bean for FixedIborSwapCurveNode.
meta() - Static method in class com.opengamma.strata.market.curve.node.FixedInflationSwapCurveNode
The meta-bean for FixedInflationSwapCurveNode.
meta() - Static method in class com.opengamma.strata.market.curve.node.FixedOvernightSwapCurveNode
The meta-bean for FixedOvernightSwapCurveNode.
meta() - Static method in class com.opengamma.strata.market.curve.node.FraCurveNode
The meta-bean for FraCurveNode.
meta() - Static method in class com.opengamma.strata.market.curve.node.FxSwapCurveNode
The meta-bean for FxSwapCurveNode.
meta() - Static method in class com.opengamma.strata.market.curve.node.IborFixingDepositCurveNode
The meta-bean for IborFixingDepositCurveNode.
meta() - Static method in class com.opengamma.strata.market.curve.node.IborFutureCurveNode
The meta-bean for IborFutureCurveNode.
meta() - Static method in class com.opengamma.strata.market.curve.node.IborIborSwapCurveNode
The meta-bean for IborIborSwapCurveNode.
meta() - Static method in class com.opengamma.strata.market.curve.node.OvernightIborSwapCurveNode
The meta-bean for OvernightIborSwapCurveNode.
meta() - Static method in class com.opengamma.strata.market.curve.node.TermDepositCurveNode
The meta-bean for TermDepositCurveNode.
meta() - Static method in class com.opengamma.strata.market.curve.node.ThreeLegBasisSwapCurveNode
The meta-bean for ThreeLegBasisSwapCurveNode.
meta() - Static method in class com.opengamma.strata.market.curve.node.XCcyIborIborSwapCurveNode
The meta-bean for XCcyIborIborSwapCurveNode.
meta() - Static method in class com.opengamma.strata.market.curve.ParallelShiftedCurve
The meta-bean for ParallelShiftedCurve.
meta() - Static method in class com.opengamma.strata.market.curve.ParameterizedFunctionalCurve
The meta-bean for ParameterizedFunctionalCurve.
meta() - Static method in class com.opengamma.strata.market.curve.ParameterizedFunctionalCurveDefinition
The meta-bean for ParameterizedFunctionalCurveDefinition.
meta() - Static method in class com.opengamma.strata.market.curve.RatesCurveGroup
The meta-bean for RatesCurveGroup.
meta() - Static method in class com.opengamma.strata.market.curve.RatesCurveGroupDefinition
The meta-bean for RatesCurveGroupDefinition.
meta() - Static method in class com.opengamma.strata.market.curve.RatesCurveGroupEntry
The meta-bean for RatesCurveGroupEntry.
meta() - Static method in class com.opengamma.strata.market.curve.RatesCurveGroupId
The meta-bean for RatesCurveGroupId.
meta() - Static method in class com.opengamma.strata.market.curve.RatesCurveInputs
The meta-bean for RatesCurveInputs.
meta() - Static method in class com.opengamma.strata.market.curve.RatesCurveInputsId
The meta-bean for RatesCurveInputsId.
meta() - Static method in class com.opengamma.strata.market.curve.RepoCurveInputsId
The meta-bean for RepoCurveInputsId.
meta() - Static method in class com.opengamma.strata.market.curve.SeasonalityDefinition
The meta-bean for SeasonalityDefinition.
meta() - Static method in class com.opengamma.strata.market.curve.SimpleCurveParameterMetadata
The meta-bean for SimpleCurveParameterMetadata.
meta() - Static method in class com.opengamma.strata.market.curve.SwapIsdaCreditCurveNode
The meta-bean for SwapIsdaCreditCurveNode.
meta() - Static method in class com.opengamma.strata.market.explain.ExplainMap
The meta-bean for ExplainMap.
meta() - Static method in class com.opengamma.strata.market.FxRateShifts
The meta-bean for FxRateShifts.
meta() - Static method in class com.opengamma.strata.market.GenericDoubleShifts
The meta-bean for GenericDoubleShifts.
meta() - Static method in class com.opengamma.strata.market.observable.IndexQuoteId
The meta-bean for IndexQuoteId.
meta() - Static method in class com.opengamma.strata.market.observable.LegalEntityInformation
The meta-bean for LegalEntityInformation.
meta() - Static method in class com.opengamma.strata.market.observable.LegalEntityInformationId
The meta-bean for LegalEntityInformationId.
meta() - Static method in class com.opengamma.strata.market.observable.Quote
The meta-bean for Quote.
meta() - Static method in class com.opengamma.strata.market.observable.QuoteId
The meta-bean for QuoteId.
meta() - Static method in class com.opengamma.strata.market.observable.QuoteScenarioArray
The meta-bean for QuoteScenarioArray.
meta() - Static method in class com.opengamma.strata.market.observable.QuoteScenarioArrayId
The meta-bean for QuoteScenarioArrayId.
meta() - Static method in class com.opengamma.strata.market.option.DeltaStrike
The meta-bean for DeltaStrike.
meta() - Static method in class com.opengamma.strata.market.option.LogMoneynessStrike
The meta-bean for LogMoneynessStrike.
meta() - Static method in class com.opengamma.strata.market.option.MoneynessStrike
The meta-bean for MoneynessStrike.
meta() - Static method in class com.opengamma.strata.market.option.SimpleStrike
The meta-bean for SimpleStrike.
meta() - Static method in class com.opengamma.strata.market.param.CrossGammaParameterSensitivities
The meta-bean for CrossGammaParameterSensitivities.
meta() - Static method in class com.opengamma.strata.market.param.CrossGammaParameterSensitivity
The meta-bean for CrossGammaParameterSensitivity.
meta() - Static method in class com.opengamma.strata.market.param.CurrencyParameterSensitivities
The meta-bean for CurrencyParameterSensitivities.
meta() - Static method in class com.opengamma.strata.market.param.CurrencyParameterSensitivity
The meta-bean for CurrencyParameterSensitivity.
meta() - Static method in class com.opengamma.strata.market.param.LabelDateParameterMetadata
The meta-bean for LabelDateParameterMetadata.
meta() - Static method in class com.opengamma.strata.market.param.LabelParameterMetadata
The meta-bean for LabelParameterMetadata.
meta() - Static method in class com.opengamma.strata.market.param.ParameterSize
The meta-bean for ParameterSize.
meta() - Static method in class com.opengamma.strata.market.param.PointShifts
The meta-bean for PointShifts.
meta() - Static method in class com.opengamma.strata.market.param.ResolvedTradeParameterMetadata
The meta-bean for ResolvedTradeParameterMetadata.
meta() - Static method in class com.opengamma.strata.market.param.TenorDateParameterMetadata
The meta-bean for TenorDateParameterMetadata.
meta() - Static method in class com.opengamma.strata.market.param.TenorParameterMetadata
The meta-bean for TenorParameterMetadata.
meta() - Static method in class com.opengamma.strata.market.param.UnitParameterSensitivities
The meta-bean for UnitParameterSensitivities.
meta() - Static method in class com.opengamma.strata.market.param.UnitParameterSensitivity
The meta-bean for UnitParameterSensitivity.
meta() - Static method in class com.opengamma.strata.market.param.YearMonthDateParameterMetadata
The meta-bean for YearMonthDateParameterMetadata.
meta() - Static method in class com.opengamma.strata.market.sensitivity.PointSensitivities
The meta-bean for PointSensitivities.
meta() - Static method in class com.opengamma.strata.market.surface.ConstantSurface
The meta-bean for ConstantSurface.
meta() - Static method in class com.opengamma.strata.market.surface.DefaultSurfaceMetadata
The meta-bean for DefaultSurfaceMetadata.
meta() - Static method in class com.opengamma.strata.market.surface.DeformedSurface
The meta-bean for DeformedSurface.
meta() - Static method in class com.opengamma.strata.market.surface.InterpolatedNodalSurface
The meta-bean for InterpolatedNodalSurface.
meta() - Static method in class com.opengamma.strata.market.surface.interpolator.GridSurfaceInterpolator
The meta-bean for GridSurfaceInterpolator.
meta() - Static method in class com.opengamma.strata.market.surface.SimpleSurfaceParameterMetadata
The meta-bean for SimpleSurfaceParameterMetadata.
meta() - Static method in class com.opengamma.strata.measure.calc.TargetTypeCalculationParameter
The meta-bean for TargetTypeCalculationParameter.
meta() - Static method in class com.opengamma.strata.measure.calc.TradeCounterpartyCalculationParameter
The meta-bean for TradeCounterpartyCalculationParameter.
meta() - Static method in class com.opengamma.strata.measure.cms.CmsSabrExtrapolationParams
The meta-bean for CmsSabrExtrapolationParams.
meta() - Static method in class com.opengamma.strata.measure.curve.RootFinderConfig
The meta-bean for RootFinderConfig.
meta() - Static method in class com.opengamma.strata.measure.fx.FxRateConfig
The meta-bean for FxRateConfig.
meta() - Static method in class com.opengamma.strata.measure.fxopt.BlackFxOptionInterpolatedNodalSurfaceVolatilitiesSpecification
The meta-bean for BlackFxOptionInterpolatedNodalSurfaceVolatilitiesSpecification.
meta() - Static method in class com.opengamma.strata.measure.fxopt.BlackFxOptionSmileVolatilitiesSpecification
The meta-bean for BlackFxOptionSmileVolatilitiesSpecification.
meta() - Static method in class com.opengamma.strata.measure.fxopt.FxOptionVolatilitiesDefinition
The meta-bean for FxOptionVolatilitiesDefinition.
meta() - Static method in class com.opengamma.strata.measure.fxopt.FxOptionVolatilitiesNode
The meta-bean for FxOptionVolatilitiesNode.
meta() - Static method in class com.opengamma.strata.measure.ValuationZoneTimeDefinition
The meta-bean for ValuationZoneTimeDefinition.
meta() - Static method in class com.opengamma.strata.pricer.bond.BlackBondFutureExpiryLogMoneynessVolatilities
The meta-bean for BlackBondFutureExpiryLogMoneynessVolatilities.
meta() - Static method in class com.opengamma.strata.pricer.bond.BondFutureOptionSensitivity
The meta-bean for BondFutureOptionSensitivity.
meta() - Static method in class com.opengamma.strata.pricer.bond.BondFutureVolatilitiesId
The meta-bean for BondFutureVolatilitiesId.
meta() - Static method in class com.opengamma.strata.pricer.bond.ImmutableLegalEntityDiscountingProvider
The meta-bean for ImmutableLegalEntityDiscountingProvider.
meta() - Static method in class com.opengamma.strata.pricer.bond.IssuerCurveDiscountFactors
The meta-bean for IssuerCurveDiscountFactors.
meta() - Static method in class com.opengamma.strata.pricer.bond.IssuerCurveZeroRateSensitivity
The meta-bean for IssuerCurveZeroRateSensitivity.
meta() - Static method in class com.opengamma.strata.pricer.bond.RepoCurveDiscountFactors
The meta-bean for RepoCurveDiscountFactors.
meta() - Static method in class com.opengamma.strata.pricer.bond.RepoCurveZeroRateSensitivity
The meta-bean for RepoCurveZeroRateSensitivity.
meta() - Static method in class com.opengamma.strata.pricer.capfloor.BlackIborCapletFloorletExpiryStrikeVolatilities
The meta-bean for BlackIborCapletFloorletExpiryStrikeVolatilities.
meta() - Static method in class com.opengamma.strata.pricer.capfloor.DirectIborCapletFloorletVolatilityDefinition
The meta-bean for DirectIborCapletFloorletVolatilityDefinition.
meta() - Static method in class com.opengamma.strata.pricer.capfloor.IborCapletFloorletSabrSensitivity
The meta-bean for IborCapletFloorletSabrSensitivity.
meta() - Static method in class com.opengamma.strata.pricer.capfloor.IborCapletFloorletSensitivity
The meta-bean for IborCapletFloorletSensitivity.
meta() - Static method in class com.opengamma.strata.pricer.capfloor.IborCapletFloorletVolatilitiesId
The meta-bean for IborCapletFloorletVolatilitiesId.
meta() - Static method in class com.opengamma.strata.pricer.capfloor.IborCapletFloorletVolatilityCalibrationResult
The meta-bean for IborCapletFloorletVolatilityCalibrationResult.
meta() - Static method in class com.opengamma.strata.pricer.capfloor.NormalIborCapletFloorletExpiryStrikeVolatilities
The meta-bean for NormalIborCapletFloorletExpiryStrikeVolatilities.
meta() - Static method in class com.opengamma.strata.pricer.capfloor.SabrIborCapletFloorletVolatilityBootstrapDefinition
The meta-bean for SabrIborCapletFloorletVolatilityBootstrapDefinition.
meta() - Static method in class com.opengamma.strata.pricer.capfloor.SabrIborCapletFloorletVolatilityCalibrationDefinition
The meta-bean for SabrIborCapletFloorletVolatilityCalibrationDefinition.
meta() - Static method in class com.opengamma.strata.pricer.capfloor.SabrParametersIborCapletFloorletVolatilities
The meta-bean for SabrParametersIborCapletFloorletVolatilities.
meta() - Static method in class com.opengamma.strata.pricer.capfloor.ShiftedBlackIborCapletFloorletExpiryStrikeVolatilities
The meta-bean for ShiftedBlackIborCapletFloorletExpiryStrikeVolatilities.
meta() - Static method in class com.opengamma.strata.pricer.capfloor.SurfaceIborCapletFloorletVolatilityBootstrapDefinition
The meta-bean for SurfaceIborCapletFloorletVolatilityBootstrapDefinition.
meta() - Static method in class com.opengamma.strata.pricer.common.GenericVolatilitySurfacePeriodParameterMetadata
The meta-bean for GenericVolatilitySurfacePeriodParameterMetadata.
meta() - Static method in class com.opengamma.strata.pricer.common.GenericVolatilitySurfaceYearFractionParameterMetadata
The meta-bean for GenericVolatilitySurfaceYearFractionParameterMetadata.
meta() - Static method in class com.opengamma.strata.pricer.credit.ConstantRecoveryRates
The meta-bean for ConstantRecoveryRates.
meta() - Static method in class com.opengamma.strata.pricer.credit.CreditCurveZeroRateSensitivity
The meta-bean for CreditCurveZeroRateSensitivity.
meta() - Static method in class com.opengamma.strata.pricer.credit.ImmutableCreditRatesProvider
The meta-bean for ImmutableCreditRatesProvider.
meta() - Static method in class com.opengamma.strata.pricer.credit.IsdaCreditDiscountFactors
The meta-bean for IsdaCreditDiscountFactors.
meta() - Static method in class com.opengamma.strata.pricer.credit.JumpToDefault
The meta-bean for JumpToDefault.
meta() - Static method in class com.opengamma.strata.pricer.credit.LegalEntitySurvivalProbabilities
The meta-bean for LegalEntitySurvivalProbabilities.
meta() - Static method in class com.opengamma.strata.pricer.fx.DiscountFxForwardRates
The meta-bean for DiscountFxForwardRates.
meta() - Static method in class com.opengamma.strata.pricer.fx.ForwardFxIndexRates
The meta-bean for ForwardFxIndexRates.
meta() - Static method in class com.opengamma.strata.pricer.fx.FxForwardSensitivity
The meta-bean for FxForwardSensitivity.
meta() - Static method in class com.opengamma.strata.pricer.fx.FxIndexSensitivity
The meta-bean for FxIndexSensitivity.
meta() - Static method in class com.opengamma.strata.pricer.fxopt.BlackFxOptionFlatVolatilities
The meta-bean for BlackFxOptionFlatVolatilities.
meta() - Static method in class com.opengamma.strata.pricer.fxopt.BlackFxOptionSmileVolatilities
The meta-bean for BlackFxOptionSmileVolatilities.
meta() - Static method in class com.opengamma.strata.pricer.fxopt.BlackFxOptionSurfaceVolatilities
The meta-bean for BlackFxOptionSurfaceVolatilities.
meta() - Static method in class com.opengamma.strata.pricer.fxopt.FxOptionSensitivity
The meta-bean for FxOptionSensitivity.
meta() - Static method in class com.opengamma.strata.pricer.fxopt.FxOptionVolatilitiesId
The meta-bean for FxOptionVolatilitiesId.
meta() - Static method in class com.opengamma.strata.pricer.fxopt.FxVolatilitySurfaceYearFractionParameterMetadata
The meta-bean for FxVolatilitySurfaceYearFractionParameterMetadata.
meta() - Static method in class com.opengamma.strata.pricer.fxopt.InterpolatedStrikeSmileDeltaTermStructure
The meta-bean for InterpolatedStrikeSmileDeltaTermStructure.
meta() - Static method in class com.opengamma.strata.pricer.fxopt.RecombiningTrinomialTreeData
The meta-bean for RecombiningTrinomialTreeData.
meta() - Static method in class com.opengamma.strata.pricer.fxopt.SmileAndBucketedSensitivities
The meta-bean for SmileAndBucketedSensitivities.
meta() - Static method in class com.opengamma.strata.pricer.fxopt.SmileDeltaParameters
The meta-bean for SmileDeltaParameters.
meta() - Static method in class com.opengamma.strata.pricer.fxopt.VolatilityAndBucketedSensitivities
The meta-bean for VolatilityAndBucketedSensitivities.
meta() - Static method in class com.opengamma.strata.pricer.index.IborFutureOptionSensitivity
The meta-bean for IborFutureOptionSensitivity.
meta() - Static method in class com.opengamma.strata.pricer.index.IborFutureOptionVolatilitiesId
The meta-bean for IborFutureOptionVolatilitiesId.
meta() - Static method in class com.opengamma.strata.pricer.index.NormalIborFutureOptionExpirySimpleMoneynessVolatilities
The meta-bean for NormalIborFutureOptionExpirySimpleMoneynessVolatilities.
meta() - Static method in class com.opengamma.strata.pricer.model.HullWhiteOneFactorPiecewiseConstantParameters
The meta-bean for HullWhiteOneFactorPiecewiseConstantParameters.
meta() - Static method in class com.opengamma.strata.pricer.model.HullWhiteOneFactorPiecewiseConstantParametersProvider
The meta-bean for HullWhiteOneFactorPiecewiseConstantParametersProvider.
meta() - Static method in class com.opengamma.strata.pricer.model.SabrInterestRateParameters
The meta-bean for SabrInterestRateParameters.
meta() - Static method in class com.opengamma.strata.pricer.model.SabrParameters
The meta-bean for SabrParameters.
meta() - Static method in class com.opengamma.strata.pricer.option.RawOptionData
The meta-bean for RawOptionData.
meta() - Static method in class com.opengamma.strata.pricer.option.TenorRawOptionData
The meta-bean for TenorRawOptionData.
meta() - Static method in class com.opengamma.strata.pricer.rate.DiscountIborIndexRates
The meta-bean for DiscountIborIndexRates.
meta() - Static method in class com.opengamma.strata.pricer.rate.DiscountOvernightIndexRates
The meta-bean for DiscountOvernightIndexRates.
meta() - Static method in class com.opengamma.strata.pricer.rate.IborRateSensitivity
The meta-bean for IborRateSensitivity.
meta() - Static method in class com.opengamma.strata.pricer.rate.ImmutableRatesProvider
The meta-bean for ImmutableRatesProvider.
meta() - Static method in class com.opengamma.strata.pricer.rate.InflationRateSensitivity
The meta-bean for InflationRateSensitivity.
meta() - Static method in class com.opengamma.strata.pricer.rate.OvernightRateSensitivity
The meta-bean for OvernightRateSensitivity.
meta() - Static method in class com.opengamma.strata.pricer.rate.SimpleIborIndexRates
The meta-bean for SimpleIborIndexRates.
meta() - Static method in class com.opengamma.strata.pricer.rate.SimplePriceIndexValues
The meta-bean for SimplePriceIndexValues.
meta() - Static method in class com.opengamma.strata.pricer.SimpleDiscountFactors
The meta-bean for SimpleDiscountFactors.
meta() - Static method in class com.opengamma.strata.pricer.swaption.BlackSwaptionExpiryTenorVolatilities
The meta-bean for BlackSwaptionExpiryTenorVolatilities.
meta() - Static method in class com.opengamma.strata.pricer.swaption.NormalSwaptionExpirySimpleMoneynessVolatilities
The meta-bean for NormalSwaptionExpirySimpleMoneynessVolatilities.
meta() - Static method in class com.opengamma.strata.pricer.swaption.NormalSwaptionExpiryStrikeVolatilities
The meta-bean for NormalSwaptionExpiryStrikeVolatilities.
meta() - Static method in class com.opengamma.strata.pricer.swaption.NormalSwaptionExpiryTenorVolatilities
The meta-bean for NormalSwaptionExpiryTenorVolatilities.
meta() - Static method in class com.opengamma.strata.pricer.swaption.SabrParametersSwaptionVolatilities
The meta-bean for SabrParametersSwaptionVolatilities.
meta() - Static method in class com.opengamma.strata.pricer.swaption.SabrSwaptionDefinition
The meta-bean for SabrSwaptionDefinition.
meta() - Static method in class com.opengamma.strata.pricer.swaption.SwaptionSabrSensitivity
The meta-bean for SwaptionSabrSensitivity.
meta() - Static method in class com.opengamma.strata.pricer.swaption.SwaptionSensitivity
The meta-bean for SwaptionSensitivity.
meta() - Static method in class com.opengamma.strata.pricer.swaption.SwaptionSurfaceExpirySimpleMoneynessParameterMetadata
The meta-bean for SwaptionSurfaceExpirySimpleMoneynessParameterMetadata.
meta() - Static method in class com.opengamma.strata.pricer.swaption.SwaptionSurfaceExpiryStrikeParameterMetadata
The meta-bean for SwaptionSurfaceExpiryStrikeParameterMetadata.
meta() - Static method in class com.opengamma.strata.pricer.swaption.SwaptionSurfaceExpiryTenorParameterMetadata
The meta-bean for SwaptionSurfaceExpiryTenorParameterMetadata.
meta() - Static method in class com.opengamma.strata.pricer.swaption.SwaptionVolatilitiesId
The meta-bean for SwaptionVolatilitiesId.
meta() - Static method in class com.opengamma.strata.pricer.ZeroRateDiscountFactors
The meta-bean for ZeroRateDiscountFactors.
meta() - Static method in class com.opengamma.strata.pricer.ZeroRatePeriodicDiscountFactors
The meta-bean for ZeroRatePeriodicDiscountFactors.
meta() - Static method in class com.opengamma.strata.pricer.ZeroRateSensitivity
The meta-bean for ZeroRateSensitivity.
meta() - Static method in class com.opengamma.strata.product.bond.Bill
The meta-bean for Bill.
meta() - Static method in class com.opengamma.strata.product.bond.BillPosition
The meta-bean for BillPosition.
meta() - Static method in class com.opengamma.strata.product.bond.BillSecurity
The meta-bean for BillSecurity.
meta() - Static method in class com.opengamma.strata.product.bond.BillTrade
The meta-bean for BillTrade.
meta() - Static method in class com.opengamma.strata.product.bond.BondFuture
The meta-bean for BondFuture.
meta() - Static method in class com.opengamma.strata.product.bond.BondFutureOption
The meta-bean for BondFutureOption.
meta() - Static method in class com.opengamma.strata.product.bond.BondFutureOptionPosition
The meta-bean for BondFutureOptionPosition.
meta() - Static method in class com.opengamma.strata.product.bond.BondFutureOptionSecurity
The meta-bean for BondFutureOptionSecurity.
meta() - Static method in class com.opengamma.strata.product.bond.BondFutureOptionTrade
The meta-bean for BondFutureOptionTrade.
meta() - Static method in class com.opengamma.strata.product.bond.BondFuturePosition
The meta-bean for BondFuturePosition.
meta() - Static method in class com.opengamma.strata.product.bond.BondFutureSecurity
The meta-bean for BondFutureSecurity.
meta() - Static method in class com.opengamma.strata.product.bond.BondFutureTrade
The meta-bean for BondFutureTrade.
meta() - Static method in class com.opengamma.strata.product.bond.CapitalIndexedBond
The meta-bean for CapitalIndexedBond.
meta() - Static method in class com.opengamma.strata.product.bond.CapitalIndexedBondPaymentPeriod
The meta-bean for CapitalIndexedBondPaymentPeriod.
meta() - Static method in class com.opengamma.strata.product.bond.CapitalIndexedBondPosition
The meta-bean for CapitalIndexedBondPosition.
meta() - Static method in class com.opengamma.strata.product.bond.CapitalIndexedBondSecurity
The meta-bean for CapitalIndexedBondSecurity.
meta() - Static method in class com.opengamma.strata.product.bond.CapitalIndexedBondTrade
The meta-bean for CapitalIndexedBondTrade.
meta() - Static method in class com.opengamma.strata.product.bond.FixedCouponBond
The meta-bean for FixedCouponBond.
meta() - Static method in class com.opengamma.strata.product.bond.FixedCouponBondPaymentPeriod
The meta-bean for FixedCouponBondPaymentPeriod.
meta() - Static method in class com.opengamma.strata.product.bond.FixedCouponBondPosition
The meta-bean for FixedCouponBondPosition.
meta() - Static method in class com.opengamma.strata.product.bond.FixedCouponBondSecurity
The meta-bean for FixedCouponBondSecurity.
meta() - Static method in class com.opengamma.strata.product.bond.FixedCouponBondTrade
The meta-bean for FixedCouponBondTrade.
meta() - Static method in class com.opengamma.strata.product.bond.KnownAmountBondPaymentPeriod
The meta-bean for KnownAmountBondPaymentPeriod.
meta() - Static method in class com.opengamma.strata.product.bond.ResolvedBill
The meta-bean for ResolvedBill.
Meta() - Constructor for class com.opengamma.strata.product.bond.ResolvedBill.Meta
Restricted constructor.
meta() - Static method in class com.opengamma.strata.product.bond.ResolvedBillTrade
The meta-bean for ResolvedBillTrade.
meta() - Static method in class com.opengamma.strata.product.bond.ResolvedBondFuture
The meta-bean for ResolvedBondFuture.
meta() - Static method in class com.opengamma.strata.product.bond.ResolvedBondFutureOption
The meta-bean for ResolvedBondFutureOption.
meta() - Static method in class com.opengamma.strata.product.bond.ResolvedBondFutureOptionTrade
The meta-bean for ResolvedBondFutureOptionTrade.
meta() - Static method in class com.opengamma.strata.product.bond.ResolvedBondFutureTrade
The meta-bean for ResolvedBondFutureTrade.
meta() - Static method in class com.opengamma.strata.product.bond.ResolvedCapitalIndexedBond
The meta-bean for ResolvedCapitalIndexedBond.
meta() - Static method in class com.opengamma.strata.product.bond.ResolvedCapitalIndexedBondSettlement
The meta-bean for ResolvedCapitalIndexedBondSettlement.
meta() - Static method in class com.opengamma.strata.product.bond.ResolvedCapitalIndexedBondTrade
The meta-bean for ResolvedCapitalIndexedBondTrade.
meta() - Static method in class com.opengamma.strata.product.bond.ResolvedFixedCouponBond
The meta-bean for ResolvedFixedCouponBond.
meta() - Static method in class com.opengamma.strata.product.bond.ResolvedFixedCouponBondSettlement
The meta-bean for ResolvedFixedCouponBondSettlement.
meta() - Static method in class com.opengamma.strata.product.bond.ResolvedFixedCouponBondTrade
The meta-bean for ResolvedFixedCouponBondTrade.
meta() - Static method in class com.opengamma.strata.product.capfloor.IborCapFloor
The meta-bean for IborCapFloor.
meta() - Static method in class com.opengamma.strata.product.capfloor.IborCapFloorLeg
The meta-bean for IborCapFloorLeg.
meta() - Static method in class com.opengamma.strata.product.capfloor.IborCapFloorTrade
The meta-bean for IborCapFloorTrade.
meta() - Static method in class com.opengamma.strata.product.capfloor.IborCapletFloorletPeriod
The meta-bean for IborCapletFloorletPeriod.
meta() - Static method in class com.opengamma.strata.product.capfloor.ResolvedIborCapFloor
The meta-bean for ResolvedIborCapFloor.
meta() - Static method in class com.opengamma.strata.product.capfloor.ResolvedIborCapFloorLeg
The meta-bean for ResolvedIborCapFloorLeg.
meta() - Static method in class com.opengamma.strata.product.capfloor.ResolvedIborCapFloorTrade
The meta-bean for ResolvedIborCapFloorTrade.
meta() - Static method in class com.opengamma.strata.product.cms.Cms
The meta-bean for Cms.
meta() - Static method in class com.opengamma.strata.product.cms.CmsLeg
The meta-bean for CmsLeg.
meta() - Static method in class com.opengamma.strata.product.cms.CmsPeriod
The meta-bean for CmsPeriod.
meta() - Static method in class com.opengamma.strata.product.cms.CmsTrade
The meta-bean for CmsTrade.
meta() - Static method in class com.opengamma.strata.product.cms.ResolvedCms
The meta-bean for ResolvedCms.
meta() - Static method in class com.opengamma.strata.product.cms.ResolvedCmsLeg
The meta-bean for ResolvedCmsLeg.
meta() - Static method in class com.opengamma.strata.product.cms.ResolvedCmsTrade
The meta-bean for ResolvedCmsTrade.
meta() - Static method in class com.opengamma.strata.product.credit.Cds
The meta-bean for Cds.
meta() - Static method in class com.opengamma.strata.product.credit.CdsCalibrationTrade
The meta-bean for CdsCalibrationTrade.
meta() - Static method in class com.opengamma.strata.product.credit.CdsIndex
The meta-bean for CdsIndex.
meta() - Static method in class com.opengamma.strata.product.credit.CdsIndexCalibrationTrade
The meta-bean for CdsIndexCalibrationTrade.
meta() - Static method in class com.opengamma.strata.product.credit.CdsIndexTrade
The meta-bean for CdsIndexTrade.
meta() - Static method in class com.opengamma.strata.product.credit.CdsQuote
The meta-bean for CdsQuote.
meta() - Static method in class com.opengamma.strata.product.credit.CdsTrade
The meta-bean for CdsTrade.
meta() - Static method in class com.opengamma.strata.product.credit.CreditCouponPaymentPeriod
The meta-bean for CreditCouponPaymentPeriod.
meta() - Static method in class com.opengamma.strata.product.credit.ResolvedCds
The meta-bean for ResolvedCds.
meta() - Static method in class com.opengamma.strata.product.credit.ResolvedCdsIndex
The meta-bean for ResolvedCdsIndex.
meta() - Static method in class com.opengamma.strata.product.credit.ResolvedCdsIndexTrade
The meta-bean for ResolvedCdsIndexTrade.
meta() - Static method in class com.opengamma.strata.product.credit.ResolvedCdsTrade
The meta-bean for ResolvedCdsTrade.
meta() - Static method in class com.opengamma.strata.product.credit.type.DatesCdsTemplate
The meta-bean for DatesCdsTemplate.
meta() - Static method in class com.opengamma.strata.product.credit.type.ImmutableCdsConvention
The meta-bean for ImmutableCdsConvention.
meta() - Static method in class com.opengamma.strata.product.credit.type.TenorCdsTemplate
The meta-bean for TenorCdsTemplate.
meta() - Static method in class com.opengamma.strata.product.deposit.IborFixingDeposit
The meta-bean for IborFixingDeposit.
meta() - Static method in class com.opengamma.strata.product.deposit.IborFixingDepositTrade
The meta-bean for IborFixingDepositTrade.
meta() - Static method in class com.opengamma.strata.product.deposit.ResolvedIborFixingDeposit
The meta-bean for ResolvedIborFixingDeposit.
meta() - Static method in class com.opengamma.strata.product.deposit.ResolvedIborFixingDepositTrade
The meta-bean for ResolvedIborFixingDepositTrade.
meta() - Static method in class com.opengamma.strata.product.deposit.ResolvedTermDeposit
The meta-bean for ResolvedTermDeposit.
meta() - Static method in class com.opengamma.strata.product.deposit.ResolvedTermDepositTrade
The meta-bean for ResolvedTermDepositTrade.
meta() - Static method in class com.opengamma.strata.product.deposit.TermDeposit
The meta-bean for TermDeposit.
meta() - Static method in class com.opengamma.strata.product.deposit.TermDepositTrade
The meta-bean for TermDepositTrade.
meta() - Static method in class com.opengamma.strata.product.deposit.type.IborFixingDepositTemplate
The meta-bean for IborFixingDepositTemplate.
meta() - Static method in class com.opengamma.strata.product.deposit.type.ImmutableIborFixingDepositConvention
The meta-bean for ImmutableIborFixingDepositConvention.
meta() - Static method in class com.opengamma.strata.product.deposit.type.ImmutableTermDepositConvention
The meta-bean for ImmutableTermDepositConvention.
meta() - Static method in class com.opengamma.strata.product.deposit.type.TermDepositTemplate
The meta-bean for TermDepositTemplate.
meta() - Static method in class com.opengamma.strata.product.dsf.Dsf
The meta-bean for Dsf.
meta() - Static method in class com.opengamma.strata.product.dsf.DsfPosition
The meta-bean for DsfPosition.
meta() - Static method in class com.opengamma.strata.product.dsf.DsfSecurity
The meta-bean for DsfSecurity.
meta() - Static method in class com.opengamma.strata.product.dsf.DsfTrade
The meta-bean for DsfTrade.
meta() - Static method in class com.opengamma.strata.product.dsf.ResolvedDsf
The meta-bean for ResolvedDsf.
meta() - Static method in class com.opengamma.strata.product.dsf.ResolvedDsfTrade
The meta-bean for ResolvedDsfTrade.
meta() - Static method in class com.opengamma.strata.product.etd.EtdContractSpec
The meta-bean for EtdContractSpec.
meta() - Static method in class com.opengamma.strata.product.etd.EtdFuturePosition
The meta-bean for EtdFuturePosition.
meta() - Static method in class com.opengamma.strata.product.etd.EtdFutureSecurity
The meta-bean for EtdFutureSecurity.
meta() - Static method in class com.opengamma.strata.product.etd.EtdFutureTrade
The meta-bean for EtdFutureTrade.
meta() - Static method in class com.opengamma.strata.product.etd.EtdOptionPosition
The meta-bean for EtdOptionPosition.
meta() - Static method in class com.opengamma.strata.product.etd.EtdOptionSecurity
The meta-bean for EtdOptionSecurity.
meta() - Static method in class com.opengamma.strata.product.etd.EtdOptionTrade
The meta-bean for EtdOptionTrade.
meta() - Static method in class com.opengamma.strata.product.etd.EtdVariant
The meta-bean for EtdVariant.
meta() - Static method in class com.opengamma.strata.product.fra.Fra
The meta-bean for Fra.
meta() - Static method in class com.opengamma.strata.product.fra.FraTrade
The meta-bean for FraTrade.
meta() - Static method in class com.opengamma.strata.product.fra.ResolvedFra
The meta-bean for ResolvedFra.
meta() - Static method in class com.opengamma.strata.product.fra.ResolvedFraTrade
The meta-bean for ResolvedFraTrade.
meta() - Static method in class com.opengamma.strata.product.fra.type.FraTemplate
The meta-bean for FraTemplate.
meta() - Static method in class com.opengamma.strata.product.fra.type.ImmutableFraConvention
The meta-bean for ImmutableFraConvention.
meta() - Static method in class com.opengamma.strata.product.fx.FxNdf
The meta-bean for FxNdf.
meta() - Static method in class com.opengamma.strata.product.fx.FxNdfTrade
The meta-bean for FxNdfTrade.
meta() - Static method in class com.opengamma.strata.product.fx.FxSingle
The meta-bean for FxSingle.
meta() - Static method in class com.opengamma.strata.product.fx.FxSingleTrade
The meta-bean for FxSingleTrade.
meta() - Static method in class com.opengamma.strata.product.fx.FxSwap
The meta-bean for FxSwap.
meta() - Static method in class com.opengamma.strata.product.fx.FxSwapTrade
The meta-bean for FxSwapTrade.
meta() - Static method in class com.opengamma.strata.product.fx.ResolvedFxNdf
The meta-bean for ResolvedFxNdf.
meta() - Static method in class com.opengamma.strata.product.fx.ResolvedFxNdfTrade
The meta-bean for ResolvedFxNdfTrade.
meta() - Static method in class com.opengamma.strata.product.fx.ResolvedFxSingle
The meta-bean for ResolvedFxSingle.
meta() - Static method in class com.opengamma.strata.product.fx.ResolvedFxSingleTrade
The meta-bean for ResolvedFxSingleTrade.
meta() - Static method in class com.opengamma.strata.product.fx.ResolvedFxSwap
The meta-bean for ResolvedFxSwap.
meta() - Static method in class com.opengamma.strata.product.fx.ResolvedFxSwapTrade
The meta-bean for ResolvedFxSwapTrade.
meta() - Static method in class com.opengamma.strata.product.fx.type.FxSwapTemplate
The meta-bean for FxSwapTemplate.
meta() - Static method in class com.opengamma.strata.product.fx.type.ImmutableFxSwapConvention
The meta-bean for ImmutableFxSwapConvention.
meta() - Static method in class com.opengamma.strata.product.fxopt.FxSingleBarrierOption
The meta-bean for FxSingleBarrierOption.
meta() - Static method in class com.opengamma.strata.product.fxopt.FxSingleBarrierOptionTrade
The meta-bean for FxSingleBarrierOptionTrade.
meta() - Static method in class com.opengamma.strata.product.fxopt.FxVanillaOption
The meta-bean for FxVanillaOption.
meta() - Static method in class com.opengamma.strata.product.fxopt.FxVanillaOptionTrade
The meta-bean for FxVanillaOptionTrade.
meta() - Static method in class com.opengamma.strata.product.fxopt.ResolvedFxSingleBarrierOption
The meta-bean for ResolvedFxSingleBarrierOption.
meta() - Static method in class com.opengamma.strata.product.fxopt.ResolvedFxSingleBarrierOptionTrade
The meta-bean for ResolvedFxSingleBarrierOptionTrade.
meta() - Static method in class com.opengamma.strata.product.fxopt.ResolvedFxVanillaOption
The meta-bean for ResolvedFxVanillaOption.
meta() - Static method in class com.opengamma.strata.product.fxopt.ResolvedFxVanillaOptionTrade
The meta-bean for ResolvedFxVanillaOptionTrade.
meta() - Static method in class com.opengamma.strata.product.GenericSecurity
The meta-bean for GenericSecurity.
meta() - Static method in class com.opengamma.strata.product.GenericSecurityPosition
The meta-bean for GenericSecurityPosition.
meta() - Static method in class com.opengamma.strata.product.GenericSecurityTrade
The meta-bean for GenericSecurityTrade.
meta() - Static method in class com.opengamma.strata.product.index.IborFuture
The meta-bean for IborFuture.
meta() - Static method in class com.opengamma.strata.product.index.IborFutureOption
The meta-bean for IborFutureOption.
meta() - Static method in class com.opengamma.strata.product.index.IborFutureOptionPosition
The meta-bean for IborFutureOptionPosition.
meta() - Static method in class com.opengamma.strata.product.index.IborFutureOptionSecurity
The meta-bean for IborFutureOptionSecurity.
meta() - Static method in class com.opengamma.strata.product.index.IborFutureOptionTrade
The meta-bean for IborFutureOptionTrade.
meta() - Static method in class com.opengamma.strata.product.index.IborFuturePosition
The meta-bean for IborFuturePosition.
meta() - Static method in class com.opengamma.strata.product.index.IborFutureSecurity
The meta-bean for IborFutureSecurity.
meta() - Static method in class com.opengamma.strata.product.index.IborFutureTrade
The meta-bean for IborFutureTrade.
meta() - Static method in class com.opengamma.strata.product.index.OvernightFuture
The meta-bean for OvernightFuture.
meta() - Static method in class com.opengamma.strata.product.index.OvernightFuturePosition
The meta-bean for OvernightFuturePosition.
meta() - Static method in class com.opengamma.strata.product.index.OvernightFutureSecurity
The meta-bean for OvernightFutureSecurity.
meta() - Static method in class com.opengamma.strata.product.index.OvernightFutureTrade
The meta-bean for OvernightFutureTrade.
meta() - Static method in class com.opengamma.strata.product.index.ResolvedIborFuture
The meta-bean for ResolvedIborFuture.
meta() - Static method in class com.opengamma.strata.product.index.ResolvedIborFutureOption
The meta-bean for ResolvedIborFutureOption.
meta() - Static method in class com.opengamma.strata.product.index.ResolvedIborFutureOptionTrade
The meta-bean for ResolvedIborFutureOptionTrade.
meta() - Static method in class com.opengamma.strata.product.index.ResolvedIborFutureTrade
The meta-bean for ResolvedIborFutureTrade.
meta() - Static method in class com.opengamma.strata.product.index.ResolvedOvernightFuture
The meta-bean for ResolvedOvernightFuture.
meta() - Static method in class com.opengamma.strata.product.index.ResolvedOvernightFutureTrade
The meta-bean for ResolvedOvernightFutureTrade.
meta() - Static method in class com.opengamma.strata.product.index.type.ImmutableIborFutureConvention
The meta-bean for ImmutableIborFutureConvention.
meta() - Static method in class com.opengamma.strata.product.option.SimpleConstantContinuousBarrier
The meta-bean for SimpleConstantContinuousBarrier.
meta() - Static method in class com.opengamma.strata.product.payment.BulletPayment
The meta-bean for BulletPayment.
meta() - Static method in class com.opengamma.strata.product.payment.BulletPaymentTrade
The meta-bean for BulletPaymentTrade.
meta() - Static method in class com.opengamma.strata.product.payment.ResolvedBulletPayment
The meta-bean for ResolvedBulletPayment.
meta() - Static method in class com.opengamma.strata.product.payment.ResolvedBulletPaymentTrade
The meta-bean for ResolvedBulletPaymentTrade.
meta() - Static method in class com.opengamma.strata.product.PortfolioItemSummary
The meta-bean for PortfolioItemSummary.
meta() - Static method in class com.opengamma.strata.product.PositionInfo
The meta-bean for PositionInfo.
meta() - Static method in class com.opengamma.strata.product.rate.FixedRateComputation
The meta-bean for FixedRateComputation.
meta() - Static method in class com.opengamma.strata.product.rate.IborAveragedFixing
The meta-bean for IborAveragedFixing.
meta() - Static method in class com.opengamma.strata.product.rate.IborAveragedRateComputation
The meta-bean for IborAveragedRateComputation.
meta() - Static method in class com.opengamma.strata.product.rate.IborInterpolatedRateComputation
The meta-bean for IborInterpolatedRateComputation.
meta() - Static method in class com.opengamma.strata.product.rate.IborRateComputation
The meta-bean for IborRateComputation.
meta() - Static method in class com.opengamma.strata.product.rate.InflationEndInterpolatedRateComputation
The meta-bean for InflationEndInterpolatedRateComputation.
meta() - Static method in class com.opengamma.strata.product.rate.InflationEndMonthRateComputation
The meta-bean for InflationEndMonthRateComputation.
meta() - Static method in class com.opengamma.strata.product.rate.InflationInterpolatedRateComputation
The meta-bean for InflationInterpolatedRateComputation.
meta() - Static method in class com.opengamma.strata.product.rate.InflationMonthlyRateComputation
The meta-bean for InflationMonthlyRateComputation.
meta() - Static method in class com.opengamma.strata.product.rate.OvernightAveragedDailyRateComputation
The meta-bean for OvernightAveragedDailyRateComputation.
meta() - Static method in class com.opengamma.strata.product.rate.OvernightAveragedRateComputation
The meta-bean for OvernightAveragedRateComputation.
meta() - Static method in class com.opengamma.strata.product.rate.OvernightCompoundedRateComputation
The meta-bean for OvernightCompoundedRateComputation.
meta() - Static method in class com.opengamma.strata.product.SecurityInfo
The meta-bean for SecurityInfo.
meta() - Static method in class com.opengamma.strata.product.SecurityPosition
The meta-bean for SecurityPosition.
meta() - Static method in class com.opengamma.strata.product.SecurityPriceInfo
The meta-bean for SecurityPriceInfo.
meta() - Static method in class com.opengamma.strata.product.SecurityTrade
The meta-bean for SecurityTrade.
meta() - Static method in class com.opengamma.strata.product.swap.FixedRateCalculation
The meta-bean for FixedRateCalculation.
meta() - Static method in class com.opengamma.strata.product.swap.FixedRateStubCalculation
The meta-bean for FixedRateStubCalculation.
meta() - Static method in class com.opengamma.strata.product.swap.FxReset
The meta-bean for FxReset.
meta() - Static method in class com.opengamma.strata.product.swap.FxResetCalculation
The meta-bean for FxResetCalculation.
meta() - Static method in class com.opengamma.strata.product.swap.FxResetNotionalExchange
The meta-bean for FxResetNotionalExchange.
meta() - Static method in class com.opengamma.strata.product.swap.IborRateCalculation
The meta-bean for IborRateCalculation.
meta() - Static method in class com.opengamma.strata.product.swap.IborRateStubCalculation
The meta-bean for IborRateStubCalculation.
meta() - Static method in class com.opengamma.strata.product.swap.ImmutableSwapIndex
The meta-bean for ImmutableSwapIndex.
meta() - Static method in class com.opengamma.strata.product.swap.InflationRateCalculation
The meta-bean for InflationRateCalculation.
meta() - Static method in class com.opengamma.strata.product.swap.KnownAmountNotionalSwapPaymentPeriod
The meta-bean for KnownAmountNotionalSwapPaymentPeriod.
meta() - Static method in class com.opengamma.strata.product.swap.KnownAmountSwapLeg
The meta-bean for KnownAmountSwapLeg.
meta() - Static method in class com.opengamma.strata.product.swap.KnownAmountSwapPaymentPeriod
The meta-bean for KnownAmountSwapPaymentPeriod.
meta() - Static method in class com.opengamma.strata.product.swap.NotionalExchange
The meta-bean for NotionalExchange.
meta() - Static method in class com.opengamma.strata.product.swap.NotionalSchedule
The meta-bean for NotionalSchedule.
meta() - Static method in class com.opengamma.strata.product.swap.OvernightRateCalculation
The meta-bean for OvernightRateCalculation.
meta() - Static method in class com.opengamma.strata.product.swap.PaymentSchedule
The meta-bean for PaymentSchedule.
meta() - Static method in class com.opengamma.strata.product.swap.RateAccrualPeriod
The meta-bean for RateAccrualPeriod.
meta() - Static method in class com.opengamma.strata.product.swap.RateCalculationSwapLeg
The meta-bean for RateCalculationSwapLeg.
meta() - Static method in class com.opengamma.strata.product.swap.RatePaymentPeriod
The meta-bean for RatePaymentPeriod.
meta() - Static method in class com.opengamma.strata.product.swap.RatePeriodSwapLeg
The meta-bean for RatePeriodSwapLeg.
meta() - Static method in class com.opengamma.strata.product.swap.ResetSchedule
The meta-bean for ResetSchedule.
meta() - Static method in class com.opengamma.strata.product.swap.ResolvedSwap
The meta-bean for ResolvedSwap.
meta() - Static method in class com.opengamma.strata.product.swap.ResolvedSwapLeg
The meta-bean for ResolvedSwapLeg.
meta() - Static method in class com.opengamma.strata.product.swap.ResolvedSwapTrade
The meta-bean for ResolvedSwapTrade.
meta() - Static method in class com.opengamma.strata.product.swap.Swap
The meta-bean for Swap.
meta() - Static method in class com.opengamma.strata.product.swap.SwapTrade
The meta-bean for SwapTrade.
meta() - Static method in class com.opengamma.strata.product.swap.type.FixedIborSwapTemplate
The meta-bean for FixedIborSwapTemplate.
meta() - Static method in class com.opengamma.strata.product.swap.type.FixedInflationSwapTemplate
The meta-bean for FixedInflationSwapTemplate.
meta() - Static method in class com.opengamma.strata.product.swap.type.FixedOvernightSwapTemplate
The meta-bean for FixedOvernightSwapTemplate.
meta() - Static method in class com.opengamma.strata.product.swap.type.FixedRateSwapLegConvention
The meta-bean for FixedRateSwapLegConvention.
meta() - Static method in class com.opengamma.strata.product.swap.type.IborIborSwapTemplate
The meta-bean for IborIborSwapTemplate.
meta() - Static method in class com.opengamma.strata.product.swap.type.IborRateSwapLegConvention
The meta-bean for IborRateSwapLegConvention.
meta() - Static method in class com.opengamma.strata.product.swap.type.ImmutableFixedIborSwapConvention
The meta-bean for ImmutableFixedIborSwapConvention.
meta() - Static method in class com.opengamma.strata.product.swap.type.ImmutableFixedInflationSwapConvention
The meta-bean for ImmutableFixedInflationSwapConvention.
meta() - Static method in class com.opengamma.strata.product.swap.type.ImmutableFixedOvernightSwapConvention
The meta-bean for ImmutableFixedOvernightSwapConvention.
meta() - Static method in class com.opengamma.strata.product.swap.type.ImmutableIborIborSwapConvention
The meta-bean for ImmutableIborIborSwapConvention.
meta() - Static method in class com.opengamma.strata.product.swap.type.ImmutableOvernightIborSwapConvention
The meta-bean for ImmutableOvernightIborSwapConvention.
meta() - Static method in class com.opengamma.strata.product.swap.type.ImmutableThreeLegBasisSwapConvention
The meta-bean for ImmutableThreeLegBasisSwapConvention.
meta() - Static method in class com.opengamma.strata.product.swap.type.ImmutableXCcyIborIborSwapConvention
The meta-bean for ImmutableXCcyIborIborSwapConvention.
meta() - Static method in class com.opengamma.strata.product.swap.type.InflationRateSwapLegConvention
The meta-bean for InflationRateSwapLegConvention.
meta() - Static method in class com.opengamma.strata.product.swap.type.OvernightIborSwapTemplate
The meta-bean for OvernightIborSwapTemplate.
meta() - Static method in class com.opengamma.strata.product.swap.type.OvernightRateSwapLegConvention
The meta-bean for OvernightRateSwapLegConvention.
meta() - Static method in class com.opengamma.strata.product.swap.type.ThreeLegBasisSwapTemplate
The meta-bean for ThreeLegBasisSwapTemplate.
meta() - Static method in class com.opengamma.strata.product.swap.type.XCcyIborIborSwapTemplate
The meta-bean for XCcyIborIborSwapTemplate.
meta() - Static method in class com.opengamma.strata.product.swaption.CashSwaptionSettlement
The meta-bean for CashSwaptionSettlement.
meta() - Static method in class com.opengamma.strata.product.swaption.PhysicalSwaptionSettlement
The meta-bean for PhysicalSwaptionSettlement.
meta() - Static method in class com.opengamma.strata.product.swaption.ResolvedSwaption
The meta-bean for ResolvedSwaption.
meta() - Static method in class com.opengamma.strata.product.swaption.ResolvedSwaptionTrade
The meta-bean for ResolvedSwaptionTrade.
meta() - Static method in class com.opengamma.strata.product.swaption.Swaption
The meta-bean for Swaption.
meta() - Static method in class com.opengamma.strata.product.swaption.SwaptionTrade
The meta-bean for SwaptionTrade.
meta() - Static method in class com.opengamma.strata.product.TradedPrice
The meta-bean for TradedPrice.
meta() - Static method in class com.opengamma.strata.product.TradeInfo
The meta-bean for TradeInfo.
meta() - Static method in class com.opengamma.strata.report.cashflow.CashFlowReport
The meta-bean for CashFlowReport.
meta() - Static method in class com.opengamma.strata.report.framework.format.FormatSettings
The meta-bean for FormatSettings.
meta() - Static method in class com.opengamma.strata.report.ReportCalculationResults
The meta-bean for ReportCalculationResults.
meta() - Static method in class com.opengamma.strata.report.ReportRequirements
The meta-bean for ReportRequirements.
meta() - Static method in class com.opengamma.strata.report.trade.TradeReport
The meta-bean for TradeReport.
meta() - Static method in class com.opengamma.strata.report.trade.TradeReportColumn
The meta-bean for TradeReportColumn.
meta() - Static method in class com.opengamma.strata.report.trade.TradeReportTemplate
The meta-bean for TradeReportTemplate.
metaBean() - Method in class com.opengamma.strata.basics.CalculationTargetList
 
metaBean() - Method in class com.opengamma.strata.basics.currency.AdjustablePayment
 
metaBean() - Method in class com.opengamma.strata.basics.currency.CurrencyAmountArray
 
metaBean() - Method in class com.opengamma.strata.basics.currency.FxMatrix
 
metaBean() - Method in class com.opengamma.strata.basics.currency.FxRate
 
metaBean() - Method in class com.opengamma.strata.basics.currency.MultiCurrencyAmount
 
metaBean() - Method in class com.opengamma.strata.basics.currency.MultiCurrencyAmountArray
 
metaBean() - Method in class com.opengamma.strata.basics.currency.Payment
 
metaBean() - Method in class com.opengamma.strata.basics.date.AdjustableDate
 
metaBean() - Method in class com.opengamma.strata.basics.date.BusinessDayAdjustment
 
metaBean() - Method in class com.opengamma.strata.basics.date.DaysAdjustment
 
metaBean() - Method in class com.opengamma.strata.basics.date.ImmutableHolidayCalendar
 
metaBean() - Method in class com.opengamma.strata.basics.date.PeriodAdjustment
 
metaBean() - Method in class com.opengamma.strata.basics.date.TenorAdjustment
 
metaBean() - Method in class com.opengamma.strata.basics.ImmutableReferenceData
 
metaBean() - Method in class com.opengamma.strata.basics.index.FxIndexObservation
 
metaBean() - Method in class com.opengamma.strata.basics.index.IborIndexObservation
 
metaBean() - Method in class com.opengamma.strata.basics.index.ImmutableFloatingRateName
 
metaBean() - Method in class com.opengamma.strata.basics.index.ImmutableFxIndex
 
metaBean() - Method in class com.opengamma.strata.basics.index.ImmutableIborIndex
 
metaBean() - Method in class com.opengamma.strata.basics.index.ImmutableOvernightIndex
 
metaBean() - Method in class com.opengamma.strata.basics.index.ImmutablePriceIndex
 
metaBean() - Method in class com.opengamma.strata.basics.index.OvernightIndexObservation
 
metaBean() - Method in class com.opengamma.strata.basics.index.PriceIndexObservation
 
metaBean() - Method in class com.opengamma.strata.basics.schedule.PeriodicSchedule
 
metaBean() - Method in class com.opengamma.strata.basics.schedule.Schedule
 
metaBean() - Method in class com.opengamma.strata.basics.schedule.SchedulePeriod
 
metaBean() - Method in class com.opengamma.strata.basics.StandardId
 
metaBean() - Method in class com.opengamma.strata.basics.value.ValueAdjustment
 
metaBean() - Method in class com.opengamma.strata.basics.value.ValueDerivatives
 
metaBean() - Method in class com.opengamma.strata.basics.value.ValueSchedule
 
metaBean() - Method in class com.opengamma.strata.basics.value.ValueStep
 
metaBean() - Method in class com.opengamma.strata.basics.value.ValueStepSequence
 
metaBean() - Method in class com.opengamma.strata.calc.CalculationRules
 
metaBean() - Method in class com.opengamma.strata.calc.Column
 
metaBean() - Method in class com.opengamma.strata.calc.ColumnHeader
 
metaBean() - Method in class com.opengamma.strata.calc.ImmutableMeasure
 
metaBean() - Method in class com.opengamma.strata.calc.marketdata.BuiltMarketData
 
metaBean() - Method in class com.opengamma.strata.calc.marketdata.BuiltScenarioMarketData
 
metaBean() - Method in class com.opengamma.strata.calc.marketdata.MarketDataConfig
 
metaBean() - Method in class com.opengamma.strata.calc.marketdata.MarketDataRequirements
 
metaBean() - Method in class com.opengamma.strata.calc.marketdata.PerturbationMapping
 
metaBean() - Method in class com.opengamma.strata.calc.marketdata.ScenarioDefinition
 
metaBean() - Method in class com.opengamma.strata.calc.ReportingCurrency
 
metaBean() - Method in class com.opengamma.strata.calc.Results
 
metaBean() - Method in class com.opengamma.strata.calc.runner.CalculationParameters
 
metaBean() - Method in class com.opengamma.strata.calc.runner.CalculationResult
 
metaBean() - Method in class com.opengamma.strata.calc.runner.CalculationResults
 
metaBean() - Method in class com.opengamma.strata.calc.runner.CalculationTask
 
metaBean() - Method in class com.opengamma.strata.calc.runner.CalculationTaskCell
 
metaBean() - Method in class com.opengamma.strata.calc.runner.CalculationTasks
 
metaBean() - Method in class com.opengamma.strata.calc.runner.FunctionRequirements
 
metaBean() - Method in class com.opengamma.strata.collect.array.DoubleArray
 
metaBean() - Method in class com.opengamma.strata.collect.array.DoubleMatrix
 
metaBean() - Method in class com.opengamma.strata.collect.array.IntArray
 
metaBean() - Method in class com.opengamma.strata.collect.io.XmlElement
 
metaBean() - Method in class com.opengamma.strata.collect.result.Failure
 
metaBean() - Method in class com.opengamma.strata.collect.result.FailureItem
 
metaBean() - Method in class com.opengamma.strata.collect.result.FailureItems
 
metaBean() - Method in class com.opengamma.strata.collect.result.Result
 
metaBean() - Method in class com.opengamma.strata.collect.result.ValueWithFailures
 
metaBean() - Method in class com.opengamma.strata.collect.tuple.DoublesPair
 
metaBean() - Method in class com.opengamma.strata.collect.tuple.IntDoublePair
 
metaBean() - Method in class com.opengamma.strata.collect.tuple.LongDoublePair
 
metaBean() - Method in class com.opengamma.strata.collect.tuple.ObjDoublePair
 
metaBean() - Method in class com.opengamma.strata.collect.tuple.ObjIntPair
 
metaBean() - Method in class com.opengamma.strata.collect.tuple.Pair
 
metaBean() - Method in class com.opengamma.strata.collect.tuple.Triple
 
metaBean() - Method in class com.opengamma.strata.data.FxMatrixId
 
metaBean() - Method in class com.opengamma.strata.data.FxRateId
 
metaBean() - Method in class com.opengamma.strata.data.ImmutableMarketData
 
metaBean() - Method in class com.opengamma.strata.data.MarketDataFxRateProvider
 
metaBean() - Method in class com.opengamma.strata.data.scenario.CurrencyScenarioArray
 
metaBean() - Method in class com.opengamma.strata.data.scenario.DoubleScenarioArray
 
metaBean() - Method in class com.opengamma.strata.data.scenario.FxRateScenarioArray
 
metaBean() - Method in class com.opengamma.strata.data.scenario.ImmutableScenarioMarketData
 
metaBean() - Method in class com.opengamma.strata.data.scenario.MultiCurrencyScenarioArray
 
metaBean() - Method in class com.opengamma.strata.market.amount.CashFlow
 
metaBean() - Method in class com.opengamma.strata.market.amount.CashFlows
 
metaBean() - Method in class com.opengamma.strata.market.amount.LegAmounts
 
metaBean() - Method in class com.opengamma.strata.market.amount.SwapLegAmount
 
metaBean() - Method in class com.opengamma.strata.market.curve.AddFixedCurve
 
metaBean() - Method in class com.opengamma.strata.market.curve.CombinedCurve
 
metaBean() - Method in class com.opengamma.strata.market.curve.ConstantCurve
 
metaBean() - Method in class com.opengamma.strata.market.curve.ConstantNodalCurve
 
metaBean() - Method in class com.opengamma.strata.market.curve.CurveId
 
metaBean() - Method in class com.opengamma.strata.market.curve.CurveNodeDate
 
metaBean() - Method in class com.opengamma.strata.market.curve.CurveNodeDateOrder
 
metaBean() - Method in class com.opengamma.strata.market.curve.CurveParallelShifts
 
metaBean() - Method in class com.opengamma.strata.market.curve.CurveParameterSize
 
metaBean() - Method in class com.opengamma.strata.market.curve.DefaultCurveMetadata
 
metaBean() - Method in class com.opengamma.strata.market.curve.DepositIsdaCreditCurveNode
 
metaBean() - Method in class com.opengamma.strata.market.curve.InflationNodalCurve
 
metaBean() - Method in class com.opengamma.strata.market.curve.InterpolatedNodalCurve
 
metaBean() - Method in class com.opengamma.strata.market.curve.InterpolatedNodalCurveDefinition
 
metaBean() - Method in class com.opengamma.strata.market.curve.IsdaCreditCurveDefinition
 
metaBean() - Method in class com.opengamma.strata.market.curve.IssuerCurveInputsId
 
metaBean() - Method in class com.opengamma.strata.market.curve.JacobianCalibrationMatrix
 
metaBean() - Method in class com.opengamma.strata.market.curve.LegalEntityCurveGroup
 
metaBean() - Method in class com.opengamma.strata.market.curve.LegalEntityCurveGroupId
 
metaBean() - Method in class com.opengamma.strata.market.curve.node.CdsIndexIsdaCreditCurveNode
 
metaBean() - Method in class com.opengamma.strata.market.curve.node.CdsIsdaCreditCurveNode
 
metaBean() - Method in class com.opengamma.strata.market.curve.node.FixedIborSwapCurveNode
 
metaBean() - Method in class com.opengamma.strata.market.curve.node.FixedInflationSwapCurveNode
 
metaBean() - Method in class com.opengamma.strata.market.curve.node.FixedOvernightSwapCurveNode
 
metaBean() - Method in class com.opengamma.strata.market.curve.node.FraCurveNode
 
metaBean() - Method in class com.opengamma.strata.market.curve.node.FxSwapCurveNode
 
metaBean() - Method in class com.opengamma.strata.market.curve.node.IborFixingDepositCurveNode
 
metaBean() - Method in class com.opengamma.strata.market.curve.node.IborFutureCurveNode
 
metaBean() - Method in class com.opengamma.strata.market.curve.node.IborIborSwapCurveNode
 
metaBean() - Method in class com.opengamma.strata.market.curve.node.OvernightIborSwapCurveNode
 
metaBean() - Method in class com.opengamma.strata.market.curve.node.TermDepositCurveNode
 
metaBean() - Method in class com.opengamma.strata.market.curve.node.ThreeLegBasisSwapCurveNode
 
metaBean() - Method in class com.opengamma.strata.market.curve.node.XCcyIborIborSwapCurveNode
 
metaBean() - Method in class com.opengamma.strata.market.curve.ParallelShiftedCurve
 
metaBean() - Method in class com.opengamma.strata.market.curve.ParameterizedFunctionalCurve
 
metaBean() - Method in class com.opengamma.strata.market.curve.ParameterizedFunctionalCurveDefinition
 
metaBean() - Method in class com.opengamma.strata.market.curve.RatesCurveGroup
 
metaBean() - Method in class com.opengamma.strata.market.curve.RatesCurveGroupDefinition
 
metaBean() - Method in class com.opengamma.strata.market.curve.RatesCurveGroupEntry
 
metaBean() - Method in class com.opengamma.strata.market.curve.RatesCurveGroupId
 
metaBean() - Method in class com.opengamma.strata.market.curve.RatesCurveInputs
 
metaBean() - Method in class com.opengamma.strata.market.curve.RatesCurveInputsId
 
metaBean() - Method in class com.opengamma.strata.market.curve.RepoCurveInputsId
 
metaBean() - Method in class com.opengamma.strata.market.curve.SeasonalityDefinition
 
metaBean() - Method in class com.opengamma.strata.market.curve.SimpleCurveParameterMetadata
 
metaBean() - Method in class com.opengamma.strata.market.curve.SwapIsdaCreditCurveNode
 
metaBean() - Method in class com.opengamma.strata.market.explain.ExplainMap
 
metaBean() - Method in class com.opengamma.strata.market.FxRateShifts
 
metaBean() - Method in class com.opengamma.strata.market.GenericDoubleShifts
 
metaBean() - Method in class com.opengamma.strata.market.observable.IndexQuoteId
 
metaBean() - Method in class com.opengamma.strata.market.observable.LegalEntityInformation
 
metaBean() - Method in class com.opengamma.strata.market.observable.LegalEntityInformationId
 
metaBean() - Method in class com.opengamma.strata.market.observable.Quote
 
metaBean() - Method in class com.opengamma.strata.market.observable.QuoteId
 
metaBean() - Method in class com.opengamma.strata.market.observable.QuoteScenarioArray
 
metaBean() - Method in class com.opengamma.strata.market.observable.QuoteScenarioArrayId
 
metaBean() - Method in class com.opengamma.strata.market.option.DeltaStrike
 
metaBean() - Method in class com.opengamma.strata.market.option.LogMoneynessStrike
 
metaBean() - Method in class com.opengamma.strata.market.option.MoneynessStrike
 
metaBean() - Method in class com.opengamma.strata.market.option.SimpleStrike
 
metaBean() - Method in class com.opengamma.strata.market.param.CrossGammaParameterSensitivities
 
metaBean() - Method in class com.opengamma.strata.market.param.CrossGammaParameterSensitivity
 
metaBean() - Method in class com.opengamma.strata.market.param.CurrencyParameterSensitivities
 
metaBean() - Method in class com.opengamma.strata.market.param.CurrencyParameterSensitivity
 
metaBean() - Method in class com.opengamma.strata.market.param.LabelDateParameterMetadata
 
metaBean() - Method in class com.opengamma.strata.market.param.LabelParameterMetadata
 
metaBean() - Method in class com.opengamma.strata.market.param.ParameterSize
 
metaBean() - Method in class com.opengamma.strata.market.param.PointShifts
 
metaBean() - Method in class com.opengamma.strata.market.param.ResolvedTradeParameterMetadata
 
metaBean() - Method in class com.opengamma.strata.market.param.TenorDateParameterMetadata
 
metaBean() - Method in class com.opengamma.strata.market.param.TenorParameterMetadata
 
metaBean() - Method in class com.opengamma.strata.market.param.UnitParameterSensitivities
 
metaBean() - Method in class com.opengamma.strata.market.param.UnitParameterSensitivity
 
metaBean() - Method in class com.opengamma.strata.market.param.YearMonthDateParameterMetadata
 
metaBean() - Method in class com.opengamma.strata.market.sensitivity.PointSensitivities
 
metaBean() - Method in class com.opengamma.strata.market.surface.ConstantSurface
 
metaBean() - Method in class com.opengamma.strata.market.surface.DefaultSurfaceMetadata
 
metaBean() - Method in class com.opengamma.strata.market.surface.DeformedSurface
 
metaBean() - Method in class com.opengamma.strata.market.surface.InterpolatedNodalSurface
 
metaBean() - Method in class com.opengamma.strata.market.surface.interpolator.GridSurfaceInterpolator
 
metaBean() - Method in class com.opengamma.strata.market.surface.SimpleSurfaceParameterMetadata
 
metaBean() - Method in class com.opengamma.strata.measure.calc.TargetTypeCalculationParameter
 
metaBean() - Method in class com.opengamma.strata.measure.calc.TradeCounterpartyCalculationParameter
 
metaBean() - Method in class com.opengamma.strata.measure.cms.CmsSabrExtrapolationParams
 
metaBean() - Method in class com.opengamma.strata.measure.curve.RootFinderConfig
 
metaBean() - Method in class com.opengamma.strata.measure.fx.FxRateConfig
 
metaBean() - Method in class com.opengamma.strata.measure.fxopt.BlackFxOptionInterpolatedNodalSurfaceVolatilitiesSpecification
 
metaBean() - Method in class com.opengamma.strata.measure.fxopt.BlackFxOptionSmileVolatilitiesSpecification
 
metaBean() - Method in class com.opengamma.strata.measure.fxopt.FxOptionVolatilitiesDefinition
 
metaBean() - Method in class com.opengamma.strata.measure.fxopt.FxOptionVolatilitiesNode
 
metaBean() - Method in class com.opengamma.strata.measure.ValuationZoneTimeDefinition
 
metaBean() - Method in class com.opengamma.strata.pricer.bond.BlackBondFutureExpiryLogMoneynessVolatilities
 
metaBean() - Method in class com.opengamma.strata.pricer.bond.BondFutureOptionSensitivity
 
metaBean() - Method in class com.opengamma.strata.pricer.bond.BondFutureVolatilitiesId
 
metaBean() - Method in class com.opengamma.strata.pricer.bond.ImmutableLegalEntityDiscountingProvider
 
metaBean() - Method in class com.opengamma.strata.pricer.bond.IssuerCurveDiscountFactors
 
metaBean() - Method in class com.opengamma.strata.pricer.bond.IssuerCurveZeroRateSensitivity
 
metaBean() - Method in class com.opengamma.strata.pricer.bond.RepoCurveDiscountFactors
 
metaBean() - Method in class com.opengamma.strata.pricer.bond.RepoCurveZeroRateSensitivity
 
metaBean() - Method in class com.opengamma.strata.pricer.capfloor.BlackIborCapletFloorletExpiryStrikeVolatilities
 
metaBean() - Method in class com.opengamma.strata.pricer.capfloor.DirectIborCapletFloorletVolatilityDefinition
 
metaBean() - Method in class com.opengamma.strata.pricer.capfloor.IborCapletFloorletSabrSensitivity
 
metaBean() - Method in class com.opengamma.strata.pricer.capfloor.IborCapletFloorletSensitivity
 
metaBean() - Method in class com.opengamma.strata.pricer.capfloor.IborCapletFloorletVolatilitiesId
 
metaBean() - Method in class com.opengamma.strata.pricer.capfloor.IborCapletFloorletVolatilityCalibrationResult
 
metaBean() - Method in class com.opengamma.strata.pricer.capfloor.NormalIborCapletFloorletExpiryStrikeVolatilities
 
metaBean() - Method in class com.opengamma.strata.pricer.capfloor.SabrIborCapletFloorletVolatilityBootstrapDefinition
 
metaBean() - Method in class com.opengamma.strata.pricer.capfloor.SabrIborCapletFloorletVolatilityCalibrationDefinition
 
metaBean() - Method in class com.opengamma.strata.pricer.capfloor.SabrParametersIborCapletFloorletVolatilities
 
metaBean() - Method in class com.opengamma.strata.pricer.capfloor.ShiftedBlackIborCapletFloorletExpiryStrikeVolatilities
 
metaBean() - Method in class com.opengamma.strata.pricer.capfloor.SurfaceIborCapletFloorletVolatilityBootstrapDefinition
 
metaBean() - Method in class com.opengamma.strata.pricer.common.GenericVolatilitySurfacePeriodParameterMetadata
 
metaBean() - Method in class com.opengamma.strata.pricer.common.GenericVolatilitySurfaceYearFractionParameterMetadata
 
metaBean() - Method in class com.opengamma.strata.pricer.credit.ConstantRecoveryRates
 
metaBean() - Method in class com.opengamma.strata.pricer.credit.CreditCurveZeroRateSensitivity
 
metaBean() - Method in class com.opengamma.strata.pricer.credit.ImmutableCreditRatesProvider
 
metaBean() - Method in class com.opengamma.strata.pricer.credit.IsdaCreditDiscountFactors
 
metaBean() - Method in class com.opengamma.strata.pricer.credit.JumpToDefault
 
metaBean() - Method in class com.opengamma.strata.pricer.credit.LegalEntitySurvivalProbabilities
 
metaBean() - Method in class com.opengamma.strata.pricer.fx.DiscountFxForwardRates
 
metaBean() - Method in class com.opengamma.strata.pricer.fx.ForwardFxIndexRates
 
metaBean() - Method in class com.opengamma.strata.pricer.fx.FxForwardSensitivity
 
metaBean() - Method in class com.opengamma.strata.pricer.fx.FxIndexSensitivity
 
metaBean() - Method in class com.opengamma.strata.pricer.fxopt.BlackFxOptionFlatVolatilities
 
metaBean() - Method in class com.opengamma.strata.pricer.fxopt.BlackFxOptionSmileVolatilities
 
metaBean() - Method in class com.opengamma.strata.pricer.fxopt.BlackFxOptionSurfaceVolatilities
 
metaBean() - Method in class com.opengamma.strata.pricer.fxopt.FxOptionSensitivity
 
metaBean() - Method in class com.opengamma.strata.pricer.fxopt.FxOptionVolatilitiesId
 
metaBean() - Method in class com.opengamma.strata.pricer.fxopt.FxVolatilitySurfaceYearFractionParameterMetadata
 
metaBean() - Method in class com.opengamma.strata.pricer.fxopt.InterpolatedStrikeSmileDeltaTermStructure
 
metaBean() - Method in class com.opengamma.strata.pricer.fxopt.RecombiningTrinomialTreeData
 
metaBean() - Method in class com.opengamma.strata.pricer.fxopt.SmileAndBucketedSensitivities
 
metaBean() - Method in class com.opengamma.strata.pricer.fxopt.SmileDeltaParameters
 
metaBean() - Method in class com.opengamma.strata.pricer.fxopt.VolatilityAndBucketedSensitivities
 
metaBean() - Method in class com.opengamma.strata.pricer.index.IborFutureOptionSensitivity
 
metaBean() - Method in class com.opengamma.strata.pricer.index.IborFutureOptionVolatilitiesId
 
metaBean() - Method in class com.opengamma.strata.pricer.index.NormalIborFutureOptionExpirySimpleMoneynessVolatilities
 
metaBean() - Method in class com.opengamma.strata.pricer.model.HullWhiteOneFactorPiecewiseConstantParameters
 
metaBean() - Method in class com.opengamma.strata.pricer.model.HullWhiteOneFactorPiecewiseConstantParametersProvider
 
metaBean() - Method in class com.opengamma.strata.pricer.model.SabrInterestRateParameters
 
metaBean() - Method in class com.opengamma.strata.pricer.model.SabrParameters
 
metaBean() - Method in class com.opengamma.strata.pricer.option.RawOptionData
 
metaBean() - Method in class com.opengamma.strata.pricer.option.TenorRawOptionData
 
metaBean() - Method in class com.opengamma.strata.pricer.rate.DiscountIborIndexRates
 
metaBean() - Method in class com.opengamma.strata.pricer.rate.DiscountOvernightIndexRates
 
metaBean() - Method in class com.opengamma.strata.pricer.rate.IborRateSensitivity
 
metaBean() - Method in class com.opengamma.strata.pricer.rate.ImmutableRatesProvider
 
metaBean() - Method in class com.opengamma.strata.pricer.rate.InflationRateSensitivity
 
metaBean() - Method in class com.opengamma.strata.pricer.rate.OvernightRateSensitivity
 
metaBean() - Method in class com.opengamma.strata.pricer.rate.SimpleIborIndexRates
 
metaBean() - Method in class com.opengamma.strata.pricer.rate.SimplePriceIndexValues
 
metaBean() - Method in class com.opengamma.strata.pricer.SimpleDiscountFactors
 
metaBean() - Method in class com.opengamma.strata.pricer.swaption.BlackSwaptionExpiryTenorVolatilities
 
metaBean() - Method in class com.opengamma.strata.pricer.swaption.NormalSwaptionExpirySimpleMoneynessVolatilities
 
metaBean() - Method in class com.opengamma.strata.pricer.swaption.NormalSwaptionExpiryStrikeVolatilities
 
metaBean() - Method in class com.opengamma.strata.pricer.swaption.NormalSwaptionExpiryTenorVolatilities
 
metaBean() - Method in class com.opengamma.strata.pricer.swaption.SabrParametersSwaptionVolatilities
 
metaBean() - Method in class com.opengamma.strata.pricer.swaption.SabrSwaptionDefinition
 
metaBean() - Method in class com.opengamma.strata.pricer.swaption.SwaptionSabrSensitivity
 
metaBean() - Method in class com.opengamma.strata.pricer.swaption.SwaptionSensitivity
 
metaBean() - Method in class com.opengamma.strata.pricer.swaption.SwaptionSurfaceExpirySimpleMoneynessParameterMetadata
 
metaBean() - Method in class com.opengamma.strata.pricer.swaption.SwaptionSurfaceExpiryStrikeParameterMetadata
 
metaBean() - Method in class com.opengamma.strata.pricer.swaption.SwaptionSurfaceExpiryTenorParameterMetadata
 
metaBean() - Method in class com.opengamma.strata.pricer.swaption.SwaptionVolatilitiesId
 
metaBean() - Method in class com.opengamma.strata.pricer.ZeroRateDiscountFactors
 
metaBean() - Method in class com.opengamma.strata.pricer.ZeroRatePeriodicDiscountFactors
 
metaBean() - Method in class com.opengamma.strata.pricer.ZeroRateSensitivity
 
metaBean() - Method in class com.opengamma.strata.product.bond.Bill
 
metaBean() - Method in class com.opengamma.strata.product.bond.BillPosition
 
metaBean() - Method in class com.opengamma.strata.product.bond.BillSecurity
 
metaBean() - Method in class com.opengamma.strata.product.bond.BillTrade
 
metaBean() - Method in class com.opengamma.strata.product.bond.BondFuture
 
metaBean() - Method in class com.opengamma.strata.product.bond.BondFutureOption
 
metaBean() - Method in class com.opengamma.strata.product.bond.BondFutureOptionPosition
 
metaBean() - Method in class com.opengamma.strata.product.bond.BondFutureOptionSecurity
 
metaBean() - Method in class com.opengamma.strata.product.bond.BondFutureOptionTrade
 
metaBean() - Method in class com.opengamma.strata.product.bond.BondFuturePosition
 
metaBean() - Method in class com.opengamma.strata.product.bond.BondFutureSecurity
 
metaBean() - Method in class com.opengamma.strata.product.bond.BondFutureTrade
 
metaBean() - Method in class com.opengamma.strata.product.bond.CapitalIndexedBond
 
metaBean() - Method in class com.opengamma.strata.product.bond.CapitalIndexedBondPaymentPeriod
 
metaBean() - Method in class com.opengamma.strata.product.bond.CapitalIndexedBondPosition
 
metaBean() - Method in class com.opengamma.strata.product.bond.CapitalIndexedBondSecurity
 
metaBean() - Method in class com.opengamma.strata.product.bond.CapitalIndexedBondTrade
 
metaBean() - Method in class com.opengamma.strata.product.bond.FixedCouponBond
 
metaBean() - Method in class com.opengamma.strata.product.bond.FixedCouponBondPaymentPeriod
 
metaBean() - Method in class com.opengamma.strata.product.bond.FixedCouponBondPosition
 
metaBean() - Method in class com.opengamma.strata.product.bond.FixedCouponBondSecurity
 
metaBean() - Method in class com.opengamma.strata.product.bond.FixedCouponBondTrade
 
metaBean() - Method in class com.opengamma.strata.product.bond.KnownAmountBondPaymentPeriod
 
metaBean() - Method in class com.opengamma.strata.product.bond.ResolvedBill
 
metaBean() - Method in class com.opengamma.strata.product.bond.ResolvedBillTrade
 
metaBean() - Method in class com.opengamma.strata.product.bond.ResolvedBondFuture
 
metaBean() - Method in class com.opengamma.strata.product.bond.ResolvedBondFutureOption
 
metaBean() - Method in class com.opengamma.strata.product.bond.ResolvedBondFutureOptionTrade
 
metaBean() - Method in class com.opengamma.strata.product.bond.ResolvedBondFutureTrade
 
metaBean() - Method in class com.opengamma.strata.product.bond.ResolvedCapitalIndexedBond
 
metaBean() - Method in class com.opengamma.strata.product.bond.ResolvedCapitalIndexedBondSettlement
 
metaBean() - Method in class com.opengamma.strata.product.bond.ResolvedCapitalIndexedBondTrade
 
metaBean() - Method in class com.opengamma.strata.product.bond.ResolvedFixedCouponBond
 
metaBean() - Method in class com.opengamma.strata.product.bond.ResolvedFixedCouponBondSettlement
 
metaBean() - Method in class com.opengamma.strata.product.bond.ResolvedFixedCouponBondTrade
 
metaBean() - Method in class com.opengamma.strata.product.capfloor.IborCapFloor
 
metaBean() - Method in class com.opengamma.strata.product.capfloor.IborCapFloorLeg
 
metaBean() - Method in class com.opengamma.strata.product.capfloor.IborCapFloorTrade
 
metaBean() - Method in class com.opengamma.strata.product.capfloor.IborCapletFloorletPeriod
 
metaBean() - Method in class com.opengamma.strata.product.capfloor.ResolvedIborCapFloor
 
metaBean() - Method in class com.opengamma.strata.product.capfloor.ResolvedIborCapFloorLeg
 
metaBean() - Method in class com.opengamma.strata.product.capfloor.ResolvedIborCapFloorTrade
 
metaBean() - Method in class com.opengamma.strata.product.cms.Cms
 
metaBean() - Method in class com.opengamma.strata.product.cms.CmsLeg
 
metaBean() - Method in class com.opengamma.strata.product.cms.CmsPeriod
 
metaBean() - Method in class com.opengamma.strata.product.cms.CmsTrade
 
metaBean() - Method in class com.opengamma.strata.product.cms.ResolvedCms
 
metaBean() - Method in class com.opengamma.strata.product.cms.ResolvedCmsLeg
 
metaBean() - Method in class com.opengamma.strata.product.cms.ResolvedCmsTrade
 
metaBean() - Method in class com.opengamma.strata.product.credit.Cds
 
metaBean() - Method in class com.opengamma.strata.product.credit.CdsCalibrationTrade
 
metaBean() - Method in class com.opengamma.strata.product.credit.CdsIndex
 
metaBean() - Method in class com.opengamma.strata.product.credit.CdsIndexCalibrationTrade
 
metaBean() - Method in class com.opengamma.strata.product.credit.CdsIndexTrade
 
metaBean() - Method in class com.opengamma.strata.product.credit.CdsQuote
 
metaBean() - Method in class com.opengamma.strata.product.credit.CdsTrade
 
metaBean() - Method in class com.opengamma.strata.product.credit.CreditCouponPaymentPeriod
 
metaBean() - Method in class com.opengamma.strata.product.credit.ResolvedCds
 
metaBean() - Method in class com.opengamma.strata.product.credit.ResolvedCdsIndex
 
metaBean() - Method in class com.opengamma.strata.product.credit.ResolvedCdsIndexTrade
 
metaBean() - Method in class com.opengamma.strata.product.credit.ResolvedCdsTrade
 
metaBean() - Method in class com.opengamma.strata.product.credit.type.DatesCdsTemplate
 
metaBean() - Method in class com.opengamma.strata.product.credit.type.ImmutableCdsConvention
 
metaBean() - Method in class com.opengamma.strata.product.credit.type.TenorCdsTemplate
 
metaBean() - Method in class com.opengamma.strata.product.deposit.IborFixingDeposit
 
metaBean() - Method in class com.opengamma.strata.product.deposit.IborFixingDepositTrade
 
metaBean() - Method in class com.opengamma.strata.product.deposit.ResolvedIborFixingDeposit
 
metaBean() - Method in class com.opengamma.strata.product.deposit.ResolvedIborFixingDepositTrade
 
metaBean() - Method in class com.opengamma.strata.product.deposit.ResolvedTermDeposit
 
metaBean() - Method in class com.opengamma.strata.product.deposit.ResolvedTermDepositTrade
 
metaBean() - Method in class com.opengamma.strata.product.deposit.TermDeposit
 
metaBean() - Method in class com.opengamma.strata.product.deposit.TermDepositTrade
 
metaBean() - Method in class com.opengamma.strata.product.deposit.type.IborFixingDepositTemplate
 
metaBean() - Method in class com.opengamma.strata.product.deposit.type.ImmutableIborFixingDepositConvention
 
metaBean() - Method in class com.opengamma.strata.product.deposit.type.ImmutableTermDepositConvention
 
metaBean() - Method in class com.opengamma.strata.product.deposit.type.TermDepositTemplate
 
metaBean() - Method in class com.opengamma.strata.product.dsf.Dsf
 
metaBean() - Method in class com.opengamma.strata.product.dsf.DsfPosition
 
metaBean() - Method in class com.opengamma.strata.product.dsf.DsfSecurity
 
metaBean() - Method in class com.opengamma.strata.product.dsf.DsfTrade
 
metaBean() - Method in class com.opengamma.strata.product.dsf.ResolvedDsf
 
metaBean() - Method in class com.opengamma.strata.product.dsf.ResolvedDsfTrade
 
metaBean() - Method in class com.opengamma.strata.product.etd.EtdContractSpec
 
metaBean() - Method in class com.opengamma.strata.product.etd.EtdFuturePosition
 
metaBean() - Method in class com.opengamma.strata.product.etd.EtdFutureSecurity
 
metaBean() - Method in class com.opengamma.strata.product.etd.EtdFutureTrade
 
metaBean() - Method in class com.opengamma.strata.product.etd.EtdOptionPosition
 
metaBean() - Method in class com.opengamma.strata.product.etd.EtdOptionSecurity
 
metaBean() - Method in class com.opengamma.strata.product.etd.EtdOptionTrade
 
metaBean() - Method in class com.opengamma.strata.product.etd.EtdVariant
 
metaBean() - Method in class com.opengamma.strata.product.fra.Fra
 
metaBean() - Method in class com.opengamma.strata.product.fra.FraTrade
 
metaBean() - Method in class com.opengamma.strata.product.fra.ResolvedFra
 
metaBean() - Method in class com.opengamma.strata.product.fra.ResolvedFraTrade
 
metaBean() - Method in class com.opengamma.strata.product.fra.type.FraTemplate
 
metaBean() - Method in class com.opengamma.strata.product.fra.type.ImmutableFraConvention
 
metaBean() - Method in class com.opengamma.strata.product.fx.FxNdf
 
metaBean() - Method in class com.opengamma.strata.product.fx.FxNdfTrade
 
metaBean() - Method in class com.opengamma.strata.product.fx.FxSingle
 
metaBean() - Method in class com.opengamma.strata.product.fx.FxSingleTrade
 
metaBean() - Method in class com.opengamma.strata.product.fx.FxSwap
 
metaBean() - Method in class com.opengamma.strata.product.fx.FxSwapTrade
 
metaBean() - Method in class com.opengamma.strata.product.fx.ResolvedFxNdf
 
metaBean() - Method in class com.opengamma.strata.product.fx.ResolvedFxNdfTrade
 
metaBean() - Method in class com.opengamma.strata.product.fx.ResolvedFxSingle
 
metaBean() - Method in class com.opengamma.strata.product.fx.ResolvedFxSingleTrade
 
metaBean() - Method in class com.opengamma.strata.product.fx.ResolvedFxSwap
 
metaBean() - Method in class com.opengamma.strata.product.fx.ResolvedFxSwapTrade
 
metaBean() - Method in class com.opengamma.strata.product.fx.type.FxSwapTemplate
 
metaBean() - Method in class com.opengamma.strata.product.fx.type.ImmutableFxSwapConvention
 
metaBean() - Method in class com.opengamma.strata.product.fxopt.FxSingleBarrierOption
 
metaBean() - Method in class com.opengamma.strata.product.fxopt.FxSingleBarrierOptionTrade
 
metaBean() - Method in class com.opengamma.strata.product.fxopt.FxVanillaOption
 
metaBean() - Method in class com.opengamma.strata.product.fxopt.FxVanillaOptionTrade
 
metaBean() - Method in class com.opengamma.strata.product.fxopt.ResolvedFxSingleBarrierOption
 
metaBean() - Method in class com.opengamma.strata.product.fxopt.ResolvedFxSingleBarrierOptionTrade
 
metaBean() - Method in class com.opengamma.strata.product.fxopt.ResolvedFxVanillaOption
 
metaBean() - Method in class com.opengamma.strata.product.fxopt.ResolvedFxVanillaOptionTrade
 
metaBean() - Method in class com.opengamma.strata.product.GenericSecurity
 
metaBean() - Method in class com.opengamma.strata.product.GenericSecurityPosition
 
metaBean() - Method in class com.opengamma.strata.product.GenericSecurityTrade
 
metaBean() - Method in class com.opengamma.strata.product.index.IborFuture
 
metaBean() - Method in class com.opengamma.strata.product.index.IborFutureOption
 
metaBean() - Method in class com.opengamma.strata.product.index.IborFutureOptionPosition
 
metaBean() - Method in class com.opengamma.strata.product.index.IborFutureOptionSecurity
 
metaBean() - Method in class com.opengamma.strata.product.index.IborFutureOptionTrade
 
metaBean() - Method in class com.opengamma.strata.product.index.IborFuturePosition
 
metaBean() - Method in class com.opengamma.strata.product.index.IborFutureSecurity
 
metaBean() - Method in class com.opengamma.strata.product.index.IborFutureTrade
 
metaBean() - Method in class com.opengamma.strata.product.index.OvernightFuture
 
metaBean() - Method in class com.opengamma.strata.product.index.OvernightFuturePosition
 
metaBean() - Method in class com.opengamma.strata.product.index.OvernightFutureSecurity
 
metaBean() - Method in class com.opengamma.strata.product.index.OvernightFutureTrade
 
metaBean() - Method in class com.opengamma.strata.product.index.ResolvedIborFuture
 
metaBean() - Method in class com.opengamma.strata.product.index.ResolvedIborFutureOption
 
metaBean() - Method in class com.opengamma.strata.product.index.ResolvedIborFutureOptionTrade
 
metaBean() - Method in class com.opengamma.strata.product.index.ResolvedIborFutureTrade
 
metaBean() - Method in class com.opengamma.strata.product.index.ResolvedOvernightFuture
 
metaBean() - Method in class com.opengamma.strata.product.index.ResolvedOvernightFutureTrade
 
metaBean() - Method in class com.opengamma.strata.product.index.type.ImmutableIborFutureConvention
 
metaBean() - Method in class com.opengamma.strata.product.option.SimpleConstantContinuousBarrier
 
metaBean() - Method in class com.opengamma.strata.product.payment.BulletPayment
 
metaBean() - Method in class com.opengamma.strata.product.payment.BulletPaymentTrade
 
metaBean() - Method in class com.opengamma.strata.product.payment.ResolvedBulletPayment
 
metaBean() - Method in class com.opengamma.strata.product.payment.ResolvedBulletPaymentTrade
 
metaBean() - Method in class com.opengamma.strata.product.PortfolioItemSummary
 
metaBean() - Method in class com.opengamma.strata.product.PositionInfo
 
metaBean() - Method in class com.opengamma.strata.product.rate.FixedRateComputation
 
metaBean() - Method in class com.opengamma.strata.product.rate.IborAveragedFixing
 
metaBean() - Method in class com.opengamma.strata.product.rate.IborAveragedRateComputation
 
metaBean() - Method in class com.opengamma.strata.product.rate.IborInterpolatedRateComputation
 
metaBean() - Method in class com.opengamma.strata.product.rate.IborRateComputation
 
metaBean() - Method in class com.opengamma.strata.product.rate.InflationEndInterpolatedRateComputation
 
metaBean() - Method in class com.opengamma.strata.product.rate.InflationEndMonthRateComputation
 
metaBean() - Method in class com.opengamma.strata.product.rate.InflationInterpolatedRateComputation
 
metaBean() - Method in class com.opengamma.strata.product.rate.InflationMonthlyRateComputation
 
metaBean() - Method in class com.opengamma.strata.product.rate.OvernightAveragedDailyRateComputation
 
metaBean() - Method in class com.opengamma.strata.product.rate.OvernightAveragedRateComputation
 
metaBean() - Method in class com.opengamma.strata.product.rate.OvernightCompoundedRateComputation
 
metaBean() - Method in class com.opengamma.strata.product.SecurityInfo
 
metaBean() - Method in class com.opengamma.strata.product.SecurityPosition
 
metaBean() - Method in class com.opengamma.strata.product.SecurityPriceInfo
 
metaBean() - Method in class com.opengamma.strata.product.SecurityTrade
 
metaBean() - Method in class com.opengamma.strata.product.swap.FixedRateCalculation
 
metaBean() - Method in class com.opengamma.strata.product.swap.FixedRateStubCalculation
 
metaBean() - Method in class com.opengamma.strata.product.swap.FxReset
 
metaBean() - Method in class com.opengamma.strata.product.swap.FxResetCalculation
 
metaBean() - Method in class com.opengamma.strata.product.swap.FxResetNotionalExchange
 
metaBean() - Method in class com.opengamma.strata.product.swap.IborRateCalculation
 
metaBean() - Method in class com.opengamma.strata.product.swap.IborRateStubCalculation
 
metaBean() - Method in class com.opengamma.strata.product.swap.ImmutableSwapIndex
 
metaBean() - Method in class com.opengamma.strata.product.swap.InflationRateCalculation
 
metaBean() - Method in class com.opengamma.strata.product.swap.KnownAmountNotionalSwapPaymentPeriod
 
metaBean() - Method in class com.opengamma.strata.product.swap.KnownAmountSwapLeg
 
metaBean() - Method in class com.opengamma.strata.product.swap.KnownAmountSwapPaymentPeriod
 
metaBean() - Method in class com.opengamma.strata.product.swap.NotionalExchange
 
metaBean() - Method in class com.opengamma.strata.product.swap.NotionalSchedule
 
metaBean() - Method in class com.opengamma.strata.product.swap.OvernightRateCalculation
 
metaBean() - Method in class com.opengamma.strata.product.swap.PaymentSchedule
 
metaBean() - Method in class com.opengamma.strata.product.swap.RateAccrualPeriod
 
metaBean() - Method in class com.opengamma.strata.product.swap.RateCalculationSwapLeg
 
metaBean() - Method in class com.opengamma.strata.product.swap.RatePaymentPeriod
 
metaBean() - Method in class com.opengamma.strata.product.swap.RatePeriodSwapLeg
 
metaBean() - Method in class com.opengamma.strata.product.swap.ResetSchedule
 
metaBean() - Method in class com.opengamma.strata.product.swap.ResolvedSwap
 
metaBean() - Method in class com.opengamma.strata.product.swap.ResolvedSwapLeg
 
metaBean() - Method in class com.opengamma.strata.product.swap.ResolvedSwapTrade
 
metaBean() - Method in class com.opengamma.strata.product.swap.Swap
 
metaBean() - Method in class com.opengamma.strata.product.swap.SwapTrade
 
metaBean() - Method in class com.opengamma.strata.product.swap.type.FixedIborSwapTemplate
 
metaBean() - Method in class com.opengamma.strata.product.swap.type.FixedInflationSwapTemplate
 
metaBean() - Method in class com.opengamma.strata.product.swap.type.FixedOvernightSwapTemplate
 
metaBean() - Method in class com.opengamma.strata.product.swap.type.FixedRateSwapLegConvention
 
metaBean() - Method in class com.opengamma.strata.product.swap.type.IborIborSwapTemplate
 
metaBean() - Method in class com.opengamma.strata.product.swap.type.IborRateSwapLegConvention
 
metaBean() - Method in class com.opengamma.strata.product.swap.type.ImmutableFixedIborSwapConvention
 
metaBean() - Method in class com.opengamma.strata.product.swap.type.ImmutableFixedInflationSwapConvention
 
metaBean() - Method in class com.opengamma.strata.product.swap.type.ImmutableFixedOvernightSwapConvention
 
metaBean() - Method in class com.opengamma.strata.product.swap.type.ImmutableIborIborSwapConvention
 
metaBean() - Method in class com.opengamma.strata.product.swap.type.ImmutableOvernightIborSwapConvention
 
metaBean() - Method in class com.opengamma.strata.product.swap.type.ImmutableThreeLegBasisSwapConvention
 
metaBean() - Method in class com.opengamma.strata.product.swap.type.ImmutableXCcyIborIborSwapConvention
 
metaBean() - Method in class com.opengamma.strata.product.swap.type.InflationRateSwapLegConvention
 
metaBean() - Method in class com.opengamma.strata.product.swap.type.OvernightIborSwapTemplate
 
metaBean() - Method in class com.opengamma.strata.product.swap.type.OvernightRateSwapLegConvention
 
metaBean() - Method in class com.opengamma.strata.product.swap.type.ThreeLegBasisSwapTemplate
 
metaBean() - Method in class com.opengamma.strata.product.swap.type.XCcyIborIborSwapTemplate
 
metaBean() - Method in class com.opengamma.strata.product.swaption.CashSwaptionSettlement
 
metaBean() - Method in class com.opengamma.strata.product.swaption.PhysicalSwaptionSettlement
 
metaBean() - Method in class com.opengamma.strata.product.swaption.ResolvedSwaption
 
metaBean() - Method in class com.opengamma.strata.product.swaption.ResolvedSwaptionTrade
 
metaBean() - Method in class com.opengamma.strata.product.swaption.Swaption
 
metaBean() - Method in class com.opengamma.strata.product.swaption.SwaptionTrade
 
metaBean() - Method in class com.opengamma.strata.product.TradedPrice
 
metaBean() - Method in class com.opengamma.strata.product.TradeInfo
 
metaBean() - Method in class com.opengamma.strata.report.cashflow.CashFlowReport
 
metaBean() - Method in class com.opengamma.strata.report.framework.format.FormatSettings
 
metaBean() - Method in class com.opengamma.strata.report.ReportCalculationResults
 
metaBean() - Method in class com.opengamma.strata.report.ReportRequirements
 
metaBean() - Method in class com.opengamma.strata.report.trade.TradeReport
 
metaBean() - Method in class com.opengamma.strata.report.trade.TradeReportColumn
 
metaBean() - Method in class com.opengamma.strata.report.trade.TradeReportTemplate
 
metadata() - Method in class com.opengamma.strata.market.curve.CombinedCurve.Meta
The meta-property for the metadata property.
metadata() - Method in class com.opengamma.strata.market.curve.ConstantCurve.Meta
The meta-property for the metadata property.
metadata(CurveMetadata) - Method in class com.opengamma.strata.market.curve.ConstantNodalCurve.Builder
Sets the curve metadata.
metadata() - Method in class com.opengamma.strata.market.curve.ConstantNodalCurve.Meta
The meta-property for the metadata property.
metadata(LocalDate, ReferenceData) - Method in interface com.opengamma.strata.market.curve.CurveDefinition
Creates the curve metadata.
metadata(LocalDate, ReferenceData) - Method in interface com.opengamma.strata.market.curve.CurveNode
Returns metadata for the node.
metadata(LocalDate) - Method in class com.opengamma.strata.market.curve.DepositIsdaCreditCurveNode
 
metadata(CurveMetadata) - Method in class com.opengamma.strata.market.curve.InterpolatedNodalCurve.Builder
Sets the curve metadata.
metadata() - Method in class com.opengamma.strata.market.curve.InterpolatedNodalCurve.Meta
The meta-property for the metadata property.
metadata(LocalDate, ReferenceData) - Method in class com.opengamma.strata.market.curve.InterpolatedNodalCurveDefinition
 
metadata(LocalDate) - Method in interface com.opengamma.strata.market.curve.IsdaCreditCurveNode
Returns metadata for the node from the node date.
metadata(LocalDate) - Method in class com.opengamma.strata.market.curve.node.CdsIndexIsdaCreditCurveNode
 
metadata(LocalDate) - Method in class com.opengamma.strata.market.curve.node.CdsIsdaCreditCurveNode
 
metadata(LocalDate, ReferenceData) - Method in class com.opengamma.strata.market.curve.node.FixedIborSwapCurveNode
 
metadata(LocalDate, ReferenceData) - Method in class com.opengamma.strata.market.curve.node.FixedInflationSwapCurveNode
 
metadata(LocalDate, ReferenceData) - Method in class com.opengamma.strata.market.curve.node.FixedOvernightSwapCurveNode
 
metadata(LocalDate, ReferenceData) - Method in class com.opengamma.strata.market.curve.node.FraCurveNode
 
metadata(LocalDate, ReferenceData) - Method in class com.opengamma.strata.market.curve.node.FxSwapCurveNode
 
metadata(LocalDate, ReferenceData) - Method in class com.opengamma.strata.market.curve.node.IborFixingDepositCurveNode
 
metadata(LocalDate, ReferenceData) - Method in class com.opengamma.strata.market.curve.node.IborFutureCurveNode
 
metadata(LocalDate, ReferenceData) - Method in class com.opengamma.strata.market.curve.node.IborIborSwapCurveNode
 
metadata(LocalDate, ReferenceData) - Method in class com.opengamma.strata.market.curve.node.OvernightIborSwapCurveNode
 
metadata(LocalDate, ReferenceData) - Method in class com.opengamma.strata.market.curve.node.TermDepositCurveNode
 
metadata(LocalDate, ReferenceData) - Method in class com.opengamma.strata.market.curve.node.ThreeLegBasisSwapCurveNode
 
metadata(LocalDate, ReferenceData) - Method in class com.opengamma.strata.market.curve.node.XCcyIborIborSwapCurveNode
 
metadata(CurveMetadata) - Method in class com.opengamma.strata.market.curve.ParameterizedFunctionalCurve.Builder
Sets the curve metadata.
metadata() - Method in class com.opengamma.strata.market.curve.ParameterizedFunctionalCurve.Meta
The meta-property for the metadata property.
metadata(LocalDate, ReferenceData) - Method in class com.opengamma.strata.market.curve.ParameterizedFunctionalCurveDefinition
 
metadata(LocalDate, ReferenceData) - Method in class com.opengamma.strata.market.curve.RatesCurveGroupDefinition
Creates the curve metadata for each definition.
metadata(LocalDate) - Method in class com.opengamma.strata.market.curve.SwapIsdaCreditCurveNode
 
metadata() - Method in class com.opengamma.strata.market.surface.ConstantSurface.Meta
The meta-property for the metadata property.
metadata(SurfaceMetadata) - Method in class com.opengamma.strata.market.surface.DeformedSurface.Builder
Sets the surface metadata.
metadata() - Method in class com.opengamma.strata.market.surface.DeformedSurface.Meta
The meta-property for the metadata property.
metadata(SurfaceMetadata) - Method in class com.opengamma.strata.market.surface.InterpolatedNodalSurface.Builder
Sets the surface metadata.
metadata() - Method in class com.opengamma.strata.market.surface.InterpolatedNodalSurface.Meta
The meta-property for the metadata property.
metaFormatSettings(Class<R>) - Static method in class com.opengamma.strata.report.framework.format.FormatSettings
The meta-bean for FormatSettings.
metaObjDoublePair(Class<R>) - Static method in class com.opengamma.strata.collect.tuple.ObjDoublePair
The meta-bean for ObjDoublePair.
metaObjIntPair(Class<R>) - Static method in class com.opengamma.strata.collect.tuple.ObjIntPair
The meta-bean for ObjIntPair.
metaPair(Class<R>, Class<S>) - Static method in class com.opengamma.strata.collect.tuple.Pair
The meta-bean for Pair.
metaPerturbationMapping(Class<R>) - Static method in class com.opengamma.strata.calc.marketdata.PerturbationMapping
The meta-bean for PerturbationMapping.
metaPropertyGet(String) - Method in class com.opengamma.strata.basics.currency.AdjustablePayment.Meta
 
metaPropertyGet(String) - Method in class com.opengamma.strata.basics.currency.CurrencyAmountArray.Meta
 
metaPropertyGet(String) - Method in class com.opengamma.strata.basics.currency.FxMatrix.Meta
 
metaPropertyGet(String) - Method in class com.opengamma.strata.basics.currency.FxRate.Meta
 
metaPropertyGet(String) - Method in class com.opengamma.strata.basics.currency.MultiCurrencyAmount.Meta
 
metaPropertyGet(String) - Method in class com.opengamma.strata.basics.currency.MultiCurrencyAmountArray.Meta
 
metaPropertyGet(String) - Method in class com.opengamma.strata.basics.currency.Payment.Meta
 
metaPropertyGet(String) - Method in class com.opengamma.strata.basics.date.AdjustableDate.Meta
 
metaPropertyGet(String) - Method in class com.opengamma.strata.basics.date.BusinessDayAdjustment.Meta
 
metaPropertyGet(String) - Method in class com.opengamma.strata.basics.date.DaysAdjustment.Meta
 
metaPropertyGet(String) - Method in class com.opengamma.strata.basics.date.ImmutableHolidayCalendar.Meta
 
metaPropertyGet(String) - Method in class com.opengamma.strata.basics.date.PeriodAdjustment.Meta
 
metaPropertyGet(String) - Method in class com.opengamma.strata.basics.date.TenorAdjustment.Meta
 
metaPropertyGet(String) - Method in class com.opengamma.strata.basics.ImmutableReferenceData.Meta
 
metaPropertyGet(String) - Method in class com.opengamma.strata.basics.index.FxIndexObservation.Meta
 
metaPropertyGet(String) - Method in class com.opengamma.strata.basics.index.IborIndexObservation.Meta
 
metaPropertyGet(String) - Method in class com.opengamma.strata.basics.index.ImmutableFloatingRateName.Meta
 
metaPropertyGet(String) - Method in class com.opengamma.strata.basics.index.ImmutableFxIndex.Meta
 
metaPropertyGet(String) - Method in class com.opengamma.strata.basics.index.ImmutableIborIndex.Meta
 
metaPropertyGet(String) - Method in class com.opengamma.strata.basics.index.ImmutableOvernightIndex.Meta
 
metaPropertyGet(String) - Method in class com.opengamma.strata.basics.index.ImmutablePriceIndex.Meta
 
metaPropertyGet(String) - Method in class com.opengamma.strata.basics.index.OvernightIndexObservation.Meta
 
metaPropertyGet(String) - Method in class com.opengamma.strata.basics.index.PriceIndexObservation.Meta
 
metaPropertyGet(String) - Method in class com.opengamma.strata.basics.schedule.PeriodicSchedule.Meta
 
metaPropertyGet(String) - Method in class com.opengamma.strata.basics.schedule.Schedule.Meta
 
metaPropertyGet(String) - Method in class com.opengamma.strata.basics.schedule.SchedulePeriod.Meta
 
metaPropertyGet(String) - Method in class com.opengamma.strata.basics.StandardId.Meta
 
metaPropertyGet(String) - Method in class com.opengamma.strata.basics.value.ValueAdjustment.Meta
 
metaPropertyGet(String) - Method in class com.opengamma.strata.basics.value.ValueSchedule.Meta
 
metaPropertyGet(String) - Method in class com.opengamma.strata.basics.value.ValueStep.Meta
 
metaPropertyGet(String) - Method in class com.opengamma.strata.basics.value.ValueStepSequence.Meta
 
metaPropertyGet(String) - Method in class com.opengamma.strata.calc.CalculationRules.Meta
 
metaPropertyGet(String) - Method in class com.opengamma.strata.calc.Column.Meta
 
metaPropertyGet(String) - Method in class com.opengamma.strata.calc.ColumnHeader.Meta
 
metaPropertyGet(String) - Method in class com.opengamma.strata.calc.ImmutableMeasure.Meta
 
metaPropertyGet(String) - Method in class com.opengamma.strata.calc.marketdata.BuiltMarketData.Meta
 
metaPropertyGet(String) - Method in class com.opengamma.strata.calc.marketdata.BuiltScenarioMarketData.Meta
 
metaPropertyGet(String) - Method in class com.opengamma.strata.calc.marketdata.MarketDataConfig.Meta
 
metaPropertyGet(String) - Method in class com.opengamma.strata.calc.marketdata.MarketDataRequirements.Meta
 
metaPropertyGet(String) - Method in class com.opengamma.strata.calc.marketdata.PerturbationMapping.Meta
 
metaPropertyGet(String) - Method in class com.opengamma.strata.calc.marketdata.ScenarioDefinition.Meta
 
metaPropertyGet(String) - Method in class com.opengamma.strata.calc.ReportingCurrency.Meta
 
metaPropertyGet(String) - Method in class com.opengamma.strata.calc.Results.Meta
 
metaPropertyGet(String) - Method in class com.opengamma.strata.calc.runner.FunctionRequirements.Meta
 
metaPropertyGet(String) - Method in class com.opengamma.strata.collect.array.DoubleMatrix.Meta
 
metaPropertyGet(String) - Method in class com.opengamma.strata.collect.result.Failure.Meta
 
metaPropertyGet(String) - Method in class com.opengamma.strata.collect.result.FailureItem.Meta
 
metaPropertyGet(String) - Method in class com.opengamma.strata.collect.result.FailureItems.Meta
 
metaPropertyGet(String) - Method in class com.opengamma.strata.collect.result.Result.Meta
 
metaPropertyGet(String) - Method in class com.opengamma.strata.collect.result.ValueWithFailures.Meta
 
metaPropertyGet(String) - Method in class com.opengamma.strata.collect.tuple.DoublesPair.Meta
 
metaPropertyGet(String) - Method in class com.opengamma.strata.collect.tuple.IntDoublePair.Meta
 
metaPropertyGet(String) - Method in class com.opengamma.strata.collect.tuple.LongDoublePair.Meta
 
metaPropertyGet(String) - Method in class com.opengamma.strata.collect.tuple.ObjDoublePair.Meta
 
metaPropertyGet(String) - Method in class com.opengamma.strata.collect.tuple.ObjIntPair.Meta
 
metaPropertyGet(String) - Method in class com.opengamma.strata.collect.tuple.Pair.Meta
 
metaPropertyGet(String) - Method in class com.opengamma.strata.collect.tuple.Triple.Meta
 
metaPropertyGet(String) - Method in class com.opengamma.strata.data.ImmutableMarketData.Meta
 
metaPropertyGet(String) - Method in class com.opengamma.strata.data.scenario.CurrencyScenarioArray.Meta
 
metaPropertyGet(String) - Method in class com.opengamma.strata.data.scenario.DoubleScenarioArray.Meta
 
metaPropertyGet(String) - Method in class com.opengamma.strata.data.scenario.FxRateScenarioArray.Meta
 
metaPropertyGet(String) - Method in class com.opengamma.strata.data.scenario.ImmutableScenarioMarketData.Meta
 
metaPropertyGet(String) - Method in class com.opengamma.strata.data.scenario.MultiCurrencyScenarioArray.Meta
 
metaPropertyGet(String) - Method in class com.opengamma.strata.market.amount.CashFlow.Meta
 
metaPropertyGet(String) - Method in class com.opengamma.strata.market.amount.CashFlows.Meta
 
metaPropertyGet(String) - Method in class com.opengamma.strata.market.amount.LegAmounts.Meta
 
metaPropertyGet(String) - Method in class com.opengamma.strata.market.amount.SwapLegAmount.Meta
 
metaPropertyGet(String) - Method in class com.opengamma.strata.market.curve.AddFixedCurve.Meta
 
metaPropertyGet(String) - Method in class com.opengamma.strata.market.curve.CombinedCurve.Meta
 
metaPropertyGet(String) - Method in class com.opengamma.strata.market.curve.ConstantCurve.Meta
 
metaPropertyGet(String) - Method in class com.opengamma.strata.market.curve.ConstantNodalCurve.Meta
 
metaPropertyGet(String) - Method in class com.opengamma.strata.market.curve.CurveNodeDate.Meta
 
metaPropertyGet(String) - Method in class com.opengamma.strata.market.curve.CurveNodeDateOrder.Meta
 
metaPropertyGet(String) - Method in class com.opengamma.strata.market.curve.CurveParallelShifts.Meta
 
metaPropertyGet(String) - Method in class com.opengamma.strata.market.curve.CurveParameterSize.Meta
 
metaPropertyGet(String) - Method in class com.opengamma.strata.market.curve.DefaultCurveMetadata.Meta
 
metaPropertyGet(String) - Method in class com.opengamma.strata.market.curve.DepositIsdaCreditCurveNode.Meta
 
metaPropertyGet(String) - Method in class com.opengamma.strata.market.curve.InflationNodalCurve.Meta
 
metaPropertyGet(String) - Method in class com.opengamma.strata.market.curve.InterpolatedNodalCurve.Meta
 
metaPropertyGet(String) - Method in class com.opengamma.strata.market.curve.InterpolatedNodalCurveDefinition.Meta
 
metaPropertyGet(String) - Method in class com.opengamma.strata.market.curve.IsdaCreditCurveDefinition.Meta
 
metaPropertyGet(String) - Method in class com.opengamma.strata.market.curve.JacobianCalibrationMatrix.Meta
 
metaPropertyGet(String) - Method in class com.opengamma.strata.market.curve.LegalEntityCurveGroup.Meta
 
metaPropertyGet(String) - Method in class com.opengamma.strata.market.curve.node.CdsIndexIsdaCreditCurveNode.Meta
 
metaPropertyGet(String) - Method in class com.opengamma.strata.market.curve.node.CdsIsdaCreditCurveNode.Meta
 
metaPropertyGet(String) - Method in class com.opengamma.strata.market.curve.node.FixedIborSwapCurveNode.Meta
 
metaPropertyGet(String) - Method in class com.opengamma.strata.market.curve.node.FixedInflationSwapCurveNode.Meta
 
metaPropertyGet(String) - Method in class com.opengamma.strata.market.curve.node.FixedOvernightSwapCurveNode.Meta
 
metaPropertyGet(String) - Method in class com.opengamma.strata.market.curve.node.FraCurveNode.Meta
 
metaPropertyGet(String) - Method in class com.opengamma.strata.market.curve.node.FxSwapCurveNode.Meta
 
metaPropertyGet(String) - Method in class com.opengamma.strata.market.curve.node.IborFixingDepositCurveNode.Meta
 
metaPropertyGet(String) - Method in class com.opengamma.strata.market.curve.node.IborFutureCurveNode.Meta
 
metaPropertyGet(String) - Method in class com.opengamma.strata.market.curve.node.IborIborSwapCurveNode.Meta
 
metaPropertyGet(String) - Method in class com.opengamma.strata.market.curve.node.OvernightIborSwapCurveNode.Meta
 
metaPropertyGet(String) - Method in class com.opengamma.strata.market.curve.node.TermDepositCurveNode.Meta
 
metaPropertyGet(String) - Method in class com.opengamma.strata.market.curve.node.ThreeLegBasisSwapCurveNode.Meta
 
metaPropertyGet(String) - Method in class com.opengamma.strata.market.curve.node.XCcyIborIborSwapCurveNode.Meta
 
metaPropertyGet(String) - Method in class com.opengamma.strata.market.curve.ParallelShiftedCurve.Meta
 
metaPropertyGet(String) - Method in class com.opengamma.strata.market.curve.ParameterizedFunctionalCurve.Meta
 
metaPropertyGet(String) - Method in class com.opengamma.strata.market.curve.ParameterizedFunctionalCurveDefinition.Meta
 
metaPropertyGet(String) - Method in class com.opengamma.strata.market.curve.RatesCurveGroup.Meta
 
metaPropertyGet(String) - Method in class com.opengamma.strata.market.curve.RatesCurveGroupDefinition.Meta
 
metaPropertyGet(String) - Method in class com.opengamma.strata.market.curve.RatesCurveGroupEntry.Meta
 
metaPropertyGet(String) - Method in class com.opengamma.strata.market.curve.RatesCurveInputs.Meta
 
metaPropertyGet(String) - Method in class com.opengamma.strata.market.curve.SeasonalityDefinition.Meta
 
metaPropertyGet(String) - Method in class com.opengamma.strata.market.curve.SimpleCurveParameterMetadata.Meta
 
metaPropertyGet(String) - Method in class com.opengamma.strata.market.curve.SwapIsdaCreditCurveNode.Meta
 
metaPropertyGet(String) - Method in class com.opengamma.strata.market.explain.ExplainMap.Meta
 
metaPropertyGet(String) - Method in class com.opengamma.strata.market.FxRateShifts.Meta
 
metaPropertyGet(String) - Method in class com.opengamma.strata.market.GenericDoubleShifts.Meta
 
metaPropertyGet(String) - Method in class com.opengamma.strata.market.observable.LegalEntityInformation.Meta
 
metaPropertyGet(String) - Method in class com.opengamma.strata.market.observable.Quote.Meta
 
metaPropertyGet(String) - Method in class com.opengamma.strata.market.observable.QuoteScenarioArray.Meta
 
metaPropertyGet(String) - Method in class com.opengamma.strata.market.observable.QuoteScenarioArrayId.Meta
 
metaPropertyGet(String) - Method in class com.opengamma.strata.market.option.DeltaStrike.Meta
 
metaPropertyGet(String) - Method in class com.opengamma.strata.market.option.LogMoneynessStrike.Meta
 
metaPropertyGet(String) - Method in class com.opengamma.strata.market.option.MoneynessStrike.Meta
 
metaPropertyGet(String) - Method in class com.opengamma.strata.market.option.SimpleStrike.Meta
 
metaPropertyGet(String) - Method in class com.opengamma.strata.market.param.CrossGammaParameterSensitivities.Meta
 
metaPropertyGet(String) - Method in class com.opengamma.strata.market.param.CrossGammaParameterSensitivity.Meta
 
metaPropertyGet(String) - Method in class com.opengamma.strata.market.param.CurrencyParameterSensitivities.Meta
 
metaPropertyGet(String) - Method in class com.opengamma.strata.market.param.CurrencyParameterSensitivity.Meta
 
metaPropertyGet(String) - Method in class com.opengamma.strata.market.param.LabelDateParameterMetadata.Meta
 
metaPropertyGet(String) - Method in class com.opengamma.strata.market.param.LabelParameterMetadata.Meta
 
metaPropertyGet(String) - Method in class com.opengamma.strata.market.param.ParameterSize.Meta
 
metaPropertyGet(String) - Method in class com.opengamma.strata.market.param.PointShifts.Meta
 
metaPropertyGet(String) - Method in class com.opengamma.strata.market.param.ResolvedTradeParameterMetadata.Meta
 
metaPropertyGet(String) - Method in class com.opengamma.strata.market.param.TenorDateParameterMetadata.Meta
 
metaPropertyGet(String) - Method in class com.opengamma.strata.market.param.TenorParameterMetadata.Meta
 
metaPropertyGet(String) - Method in class com.opengamma.strata.market.param.UnitParameterSensitivities.Meta
 
metaPropertyGet(String) - Method in class com.opengamma.strata.market.param.UnitParameterSensitivity.Meta
 
metaPropertyGet(String) - Method in class com.opengamma.strata.market.param.YearMonthDateParameterMetadata.Meta
 
metaPropertyGet(String) - Method in class com.opengamma.strata.market.sensitivity.PointSensitivities.Meta
 
metaPropertyGet(String) - Method in class com.opengamma.strata.market.surface.ConstantSurface.Meta
 
metaPropertyGet(String) - Method in class com.opengamma.strata.market.surface.DefaultSurfaceMetadata.Meta
 
metaPropertyGet(String) - Method in class com.opengamma.strata.market.surface.DeformedSurface.Meta
 
metaPropertyGet(String) - Method in class com.opengamma.strata.market.surface.InterpolatedNodalSurface.Meta
 
metaPropertyGet(String) - Method in class com.opengamma.strata.market.surface.interpolator.GridSurfaceInterpolator.Meta
 
metaPropertyGet(String) - Method in class com.opengamma.strata.market.surface.SimpleSurfaceParameterMetadata.Meta
 
metaPropertyGet(String) - Method in class com.opengamma.strata.measure.curve.RootFinderConfig.Meta
 
metaPropertyGet(String) - Method in class com.opengamma.strata.measure.fx.FxRateConfig.Meta
 
metaPropertyGet(String) - Method in class com.opengamma.strata.measure.fxopt.BlackFxOptionInterpolatedNodalSurfaceVolatilitiesSpecification.Meta
 
metaPropertyGet(String) - Method in class com.opengamma.strata.measure.fxopt.BlackFxOptionSmileVolatilitiesSpecification.Meta
 
metaPropertyGet(String) - Method in class com.opengamma.strata.measure.fxopt.FxOptionVolatilitiesDefinition.Meta
 
metaPropertyGet(String) - Method in class com.opengamma.strata.measure.fxopt.FxOptionVolatilitiesNode.Meta
 
metaPropertyGet(String) - Method in class com.opengamma.strata.measure.ValuationZoneTimeDefinition.Meta
 
metaPropertyGet(String) - Method in class com.opengamma.strata.pricer.bond.BlackBondFutureExpiryLogMoneynessVolatilities.Meta
 
metaPropertyGet(String) - Method in class com.opengamma.strata.pricer.bond.BondFutureOptionSensitivity.Meta
 
metaPropertyGet(String) - Method in class com.opengamma.strata.pricer.bond.ImmutableLegalEntityDiscountingProvider.Meta
 
metaPropertyGet(String) - Method in class com.opengamma.strata.pricer.bond.IssuerCurveDiscountFactors.Meta
 
metaPropertyGet(String) - Method in class com.opengamma.strata.pricer.bond.IssuerCurveZeroRateSensitivity.Meta
 
metaPropertyGet(String) - Method in class com.opengamma.strata.pricer.bond.RepoCurveDiscountFactors.Meta
 
metaPropertyGet(String) - Method in class com.opengamma.strata.pricer.bond.RepoCurveZeroRateSensitivity.Meta
 
metaPropertyGet(String) - Method in class com.opengamma.strata.pricer.capfloor.BlackIborCapletFloorletExpiryStrikeVolatilities.Meta
 
metaPropertyGet(String) - Method in class com.opengamma.strata.pricer.capfloor.DirectIborCapletFloorletVolatilityDefinition.Meta
 
metaPropertyGet(String) - Method in class com.opengamma.strata.pricer.capfloor.IborCapletFloorletSabrSensitivity.Meta
 
metaPropertyGet(String) - Method in class com.opengamma.strata.pricer.capfloor.IborCapletFloorletSensitivity.Meta
 
metaPropertyGet(String) - Method in class com.opengamma.strata.pricer.capfloor.IborCapletFloorletVolatilityCalibrationResult.Meta
 
metaPropertyGet(String) - Method in class com.opengamma.strata.pricer.capfloor.NormalIborCapletFloorletExpiryStrikeVolatilities.Meta
 
metaPropertyGet(String) - Method in class com.opengamma.strata.pricer.capfloor.SabrIborCapletFloorletVolatilityBootstrapDefinition.Meta
 
metaPropertyGet(String) - Method in class com.opengamma.strata.pricer.capfloor.SabrIborCapletFloorletVolatilityCalibrationDefinition.Meta
 
metaPropertyGet(String) - Method in class com.opengamma.strata.pricer.capfloor.SabrParametersIborCapletFloorletVolatilities.Meta
 
metaPropertyGet(String) - Method in class com.opengamma.strata.pricer.capfloor.ShiftedBlackIborCapletFloorletExpiryStrikeVolatilities.Meta
 
metaPropertyGet(String) - Method in class com.opengamma.strata.pricer.capfloor.SurfaceIborCapletFloorletVolatilityBootstrapDefinition.Meta
 
metaPropertyGet(String) - Method in class com.opengamma.strata.pricer.common.GenericVolatilitySurfacePeriodParameterMetadata.Meta
 
metaPropertyGet(String) - Method in class com.opengamma.strata.pricer.common.GenericVolatilitySurfaceYearFractionParameterMetadata.Meta
 
metaPropertyGet(String) - Method in class com.opengamma.strata.pricer.credit.ConstantRecoveryRates.Meta
 
metaPropertyGet(String) - Method in class com.opengamma.strata.pricer.credit.CreditCurveZeroRateSensitivity.Meta
 
metaPropertyGet(String) - Method in class com.opengamma.strata.pricer.credit.ImmutableCreditRatesProvider.Meta
 
metaPropertyGet(String) - Method in class com.opengamma.strata.pricer.credit.IsdaCreditDiscountFactors.Meta
 
metaPropertyGet(String) - Method in class com.opengamma.strata.pricer.credit.JumpToDefault.Meta
 
metaPropertyGet(String) - Method in class com.opengamma.strata.pricer.credit.LegalEntitySurvivalProbabilities.Meta
 
metaPropertyGet(String) - Method in class com.opengamma.strata.pricer.fx.DiscountFxForwardRates.Meta
 
metaPropertyGet(String) - Method in class com.opengamma.strata.pricer.fx.ForwardFxIndexRates.Meta
 
metaPropertyGet(String) - Method in class com.opengamma.strata.pricer.fx.FxForwardSensitivity.Meta
 
metaPropertyGet(String) - Method in class com.opengamma.strata.pricer.fx.FxIndexSensitivity.Meta
 
metaPropertyGet(String) - Method in class com.opengamma.strata.pricer.fxopt.BlackFxOptionFlatVolatilities.Meta
 
metaPropertyGet(String) - Method in class com.opengamma.strata.pricer.fxopt.BlackFxOptionSmileVolatilities.Meta
 
metaPropertyGet(String) - Method in class com.opengamma.strata.pricer.fxopt.BlackFxOptionSurfaceVolatilities.Meta
 
metaPropertyGet(String) - Method in class com.opengamma.strata.pricer.fxopt.FxOptionSensitivity.Meta
 
metaPropertyGet(String) - Method in class com.opengamma.strata.pricer.fxopt.FxVolatilitySurfaceYearFractionParameterMetadata.Meta
 
metaPropertyGet(String) - Method in class com.opengamma.strata.pricer.fxopt.InterpolatedStrikeSmileDeltaTermStructure.Meta
 
metaPropertyGet(String) - Method in class com.opengamma.strata.pricer.fxopt.RecombiningTrinomialTreeData.Meta
 
metaPropertyGet(String) - Method in class com.opengamma.strata.pricer.fxopt.SmileDeltaParameters.Meta
 
metaPropertyGet(String) - Method in class com.opengamma.strata.pricer.fxopt.VolatilityAndBucketedSensitivities.Meta
 
metaPropertyGet(String) - Method in class com.opengamma.strata.pricer.index.IborFutureOptionSensitivity.Meta
 
metaPropertyGet(String) - Method in class com.opengamma.strata.pricer.index.NormalIborFutureOptionExpirySimpleMoneynessVolatilities.Meta
 
metaPropertyGet(String) - Method in class com.opengamma.strata.pricer.model.HullWhiteOneFactorPiecewiseConstantParametersProvider.Meta
 
metaPropertyGet(String) - Method in class com.opengamma.strata.pricer.rate.DiscountIborIndexRates.Meta
 
metaPropertyGet(String) - Method in class com.opengamma.strata.pricer.rate.DiscountOvernightIndexRates.Meta
 
metaPropertyGet(String) - Method in class com.opengamma.strata.pricer.rate.IborRateSensitivity.Meta
 
metaPropertyGet(String) - Method in class com.opengamma.strata.pricer.rate.ImmutableRatesProvider.Meta
 
metaPropertyGet(String) - Method in class com.opengamma.strata.pricer.rate.InflationRateSensitivity.Meta
 
metaPropertyGet(String) - Method in class com.opengamma.strata.pricer.rate.OvernightRateSensitivity.Meta
 
metaPropertyGet(String) - Method in class com.opengamma.strata.pricer.rate.SimpleIborIndexRates.Meta
 
metaPropertyGet(String) - Method in class com.opengamma.strata.pricer.rate.SimplePriceIndexValues.Meta
 
metaPropertyGet(String) - Method in class com.opengamma.strata.pricer.SimpleDiscountFactors.Meta
 
metaPropertyGet(String) - Method in class com.opengamma.strata.pricer.swaption.BlackSwaptionExpiryTenorVolatilities.Meta
 
metaPropertyGet(String) - Method in class com.opengamma.strata.pricer.swaption.NormalSwaptionExpirySimpleMoneynessVolatilities.Meta
 
metaPropertyGet(String) - Method in class com.opengamma.strata.pricer.swaption.NormalSwaptionExpiryStrikeVolatilities.Meta
 
metaPropertyGet(String) - Method in class com.opengamma.strata.pricer.swaption.NormalSwaptionExpiryTenorVolatilities.Meta
 
metaPropertyGet(String) - Method in class com.opengamma.strata.pricer.swaption.SabrParametersSwaptionVolatilities.Meta
 
metaPropertyGet(String) - Method in class com.opengamma.strata.pricer.swaption.SabrSwaptionDefinition.Meta
 
metaPropertyGet(String) - Method in class com.opengamma.strata.pricer.swaption.SwaptionSabrSensitivity.Meta
 
metaPropertyGet(String) - Method in class com.opengamma.strata.pricer.swaption.SwaptionSensitivity.Meta
 
metaPropertyGet(String) - Method in class com.opengamma.strata.pricer.swaption.SwaptionSurfaceExpirySimpleMoneynessParameterMetadata.Meta
 
metaPropertyGet(String) - Method in class com.opengamma.strata.pricer.swaption.SwaptionSurfaceExpiryStrikeParameterMetadata.Meta
 
metaPropertyGet(String) - Method in class com.opengamma.strata.pricer.swaption.SwaptionSurfaceExpiryTenorParameterMetadata.Meta
 
metaPropertyGet(String) - Method in class com.opengamma.strata.pricer.ZeroRateDiscountFactors.Meta
 
metaPropertyGet(String) - Method in class com.opengamma.strata.pricer.ZeroRatePeriodicDiscountFactors.Meta
 
metaPropertyGet(String) - Method in class com.opengamma.strata.pricer.ZeroRateSensitivity.Meta
 
metaPropertyGet(String) - Method in class com.opengamma.strata.product.bond.Bill.Meta
 
metaPropertyGet(String) - Method in class com.opengamma.strata.product.bond.BillPosition.Meta
 
metaPropertyGet(String) - Method in class com.opengamma.strata.product.bond.BillSecurity.Meta
 
metaPropertyGet(String) - Method in class com.opengamma.strata.product.bond.BillTrade.Meta
 
metaPropertyGet(String) - Method in class com.opengamma.strata.product.bond.BondFuture.Meta
 
metaPropertyGet(String) - Method in class com.opengamma.strata.product.bond.BondFutureOption.Meta
 
metaPropertyGet(String) - Method in class com.opengamma.strata.product.bond.BondFutureOptionPosition.Meta
 
metaPropertyGet(String) - Method in class com.opengamma.strata.product.bond.BondFutureOptionSecurity.Meta
 
metaPropertyGet(String) - Method in class com.opengamma.strata.product.bond.BondFutureOptionTrade.Meta
 
metaPropertyGet(String) - Method in class com.opengamma.strata.product.bond.BondFuturePosition.Meta
 
metaPropertyGet(String) - Method in class com.opengamma.strata.product.bond.BondFutureSecurity.Meta
 
metaPropertyGet(String) - Method in class com.opengamma.strata.product.bond.BondFutureTrade.Meta
 
metaPropertyGet(String) - Method in class com.opengamma.strata.product.bond.CapitalIndexedBond.Meta
 
metaPropertyGet(String) - Method in class com.opengamma.strata.product.bond.CapitalIndexedBondPaymentPeriod.Meta
 
metaPropertyGet(String) - Method in class com.opengamma.strata.product.bond.CapitalIndexedBondPosition.Meta
 
metaPropertyGet(String) - Method in class com.opengamma.strata.product.bond.CapitalIndexedBondSecurity.Meta
 
metaPropertyGet(String) - Method in class com.opengamma.strata.product.bond.CapitalIndexedBondTrade.Meta
 
metaPropertyGet(String) - Method in class com.opengamma.strata.product.bond.FixedCouponBond.Meta
 
metaPropertyGet(String) - Method in class com.opengamma.strata.product.bond.FixedCouponBondPaymentPeriod.Meta
 
metaPropertyGet(String) - Method in class com.opengamma.strata.product.bond.FixedCouponBondPosition.Meta
 
metaPropertyGet(String) - Method in class com.opengamma.strata.product.bond.FixedCouponBondSecurity.Meta
 
metaPropertyGet(String) - Method in class com.opengamma.strata.product.bond.FixedCouponBondTrade.Meta
 
metaPropertyGet(String) - Method in class com.opengamma.strata.product.bond.KnownAmountBondPaymentPeriod.Meta
 
metaPropertyGet(String) - Method in class com.opengamma.strata.product.bond.ResolvedBill.Meta
 
metaPropertyGet(String) - Method in class com.opengamma.strata.product.bond.ResolvedBillTrade.Meta
 
metaPropertyGet(String) - Method in class com.opengamma.strata.product.bond.ResolvedBondFuture.Meta
 
metaPropertyGet(String) - Method in class com.opengamma.strata.product.bond.ResolvedBondFutureOption.Meta
 
metaPropertyGet(String) - Method in class com.opengamma.strata.product.bond.ResolvedBondFutureOptionTrade.Meta
 
metaPropertyGet(String) - Method in class com.opengamma.strata.product.bond.ResolvedBondFutureTrade.Meta
 
metaPropertyGet(String) - Method in class com.opengamma.strata.product.bond.ResolvedCapitalIndexedBond.Meta
 
metaPropertyGet(String) - Method in class com.opengamma.strata.product.bond.ResolvedCapitalIndexedBondTrade.Meta
 
metaPropertyGet(String) - Method in class com.opengamma.strata.product.bond.ResolvedFixedCouponBond.Meta
 
metaPropertyGet(String) - Method in class com.opengamma.strata.product.bond.ResolvedFixedCouponBondTrade.Meta
 
metaPropertyGet(String) - Method in class com.opengamma.strata.product.capfloor.IborCapFloor.Meta
 
metaPropertyGet(String) - Method in class com.opengamma.strata.product.capfloor.IborCapFloorLeg.Meta
 
metaPropertyGet(String) - Method in class com.opengamma.strata.product.capfloor.IborCapFloorTrade.Meta
 
metaPropertyGet(String) - Method in class com.opengamma.strata.product.capfloor.IborCapletFloorletPeriod.Meta
 
metaPropertyGet(String) - Method in class com.opengamma.strata.product.capfloor.ResolvedIborCapFloor.Meta
 
metaPropertyGet(String) - Method in class com.opengamma.strata.product.capfloor.ResolvedIborCapFloorLeg.Meta
 
metaPropertyGet(String) - Method in class com.opengamma.strata.product.capfloor.ResolvedIborCapFloorTrade.Meta
 
metaPropertyGet(String) - Method in class com.opengamma.strata.product.cms.Cms.Meta
 
metaPropertyGet(String) - Method in class com.opengamma.strata.product.cms.CmsLeg.Meta
 
metaPropertyGet(String) - Method in class com.opengamma.strata.product.cms.CmsPeriod.Meta
 
metaPropertyGet(String) - Method in class com.opengamma.strata.product.cms.CmsTrade.Meta
 
metaPropertyGet(String) - Method in class com.opengamma.strata.product.cms.ResolvedCms.Meta
 
metaPropertyGet(String) - Method in class com.opengamma.strata.product.cms.ResolvedCmsLeg.Meta
 
metaPropertyGet(String) - Method in class com.opengamma.strata.product.cms.ResolvedCmsTrade.Meta
 
metaPropertyGet(String) - Method in class com.opengamma.strata.product.credit.Cds.Meta
 
metaPropertyGet(String) - Method in class com.opengamma.strata.product.credit.CdsCalibrationTrade.Meta
 
metaPropertyGet(String) - Method in class com.opengamma.strata.product.credit.CdsIndex.Meta
 
metaPropertyGet(String) - Method in class com.opengamma.strata.product.credit.CdsIndexCalibrationTrade.Meta
 
metaPropertyGet(String) - Method in class com.opengamma.strata.product.credit.CdsIndexTrade.Meta
 
metaPropertyGet(String) - Method in class com.opengamma.strata.product.credit.CdsQuote.Meta
 
metaPropertyGet(String) - Method in class com.opengamma.strata.product.credit.CdsTrade.Meta
 
metaPropertyGet(String) - Method in class com.opengamma.strata.product.credit.CreditCouponPaymentPeriod.Meta
 
metaPropertyGet(String) - Method in class com.opengamma.strata.product.credit.ResolvedCds.Meta
 
metaPropertyGet(String) - Method in class com.opengamma.strata.product.credit.ResolvedCdsIndex.Meta
 
metaPropertyGet(String) - Method in class com.opengamma.strata.product.credit.ResolvedCdsIndexTrade.Meta
 
metaPropertyGet(String) - Method in class com.opengamma.strata.product.credit.ResolvedCdsTrade.Meta
 
metaPropertyGet(String) - Method in class com.opengamma.strata.product.credit.type.DatesCdsTemplate.Meta
 
metaPropertyGet(String) - Method in class com.opengamma.strata.product.credit.type.ImmutableCdsConvention.Meta
 
metaPropertyGet(String) - Method in class com.opengamma.strata.product.credit.type.TenorCdsTemplate.Meta
 
metaPropertyGet(String) - Method in class com.opengamma.strata.product.deposit.IborFixingDeposit.Meta
 
metaPropertyGet(String) - Method in class com.opengamma.strata.product.deposit.IborFixingDepositTrade.Meta
 
metaPropertyGet(String) - Method in class com.opengamma.strata.product.deposit.ResolvedIborFixingDeposit.Meta
 
metaPropertyGet(String) - Method in class com.opengamma.strata.product.deposit.ResolvedIborFixingDepositTrade.Meta
 
metaPropertyGet(String) - Method in class com.opengamma.strata.product.deposit.ResolvedTermDeposit.Meta
 
metaPropertyGet(String) - Method in class com.opengamma.strata.product.deposit.ResolvedTermDepositTrade.Meta
 
metaPropertyGet(String) - Method in class com.opengamma.strata.product.deposit.TermDeposit.Meta
 
metaPropertyGet(String) - Method in class com.opengamma.strata.product.deposit.TermDepositTrade.Meta
 
metaPropertyGet(String) - Method in class com.opengamma.strata.product.deposit.type.IborFixingDepositTemplate.Meta
 
metaPropertyGet(String) - Method in class com.opengamma.strata.product.deposit.type.ImmutableIborFixingDepositConvention.Meta
 
metaPropertyGet(String) - Method in class com.opengamma.strata.product.deposit.type.ImmutableTermDepositConvention.Meta
 
metaPropertyGet(String) - Method in class com.opengamma.strata.product.deposit.type.TermDepositTemplate.Meta
 
metaPropertyGet(String) - Method in class com.opengamma.strata.product.dsf.Dsf.Meta
 
metaPropertyGet(String) - Method in class com.opengamma.strata.product.dsf.DsfPosition.Meta
 
metaPropertyGet(String) - Method in class com.opengamma.strata.product.dsf.DsfSecurity.Meta
 
metaPropertyGet(String) - Method in class com.opengamma.strata.product.dsf.DsfTrade.Meta
 
metaPropertyGet(String) - Method in class com.opengamma.strata.product.dsf.ResolvedDsf.Meta
 
metaPropertyGet(String) - Method in class com.opengamma.strata.product.dsf.ResolvedDsfTrade.Meta
 
metaPropertyGet(String) - Method in class com.opengamma.strata.product.etd.EtdContractSpec.Meta
 
metaPropertyGet(String) - Method in class com.opengamma.strata.product.etd.EtdFuturePosition.Meta
 
metaPropertyGet(String) - Method in class com.opengamma.strata.product.etd.EtdFutureSecurity.Meta
 
metaPropertyGet(String) - Method in class com.opengamma.strata.product.etd.EtdFutureTrade.Meta
 
metaPropertyGet(String) - Method in class com.opengamma.strata.product.etd.EtdOptionPosition.Meta
 
metaPropertyGet(String) - Method in class com.opengamma.strata.product.etd.EtdOptionSecurity.Meta
 
metaPropertyGet(String) - Method in class com.opengamma.strata.product.etd.EtdOptionTrade.Meta
 
metaPropertyGet(String) - Method in class com.opengamma.strata.product.fra.Fra.Meta
 
metaPropertyGet(String) - Method in class com.opengamma.strata.product.fra.FraTrade.Meta
 
metaPropertyGet(String) - Method in class com.opengamma.strata.product.fra.ResolvedFra.Meta
 
metaPropertyGet(String) - Method in class com.opengamma.strata.product.fra.ResolvedFraTrade.Meta
 
metaPropertyGet(String) - Method in class com.opengamma.strata.product.fra.type.FraTemplate.Meta
 
metaPropertyGet(String) - Method in class com.opengamma.strata.product.fra.type.ImmutableFraConvention.Meta
 
metaPropertyGet(String) - Method in class com.opengamma.strata.product.fx.FxNdf.Meta
 
metaPropertyGet(String) - Method in class com.opengamma.strata.product.fx.FxNdfTrade.Meta
 
metaPropertyGet(String) - Method in class com.opengamma.strata.product.fx.FxSingle.Meta
 
metaPropertyGet(String) - Method in class com.opengamma.strata.product.fx.FxSingleTrade.Meta
 
metaPropertyGet(String) - Method in class com.opengamma.strata.product.fx.FxSwap.Meta
 
metaPropertyGet(String) - Method in class com.opengamma.strata.product.fx.FxSwapTrade.Meta
 
metaPropertyGet(String) - Method in class com.opengamma.strata.product.fx.ResolvedFxNdf.Meta
 
metaPropertyGet(String) - Method in class com.opengamma.strata.product.fx.ResolvedFxNdfTrade.Meta
 
metaPropertyGet(String) - Method in class com.opengamma.strata.product.fx.ResolvedFxSingle.Meta
 
metaPropertyGet(String) - Method in class com.opengamma.strata.product.fx.ResolvedFxSingleTrade.Meta
 
metaPropertyGet(String) - Method in class com.opengamma.strata.product.fx.ResolvedFxSwap.Meta
 
metaPropertyGet(String) - Method in class com.opengamma.strata.product.fx.ResolvedFxSwapTrade.Meta
 
metaPropertyGet(String) - Method in class com.opengamma.strata.product.fx.type.FxSwapTemplate.Meta
 
metaPropertyGet(String) - Method in class com.opengamma.strata.product.fx.type.ImmutableFxSwapConvention.Meta
 
metaPropertyGet(String) - Method in class com.opengamma.strata.product.fxopt.FxSingleBarrierOption.Meta
 
metaPropertyGet(String) - Method in class com.opengamma.strata.product.fxopt.FxSingleBarrierOptionTrade.Meta
 
metaPropertyGet(String) - Method in class com.opengamma.strata.product.fxopt.FxVanillaOption.Meta
 
metaPropertyGet(String) - Method in class com.opengamma.strata.product.fxopt.FxVanillaOptionTrade.Meta
 
metaPropertyGet(String) - Method in class com.opengamma.strata.product.fxopt.ResolvedFxSingleBarrierOption.Meta
 
metaPropertyGet(String) - Method in class com.opengamma.strata.product.fxopt.ResolvedFxSingleBarrierOptionTrade.Meta
 
metaPropertyGet(String) - Method in class com.opengamma.strata.product.fxopt.ResolvedFxVanillaOption.Meta
 
metaPropertyGet(String) - Method in class com.opengamma.strata.product.fxopt.ResolvedFxVanillaOptionTrade.Meta
 
metaPropertyGet(String) - Method in class com.opengamma.strata.product.GenericSecurity.Meta
 
metaPropertyGet(String) - Method in class com.opengamma.strata.product.GenericSecurityPosition.Meta
 
metaPropertyGet(String) - Method in class com.opengamma.strata.product.GenericSecurityTrade.Meta
 
metaPropertyGet(String) - Method in class com.opengamma.strata.product.index.IborFuture.Meta
 
metaPropertyGet(String) - Method in class com.opengamma.strata.product.index.IborFutureOption.Meta
 
metaPropertyGet(String) - Method in class com.opengamma.strata.product.index.IborFutureOptionPosition.Meta
 
metaPropertyGet(String) - Method in class com.opengamma.strata.product.index.IborFutureOptionSecurity.Meta
 
metaPropertyGet(String) - Method in class com.opengamma.strata.product.index.IborFutureOptionTrade.Meta
 
metaPropertyGet(String) - Method in class com.opengamma.strata.product.index.IborFuturePosition.Meta
 
metaPropertyGet(String) - Method in class com.opengamma.strata.product.index.IborFutureSecurity.Meta
 
metaPropertyGet(String) - Method in class com.opengamma.strata.product.index.IborFutureTrade.Meta
 
metaPropertyGet(String) - Method in class com.opengamma.strata.product.index.OvernightFuture.Meta
 
metaPropertyGet(String) - Method in class com.opengamma.strata.product.index.OvernightFuturePosition.Meta
 
metaPropertyGet(String) - Method in class com.opengamma.strata.product.index.OvernightFutureSecurity.Meta
 
metaPropertyGet(String) - Method in class com.opengamma.strata.product.index.OvernightFutureTrade.Meta
 
metaPropertyGet(String) - Method in class com.opengamma.strata.product.index.ResolvedIborFuture.Meta
 
metaPropertyGet(String) - Method in class com.opengamma.strata.product.index.ResolvedIborFutureOption.Meta
 
metaPropertyGet(String) - Method in class com.opengamma.strata.product.index.ResolvedIborFutureOptionTrade.Meta
 
metaPropertyGet(String) - Method in class com.opengamma.strata.product.index.ResolvedIborFutureTrade.Meta
 
metaPropertyGet(String) - Method in class com.opengamma.strata.product.index.ResolvedOvernightFuture.Meta
 
metaPropertyGet(String) - Method in class com.opengamma.strata.product.index.ResolvedOvernightFutureTrade.Meta
 
metaPropertyGet(String) - Method in class com.opengamma.strata.product.index.type.ImmutableIborFutureConvention.Meta
 
metaPropertyGet(String) - Method in class com.opengamma.strata.product.option.SimpleConstantContinuousBarrier.Meta
 
metaPropertyGet(String) - Method in class com.opengamma.strata.product.payment.BulletPayment.Meta
 
metaPropertyGet(String) - Method in class com.opengamma.strata.product.payment.BulletPaymentTrade.Meta
 
metaPropertyGet(String) - Method in class com.opengamma.strata.product.payment.ResolvedBulletPayment.Meta
 
metaPropertyGet(String) - Method in class com.opengamma.strata.product.payment.ResolvedBulletPaymentTrade.Meta
 
metaPropertyGet(String) - Method in class com.opengamma.strata.product.PositionInfo.Meta
 
metaPropertyGet(String) - Method in class com.opengamma.strata.product.rate.FixedRateComputation.Meta
 
metaPropertyGet(String) - Method in class com.opengamma.strata.product.rate.IborAveragedFixing.Meta
 
metaPropertyGet(String) - Method in class com.opengamma.strata.product.rate.IborAveragedRateComputation.Meta
 
metaPropertyGet(String) - Method in class com.opengamma.strata.product.rate.IborInterpolatedRateComputation.Meta
 
metaPropertyGet(String) - Method in class com.opengamma.strata.product.rate.IborRateComputation.Meta
 
metaPropertyGet(String) - Method in class com.opengamma.strata.product.rate.InflationEndInterpolatedRateComputation.Meta
 
metaPropertyGet(String) - Method in class com.opengamma.strata.product.rate.InflationEndMonthRateComputation.Meta
 
metaPropertyGet(String) - Method in class com.opengamma.strata.product.rate.InflationInterpolatedRateComputation.Meta
 
metaPropertyGet(String) - Method in class com.opengamma.strata.product.rate.InflationMonthlyRateComputation.Meta
 
metaPropertyGet(String) - Method in class com.opengamma.strata.product.rate.OvernightAveragedDailyRateComputation.Meta
 
metaPropertyGet(String) - Method in class com.opengamma.strata.product.rate.OvernightAveragedRateComputation.Meta
 
metaPropertyGet(String) - Method in class com.opengamma.strata.product.rate.OvernightCompoundedRateComputation.Meta
 
metaPropertyGet(String) - Method in class com.opengamma.strata.product.SecurityInfo.Meta
 
metaPropertyGet(String) - Method in class com.opengamma.strata.product.SecurityPosition.Meta
 
metaPropertyGet(String) - Method in class com.opengamma.strata.product.SecurityPriceInfo.Meta
 
metaPropertyGet(String) - Method in class com.opengamma.strata.product.SecurityTrade.Meta
 
metaPropertyGet(String) - Method in class com.opengamma.strata.product.swap.FixedRateCalculation.Meta
 
metaPropertyGet(String) - Method in class com.opengamma.strata.product.swap.FixedRateStubCalculation.Meta
 
metaPropertyGet(String) - Method in class com.opengamma.strata.product.swap.FxReset.Meta
 
metaPropertyGet(String) - Method in class com.opengamma.strata.product.swap.FxResetCalculation.Meta
 
metaPropertyGet(String) - Method in class com.opengamma.strata.product.swap.FxResetNotionalExchange.Meta
 
metaPropertyGet(String) - Method in class com.opengamma.strata.product.swap.IborRateCalculation.Meta
 
metaPropertyGet(String) - Method in class com.opengamma.strata.product.swap.IborRateStubCalculation.Meta
 
metaPropertyGet(String) - Method in class com.opengamma.strata.product.swap.ImmutableSwapIndex.Meta
 
metaPropertyGet(String) - Method in class com.opengamma.strata.product.swap.InflationRateCalculation.Meta
 
metaPropertyGet(String) - Method in class com.opengamma.strata.product.swap.KnownAmountNotionalSwapPaymentPeriod.Meta
 
metaPropertyGet(String) - Method in class com.opengamma.strata.product.swap.KnownAmountSwapLeg.Meta
 
metaPropertyGet(String) - Method in class com.opengamma.strata.product.swap.KnownAmountSwapPaymentPeriod.Meta
 
metaPropertyGet(String) - Method in class com.opengamma.strata.product.swap.NotionalExchange.Meta
 
metaPropertyGet(String) - Method in class com.opengamma.strata.product.swap.NotionalSchedule.Meta
 
metaPropertyGet(String) - Method in class com.opengamma.strata.product.swap.OvernightRateCalculation.Meta
 
metaPropertyGet(String) - Method in class com.opengamma.strata.product.swap.PaymentSchedule.Meta
 
metaPropertyGet(String) - Method in class com.opengamma.strata.product.swap.RateAccrualPeriod.Meta
 
metaPropertyGet(String) - Method in class com.opengamma.strata.product.swap.RateCalculationSwapLeg.Meta
 
metaPropertyGet(String) - Method in class com.opengamma.strata.product.swap.RatePaymentPeriod.Meta
 
metaPropertyGet(String) - Method in class com.opengamma.strata.product.swap.RatePeriodSwapLeg.Meta
 
metaPropertyGet(String) - Method in class com.opengamma.strata.product.swap.ResetSchedule.Meta
 
metaPropertyGet(String) - Method in class com.opengamma.strata.product.swap.ResolvedSwap.Meta
 
metaPropertyGet(String) - Method in class com.opengamma.strata.product.swap.ResolvedSwapLeg.Meta
 
metaPropertyGet(String) - Method in class com.opengamma.strata.product.swap.ResolvedSwapTrade.Meta
 
metaPropertyGet(String) - Method in class com.opengamma.strata.product.swap.Swap.Meta
 
metaPropertyGet(String) - Method in class com.opengamma.strata.product.swap.SwapTrade.Meta
 
metaPropertyGet(String) - Method in class com.opengamma.strata.product.swap.type.FixedIborSwapTemplate.Meta
 
metaPropertyGet(String) - Method in class com.opengamma.strata.product.swap.type.FixedInflationSwapTemplate.Meta
 
metaPropertyGet(String) - Method in class com.opengamma.strata.product.swap.type.FixedOvernightSwapTemplate.Meta
 
metaPropertyGet(String) - Method in class com.opengamma.strata.product.swap.type.FixedRateSwapLegConvention.Meta
 
metaPropertyGet(String) - Method in class com.opengamma.strata.product.swap.type.IborIborSwapTemplate.Meta
 
metaPropertyGet(String) - Method in class com.opengamma.strata.product.swap.type.IborRateSwapLegConvention.Meta
 
metaPropertyGet(String) - Method in class com.opengamma.strata.product.swap.type.ImmutableFixedIborSwapConvention.Meta
 
metaPropertyGet(String) - Method in class com.opengamma.strata.product.swap.type.ImmutableFixedInflationSwapConvention.Meta
 
metaPropertyGet(String) - Method in class com.opengamma.strata.product.swap.type.ImmutableFixedOvernightSwapConvention.Meta
 
metaPropertyGet(String) - Method in class com.opengamma.strata.product.swap.type.ImmutableIborIborSwapConvention.Meta
 
metaPropertyGet(String) - Method in class com.opengamma.strata.product.swap.type.ImmutableOvernightIborSwapConvention.Meta
 
metaPropertyGet(String) - Method in class com.opengamma.strata.product.swap.type.ImmutableThreeLegBasisSwapConvention.Meta
 
metaPropertyGet(String) - Method in class com.opengamma.strata.product.swap.type.ImmutableXCcyIborIborSwapConvention.Meta
 
metaPropertyGet(String) - Method in class com.opengamma.strata.product.swap.type.InflationRateSwapLegConvention.Meta
 
metaPropertyGet(String) - Method in class com.opengamma.strata.product.swap.type.OvernightIborSwapTemplate.Meta
 
metaPropertyGet(String) - Method in class com.opengamma.strata.product.swap.type.OvernightRateSwapLegConvention.Meta
 
metaPropertyGet(String) - Method in class com.opengamma.strata.product.swap.type.ThreeLegBasisSwapTemplate.Meta
 
metaPropertyGet(String) - Method in class com.opengamma.strata.product.swap.type.XCcyIborIborSwapTemplate.Meta
 
metaPropertyGet(String) - Method in class com.opengamma.strata.product.swaption.CashSwaptionSettlement.Meta
 
metaPropertyGet(String) - Method in class com.opengamma.strata.product.swaption.ResolvedSwaption.Meta
 
metaPropertyGet(String) - Method in class com.opengamma.strata.product.swaption.ResolvedSwaptionTrade.Meta
 
metaPropertyGet(String) - Method in class com.opengamma.strata.product.swaption.Swaption.Meta
 
metaPropertyGet(String) - Method in class com.opengamma.strata.product.swaption.SwaptionTrade.Meta
 
metaPropertyGet(String) - Method in class com.opengamma.strata.product.TradeInfo.Meta
 
metaPropertyGet(String) - Method in class com.opengamma.strata.report.cashflow.CashFlowReport.Meta
 
metaPropertyGet(String) - Method in class com.opengamma.strata.report.framework.format.FormatSettings.Meta
 
metaPropertyGet(String) - Method in class com.opengamma.strata.report.ReportCalculationResults.Meta
 
metaPropertyGet(String) - Method in class com.opengamma.strata.report.ReportRequirements.Meta
 
metaPropertyGet(String) - Method in class com.opengamma.strata.report.trade.TradeReport.Meta
 
metaPropertyGet(String) - Method in class com.opengamma.strata.report.trade.TradeReportColumn.Meta
 
metaPropertyGet(String) - Method in class com.opengamma.strata.report.trade.TradeReportTemplate.Meta
 
metaPropertyMap() - Method in class com.opengamma.strata.basics.currency.AdjustablePayment.Meta
 
metaPropertyMap() - Method in class com.opengamma.strata.basics.currency.CurrencyAmountArray.Meta
 
metaPropertyMap() - Method in class com.opengamma.strata.basics.currency.FxMatrix.Meta
 
metaPropertyMap() - Method in class com.opengamma.strata.basics.currency.FxRate.Meta
 
metaPropertyMap() - Method in class com.opengamma.strata.basics.currency.MultiCurrencyAmount.Meta
 
metaPropertyMap() - Method in class com.opengamma.strata.basics.currency.MultiCurrencyAmountArray.Meta
 
metaPropertyMap() - Method in class com.opengamma.strata.basics.currency.Payment.Meta
 
metaPropertyMap() - Method in class com.opengamma.strata.basics.date.AdjustableDate.Meta
 
metaPropertyMap() - Method in class com.opengamma.strata.basics.date.BusinessDayAdjustment.Meta
 
metaPropertyMap() - Method in class com.opengamma.strata.basics.date.DaysAdjustment.Meta
 
metaPropertyMap() - Method in class com.opengamma.strata.basics.date.ImmutableHolidayCalendar.Meta
 
metaPropertyMap() - Method in class com.opengamma.strata.basics.date.PeriodAdjustment.Meta
 
metaPropertyMap() - Method in class com.opengamma.strata.basics.date.TenorAdjustment.Meta
 
metaPropertyMap() - Method in class com.opengamma.strata.basics.ImmutableReferenceData.Meta
 
metaPropertyMap() - Method in class com.opengamma.strata.basics.index.FxIndexObservation.Meta
 
metaPropertyMap() - Method in class com.opengamma.strata.basics.index.IborIndexObservation.Meta
 
metaPropertyMap() - Method in class com.opengamma.strata.basics.index.ImmutableFloatingRateName.Meta
 
metaPropertyMap() - Method in class com.opengamma.strata.basics.index.ImmutableFxIndex.Meta
 
metaPropertyMap() - Method in class com.opengamma.strata.basics.index.ImmutableIborIndex.Meta
 
metaPropertyMap() - Method in class com.opengamma.strata.basics.index.ImmutableOvernightIndex.Meta
 
metaPropertyMap() - Method in class com.opengamma.strata.basics.index.ImmutablePriceIndex.Meta
 
metaPropertyMap() - Method in class com.opengamma.strata.basics.index.OvernightIndexObservation.Meta
 
metaPropertyMap() - Method in class com.opengamma.strata.basics.index.PriceIndexObservation.Meta
 
metaPropertyMap() - Method in class com.opengamma.strata.basics.schedule.PeriodicSchedule.Meta
 
metaPropertyMap() - Method in class com.opengamma.strata.basics.schedule.Schedule.Meta
 
metaPropertyMap() - Method in class com.opengamma.strata.basics.schedule.SchedulePeriod.Meta
 
metaPropertyMap() - Method in class com.opengamma.strata.basics.StandardId.Meta
 
metaPropertyMap() - Method in class com.opengamma.strata.basics.value.ValueAdjustment.Meta
 
metaPropertyMap() - Method in class com.opengamma.strata.basics.value.ValueSchedule.Meta
 
metaPropertyMap() - Method in class com.opengamma.strata.basics.value.ValueStep.Meta
 
metaPropertyMap() - Method in class com.opengamma.strata.basics.value.ValueStepSequence.Meta
 
metaPropertyMap() - Method in class com.opengamma.strata.calc.CalculationRules.Meta
 
metaPropertyMap() - Method in class com.opengamma.strata.calc.Column.Meta
 
metaPropertyMap() - Method in class com.opengamma.strata.calc.ColumnHeader.Meta
 
metaPropertyMap() - Method in class com.opengamma.strata.calc.ImmutableMeasure.Meta
 
metaPropertyMap() - Method in class com.opengamma.strata.calc.marketdata.BuiltMarketData.Meta
 
metaPropertyMap() - Method in class com.opengamma.strata.calc.marketdata.BuiltScenarioMarketData.Meta
 
metaPropertyMap() - Method in class com.opengamma.strata.calc.marketdata.MarketDataConfig.Meta
 
metaPropertyMap() - Method in class com.opengamma.strata.calc.marketdata.MarketDataRequirements.Meta
 
metaPropertyMap() - Method in class com.opengamma.strata.calc.marketdata.PerturbationMapping.Meta
 
metaPropertyMap() - Method in class com.opengamma.strata.calc.marketdata.ScenarioDefinition.Meta
 
metaPropertyMap() - Method in class com.opengamma.strata.calc.ReportingCurrency.Meta
 
metaPropertyMap() - Method in class com.opengamma.strata.calc.Results.Meta
 
metaPropertyMap() - Method in class com.opengamma.strata.calc.runner.FunctionRequirements.Meta
 
metaPropertyMap() - Method in class com.opengamma.strata.collect.array.DoubleMatrix.Meta
 
metaPropertyMap() - Method in class com.opengamma.strata.collect.result.Failure.Meta
 
metaPropertyMap() - Method in class com.opengamma.strata.collect.result.FailureItem.Meta
 
metaPropertyMap() - Method in class com.opengamma.strata.collect.result.FailureItems.Meta
 
metaPropertyMap() - Method in class com.opengamma.strata.collect.result.Result.Meta
 
metaPropertyMap() - Method in class com.opengamma.strata.collect.result.ValueWithFailures.Meta
 
metaPropertyMap() - Method in class com.opengamma.strata.collect.tuple.DoublesPair.Meta
 
metaPropertyMap() - Method in class com.opengamma.strata.collect.tuple.IntDoublePair.Meta
 
metaPropertyMap() - Method in class com.opengamma.strata.collect.tuple.LongDoublePair.Meta
 
metaPropertyMap() - Method in class com.opengamma.strata.collect.tuple.ObjDoublePair.Meta
 
metaPropertyMap() - Method in class com.opengamma.strata.collect.tuple.ObjIntPair.Meta
 
metaPropertyMap() - Method in class com.opengamma.strata.collect.tuple.Pair.Meta
 
metaPropertyMap() - Method in class com.opengamma.strata.collect.tuple.Triple.Meta
 
metaPropertyMap() - Method in class com.opengamma.strata.data.ImmutableMarketData.Meta
 
metaPropertyMap() - Method in class com.opengamma.strata.data.scenario.CurrencyScenarioArray.Meta
 
metaPropertyMap() - Method in class com.opengamma.strata.data.scenario.DoubleScenarioArray.Meta
 
metaPropertyMap() - Method in class com.opengamma.strata.data.scenario.FxRateScenarioArray.Meta
 
metaPropertyMap() - Method in class com.opengamma.strata.data.scenario.ImmutableScenarioMarketData.Meta
 
metaPropertyMap() - Method in class com.opengamma.strata.data.scenario.MultiCurrencyScenarioArray.Meta
 
metaPropertyMap() - Method in class com.opengamma.strata.market.amount.CashFlow.Meta
 
metaPropertyMap() - Method in class com.opengamma.strata.market.amount.CashFlows.Meta
 
metaPropertyMap() - Method in class com.opengamma.strata.market.amount.LegAmounts.Meta
 
metaPropertyMap() - Method in class com.opengamma.strata.market.amount.SwapLegAmount.Meta
 
metaPropertyMap() - Method in class com.opengamma.strata.market.curve.AddFixedCurve.Meta
 
metaPropertyMap() - Method in class com.opengamma.strata.market.curve.CombinedCurve.Meta
 
metaPropertyMap() - Method in class com.opengamma.strata.market.curve.ConstantCurve.Meta
 
metaPropertyMap() - Method in class com.opengamma.strata.market.curve.ConstantNodalCurve.Meta
 
metaPropertyMap() - Method in class com.opengamma.strata.market.curve.CurveNodeDate.Meta
 
metaPropertyMap() - Method in class com.opengamma.strata.market.curve.CurveNodeDateOrder.Meta
 
metaPropertyMap() - Method in class com.opengamma.strata.market.curve.CurveParallelShifts.Meta
 
metaPropertyMap() - Method in class com.opengamma.strata.market.curve.CurveParameterSize.Meta
 
metaPropertyMap() - Method in class com.opengamma.strata.market.curve.DefaultCurveMetadata.Meta
 
metaPropertyMap() - Method in class com.opengamma.strata.market.curve.DepositIsdaCreditCurveNode.Meta
 
metaPropertyMap() - Method in class com.opengamma.strata.market.curve.InflationNodalCurve.Meta
 
metaPropertyMap() - Method in class com.opengamma.strata.market.curve.InterpolatedNodalCurve.Meta
 
metaPropertyMap() - Method in class com.opengamma.strata.market.curve.InterpolatedNodalCurveDefinition.Meta
 
metaPropertyMap() - Method in class com.opengamma.strata.market.curve.IsdaCreditCurveDefinition.Meta
 
metaPropertyMap() - Method in class com.opengamma.strata.market.curve.JacobianCalibrationMatrix.Meta
 
metaPropertyMap() - Method in class com.opengamma.strata.market.curve.LegalEntityCurveGroup.Meta
 
metaPropertyMap() - Method in class com.opengamma.strata.market.curve.node.CdsIndexIsdaCreditCurveNode.Meta
 
metaPropertyMap() - Method in class com.opengamma.strata.market.curve.node.CdsIsdaCreditCurveNode.Meta
 
metaPropertyMap() - Method in class com.opengamma.strata.market.curve.node.FixedIborSwapCurveNode.Meta
 
metaPropertyMap() - Method in class com.opengamma.strata.market.curve.node.FixedInflationSwapCurveNode.Meta
 
metaPropertyMap() - Method in class com.opengamma.strata.market.curve.node.FixedOvernightSwapCurveNode.Meta
 
metaPropertyMap() - Method in class com.opengamma.strata.market.curve.node.FraCurveNode.Meta
 
metaPropertyMap() - Method in class com.opengamma.strata.market.curve.node.FxSwapCurveNode.Meta
 
metaPropertyMap() - Method in class com.opengamma.strata.market.curve.node.IborFixingDepositCurveNode.Meta
 
metaPropertyMap() - Method in class com.opengamma.strata.market.curve.node.IborFutureCurveNode.Meta
 
metaPropertyMap() - Method in class com.opengamma.strata.market.curve.node.IborIborSwapCurveNode.Meta
 
metaPropertyMap() - Method in class com.opengamma.strata.market.curve.node.OvernightIborSwapCurveNode.Meta
 
metaPropertyMap() - Method in class com.opengamma.strata.market.curve.node.TermDepositCurveNode.Meta
 
metaPropertyMap() - Method in class com.opengamma.strata.market.curve.node.ThreeLegBasisSwapCurveNode.Meta
 
metaPropertyMap() - Method in class com.opengamma.strata.market.curve.node.XCcyIborIborSwapCurveNode.Meta
 
metaPropertyMap() - Method in class com.opengamma.strata.market.curve.ParallelShiftedCurve.Meta
 
metaPropertyMap() - Method in class com.opengamma.strata.market.curve.ParameterizedFunctionalCurve.Meta
 
metaPropertyMap() - Method in class com.opengamma.strata.market.curve.ParameterizedFunctionalCurveDefinition.Meta
 
metaPropertyMap() - Method in class com.opengamma.strata.market.curve.RatesCurveGroup.Meta
 
metaPropertyMap() - Method in class com.opengamma.strata.market.curve.RatesCurveGroupDefinition.Meta
 
metaPropertyMap() - Method in class com.opengamma.strata.market.curve.RatesCurveGroupEntry.Meta
 
metaPropertyMap() - Method in class com.opengamma.strata.market.curve.RatesCurveInputs.Meta
 
metaPropertyMap() - Method in class com.opengamma.strata.market.curve.SeasonalityDefinition.Meta
 
metaPropertyMap() - Method in class com.opengamma.strata.market.curve.SimpleCurveParameterMetadata.Meta
 
metaPropertyMap() - Method in class com.opengamma.strata.market.curve.SwapIsdaCreditCurveNode.Meta
 
metaPropertyMap() - Method in class com.opengamma.strata.market.explain.ExplainMap.Meta
 
metaPropertyMap() - Method in class com.opengamma.strata.market.FxRateShifts.Meta
 
metaPropertyMap() - Method in class com.opengamma.strata.market.GenericDoubleShifts.Meta
 
metaPropertyMap() - Method in class com.opengamma.strata.market.observable.LegalEntityInformation.Meta
 
metaPropertyMap() - Method in class com.opengamma.strata.market.observable.Quote.Meta
 
metaPropertyMap() - Method in class com.opengamma.strata.market.observable.QuoteScenarioArray.Meta
 
metaPropertyMap() - Method in class com.opengamma.strata.market.observable.QuoteScenarioArrayId.Meta
 
metaPropertyMap() - Method in class com.opengamma.strata.market.option.DeltaStrike.Meta
 
metaPropertyMap() - Method in class com.opengamma.strata.market.option.LogMoneynessStrike.Meta
 
metaPropertyMap() - Method in class com.opengamma.strata.market.option.MoneynessStrike.Meta
 
metaPropertyMap() - Method in class com.opengamma.strata.market.option.SimpleStrike.Meta
 
metaPropertyMap() - Method in class com.opengamma.strata.market.param.CrossGammaParameterSensitivities.Meta
 
metaPropertyMap() - Method in class com.opengamma.strata.market.param.CrossGammaParameterSensitivity.Meta
 
metaPropertyMap() - Method in class com.opengamma.strata.market.param.CurrencyParameterSensitivities.Meta
 
metaPropertyMap() - Method in class com.opengamma.strata.market.param.CurrencyParameterSensitivity.Meta
 
metaPropertyMap() - Method in class com.opengamma.strata.market.param.LabelDateParameterMetadata.Meta
 
metaPropertyMap() - Method in class com.opengamma.strata.market.param.LabelParameterMetadata.Meta
 
metaPropertyMap() - Method in class com.opengamma.strata.market.param.ParameterSize.Meta
 
metaPropertyMap() - Method in class com.opengamma.strata.market.param.PointShifts.Meta
 
metaPropertyMap() - Method in class com.opengamma.strata.market.param.ResolvedTradeParameterMetadata.Meta
 
metaPropertyMap() - Method in class com.opengamma.strata.market.param.TenorDateParameterMetadata.Meta
 
metaPropertyMap() - Method in class com.opengamma.strata.market.param.TenorParameterMetadata.Meta
 
metaPropertyMap() - Method in class com.opengamma.strata.market.param.UnitParameterSensitivities.Meta
 
metaPropertyMap() - Method in class com.opengamma.strata.market.param.UnitParameterSensitivity.Meta
 
metaPropertyMap() - Method in class com.opengamma.strata.market.param.YearMonthDateParameterMetadata.Meta
 
metaPropertyMap() - Method in class com.opengamma.strata.market.sensitivity.PointSensitivities.Meta
 
metaPropertyMap() - Method in class com.opengamma.strata.market.surface.ConstantSurface.Meta
 
metaPropertyMap() - Method in class com.opengamma.strata.market.surface.DefaultSurfaceMetadata.Meta
 
metaPropertyMap() - Method in class com.opengamma.strata.market.surface.DeformedSurface.Meta
 
metaPropertyMap() - Method in class com.opengamma.strata.market.surface.InterpolatedNodalSurface.Meta
 
metaPropertyMap() - Method in class com.opengamma.strata.market.surface.interpolator.GridSurfaceInterpolator.Meta
 
metaPropertyMap() - Method in class com.opengamma.strata.market.surface.SimpleSurfaceParameterMetadata.Meta
 
metaPropertyMap() - Method in class com.opengamma.strata.measure.curve.RootFinderConfig.Meta
 
metaPropertyMap() - Method in class com.opengamma.strata.measure.fx.FxRateConfig.Meta
 
metaPropertyMap() - Method in class com.opengamma.strata.measure.fxopt.BlackFxOptionInterpolatedNodalSurfaceVolatilitiesSpecification.Meta
 
metaPropertyMap() - Method in class com.opengamma.strata.measure.fxopt.BlackFxOptionSmileVolatilitiesSpecification.Meta
 
metaPropertyMap() - Method in class com.opengamma.strata.measure.fxopt.FxOptionVolatilitiesDefinition.Meta
 
metaPropertyMap() - Method in class com.opengamma.strata.measure.fxopt.FxOptionVolatilitiesNode.Meta
 
metaPropertyMap() - Method in class com.opengamma.strata.measure.ValuationZoneTimeDefinition.Meta
 
metaPropertyMap() - Method in class com.opengamma.strata.pricer.bond.BlackBondFutureExpiryLogMoneynessVolatilities.Meta
 
metaPropertyMap() - Method in class com.opengamma.strata.pricer.bond.BondFutureOptionSensitivity.Meta
 
metaPropertyMap() - Method in class com.opengamma.strata.pricer.bond.ImmutableLegalEntityDiscountingProvider.Meta
 
metaPropertyMap() - Method in class com.opengamma.strata.pricer.bond.IssuerCurveDiscountFactors.Meta
 
metaPropertyMap() - Method in class com.opengamma.strata.pricer.bond.IssuerCurveZeroRateSensitivity.Meta
 
metaPropertyMap() - Method in class com.opengamma.strata.pricer.bond.RepoCurveDiscountFactors.Meta
 
metaPropertyMap() - Method in class com.opengamma.strata.pricer.bond.RepoCurveZeroRateSensitivity.Meta
 
metaPropertyMap() - Method in class com.opengamma.strata.pricer.capfloor.BlackIborCapletFloorletExpiryStrikeVolatilities.Meta
 
metaPropertyMap() - Method in class com.opengamma.strata.pricer.capfloor.DirectIborCapletFloorletVolatilityDefinition.Meta
 
metaPropertyMap() - Method in class com.opengamma.strata.pricer.capfloor.IborCapletFloorletSabrSensitivity.Meta
 
metaPropertyMap() - Method in class com.opengamma.strata.pricer.capfloor.IborCapletFloorletSensitivity.Meta
 
metaPropertyMap() - Method in class com.opengamma.strata.pricer.capfloor.IborCapletFloorletVolatilityCalibrationResult.Meta
 
metaPropertyMap() - Method in class com.opengamma.strata.pricer.capfloor.NormalIborCapletFloorletExpiryStrikeVolatilities.Meta
 
metaPropertyMap() - Method in class com.opengamma.strata.pricer.capfloor.SabrIborCapletFloorletVolatilityBootstrapDefinition.Meta
 
metaPropertyMap() - Method in class com.opengamma.strata.pricer.capfloor.SabrIborCapletFloorletVolatilityCalibrationDefinition.Meta
 
metaPropertyMap() - Method in class com.opengamma.strata.pricer.capfloor.SabrParametersIborCapletFloorletVolatilities.Meta
 
metaPropertyMap() - Method in class com.opengamma.strata.pricer.capfloor.ShiftedBlackIborCapletFloorletExpiryStrikeVolatilities.Meta
 
metaPropertyMap() - Method in class com.opengamma.strata.pricer.capfloor.SurfaceIborCapletFloorletVolatilityBootstrapDefinition.Meta
 
metaPropertyMap() - Method in class com.opengamma.strata.pricer.common.GenericVolatilitySurfacePeriodParameterMetadata.Meta
 
metaPropertyMap() - Method in class com.opengamma.strata.pricer.common.GenericVolatilitySurfaceYearFractionParameterMetadata.Meta
 
metaPropertyMap() - Method in class com.opengamma.strata.pricer.credit.ConstantRecoveryRates.Meta
 
metaPropertyMap() - Method in class com.opengamma.strata.pricer.credit.CreditCurveZeroRateSensitivity.Meta
 
metaPropertyMap() - Method in class com.opengamma.strata.pricer.credit.ImmutableCreditRatesProvider.Meta
 
metaPropertyMap() - Method in class com.opengamma.strata.pricer.credit.IsdaCreditDiscountFactors.Meta
 
metaPropertyMap() - Method in class com.opengamma.strata.pricer.credit.JumpToDefault.Meta
 
metaPropertyMap() - Method in class com.opengamma.strata.pricer.credit.LegalEntitySurvivalProbabilities.Meta
 
metaPropertyMap() - Method in class com.opengamma.strata.pricer.fx.DiscountFxForwardRates.Meta
 
metaPropertyMap() - Method in class com.opengamma.strata.pricer.fx.ForwardFxIndexRates.Meta
 
metaPropertyMap() - Method in class com.opengamma.strata.pricer.fx.FxForwardSensitivity.Meta
 
metaPropertyMap() - Method in class com.opengamma.strata.pricer.fx.FxIndexSensitivity.Meta
 
metaPropertyMap() - Method in class com.opengamma.strata.pricer.fxopt.BlackFxOptionFlatVolatilities.Meta
 
metaPropertyMap() - Method in class com.opengamma.strata.pricer.fxopt.BlackFxOptionSmileVolatilities.Meta
 
metaPropertyMap() - Method in class com.opengamma.strata.pricer.fxopt.BlackFxOptionSurfaceVolatilities.Meta
 
metaPropertyMap() - Method in class com.opengamma.strata.pricer.fxopt.FxOptionSensitivity.Meta
 
metaPropertyMap() - Method in class com.opengamma.strata.pricer.fxopt.FxVolatilitySurfaceYearFractionParameterMetadata.Meta
 
metaPropertyMap() - Method in class com.opengamma.strata.pricer.fxopt.InterpolatedStrikeSmileDeltaTermStructure.Meta
 
metaPropertyMap() - Method in class com.opengamma.strata.pricer.fxopt.RecombiningTrinomialTreeData.Meta
 
metaPropertyMap() - Method in class com.opengamma.strata.pricer.fxopt.SmileDeltaParameters.Meta
 
metaPropertyMap() - Method in class com.opengamma.strata.pricer.fxopt.VolatilityAndBucketedSensitivities.Meta
 
metaPropertyMap() - Method in class com.opengamma.strata.pricer.index.IborFutureOptionSensitivity.Meta
 
metaPropertyMap() - Method in class com.opengamma.strata.pricer.index.NormalIborFutureOptionExpirySimpleMoneynessVolatilities.Meta
 
metaPropertyMap() - Method in class com.opengamma.strata.pricer.model.HullWhiteOneFactorPiecewiseConstantParametersProvider.Meta
 
metaPropertyMap() - Method in class com.opengamma.strata.pricer.rate.DiscountIborIndexRates.Meta
 
metaPropertyMap() - Method in class com.opengamma.strata.pricer.rate.DiscountOvernightIndexRates.Meta
 
metaPropertyMap() - Method in class com.opengamma.strata.pricer.rate.IborRateSensitivity.Meta
 
metaPropertyMap() - Method in class com.opengamma.strata.pricer.rate.ImmutableRatesProvider.Meta
 
metaPropertyMap() - Method in class com.opengamma.strata.pricer.rate.InflationRateSensitivity.Meta
 
metaPropertyMap() - Method in class com.opengamma.strata.pricer.rate.OvernightRateSensitivity.Meta
 
metaPropertyMap() - Method in class com.opengamma.strata.pricer.rate.SimpleIborIndexRates.Meta
 
metaPropertyMap() - Method in class com.opengamma.strata.pricer.rate.SimplePriceIndexValues.Meta
 
metaPropertyMap() - Method in class com.opengamma.strata.pricer.SimpleDiscountFactors.Meta
 
metaPropertyMap() - Method in class com.opengamma.strata.pricer.swaption.BlackSwaptionExpiryTenorVolatilities.Meta
 
metaPropertyMap() - Method in class com.opengamma.strata.pricer.swaption.NormalSwaptionExpirySimpleMoneynessVolatilities.Meta
 
metaPropertyMap() - Method in class com.opengamma.strata.pricer.swaption.NormalSwaptionExpiryStrikeVolatilities.Meta
 
metaPropertyMap() - Method in class com.opengamma.strata.pricer.swaption.NormalSwaptionExpiryTenorVolatilities.Meta
 
metaPropertyMap() - Method in class com.opengamma.strata.pricer.swaption.SabrParametersSwaptionVolatilities.Meta
 
metaPropertyMap() - Method in class com.opengamma.strata.pricer.swaption.SabrSwaptionDefinition.Meta
 
metaPropertyMap() - Method in class com.opengamma.strata.pricer.swaption.SwaptionSabrSensitivity.Meta
 
metaPropertyMap() - Method in class com.opengamma.strata.pricer.swaption.SwaptionSensitivity.Meta
 
metaPropertyMap() - Method in class com.opengamma.strata.pricer.swaption.SwaptionSurfaceExpirySimpleMoneynessParameterMetadata.Meta
 
metaPropertyMap() - Method in class com.opengamma.strata.pricer.swaption.SwaptionSurfaceExpiryStrikeParameterMetadata.Meta
 
metaPropertyMap() - Method in class com.opengamma.strata.pricer.swaption.SwaptionSurfaceExpiryTenorParameterMetadata.Meta
 
metaPropertyMap() - Method in class com.opengamma.strata.pricer.ZeroRateDiscountFactors.Meta
 
metaPropertyMap() - Method in class com.opengamma.strata.pricer.ZeroRatePeriodicDiscountFactors.Meta
 
metaPropertyMap() - Method in class com.opengamma.strata.pricer.ZeroRateSensitivity.Meta
 
metaPropertyMap() - Method in class com.opengamma.strata.product.bond.Bill.Meta
 
metaPropertyMap() - Method in class com.opengamma.strata.product.bond.BillPosition.Meta
 
metaPropertyMap() - Method in class com.opengamma.strata.product.bond.BillSecurity.Meta
 
metaPropertyMap() - Method in class com.opengamma.strata.product.bond.BillTrade.Meta
 
metaPropertyMap() - Method in class com.opengamma.strata.product.bond.BondFuture.Meta
 
metaPropertyMap() - Method in class com.opengamma.strata.product.bond.BondFutureOption.Meta
 
metaPropertyMap() - Method in class com.opengamma.strata.product.bond.BondFutureOptionPosition.Meta
 
metaPropertyMap() - Method in class com.opengamma.strata.product.bond.BondFutureOptionSecurity.Meta
 
metaPropertyMap() - Method in class com.opengamma.strata.product.bond.BondFutureOptionTrade.Meta
 
metaPropertyMap() - Method in class com.opengamma.strata.product.bond.BondFuturePosition.Meta
 
metaPropertyMap() - Method in class com.opengamma.strata.product.bond.BondFutureSecurity.Meta
 
metaPropertyMap() - Method in class com.opengamma.strata.product.bond.BondFutureTrade.Meta
 
metaPropertyMap() - Method in class com.opengamma.strata.product.bond.CapitalIndexedBond.Meta
 
metaPropertyMap() - Method in class com.opengamma.strata.product.bond.CapitalIndexedBondPaymentPeriod.Meta
 
metaPropertyMap() - Method in class com.opengamma.strata.product.bond.CapitalIndexedBondPosition.Meta
 
metaPropertyMap() - Method in class com.opengamma.strata.product.bond.CapitalIndexedBondSecurity.Meta
 
metaPropertyMap() - Method in class com.opengamma.strata.product.bond.CapitalIndexedBondTrade.Meta
 
metaPropertyMap() - Method in class com.opengamma.strata.product.bond.FixedCouponBond.Meta
 
metaPropertyMap() - Method in class com.opengamma.strata.product.bond.FixedCouponBondPaymentPeriod.Meta
 
metaPropertyMap() - Method in class com.opengamma.strata.product.bond.FixedCouponBondPosition.Meta
 
metaPropertyMap() - Method in class com.opengamma.strata.product.bond.FixedCouponBondSecurity.Meta
 
metaPropertyMap() - Method in class com.opengamma.strata.product.bond.FixedCouponBondTrade.Meta
 
metaPropertyMap() - Method in class com.opengamma.strata.product.bond.KnownAmountBondPaymentPeriod.Meta
 
metaPropertyMap() - Method in class com.opengamma.strata.product.bond.ResolvedBill.Meta
 
metaPropertyMap() - Method in class com.opengamma.strata.product.bond.ResolvedBillTrade.Meta
 
metaPropertyMap() - Method in class com.opengamma.strata.product.bond.ResolvedBondFuture.Meta
 
metaPropertyMap() - Method in class com.opengamma.strata.product.bond.ResolvedBondFutureOption.Meta
 
metaPropertyMap() - Method in class com.opengamma.strata.product.bond.ResolvedBondFutureOptionTrade.Meta
 
metaPropertyMap() - Method in class com.opengamma.strata.product.bond.ResolvedBondFutureTrade.Meta
 
metaPropertyMap() - Method in class com.opengamma.strata.product.bond.ResolvedCapitalIndexedBond.Meta
 
metaPropertyMap() - Method in class com.opengamma.strata.product.bond.ResolvedCapitalIndexedBondTrade.Meta
 
metaPropertyMap() - Method in class com.opengamma.strata.product.bond.ResolvedFixedCouponBond.Meta
 
metaPropertyMap() - Method in class com.opengamma.strata.product.bond.ResolvedFixedCouponBondTrade.Meta
 
metaPropertyMap() - Method in class com.opengamma.strata.product.capfloor.IborCapFloor.Meta
 
metaPropertyMap() - Method in class com.opengamma.strata.product.capfloor.IborCapFloorLeg.Meta
 
metaPropertyMap() - Method in class com.opengamma.strata.product.capfloor.IborCapFloorTrade.Meta
 
metaPropertyMap() - Method in class com.opengamma.strata.product.capfloor.IborCapletFloorletPeriod.Meta
 
metaPropertyMap() - Method in class com.opengamma.strata.product.capfloor.ResolvedIborCapFloor.Meta
 
metaPropertyMap() - Method in class com.opengamma.strata.product.capfloor.ResolvedIborCapFloorLeg.Meta
 
metaPropertyMap() - Method in class com.opengamma.strata.product.capfloor.ResolvedIborCapFloorTrade.Meta
 
metaPropertyMap() - Method in class com.opengamma.strata.product.cms.Cms.Meta
 
metaPropertyMap() - Method in class com.opengamma.strata.product.cms.CmsLeg.Meta
 
metaPropertyMap() - Method in class com.opengamma.strata.product.cms.CmsPeriod.Meta
 
metaPropertyMap() - Method in class com.opengamma.strata.product.cms.CmsTrade.Meta
 
metaPropertyMap() - Method in class com.opengamma.strata.product.cms.ResolvedCms.Meta
 
metaPropertyMap() - Method in class com.opengamma.strata.product.cms.ResolvedCmsLeg.Meta
 
metaPropertyMap() - Method in class com.opengamma.strata.product.cms.ResolvedCmsTrade.Meta
 
metaPropertyMap() - Method in class com.opengamma.strata.product.credit.Cds.Meta
 
metaPropertyMap() - Method in class com.opengamma.strata.product.credit.CdsCalibrationTrade.Meta
 
metaPropertyMap() - Method in class com.opengamma.strata.product.credit.CdsIndex.Meta
 
metaPropertyMap() - Method in class com.opengamma.strata.product.credit.CdsIndexCalibrationTrade.Meta
 
metaPropertyMap() - Method in class com.opengamma.strata.product.credit.CdsIndexTrade.Meta
 
metaPropertyMap() - Method in class com.opengamma.strata.product.credit.CdsQuote.Meta
 
metaPropertyMap() - Method in class com.opengamma.strata.product.credit.CdsTrade.Meta
 
metaPropertyMap() - Method in class com.opengamma.strata.product.credit.CreditCouponPaymentPeriod.Meta
 
metaPropertyMap() - Method in class com.opengamma.strata.product.credit.ResolvedCds.Meta
 
metaPropertyMap() - Method in class com.opengamma.strata.product.credit.ResolvedCdsIndex.Meta
 
metaPropertyMap() - Method in class com.opengamma.strata.product.credit.ResolvedCdsIndexTrade.Meta
 
metaPropertyMap() - Method in class com.opengamma.strata.product.credit.ResolvedCdsTrade.Meta
 
metaPropertyMap() - Method in class com.opengamma.strata.product.credit.type.DatesCdsTemplate.Meta
 
metaPropertyMap() - Method in class com.opengamma.strata.product.credit.type.ImmutableCdsConvention.Meta
 
metaPropertyMap() - Method in class com.opengamma.strata.product.credit.type.TenorCdsTemplate.Meta
 
metaPropertyMap() - Method in class com.opengamma.strata.product.deposit.IborFixingDeposit.Meta
 
metaPropertyMap() - Method in class com.opengamma.strata.product.deposit.IborFixingDepositTrade.Meta
 
metaPropertyMap() - Method in class com.opengamma.strata.product.deposit.ResolvedIborFixingDeposit.Meta
 
metaPropertyMap() - Method in class com.opengamma.strata.product.deposit.ResolvedIborFixingDepositTrade.Meta
 
metaPropertyMap() - Method in class com.opengamma.strata.product.deposit.ResolvedTermDeposit.Meta
 
metaPropertyMap() - Method in class com.opengamma.strata.product.deposit.ResolvedTermDepositTrade.Meta
 
metaPropertyMap() - Method in class com.opengamma.strata.product.deposit.TermDeposit.Meta
 
metaPropertyMap() - Method in class com.opengamma.strata.product.deposit.TermDepositTrade.Meta
 
metaPropertyMap() - Method in class com.opengamma.strata.product.deposit.type.IborFixingDepositTemplate.Meta
 
metaPropertyMap() - Method in class com.opengamma.strata.product.deposit.type.ImmutableIborFixingDepositConvention.Meta
 
metaPropertyMap() - Method in class com.opengamma.strata.product.deposit.type.ImmutableTermDepositConvention.Meta
 
metaPropertyMap() - Method in class com.opengamma.strata.product.deposit.type.TermDepositTemplate.Meta
 
metaPropertyMap() - Method in class com.opengamma.strata.product.dsf.Dsf.Meta
 
metaPropertyMap() - Method in class com.opengamma.strata.product.dsf.DsfPosition.Meta
 
metaPropertyMap() - Method in class com.opengamma.strata.product.dsf.DsfSecurity.Meta
 
metaPropertyMap() - Method in class com.opengamma.strata.product.dsf.DsfTrade.Meta
 
metaPropertyMap() - Method in class com.opengamma.strata.product.dsf.ResolvedDsf.Meta
 
metaPropertyMap() - Method in class com.opengamma.strata.product.dsf.ResolvedDsfTrade.Meta
 
metaPropertyMap() - Method in class com.opengamma.strata.product.etd.EtdContractSpec.Meta
 
metaPropertyMap() - Method in class com.opengamma.strata.product.etd.EtdFuturePosition.Meta
 
metaPropertyMap() - Method in class com.opengamma.strata.product.etd.EtdFutureSecurity.Meta
 
metaPropertyMap() - Method in class com.opengamma.strata.product.etd.EtdFutureTrade.Meta
 
metaPropertyMap() - Method in class com.opengamma.strata.product.etd.EtdOptionPosition.Meta
 
metaPropertyMap() - Method in class com.opengamma.strata.product.etd.EtdOptionSecurity.Meta
 
metaPropertyMap() - Method in class com.opengamma.strata.product.etd.EtdOptionTrade.Meta
 
metaPropertyMap() - Method in class com.opengamma.strata.product.fra.Fra.Meta
 
metaPropertyMap() - Method in class com.opengamma.strata.product.fra.FraTrade.Meta
 
metaPropertyMap() - Method in class com.opengamma.strata.product.fra.ResolvedFra.Meta
 
metaPropertyMap() - Method in class com.opengamma.strata.product.fra.ResolvedFraTrade.Meta
 
metaPropertyMap() - Method in class com.opengamma.strata.product.fra.type.FraTemplate.Meta
 
metaPropertyMap() - Method in class com.opengamma.strata.product.fra.type.ImmutableFraConvention.Meta
 
metaPropertyMap() - Method in class com.opengamma.strata.product.fx.FxNdf.Meta
 
metaPropertyMap() - Method in class com.opengamma.strata.product.fx.FxNdfTrade.Meta
 
metaPropertyMap() - Method in class com.opengamma.strata.product.fx.FxSingle.Meta
 
metaPropertyMap() - Method in class com.opengamma.strata.product.fx.FxSingleTrade.Meta
 
metaPropertyMap() - Method in class com.opengamma.strata.product.fx.FxSwap.Meta
 
metaPropertyMap() - Method in class com.opengamma.strata.product.fx.FxSwapTrade.Meta
 
metaPropertyMap() - Method in class com.opengamma.strata.product.fx.ResolvedFxNdf.Meta
 
metaPropertyMap() - Method in class com.opengamma.strata.product.fx.ResolvedFxNdfTrade.Meta
 
metaPropertyMap() - Method in class com.opengamma.strata.product.fx.ResolvedFxSingle.Meta
 
metaPropertyMap() - Method in class com.opengamma.strata.product.fx.ResolvedFxSingleTrade.Meta
 
metaPropertyMap() - Method in class com.opengamma.strata.product.fx.ResolvedFxSwap.Meta
 
metaPropertyMap() - Method in class com.opengamma.strata.product.fx.ResolvedFxSwapTrade.Meta
 
metaPropertyMap() - Method in class com.opengamma.strata.product.fx.type.FxSwapTemplate.Meta
 
metaPropertyMap() - Method in class com.opengamma.strata.product.fx.type.ImmutableFxSwapConvention.Meta
 
metaPropertyMap() - Method in class com.opengamma.strata.product.fxopt.FxSingleBarrierOption.Meta
 
metaPropertyMap() - Method in class com.opengamma.strata.product.fxopt.FxSingleBarrierOptionTrade.Meta
 
metaPropertyMap() - Method in class com.opengamma.strata.product.fxopt.FxVanillaOption.Meta
 
metaPropertyMap() - Method in class com.opengamma.strata.product.fxopt.FxVanillaOptionTrade.Meta
 
metaPropertyMap() - Method in class com.opengamma.strata.product.fxopt.ResolvedFxSingleBarrierOption.Meta
 
metaPropertyMap() - Method in class com.opengamma.strata.product.fxopt.ResolvedFxSingleBarrierOptionTrade.Meta
 
metaPropertyMap() - Method in class com.opengamma.strata.product.fxopt.ResolvedFxVanillaOption.Meta
 
metaPropertyMap() - Method in class com.opengamma.strata.product.fxopt.ResolvedFxVanillaOptionTrade.Meta
 
metaPropertyMap() - Method in class com.opengamma.strata.product.GenericSecurity.Meta
 
metaPropertyMap() - Method in class com.opengamma.strata.product.GenericSecurityPosition.Meta
 
metaPropertyMap() - Method in class com.opengamma.strata.product.GenericSecurityTrade.Meta
 
metaPropertyMap() - Method in class com.opengamma.strata.product.index.IborFuture.Meta
 
metaPropertyMap() - Method in class com.opengamma.strata.product.index.IborFutureOption.Meta
 
metaPropertyMap() - Method in class com.opengamma.strata.product.index.IborFutureOptionPosition.Meta
 
metaPropertyMap() - Method in class com.opengamma.strata.product.index.IborFutureOptionSecurity.Meta
 
metaPropertyMap() - Method in class com.opengamma.strata.product.index.IborFutureOptionTrade.Meta
 
metaPropertyMap() - Method in class com.opengamma.strata.product.index.IborFuturePosition.Meta
 
metaPropertyMap() - Method in class com.opengamma.strata.product.index.IborFutureSecurity.Meta
 
metaPropertyMap() - Method in class com.opengamma.strata.product.index.IborFutureTrade.Meta
 
metaPropertyMap() - Method in class com.opengamma.strata.product.index.OvernightFuture.Meta
 
metaPropertyMap() - Method in class com.opengamma.strata.product.index.OvernightFuturePosition.Meta
 
metaPropertyMap() - Method in class com.opengamma.strata.product.index.OvernightFutureSecurity.Meta
 
metaPropertyMap() - Method in class com.opengamma.strata.product.index.OvernightFutureTrade.Meta
 
metaPropertyMap() - Method in class com.opengamma.strata.product.index.ResolvedIborFuture.Meta
 
metaPropertyMap() - Method in class com.opengamma.strata.product.index.ResolvedIborFutureOption.Meta
 
metaPropertyMap() - Method in class com.opengamma.strata.product.index.ResolvedIborFutureOptionTrade.Meta
 
metaPropertyMap() - Method in class com.opengamma.strata.product.index.ResolvedIborFutureTrade.Meta
 
metaPropertyMap() - Method in class com.opengamma.strata.product.index.ResolvedOvernightFuture.Meta
 
metaPropertyMap() - Method in class com.opengamma.strata.product.index.ResolvedOvernightFutureTrade.Meta
 
metaPropertyMap() - Method in class com.opengamma.strata.product.index.type.ImmutableIborFutureConvention.Meta
 
metaPropertyMap() - Method in class com.opengamma.strata.product.option.SimpleConstantContinuousBarrier.Meta
 
metaPropertyMap() - Method in class com.opengamma.strata.product.payment.BulletPayment.Meta
 
metaPropertyMap() - Method in class com.opengamma.strata.product.payment.BulletPaymentTrade.Meta
 
metaPropertyMap() - Method in class com.opengamma.strata.product.payment.ResolvedBulletPayment.Meta
 
metaPropertyMap() - Method in class com.opengamma.strata.product.payment.ResolvedBulletPaymentTrade.Meta
 
metaPropertyMap() - Method in class com.opengamma.strata.product.PositionInfo.Meta
 
metaPropertyMap() - Method in class com.opengamma.strata.product.rate.FixedRateComputation.Meta
 
metaPropertyMap() - Method in class com.opengamma.strata.product.rate.IborAveragedFixing.Meta
 
metaPropertyMap() - Method in class com.opengamma.strata.product.rate.IborAveragedRateComputation.Meta
 
metaPropertyMap() - Method in class com.opengamma.strata.product.rate.IborInterpolatedRateComputation.Meta
 
metaPropertyMap() - Method in class com.opengamma.strata.product.rate.IborRateComputation.Meta
 
metaPropertyMap() - Method in class com.opengamma.strata.product.rate.InflationEndInterpolatedRateComputation.Meta
 
metaPropertyMap() - Method in class com.opengamma.strata.product.rate.InflationEndMonthRateComputation.Meta
 
metaPropertyMap() - Method in class com.opengamma.strata.product.rate.InflationInterpolatedRateComputation.Meta
 
metaPropertyMap() - Method in class com.opengamma.strata.product.rate.InflationMonthlyRateComputation.Meta
 
metaPropertyMap() - Method in class com.opengamma.strata.product.rate.OvernightAveragedDailyRateComputation.Meta
 
metaPropertyMap() - Method in class com.opengamma.strata.product.rate.OvernightAveragedRateComputation.Meta
 
metaPropertyMap() - Method in class com.opengamma.strata.product.rate.OvernightCompoundedRateComputation.Meta
 
metaPropertyMap() - Method in class com.opengamma.strata.product.SecurityInfo.Meta
 
metaPropertyMap() - Method in class com.opengamma.strata.product.SecurityPosition.Meta
 
metaPropertyMap() - Method in class com.opengamma.strata.product.SecurityPriceInfo.Meta
 
metaPropertyMap() - Method in class com.opengamma.strata.product.SecurityTrade.Meta
 
metaPropertyMap() - Method in class com.opengamma.strata.product.swap.FixedRateCalculation.Meta
 
metaPropertyMap() - Method in class com.opengamma.strata.product.swap.FixedRateStubCalculation.Meta
 
metaPropertyMap() - Method in class com.opengamma.strata.product.swap.FxReset.Meta
 
metaPropertyMap() - Method in class com.opengamma.strata.product.swap.FxResetCalculation.Meta
 
metaPropertyMap() - Method in class com.opengamma.strata.product.swap.FxResetNotionalExchange.Meta
 
metaPropertyMap() - Method in class com.opengamma.strata.product.swap.IborRateCalculation.Meta
 
metaPropertyMap() - Method in class com.opengamma.strata.product.swap.IborRateStubCalculation.Meta
 
metaPropertyMap() - Method in class com.opengamma.strata.product.swap.ImmutableSwapIndex.Meta
 
metaPropertyMap() - Method in class com.opengamma.strata.product.swap.InflationRateCalculation.Meta
 
metaPropertyMap() - Method in class com.opengamma.strata.product.swap.KnownAmountNotionalSwapPaymentPeriod.Meta
 
metaPropertyMap() - Method in class com.opengamma.strata.product.swap.KnownAmountSwapLeg.Meta
 
metaPropertyMap() - Method in class com.opengamma.strata.product.swap.KnownAmountSwapPaymentPeriod.Meta
 
metaPropertyMap() - Method in class com.opengamma.strata.product.swap.NotionalExchange.Meta
 
metaPropertyMap() - Method in class com.opengamma.strata.product.swap.NotionalSchedule.Meta
 
metaPropertyMap() - Method in class com.opengamma.strata.product.swap.OvernightRateCalculation.Meta
 
metaPropertyMap() - Method in class com.opengamma.strata.product.swap.PaymentSchedule.Meta
 
metaPropertyMap() - Method in class com.opengamma.strata.product.swap.RateAccrualPeriod.Meta
 
metaPropertyMap() - Method in class com.opengamma.strata.product.swap.RateCalculationSwapLeg.Meta
 
metaPropertyMap() - Method in class com.opengamma.strata.product.swap.RatePaymentPeriod.Meta
 
metaPropertyMap() - Method in class com.opengamma.strata.product.swap.RatePeriodSwapLeg.Meta
 
metaPropertyMap() - Method in class com.opengamma.strata.product.swap.ResetSchedule.Meta
 
metaPropertyMap() - Method in class com.opengamma.strata.product.swap.ResolvedSwap.Meta
 
metaPropertyMap() - Method in class com.opengamma.strata.product.swap.ResolvedSwapLeg.Meta
 
metaPropertyMap() - Method in class com.opengamma.strata.product.swap.ResolvedSwapTrade.Meta
 
metaPropertyMap() - Method in class com.opengamma.strata.product.swap.Swap.Meta
 
metaPropertyMap() - Method in class com.opengamma.strata.product.swap.SwapTrade.Meta
 
metaPropertyMap() - Method in class com.opengamma.strata.product.swap.type.FixedIborSwapTemplate.Meta
 
metaPropertyMap() - Method in class com.opengamma.strata.product.swap.type.FixedInflationSwapTemplate.Meta
 
metaPropertyMap() - Method in class com.opengamma.strata.product.swap.type.FixedOvernightSwapTemplate.Meta
 
metaPropertyMap() - Method in class com.opengamma.strata.product.swap.type.FixedRateSwapLegConvention.Meta
 
metaPropertyMap() - Method in class com.opengamma.strata.product.swap.type.IborIborSwapTemplate.Meta
 
metaPropertyMap() - Method in class com.opengamma.strata.product.swap.type.IborRateSwapLegConvention.Meta
 
metaPropertyMap() - Method in class com.opengamma.strata.product.swap.type.ImmutableFixedIborSwapConvention.Meta
 
metaPropertyMap() - Method in class com.opengamma.strata.product.swap.type.ImmutableFixedInflationSwapConvention.Meta
 
metaPropertyMap() - Method in class com.opengamma.strata.product.swap.type.ImmutableFixedOvernightSwapConvention.Meta
 
metaPropertyMap() - Method in class com.opengamma.strata.product.swap.type.ImmutableIborIborSwapConvention.Meta
 
metaPropertyMap() - Method in class com.opengamma.strata.product.swap.type.ImmutableOvernightIborSwapConvention.Meta
 
metaPropertyMap() - Method in class com.opengamma.strata.product.swap.type.ImmutableThreeLegBasisSwapConvention.Meta
 
metaPropertyMap() - Method in class com.opengamma.strata.product.swap.type.ImmutableXCcyIborIborSwapConvention.Meta
 
metaPropertyMap() - Method in class com.opengamma.strata.product.swap.type.InflationRateSwapLegConvention.Meta
 
metaPropertyMap() - Method in class com.opengamma.strata.product.swap.type.OvernightIborSwapTemplate.Meta
 
metaPropertyMap() - Method in class com.opengamma.strata.product.swap.type.OvernightRateSwapLegConvention.Meta
 
metaPropertyMap() - Method in class com.opengamma.strata.product.swap.type.ThreeLegBasisSwapTemplate.Meta
 
metaPropertyMap() - Method in class com.opengamma.strata.product.swap.type.XCcyIborIborSwapTemplate.Meta
 
metaPropertyMap() - Method in class com.opengamma.strata.product.swaption.CashSwaptionSettlement.Meta
 
metaPropertyMap() - Method in class com.opengamma.strata.product.swaption.PhysicalSwaptionSettlement.Meta
 
metaPropertyMap() - Method in class com.opengamma.strata.product.swaption.ResolvedSwaption.Meta
 
metaPropertyMap() - Method in class com.opengamma.strata.product.swaption.ResolvedSwaptionTrade.Meta
 
metaPropertyMap() - Method in class com.opengamma.strata.product.swaption.Swaption.Meta
 
metaPropertyMap() - Method in class com.opengamma.strata.product.swaption.SwaptionTrade.Meta
 
metaPropertyMap() - Method in class com.opengamma.strata.product.TradeInfo.Meta
 
metaPropertyMap() - Method in class com.opengamma.strata.report.cashflow.CashFlowReport.Meta
 
metaPropertyMap() - Method in class com.opengamma.strata.report.framework.format.FormatSettings.Meta
 
metaPropertyMap() - Method in class com.opengamma.strata.report.ReportCalculationResults.Meta
 
metaPropertyMap() - Method in class com.opengamma.strata.report.ReportRequirements.Meta
 
metaPropertyMap() - Method in class com.opengamma.strata.report.trade.TradeReport.Meta
 
metaPropertyMap() - Method in class com.opengamma.strata.report.trade.TradeReportColumn.Meta
 
metaPropertyMap() - Method in class com.opengamma.strata.report.trade.TradeReportTemplate.Meta
 
metaResult(Class<R>) - Static method in class com.opengamma.strata.collect.result.Result
The meta-bean for Result.
metaTriple(Class<R>, Class<S>, Class<T>) - Static method in class com.opengamma.strata.collect.tuple.Triple
The meta-bean for Triple.
metaValueWithFailures(Class<R>) - Static method in class com.opengamma.strata.collect.result.ValueWithFailures
The meta-bean for ValueWithFailures.
method() - Method in class com.opengamma.strata.product.swaption.CashSwaptionSettlement.Meta
The meta-property for the method property.
min() - Method in class com.opengamma.strata.collect.array.DoubleArray
Returns the minimum value held in the array.
min() - Method in class com.opengamma.strata.collect.array.IntArray
Returns the minimum value held in the array.
min(Comparator<? super Map.Entry<K, V>>) - Method in class com.opengamma.strata.collect.MapStream
 
minGapInDays() - Method in class com.opengamma.strata.market.curve.CurveNodeDateOrder.Meta
The meta-property for the minGapInDays property.
minimal() - Static method in interface com.opengamma.strata.basics.ReferenceData
Obtains the minimal set of reference data.
minus(CurrencyAmount) - Method in class com.opengamma.strata.basics.currency.CurrencyAmount
Returns a copy of this CurrencyAmount with the specified amount subtracted.
minus(double) - Method in class com.opengamma.strata.basics.currency.CurrencyAmount
Returns a copy of this CurrencyAmount with the specified amount subtracted.
minus(CurrencyAmountArray) - Method in class com.opengamma.strata.basics.currency.CurrencyAmountArray
Returns a new array containing the values from this array with the values from the other array subtracted.
minus(CurrencyAmount) - Method in class com.opengamma.strata.basics.currency.CurrencyAmountArray
Returns a new array containing the values from this array with the specified amount subtracted.
minus(Currency, double) - Method in class com.opengamma.strata.basics.currency.MultiCurrencyAmount
Returns a copy of this MultiCurrencyAmount with the specified amount subtracted.
minus(CurrencyAmount) - Method in class com.opengamma.strata.basics.currency.MultiCurrencyAmount
Returns a copy of this MultiCurrencyAmount with the specified amount subtracted.
minus(MultiCurrencyAmount) - Method in class com.opengamma.strata.basics.currency.MultiCurrencyAmount
Returns a copy of this MultiCurrencyAmount with the specified amount subtracted.
minus(MultiCurrencyAmountArray) - Method in class com.opengamma.strata.basics.currency.MultiCurrencyAmountArray
Returns a new array containing the values from this array with the values from the other array subtracted.
minus(MultiCurrencyAmount) - Method in class com.opengamma.strata.basics.currency.MultiCurrencyAmountArray
Returns a new array containing the values from this array with the values from the amount subtracted.
minus(double) - Method in class com.opengamma.strata.collect.array.DoubleArray
Returns an instance with the specified amount subtracted from each value.
minus(DoubleArray) - Method in class com.opengamma.strata.collect.array.DoubleArray
Returns an instance where each element is equal to the difference between the matching values in this array and the other array.
minus(DoubleMatrix) - Method in class com.opengamma.strata.collect.array.DoubleMatrix
Returns an instance where each element is equal to the difference between the matching values in this matrix and the other matrix.
minus(int) - Method in class com.opengamma.strata.collect.array.IntArray
Returns an instance with the specified amount subtracted from each value.
minus(IntArray) - Method in class com.opengamma.strata.collect.array.IntArray
Returns an instance where each element is equal to the difference between the matching values in this array and the other array.
minus(CurrencyScenarioArray) - Method in class com.opengamma.strata.data.scenario.CurrencyScenarioArray
Returns a new array containing the values from this array with the values from the other array subtracted.
minus(CurrencyAmount) - Method in class com.opengamma.strata.data.scenario.CurrencyScenarioArray
Returns a new array containing the values from this array with the specified amount subtracted.
MODIFIED_FOLLOWING - Static variable in class com.opengamma.strata.basics.date.BusinessDayConventions
The 'ModifiedFollowing' convention which adjusts to the next business day without crossing month end.
MODIFIED_FOLLOWING_BI_MONTHLY - Static variable in class com.opengamma.strata.basics.date.BusinessDayConventions
The 'ModifiedFollowingBiMonthly' convention which adjusts to the next business day without crossing mid-month or month end.
MODIFIED_PRECEDING - Static variable in class com.opengamma.strata.basics.date.BusinessDayConventions
The 'ModifiedPreceding' convention which adjusts to the previous business day without crossing month start.
modifiedDurationFromRealYieldFiniteDifference(ResolvedCapitalIndexedBond, RatesProvider, LocalDate, double) - Method in class com.opengamma.strata.pricer.bond.DiscountingCapitalIndexedBondProductPricer
Calculates the modified duration from the conventional real yield using finite difference approximation.
modifiedDurationFromStandardYield(ResolvedCapitalIndexedBond, RatesProvider, LocalDate, double) - Method in class com.opengamma.strata.pricer.bond.DiscountingCapitalIndexedBondProductPricer
Computes the modified duration from the standard yield.
modifiedDurationFromYield(ResolvedFixedCouponBond, LocalDate, double) - Method in class com.opengamma.strata.pricer.bond.DiscountingFixedCouponBondProductPricer
Calculates the modified duration of the fixed coupon bond product from yield.
modifyingValue() - Method in class com.opengamma.strata.basics.value.ValueAdjustment.Meta
The meta-property for the modifyingValue property.
Money - Class in com.opengamma.strata.basics.currency
An amount of a currency, rounded to match the currency specifications.
MONEYNESS - Static variable in class com.opengamma.strata.market.option.StrikeType
The type of a strike based on moneyness, defined as strike/forward.
MONEYNESS_TYPE - Static variable in class com.opengamma.strata.market.surface.SurfaceInfoType
Key used to access information about the type of moneyness.
MoneynessStrike - Class in com.opengamma.strata.market.option
A strike based on moneyness.
MoneynessStrike.Meta - Class in com.opengamma.strata.market.option
The meta-bean for MoneynessStrike.
MoneynessType - Enum in com.opengamma.strata.market.model
The approach used for simple moneyness.
MONTHLY - Static variable in class com.opengamma.strata.product.etd.EtdVariant
The standard Monthly type.
MONTHLY_IMM - Static variable in class com.opengamma.strata.basics.date.DateSequences
The 'Monthly-IMM' date sequence.
MONTHS - Static variable in class com.opengamma.strata.market.ValueType
Type used when each value is the number of months relative to a base month - 'Months'.
MultiCurrencyAmount - Class in com.opengamma.strata.basics.currency
A map of currency amounts keyed by currency.
MultiCurrencyAmount.Meta - Class in com.opengamma.strata.basics.currency
The meta-bean for MultiCurrencyAmount.
MultiCurrencyAmountArray - Class in com.opengamma.strata.basics.currency
An array of multi-currency amounts.
MultiCurrencyAmountArray.Meta - Class in com.opengamma.strata.basics.currency
The meta-bean for MultiCurrencyAmountArray.
MultiCurrencyScenarioArray - Class in com.opengamma.strata.data.scenario
A currency-convertible scenario array for multi-currency amounts, holding one amount for each scenario.
MultiCurrencyScenarioArray.Meta - Class in com.opengamma.strata.data.scenario
The meta-bean for MultiCurrencyScenarioArray.
multipliedBy(double) - Method in class com.opengamma.strata.basics.currency.CurrencyAmount
Returns a copy of this CurrencyAmount with the amount multiplied.
multipliedBy(double) - Method in class com.opengamma.strata.basics.currency.MultiCurrencyAmount
Returns a copy of this MultiCurrencyAmount with all the amounts multiplied by the factor.
multipliedBy(double) - Method in class com.opengamma.strata.collect.array.DoubleArray
Returns an instance with each value multiplied by the specified factor.
multipliedBy(DoubleArray) - Method in class com.opengamma.strata.collect.array.DoubleArray
Returns an instance where each element is equal to the product of the matching values in this array and the other array.
multipliedBy(double) - Method in class com.opengamma.strata.collect.array.DoubleMatrix
Returns an instance with each value multiplied by the specified factor.
multipliedBy(int) - Method in class com.opengamma.strata.collect.array.IntArray
Returns an instance with each value multiplied by the specified factor.
multipliedBy(IntArray) - Method in class com.opengamma.strata.collect.array.IntArray
Returns an instance where each element is equal to the product of the matching values in this array and the other array.
multipliedBy(double) - Method in class com.opengamma.strata.market.param.CrossGammaParameterSensitivities
Returns an instance with the sensitivity values multiplied by the specified factor.
multipliedBy(double) - Method in class com.opengamma.strata.market.param.CrossGammaParameterSensitivity
Returns an instance with the sensitivity values multiplied by the specified factor.
multipliedBy(double) - Method in class com.opengamma.strata.market.param.CurrencyParameterSensitivities
Returns an instance with the sensitivity values multiplied by the specified factor.
multipliedBy(double) - Method in class com.opengamma.strata.market.param.CurrencyParameterSensitivity
Returns an instance with the sensitivity values multiplied by the specified factor.
multipliedBy(Currency, double) - Method in class com.opengamma.strata.market.param.UnitParameterSensitivities
Converts this sensitivity to a monetary value, multiplying by the specified factor.
multipliedBy(double) - Method in class com.opengamma.strata.market.param.UnitParameterSensitivities
Returns an instance with the sensitivity values multiplied by the specified factor.
multipliedBy(Currency, double) - Method in class com.opengamma.strata.market.param.UnitParameterSensitivity
Returns an instance converted this sensitivity to a monetary value, multiplying by the specified factor.
multipliedBy(double) - Method in class com.opengamma.strata.market.param.UnitParameterSensitivity
Returns an instance with the sensitivity values multiplied by the specified factor.
multipliedBy(double) - Method in class com.opengamma.strata.market.sensitivity.MutablePointSensitivities
 
multipliedBy(double) - Method in class com.opengamma.strata.market.sensitivity.PointSensitivities
Multiplies the sensitivities in this instance by the specified factor.
multipliedBy(double) - Method in interface com.opengamma.strata.market.sensitivity.PointSensitivityBuilder
Multiplies the sensitivities in this builder by the specified factor.
multipliedBy(double) - Method in class com.opengamma.strata.pricer.bond.BondFutureOptionSensitivity
 
multipliedBy(double) - Method in class com.opengamma.strata.pricer.bond.IssuerCurveZeroRateSensitivity
 
multipliedBy(double) - Method in class com.opengamma.strata.pricer.bond.RepoCurveZeroRateSensitivity
 
multipliedBy(double) - Method in class com.opengamma.strata.pricer.capfloor.IborCapletFloorletSabrSensitivity
 
multipliedBy(double) - Method in class com.opengamma.strata.pricer.capfloor.IborCapletFloorletSensitivity
 
multipliedBy(double) - Method in class com.opengamma.strata.pricer.credit.CreditCurveZeroRateSensitivity
 
multipliedBy(double) - Method in class com.opengamma.strata.pricer.fx.FxForwardSensitivity
 
multipliedBy(double) - Method in class com.opengamma.strata.pricer.fx.FxIndexSensitivity
 
multipliedBy(double) - Method in class com.opengamma.strata.pricer.fxopt.FxOptionSensitivity
 
multipliedBy(double) - Method in class com.opengamma.strata.pricer.index.IborFutureOptionSensitivity
 
multipliedBy(double) - Method in class com.opengamma.strata.pricer.rate.IborRateSensitivity
 
multipliedBy(double) - Method in class com.opengamma.strata.pricer.rate.InflationRateSensitivity
 
multipliedBy(double) - Method in class com.opengamma.strata.pricer.rate.OvernightRateSensitivity
 
multipliedBy(double) - Method in class com.opengamma.strata.pricer.swaption.SwaptionSabrSensitivity
 
multipliedBy(double) - Method in class com.opengamma.strata.pricer.swaption.SwaptionSensitivity
 
multipliedBy(double) - Method in class com.opengamma.strata.pricer.ZeroRateSensitivity
 
MutablePointSensitivities - Class in com.opengamma.strata.market.sensitivity
Mutable builder for sensitivity to a group of curves.
MutablePointSensitivities() - Constructor for class com.opengamma.strata.market.sensitivity.MutablePointSensitivities
Creates an empty instance.
MutablePointSensitivities(PointSensitivity) - Constructor for class com.opengamma.strata.market.sensitivity.MutablePointSensitivities
Creates an instance with the specified sensitivity.
MutablePointSensitivities(List<? extends PointSensitivity>) - Constructor for class com.opengamma.strata.market.sensitivity.MutablePointSensitivities
Creates an instance with the specified sensitivities.
mutate(double[], DoubleUnaryOperator) - Static method in class com.opengamma.strata.collect.DoubleArrayMath
Mutates each element in the array using an operator by mutation.
mutateByAddition(double[], double) - Static method in class com.opengamma.strata.collect.DoubleArrayMath
Adds a constant value to each element in the array by mutation.
mutateByAddition(double[], double[]) - Static method in class com.opengamma.strata.collect.DoubleArrayMath
Adds values in two arrays together, mutating the first array.
mutateByMultiplication(double[], double) - Static method in class com.opengamma.strata.collect.DoubleArrayMath
Multiplies each element in the array by a value by mutation.
mutateByMultiplication(double[], double[]) - Static method in class com.opengamma.strata.collect.DoubleArrayMath
Multiplies values in two arrays, mutating the first array.
MX - Static variable in class com.opengamma.strata.basics.location.Country
The country 'MX' - Mexico.
MXMC - Static variable in class com.opengamma.strata.basics.date.HolidayCalendarIds
An identifier for the holiday calendar of Mexico City, Mexico, with code 'MXMC'.
MXN - Static variable in class com.opengamma.strata.basics.currency.Currency
The currency 'MXN' - Mexican Peso.
MXN_TIIE - Static variable in class com.opengamma.strata.basics.index.FloatingRateNames
Constant for MXN-TIIE.
MXN_TIIE_13W - Static variable in class com.opengamma.strata.basics.index.IborIndices
The 13 week TIIE index.
MXN_TIIE_26W - Static variable in class com.opengamma.strata.basics.index.IborIndices
The 26 week TIIE index.
MXN_TIIE_4W - Static variable in class com.opengamma.strata.basics.index.IborIndices
The 4 week TIIE index.
MY - Static variable in class com.opengamma.strata.basics.location.Country
The country 'MY' - Malaysia.
MYR - Static variable in class com.opengamma.strata.basics.currency.Currency
The currency 'MYR' - Malaysian Ringgit.

N

name(String) - Method in class com.opengamma.strata.basics.index.ImmutableFxIndex.Builder
Sets the index name, such as 'EUR/GBP-ECB'.
name() - Method in class com.opengamma.strata.basics.index.ImmutableFxIndex.Meta
The meta-property for the name property.
name(String) - Method in class com.opengamma.strata.basics.index.ImmutableIborIndex.Builder
Sets the index name, such as 'GBP-LIBOR-3M'.
name() - Method in class com.opengamma.strata.basics.index.ImmutableIborIndex.Meta
The meta-property for the name property.
name(String) - Method in class com.opengamma.strata.basics.index.ImmutableOvernightIndex.Builder
Sets the index name, such as 'GBP-SONIA'.
name() - Method in class com.opengamma.strata.basics.index.ImmutableOvernightIndex.Meta
The meta-property for the name property.
name(String) - Method in class com.opengamma.strata.basics.index.ImmutablePriceIndex.Builder
Sets the index name, such as 'GB-HICP'.
name() - Method in class com.opengamma.strata.basics.index.ImmutablePriceIndex.Meta
The meta-property for the name property.
name(ColumnName) - Method in class com.opengamma.strata.calc.Column.Builder
Sets the column name.
name() - Method in class com.opengamma.strata.calc.Column.Meta
The meta-property for the name property.
name() - Method in class com.opengamma.strata.calc.ColumnHeader.Meta
The meta-property for the name property.
name() - Method in class com.opengamma.strata.calc.ImmutableMeasure.Meta
The meta-property for the name property.
name() - Method in class com.opengamma.strata.market.curve.CurveParameterSize.Meta
The meta-property for the name property.
name(CurveName) - Method in class com.opengamma.strata.market.curve.InterpolatedNodalCurveDefinition.Builder
Sets the curve name.
name() - Method in class com.opengamma.strata.market.curve.InterpolatedNodalCurveDefinition.Meta
The meta-property for the name property.
name() - Method in class com.opengamma.strata.market.curve.IsdaCreditCurveDefinition.Meta
The meta-property for the name property.
name(CurveGroupName) - Method in class com.opengamma.strata.market.curve.LegalEntityCurveGroup.Builder
Sets the name of the curve group.
name() - Method in class com.opengamma.strata.market.curve.LegalEntityCurveGroup.Meta
The meta-property for the name property.
name(CurveName) - Method in class com.opengamma.strata.market.curve.ParameterizedFunctionalCurveDefinition.Builder
Sets the curve name.
name() - Method in class com.opengamma.strata.market.curve.ParameterizedFunctionalCurveDefinition.Meta
The meta-property for the name property.
name(CurveGroupName) - Method in class com.opengamma.strata.market.curve.RatesCurveGroup.Builder
Sets the name of the curve group.
name() - Method in class com.opengamma.strata.market.curve.RatesCurveGroup.Meta
The meta-property for the name property.
name() - Method in class com.opengamma.strata.market.curve.RatesCurveGroupDefinition.Meta
The meta-property for the name property.
name(CurveGroupName) - Method in class com.opengamma.strata.market.curve.RatesCurveGroupDefinitionBuilder
Sets the name of the curve group definition.
name() - Method in class com.opengamma.strata.market.param.ParameterSize.Meta
The meta-property for the name property.
name(FxOptionVolatilitiesName) - Method in class com.opengamma.strata.measure.fxopt.BlackFxOptionInterpolatedNodalSurfaceVolatilitiesSpecification.Builder
Sets the name.
name() - Method in class com.opengamma.strata.measure.fxopt.BlackFxOptionInterpolatedNodalSurfaceVolatilitiesSpecification.Meta
The meta-property for the name property.
name(FxOptionVolatilitiesName) - Method in class com.opengamma.strata.measure.fxopt.BlackFxOptionSmileVolatilitiesSpecification.Builder
Sets the name of the volatilities.
name() - Method in class com.opengamma.strata.measure.fxopt.BlackFxOptionSmileVolatilitiesSpecification.Meta
The meta-property for the name property.
name(IborCapletFloorletVolatilitiesName) - Method in class com.opengamma.strata.pricer.capfloor.DirectIborCapletFloorletVolatilityDefinition.Builder
Sets the name of the volatilities.
name() - Method in class com.opengamma.strata.pricer.capfloor.DirectIborCapletFloorletVolatilityDefinition.Meta
The meta-property for the name property.
name(IborCapletFloorletVolatilitiesName) - Method in class com.opengamma.strata.pricer.capfloor.SabrIborCapletFloorletVolatilityBootstrapDefinition.Builder
Sets the name of the volatilities.
name() - Method in class com.opengamma.strata.pricer.capfloor.SabrIborCapletFloorletVolatilityBootstrapDefinition.Meta
The meta-property for the name property.
name(IborCapletFloorletVolatilitiesName) - Method in class com.opengamma.strata.pricer.capfloor.SabrIborCapletFloorletVolatilityCalibrationDefinition.Builder
Sets the name of the volatilities.
name() - Method in class com.opengamma.strata.pricer.capfloor.SabrIborCapletFloorletVolatilityCalibrationDefinition.Meta
The meta-property for the name property.
name(IborCapletFloorletVolatilitiesName) - Method in class com.opengamma.strata.pricer.capfloor.SabrParametersIborCapletFloorletVolatilities.Builder
Sets the name.
name() - Method in class com.opengamma.strata.pricer.capfloor.SabrParametersIborCapletFloorletVolatilities.Meta
The meta-property for the name property.
name() - Method in class com.opengamma.strata.pricer.capfloor.SurfaceIborCapletFloorletVolatilityBootstrapDefinition.Meta
The meta-property for the name property.
name(FxOptionVolatilitiesName) - Method in class com.opengamma.strata.pricer.fxopt.BlackFxOptionSmileVolatilities.Builder
Sets the name of the volatilities.
name() - Method in class com.opengamma.strata.pricer.fxopt.BlackFxOptionSmileVolatilities.Meta
The meta-property for the name property.
name(FxOptionVolatilitiesName) - Method in class com.opengamma.strata.pricer.fxopt.BlackFxOptionSurfaceVolatilities.Builder
Sets the name of the volatilities.
name() - Method in class com.opengamma.strata.pricer.fxopt.BlackFxOptionSurfaceVolatilities.Meta
The meta-property for the name property.
name(SwaptionVolatilitiesName) - Method in class com.opengamma.strata.pricer.swaption.SabrParametersSwaptionVolatilities.Builder
Sets the name.
name() - Method in class com.opengamma.strata.pricer.swaption.SabrParametersSwaptionVolatilities.Meta
The meta-property for the name property.
name() - Method in class com.opengamma.strata.pricer.swaption.SabrSwaptionDefinition.Meta
The meta-property for the name property.
NAME - Static variable in class com.opengamma.strata.product.AttributeType
Key used to access the name.
name(String) - Method in class com.opengamma.strata.product.credit.type.ImmutableCdsConvention.Builder
Sets the convention name.
name() - Method in class com.opengamma.strata.product.credit.type.ImmutableCdsConvention.Meta
The meta-property for the name property.
name(String) - Method in class com.opengamma.strata.product.deposit.type.ImmutableIborFixingDepositConvention.Builder
Sets the convention name, such as 'GBP-LIBOR-3M', optional with defaulting getter.
name() - Method in class com.opengamma.strata.product.deposit.type.ImmutableIborFixingDepositConvention.Meta
The meta-property for the name property.
name(String) - Method in class com.opengamma.strata.product.deposit.type.ImmutableTermDepositConvention.Builder
Sets the convention name, such as 'GBP-Deposit-ON'.
name() - Method in class com.opengamma.strata.product.deposit.type.ImmutableTermDepositConvention.Meta
The meta-property for the name property.
name(String) - Method in class com.opengamma.strata.product.fra.type.ImmutableFraConvention.Builder
Sets the convention name, such as 'GBP-LIBOR-3M', optional with defaulting getter.
name() - Method in class com.opengamma.strata.product.fra.type.ImmutableFraConvention.Meta
The meta-property for the name property.
name(String) - Method in class com.opengamma.strata.product.fx.type.ImmutableFxSwapConvention.Builder
Sets the convention name, such as 'EUR/USD', optional with defaulting getter.
name() - Method in class com.opengamma.strata.product.fx.type.ImmutableFxSwapConvention.Meta
The meta-property for the name property.
name(String) - Method in class com.opengamma.strata.product.index.type.ImmutableIborFutureConvention.Builder
Sets the convention name, such as 'USD-LIBOR-3M-Quarterly-IMM'.
name() - Method in class com.opengamma.strata.product.index.type.ImmutableIborFutureConvention.Meta
The meta-property for the name property.
name(String) - Method in class com.opengamma.strata.product.swap.ImmutableSwapIndex.Builder
Sets the index name.
name() - Method in class com.opengamma.strata.product.swap.ImmutableSwapIndex.Meta
The meta-property for the name property.
name(String) - Method in class com.opengamma.strata.product.swap.type.ImmutableFixedIborSwapConvention.Builder
Sets the convention name, such as 'USD-FIXED-6M-LIBOR-3M'.
name() - Method in class com.opengamma.strata.product.swap.type.ImmutableFixedIborSwapConvention.Meta
The meta-property for the name property.
name(String) - Method in class com.opengamma.strata.product.swap.type.ImmutableFixedInflationSwapConvention.Builder
Sets the convention name, such as 'USD-FIXED-6M-LIBOR-3M'.
name() - Method in class com.opengamma.strata.product.swap.type.ImmutableFixedInflationSwapConvention.Meta
The meta-property for the name property.
name(String) - Method in class com.opengamma.strata.product.swap.type.ImmutableFixedOvernightSwapConvention.Builder
Sets the convention name, such as 'USD-FIXED-TERM-FED-FUND-OIS'.
name() - Method in class com.opengamma.strata.product.swap.type.ImmutableFixedOvernightSwapConvention.Meta
The meta-property for the name property.
name(String) - Method in class com.opengamma.strata.product.swap.type.ImmutableIborIborSwapConvention.Builder
Sets the convention name, such as 'USD-LIBOR-3M-LIBOR-6M'.
name() - Method in class com.opengamma.strata.product.swap.type.ImmutableIborIborSwapConvention.Meta
The meta-property for the name property.
name(String) - Method in class com.opengamma.strata.product.swap.type.ImmutableOvernightIborSwapConvention.Builder
Sets the convention name, such as 'USD-FED-FUND-AA-LIBOR-3M'.
name() - Method in class com.opengamma.strata.product.swap.type.ImmutableOvernightIborSwapConvention.Meta
The meta-property for the name property.
name(String) - Method in class com.opengamma.strata.product.swap.type.ImmutableThreeLegBasisSwapConvention.Builder
Sets the convention name.
name() - Method in class com.opengamma.strata.product.swap.type.ImmutableThreeLegBasisSwapConvention.Meta
The meta-property for the name property.
name(String) - Method in class com.opengamma.strata.product.swap.type.ImmutableXCcyIborIborSwapConvention.Builder
Sets the convention name, such as 'EUR-EURIBOR-3M-USD-LIBOR-3M'.
name() - Method in class com.opengamma.strata.product.swap.type.ImmutableXCcyIborIborSwapConvention.Meta
The meta-property for the name property.
Named - Interface in com.opengamma.strata.collect.named
A named instance.
NamedEnum - Interface in com.opengamma.strata.collect.named
A named enum instance.
NamedLookup<T extends Named> - Interface in com.opengamma.strata.collect.named
A lookup for named instances.
NamedMarketDataId<T> - Interface in com.opengamma.strata.data
An identifier for a unique item of market data that can has a non-unique name.
NATURAL - Static variable in class com.opengamma.strata.calc.ReportingCurrency
An instance requesting the "natural" currency of the target.
NATURAL_CUBIC_SPLINE - Static variable in class com.opengamma.strata.market.curve.interpolator.CurveInterpolators
Natural cubic spline interpolator.
NATURAL_SPLINE - Static variable in class com.opengamma.strata.market.curve.interpolator.CurveInterpolators
Natural spline interpolator.
NATURAL_SPLINE_NONNEGATIVITY_CUBIC - Static variable in class com.opengamma.strata.market.curve.interpolator.CurveInterpolators
Natural spline interpolator with non-negativity filter.
naturalCurrency(T, ReferenceData) - Method in interface com.opengamma.strata.calc.runner.CalculationFunction
Returns the "natural" currency for the specified target.
naturalCurrency(ReferenceData) - Method in class com.opengamma.strata.calc.runner.CalculationTask
Determines the natural currency of the target.
naturalCurrency(T, ReferenceData) - Method in class com.opengamma.strata.measure.bond.BillTradeCalculationFunction
 
naturalCurrency(T, ReferenceData) - Method in class com.opengamma.strata.measure.bond.BondFutureOptionTradeCalculationFunction
 
naturalCurrency(T, ReferenceData) - Method in class com.opengamma.strata.measure.bond.BondFutureTradeCalculationFunction
 
naturalCurrency(T, ReferenceData) - Method in class com.opengamma.strata.measure.bond.CapitalIndexedBondTradeCalculationFunction
 
naturalCurrency(T, ReferenceData) - Method in class com.opengamma.strata.measure.bond.FixedCouponBondTradeCalculationFunction
 
naturalCurrency(IborCapFloorTrade, ReferenceData) - Method in class com.opengamma.strata.measure.capfloor.IborCapFloorTradeCalculationFunction
 
naturalCurrency(CmsTrade, ReferenceData) - Method in class com.opengamma.strata.measure.cms.CmsTradeCalculationFunction
 
naturalCurrency(CdsIndexTrade, ReferenceData) - Method in class com.opengamma.strata.measure.credit.CdsIndexTradeCalculationFunction
 
naturalCurrency(CdsTrade, ReferenceData) - Method in class com.opengamma.strata.measure.credit.CdsTradeCalculationFunction
 
naturalCurrency(TermDepositTrade, ReferenceData) - Method in class com.opengamma.strata.measure.deposit.TermDepositTradeCalculationFunction
 
naturalCurrency(T, ReferenceData) - Method in class com.opengamma.strata.measure.dsf.DsfTradeCalculationFunction
 
naturalCurrency(FraTrade, ReferenceData) - Method in class com.opengamma.strata.measure.fra.FraTradeCalculationFunction
 
naturalCurrency(FxNdfTrade, ReferenceData) - Method in class com.opengamma.strata.measure.fx.FxNdfTradeCalculationFunction
 
naturalCurrency(FxSingleTrade, ReferenceData) - Method in class com.opengamma.strata.measure.fx.FxSingleTradeCalculationFunction
 
naturalCurrency(FxSwapTrade, ReferenceData) - Method in class com.opengamma.strata.measure.fx.FxSwapTradeCalculationFunction
 
naturalCurrency(FxSingleBarrierOptionTrade, ReferenceData) - Method in class com.opengamma.strata.measure.fxopt.FxSingleBarrierOptionTradeCalculationFunction
 
naturalCurrency(FxVanillaOptionTrade, ReferenceData) - Method in class com.opengamma.strata.measure.fxopt.FxVanillaOptionTradeCalculationFunction
 
naturalCurrency(T, ReferenceData) - Method in class com.opengamma.strata.measure.index.IborFutureOptionTradeCalculationFunction
 
naturalCurrency(T, ReferenceData) - Method in class com.opengamma.strata.measure.index.IborFutureTradeCalculationFunction
 
naturalCurrency(T, ReferenceData) - Method in class com.opengamma.strata.measure.index.OvernightFutureTradeCalculationFunction
 
naturalCurrency(BulletPaymentTrade, ReferenceData) - Method in class com.opengamma.strata.measure.payment.BulletPaymentTradeCalculationFunction
 
naturalCurrency(GenericSecurityPosition, ReferenceData) - Method in class com.opengamma.strata.measure.security.GenericSecurityPositionCalculationFunction
 
naturalCurrency(GenericSecurityTrade, ReferenceData) - Method in class com.opengamma.strata.measure.security.GenericSecurityTradeCalculationFunction
 
naturalCurrency(SecurityPosition, ReferenceData) - Method in class com.opengamma.strata.measure.security.SecurityPositionCalculationFunction
 
naturalCurrency(SecurityTrade, ReferenceData) - Method in class com.opengamma.strata.measure.security.SecurityTradeCalculationFunction
 
naturalCurrency(SwapTrade, ReferenceData) - Method in class com.opengamma.strata.measure.swap.SwapTradeCalculationFunction
 
naturalCurrency(SwaptionTrade, ReferenceData) - Method in class com.opengamma.strata.measure.swaption.SwaptionTradeCalculationFunction
 
NEAREST - Static variable in class com.opengamma.strata.basics.date.BusinessDayConventions
The 'Nearest' convention which adjusts Sunday and Monday forward, and other days backward.
nearLeg() - Method in class com.opengamma.strata.product.fx.FxSwap.Meta
The meta-property for the nearLeg property.
nearLeg() - Method in class com.opengamma.strata.product.fx.ResolvedFxSwap.Meta
The meta-property for the nearLeg property.
negate() - Method in interface com.opengamma.strata.collect.function.ObjDoublePredicate
Returns a new predicate that negates the result of this predicate.
negate() - Method in interface com.opengamma.strata.collect.function.ObjIntPredicate
Returns a new predicate that negates the result of this predicate.
negate() - Method in interface com.opengamma.strata.collect.function.ObjLongPredicate
Returns a new predicate that negates the result of this predicate.
negated() - Method in class com.opengamma.strata.basics.currency.AdjustablePayment
Returns a copy of this payment with the value negated.
negated() - Method in class com.opengamma.strata.basics.currency.CurrencyAmount
Returns a copy of this CurrencyAmount with the amount negated.
negated() - Method in class com.opengamma.strata.basics.currency.MultiCurrencyAmount
Returns a copy of this CurrencyAmount with the amount negated.
negated() - Method in class com.opengamma.strata.basics.currency.Payment
Returns a copy of this Payment with the value negated.
negative() - Method in class com.opengamma.strata.basics.currency.CurrencyAmount
Returns a copy of this CurrencyAmount with a negative amount.
negativeRateMethod(NegativeRateMethod) - Method in class com.opengamma.strata.product.swap.IborRateCalculation.Builder
Sets the negative rate method, defaulted to 'AllowNegative'.
negativeRateMethod() - Method in class com.opengamma.strata.product.swap.IborRateCalculation.Meta
The meta-property for the negativeRateMethod property.
NegativeRateMethod - Enum in com.opengamma.strata.product.swap
A convention defining how to handle a negative interest rate.
negativeRateMethod(NegativeRateMethod) - Method in class com.opengamma.strata.product.swap.OvernightRateCalculation.Builder
Sets the negative rate method, defaulted to 'AllowNegative'.
negativeRateMethod() - Method in class com.opengamma.strata.product.swap.OvernightRateCalculation.Meta
The meta-property for the negativeRateMethod property.
negativeRateMethod(NegativeRateMethod) - Method in class com.opengamma.strata.product.swap.RateAccrualPeriod.Builder
Sets the negative rate method, defaulted to 'AllowNegative'.
negativeRateMethod() - Method in class com.opengamma.strata.product.swap.RateAccrualPeriod.Meta
The meta-property for the negativeRateMethod property.
netAmount(ResolvedCapitalIndexedBondTrade, RatesProvider) - Method in class com.opengamma.strata.pricer.bond.DiscountingCapitalIndexedBondTradePricer
Calculates the net amount of the settlement of the bond trade.
NewtonVectorRootFinder - Interface in com.opengamma.strata.math.rootfind
Performs Newton-Raphson style multi-dimensional root finding.
next(LocalDate) - Method in interface com.opengamma.strata.basics.date.DateSequence
Finds the next date in the sequence, always returning a date later than the input date.
next(LocalDate) - Method in interface com.opengamma.strata.basics.date.HolidayCalendar
Finds the next business day, always returning a later date.
next(LocalDate) - Method in class com.opengamma.strata.basics.date.ImmutableHolidayCalendar
 
next(LocalDate, Frequency) - Method in interface com.opengamma.strata.basics.schedule.RollConvention
Calculates the next date in the sequence after the input date.
next() - Method in class com.opengamma.strata.collect.io.CsvIterator
Returns the next row from the CSV file.
nextBatch(int) - Method in class com.opengamma.strata.collect.io.CsvIterator
Returns the next batch of rows from the CSV file.
nextBatch(Predicate<CsvRow>) - Method in class com.opengamma.strata.collect.io.CsvIterator
Returns the next batch of rows from the CSV file using a predicate to determine the rows.
nextLeapDay() - Static method in class com.opengamma.strata.basics.date.DateAdjusters
Obtains an instance that finds the next leap day after the input date.
nextOrSame(LocalDate) - Method in interface com.opengamma.strata.basics.date.DateSequence
Finds the next date in the sequence, returning the input date if it is a date in the sequence.
nextOrSame(LocalDate) - Method in interface com.opengamma.strata.basics.date.HolidayCalendar
Finds the next business day, returning the input date if it is a business day.
nextOrSameLeapDay() - Static method in class com.opengamma.strata.basics.date.DateAdjusters
Obtains a date adjuster that finds the next leap day on or after the input date.
nextSameOrLastInMonth(LocalDate) - Method in interface com.opengamma.strata.basics.date.HolidayCalendar
Finds the next business day within the month, returning the input date if it is a business day, or the last business day of the month if the next business day is in a different month.
nextSameOrLastInMonth(LocalDate) - Method in class com.opengamma.strata.basics.date.ImmutableHolidayCalendar
 
NL - Static variable in class com.opengamma.strata.basics.location.Country
The currency 'NL' - Netherlands.
NL_365 - Static variable in class com.opengamma.strata.basics.date.DayCounts
The 'NL/365' day count, which divides the actual number of days omitting leap days by 365.
NO - Static variable in class com.opengamma.strata.basics.location.Country
The currency 'NO' - Norway.
NO_ADJUST - Static variable in class com.opengamma.strata.basics.date.BusinessDayConventions
The 'NoAdjust' convention which makes no adjustment.
NO_HOLIDAYS - Static variable in class com.opengamma.strata.basics.date.HolidayCalendarIds
An identifier for a calendar declaring no holidays and no weekends, with code 'NoHolidays'.
NO_HOLIDAYS - Static variable in class com.opengamma.strata.basics.date.HolidayCalendars
An instance declaring no holidays and no weekends.
NodalCurve - Interface in com.opengamma.strata.market.curve
A curve based on double nodal points.
NodalCurveDefinition - Interface in com.opengamma.strata.market.curve
Provides the definition of how to calibrate a nodal curve.
NodalSurface - Interface in com.opengamma.strata.market.surface
A surface based on double nodal points.
nodeIndices() - Method in class com.opengamma.strata.market.param.PointShifts.Meta
The meta-property for the nodeIndices property.
nodes(List<? extends CurveNode>) - Method in class com.opengamma.strata.market.curve.InterpolatedNodalCurveDefinition.Builder
Sets the nodes in the curve.
nodes(CurveNode...) - Method in class com.opengamma.strata.market.curve.InterpolatedNodalCurveDefinition.Builder
Sets the nodes property in the builder from an array of objects.
nodes() - Method in class com.opengamma.strata.market.curve.InterpolatedNodalCurveDefinition.Meta
The meta-property for the nodes property.
nodes(List<? extends CurveNode>) - Method in class com.opengamma.strata.market.curve.ParameterizedFunctionalCurveDefinition.Builder
Sets the nodes of the underlying instruments.
nodes(CurveNode...) - Method in class com.opengamma.strata.market.curve.ParameterizedFunctionalCurveDefinition.Builder
Sets the nodes property in the builder from an array of objects.
nodes() - Method in class com.opengamma.strata.market.curve.ParameterizedFunctionalCurveDefinition.Meta
The meta-property for the nodes property.
nodes(List<FxOptionVolatilitiesNode>) - Method in class com.opengamma.strata.measure.fxopt.BlackFxOptionInterpolatedNodalSurfaceVolatilitiesSpecification.Builder
Sets the nodes.
nodes(FxOptionVolatilitiesNode...) - Method in class com.opengamma.strata.measure.fxopt.BlackFxOptionInterpolatedNodalSurfaceVolatilitiesSpecification.Builder
Sets the nodes property in the builder from an array of objects.
nodes() - Method in class com.opengamma.strata.measure.fxopt.BlackFxOptionInterpolatedNodalSurfaceVolatilitiesSpecification.Meta
The meta-property for the nodes property.
nodes(List<FxOptionVolatilitiesNode>) - Method in class com.opengamma.strata.measure.fxopt.BlackFxOptionSmileVolatilitiesSpecification.Builder
Sets the nodes in the FX option volatilities.
nodes(FxOptionVolatilitiesNode...) - Method in class com.opengamma.strata.measure.fxopt.BlackFxOptionSmileVolatilitiesSpecification.Builder
Sets the nodes property in the builder from an array of objects.
nodes() - Method in class com.opengamma.strata.measure.fxopt.BlackFxOptionSmileVolatilitiesSpecification.Meta
The meta-property for the nodes property.
NOK - Static variable in class com.opengamma.strata.basics.currency.Currency
The currency 'NOK' - Norwegian Krone.
NOK_NIBOR - Static variable in class com.opengamma.strata.basics.index.FloatingRateNames
Constant for NOK-NIBOR.
NOK_NIBOR_1M - Static variable in class com.opengamma.strata.basics.index.IborIndices
The 1 month NIBOR index.
NOK_NIBOR_1W - Static variable in class com.opengamma.strata.basics.index.IborIndices
The 1 week NIBOR index.
NOK_NIBOR_2M - Static variable in class com.opengamma.strata.basics.index.IborIndices
The 2 month NIBOR index.
NOK_NIBOR_3M - Static variable in class com.opengamma.strata.basics.index.IborIndices
The 3 month NIBOR index.
NOK_NIBOR_6M - Static variable in class com.opengamma.strata.basics.index.IborIndices
The 6 month NIBOR index.
NOK_NOWA - Static variable in class com.opengamma.strata.basics.index.FloatingRateNames
Constant for NOK-NOWA Overnight index.
NOK_NOWA - Static variable in class com.opengamma.strata.basics.index.OvernightIndices
The NOWA index for NOK.
nominalPayment(CapitalIndexedBondPaymentPeriod) - Method in class com.opengamma.strata.product.bond.ResolvedCapitalIndexedBond.Builder
Sets the nominal payment of the product.
nominalPayment() - Method in class com.opengamma.strata.product.bond.ResolvedCapitalIndexedBond.Meta
The meta-property for the nominalPayment property.
nominalPayment(Payment) - Method in class com.opengamma.strata.product.bond.ResolvedFixedCouponBond.Builder
Sets the nominal payment of the product.
nominalPayment() - Method in class com.opengamma.strata.product.bond.ResolvedFixedCouponBond.Meta
The meta-property for the nominalPayment property.
nominalPriceFromRealPrice(ResolvedCapitalIndexedBond, RatesProvider, LocalDate, double) - Method in class com.opengamma.strata.pricer.bond.DiscountingCapitalIndexedBondProductPricer
Calculates the nominal price of the bond from its settlement date and real price.
NONE - Static variable in class com.opengamma.strata.basics.date.BusinessDayAdjustment
An instance that performs no adjustment.
NONE - Static variable in class com.opengamma.strata.basics.date.DaysAdjustment
An instance that performs no adjustment.
NONE - Static variable in class com.opengamma.strata.basics.date.PeriodAdditionConventions
No specific rule applies.
NONE - Static variable in class com.opengamma.strata.basics.date.PeriodAdjustment
An instance that performs no adjustment.
NONE - Static variable in class com.opengamma.strata.basics.schedule.RollConventions
The 'None' roll convention.
none() - Static method in interface com.opengamma.strata.basics.value.Rounding
Obtains an instance that performs no rounding.
NONE - Static variable in class com.opengamma.strata.basics.value.ValueAdjustment
An instance that makes no adjustment to the value.
none() - Static method in interface com.opengamma.strata.calc.marketdata.ObservableDataProvider
Obtains an instance that provides no market data.
none() - Static method in interface com.opengamma.strata.calc.marketdata.TimeSeriesProvider
Returns a time-series provider that is unable to source any time-series.
NONE - Static variable in class com.opengamma.strata.calc.ReportingCurrency
An instance requesting no currency conversion.
NONE - Static variable in class com.opengamma.strata.data.ObservableSource
A market data source used when the application does not care about the source.
none() - Static method in interface com.opengamma.strata.data.scenario.ScenarioPerturbation
Returns an instance that does not perturb the input.
NONE - Static variable in class com.opengamma.strata.market.amount.CashFlows
A cash flows instance to be used when there is no cash flow.
none() - Static method in interface com.opengamma.strata.market.sensitivity.PointSensitivityBuilder
Returns a builder representing no sensitivity.
NONE - Static variable in class com.opengamma.strata.product.swap.FixedRateStubCalculation
An instance that has no special rate handling.
NONE - Static variable in class com.opengamma.strata.product.swap.IborRateStubCalculation
An instance that has no special rate handling.
noneMatch(Predicate<? super Map.Entry<K, V>>) - Method in class com.opengamma.strata.collect.MapStream
 
nonObservables() - Method in class com.opengamma.strata.calc.marketdata.MarketDataRequirements.Meta
The meta-property for the nonObservables property.
noNulls(T[], String) - Static method in class com.opengamma.strata.collect.ArgChecker
Checks that the specified argument array is non-null and contains no nulls.
noNulls(I, String) - Static method in class com.opengamma.strata.collect.ArgChecker
Checks that the specified argument collection is non-null and contains no nulls.
noNulls(M, String) - Static method in class com.opengamma.strata.collect.ArgChecker
Checks that the specified argument map is non-null and contains no nulls.
NOOS - Static variable in class com.opengamma.strata.basics.date.HolidayCalendarIds
An identifier for the holiday calendar of Oslo, Norway, with code 'NOOS'.
NORMAL_VOLATILITY - Static variable in class com.opengamma.strata.market.ValueType
Type used when each value is a Normal (Bachelier) model implied volatility - 'NormalVolatility'.
NormalIborCapFloorLegPricer - Class in com.opengamma.strata.pricer.capfloor
Pricer for cap/floor legs in normal or Bachelier model.
NormalIborCapFloorLegPricer(NormalIborCapletFloorletPeriodPricer) - Constructor for class com.opengamma.strata.pricer.capfloor.NormalIborCapFloorLegPricer
Creates an instance.
NormalIborCapFloorProductPricer - Class in com.opengamma.strata.pricer.capfloor
Pricer for cap/floor products in normal or Bachelier model.
NormalIborCapFloorProductPricer(NormalIborCapFloorLegPricer, DiscountingSwapLegPricer) - Constructor for class com.opengamma.strata.pricer.capfloor.NormalIborCapFloorProductPricer
Creates an instance.
NormalIborCapFloorTradePricer - Class in com.opengamma.strata.pricer.capfloor
Pricer for cap/floor trades in normal or Bachelier model.
NormalIborCapFloorTradePricer(NormalIborCapFloorProductPricer, DiscountingPaymentPricer) - Constructor for class com.opengamma.strata.pricer.capfloor.NormalIborCapFloorTradePricer
Creates an instance.
NormalIborCapletFloorletExpiryStrikeVolatilities - Class in com.opengamma.strata.pricer.capfloor
Volatility for Ibor caplet/floorlet in the normal or Bachelier model based on a surface.
NormalIborCapletFloorletExpiryStrikeVolatilities.Meta - Class in com.opengamma.strata.pricer.capfloor
The meta-bean for NormalIborCapletFloorletExpiryStrikeVolatilities.
NormalIborCapletFloorletPeriodPricer - Class in com.opengamma.strata.pricer.capfloor
Pricer for caplet/floorlet in a normal or Bachelier model.
NormalIborCapletFloorletPeriodPricer() - Constructor for class com.opengamma.strata.pricer.capfloor.NormalIborCapletFloorletPeriodPricer
 
NormalIborCapletFloorletVolatilities - Interface in com.opengamma.strata.pricer.capfloor
Volatility for Ibor caplet/floorlet in the normal or Bachelier model.
NormalIborFutureOptionExpirySimpleMoneynessVolatilities - Class in com.opengamma.strata.pricer.index
Data provider of volatility for Ibor future options in the normal or Bachelier model.
NormalIborFutureOptionExpirySimpleMoneynessVolatilities.Builder - Class in com.opengamma.strata.pricer.index
The bean-builder for NormalIborFutureOptionExpirySimpleMoneynessVolatilities.
NormalIborFutureOptionExpirySimpleMoneynessVolatilities.Meta - Class in com.opengamma.strata.pricer.index
The meta-bean for NormalIborFutureOptionExpirySimpleMoneynessVolatilities.
NormalIborFutureOptionMarginedProductPricer - Class in com.opengamma.strata.pricer.index
Pricer of options on Ibor future with a normal model on the underlying future price.
NormalIborFutureOptionMarginedProductPricer(DiscountingIborFutureProductPricer) - Constructor for class com.opengamma.strata.pricer.index.NormalIborFutureOptionMarginedProductPricer
Creates an instance.
NormalIborFutureOptionMarginedTradePricer - Class in com.opengamma.strata.pricer.index
Pricer implementation for Ibor future option.
NormalIborFutureOptionMarginedTradePricer(NormalIborFutureOptionMarginedProductPricer) - Constructor for class com.opengamma.strata.pricer.index.NormalIborFutureOptionMarginedTradePricer
Creates an instance.
NormalIborFutureOptionVolatilities - Interface in com.opengamma.strata.pricer.index
Volatility for Ibor future options in the normal or Bachelier model.
normalize() - Method in class com.opengamma.strata.market.sensitivity.MutablePointSensitivities
Normalizes the point sensitivities by sorting and merging, mutating the internal list.
normalize() - Method in interface com.opengamma.strata.market.sensitivity.PointSensitivityBuilder
Normalizes the point sensitivities by sorting and merging.
normalize() - Method in class com.opengamma.strata.pricer.bond.BondFutureOptionSensitivity
 
normalize() - Method in class com.opengamma.strata.pricer.bond.IssuerCurveZeroRateSensitivity
 
normalize() - Method in class com.opengamma.strata.pricer.bond.RepoCurveZeroRateSensitivity
 
normalize() - Method in class com.opengamma.strata.pricer.capfloor.IborCapletFloorletSabrSensitivity
 
normalize() - Method in class com.opengamma.strata.pricer.capfloor.IborCapletFloorletSensitivity
 
normalize() - Method in class com.opengamma.strata.pricer.credit.CreditCurveZeroRateSensitivity
 
normalize() - Method in class com.opengamma.strata.pricer.fx.FxForwardSensitivity
 
normalize() - Method in class com.opengamma.strata.pricer.fx.FxIndexSensitivity
 
normalize() - Method in class com.opengamma.strata.pricer.fxopt.FxOptionSensitivity
 
normalize() - Method in class com.opengamma.strata.pricer.index.IborFutureOptionSensitivity
 
normalize() - Method in class com.opengamma.strata.pricer.rate.IborRateSensitivity
 
normalize() - Method in class com.opengamma.strata.pricer.rate.InflationRateSensitivity
 
normalize() - Method in class com.opengamma.strata.pricer.rate.OvernightRateSensitivity
 
normalize() - Method in class com.opengamma.strata.pricer.swaption.SwaptionSabrSensitivity
 
normalize() - Method in class com.opengamma.strata.pricer.swaption.SwaptionSensitivity
 
normalize() - Method in class com.opengamma.strata.pricer.ZeroRateSensitivity
 
normalize(double) - Method in enum com.opengamma.strata.product.common.BuySell
Normalizes the specified notional amount using this buy/sell rule.
normalize(double) - Method in enum com.opengamma.strata.product.common.PayReceive
Normalizes the specified notional amount using this pay/receive rule.
normalized() - Method in class com.opengamma.strata.basics.date.DaysAdjustment
Normalizes the adjustment.
normalized() - Method in class com.opengamma.strata.basics.date.Tenor
Normalizes the months and years of this tenor.
normalized() - Method in interface com.opengamma.strata.basics.index.FloatingRateName
Gets the normalized form of the floating rate name.
normalized() - Method in class com.opengamma.strata.basics.index.ImmutableFloatingRateName
 
normalized() - Method in class com.opengamma.strata.basics.schedule.Frequency
Normalizes the months and years of this tenor.
normalized() - Method in class com.opengamma.strata.market.sensitivity.PointSensitivities
Normalizes the point sensitivities by sorting and merging.
NormalSwaptionCashParYieldProductPricer - Class in com.opengamma.strata.pricer.swaption
Pricer for swaption with par yield curve method of cash settlement in a normal model on the swap rate.
NormalSwaptionCashParYieldProductPricer(DiscountingSwapProductPricer) - Constructor for class com.opengamma.strata.pricer.swaption.NormalSwaptionCashParYieldProductPricer
Creates an instance.
NormalSwaptionExpirySimpleMoneynessVolatilities - Class in com.opengamma.strata.pricer.swaption
Volatility for swaptions in the normal or Bachelier model based on a surface.
NormalSwaptionExpirySimpleMoneynessVolatilities.Meta - Class in com.opengamma.strata.pricer.swaption
The meta-bean for NormalSwaptionExpirySimpleMoneynessVolatilities.
NormalSwaptionExpiryStrikeVolatilities - Class in com.opengamma.strata.pricer.swaption
Volatility for swaptions in the normal or Bachelier model based on a surface.
NormalSwaptionExpiryStrikeVolatilities.Meta - Class in com.opengamma.strata.pricer.swaption
The meta-bean for NormalSwaptionExpiryStrikeVolatilities.
NormalSwaptionExpiryTenorVolatilities - Class in com.opengamma.strata.pricer.swaption
Volatility for swaptions in the normal or Bachelier model based on a surface.
NormalSwaptionExpiryTenorVolatilities.Meta - Class in com.opengamma.strata.pricer.swaption
The meta-bean for NormalSwaptionExpiryTenorVolatilities.
NormalSwaptionPhysicalProductPricer - Class in com.opengamma.strata.pricer.swaption
Pricer for swaption with physical settlement in a normal model on the swap rate.
NormalSwaptionPhysicalProductPricer(DiscountingSwapProductPricer) - Constructor for class com.opengamma.strata.pricer.swaption.NormalSwaptionPhysicalProductPricer
Creates an instance.
NormalSwaptionTradePricer - Class in com.opengamma.strata.pricer.swaption
Pricer for swaption trade in the normal model on the swap rate.
NormalSwaptionTradePricer(NormalSwaptionCashParYieldProductPricer, NormalSwaptionPhysicalProductPricer, DiscountingPaymentPricer) - Constructor for class com.opengamma.strata.pricer.swaption.NormalSwaptionTradePricer
Creates an instance.
NormalSwaptionVolatilities - Interface in com.opengamma.strata.pricer.swaption
Volatility for swaptions in the normal or Bachelier model.
normalVolatilityByExpirySimpleMoneyness(String, DayCount, MoneynessType) - Static method in class com.opengamma.strata.market.surface.Surfaces
Creates metadata for a surface providing Normal expiry-simple moneyness volatility.
normalVolatilityByExpirySimpleMoneyness(SurfaceName, DayCount, MoneynessType) - Static method in class com.opengamma.strata.market.surface.Surfaces
Creates metadata for a surface providing Normal expiry-simple moneyness volatility.
normalVolatilityByExpiryStrike(String, DayCount) - Static method in class com.opengamma.strata.market.surface.Surfaces
Creates metadata for a surface providing Normal expiry-strike volatility.
normalVolatilityByExpiryStrike(SurfaceName, DayCount) - Static method in class com.opengamma.strata.market.surface.Surfaces
Creates metadata for a surface providing Normal expiry-strike volatility.
normalVolatilityByExpiryTenor(String, DayCount) - Static method in class com.opengamma.strata.market.surface.Surfaces
Creates metadata for a surface providing Normal expiry-tenor volatility.
normalVolatilityByExpiryTenor(SurfaceName, DayCount) - Static method in class com.opengamma.strata.market.surface.Surfaces
Creates metadata for a surface providing Normal expiry-tenor volatility.
not(Predicate<R>) - Static method in class com.opengamma.strata.collect.Guavate
Returns a predicate that negates the original.
notBlank(String, String) - Static method in class com.opengamma.strata.collect.ArgChecker
Checks that the specified argument is non-null and not blank.
notEmpty(String, String) - Static method in class com.opengamma.strata.collect.ArgChecker
Checks that the specified argument is non-null and not empty.
notEmpty(T[], String) - Static method in class com.opengamma.strata.collect.ArgChecker
Checks that the specified argument array is non-null and not empty.
notEmpty(int[], String) - Static method in class com.opengamma.strata.collect.ArgChecker
Checks that the specified argument array is non-null and not empty.
notEmpty(long[], String) - Static method in class com.opengamma.strata.collect.ArgChecker
Checks that the specified argument array is non-null and not empty.
notEmpty(double[], String) - Static method in class com.opengamma.strata.collect.ArgChecker
Checks that the specified argument array is non-null and not empty.
notEmpty(I, String) - Static method in class com.opengamma.strata.collect.ArgChecker
Checks that the specified argument iterable is non-null and not empty.
notEmpty(C, String) - Static method in class com.opengamma.strata.collect.ArgChecker
Checks that the specified argument collection is non-null and not empty.
notEmpty(M, String) - Static method in class com.opengamma.strata.collect.ArgChecker
Checks that the specified argument map is non-null and not empty.
NOTIONAL - Static variable in class com.opengamma.strata.market.explain.ExplainKey
The effective notional, which may be converted from the contract notional in the case of FX reset.
notional(AdjustablePayment) - Method in class com.opengamma.strata.product.bond.Bill.Builder
Sets the adjustable notional payment of the bill notional, the amount must be positive.
notional() - Method in class com.opengamma.strata.product.bond.Bill.Meta
The meta-property for the notional property.
notional(AdjustablePayment) - Method in class com.opengamma.strata.product.bond.BillSecurity.Builder
Sets the adjustable notional payment of the bill notional, the amount must be positive.
notional() - Method in class com.opengamma.strata.product.bond.BillSecurity.Meta
The meta-property for the notional property.
notional(double) - Method in class com.opengamma.strata.product.bond.CapitalIndexedBond.Builder
Sets the notional amount, must be positive.
notional() - Method in class com.opengamma.strata.product.bond.CapitalIndexedBond.Meta
The meta-property for the notional property.
notional(double) - Method in class com.opengamma.strata.product.bond.CapitalIndexedBondPaymentPeriod.Builder
Sets the notional amount, must be non-zero.
notional() - Method in class com.opengamma.strata.product.bond.CapitalIndexedBondPaymentPeriod.Meta
The meta-property for the notional property.
notional(double) - Method in class com.opengamma.strata.product.bond.CapitalIndexedBondSecurity.Builder
Sets the notional amount, must be positive.
notional() - Method in class com.opengamma.strata.product.bond.CapitalIndexedBondSecurity.Meta
The meta-property for the notional property.
notional(double) - Method in class com.opengamma.strata.product.bond.FixedCouponBond.Builder
Sets the notional amount, must be positive.
notional() - Method in class com.opengamma.strata.product.bond.FixedCouponBond.Meta
The meta-property for the notional property.
notional(double) - Method in class com.opengamma.strata.product.bond.FixedCouponBondPaymentPeriod.Builder
Sets the notional amount, must be positive.
notional() - Method in class com.opengamma.strata.product.bond.FixedCouponBondPaymentPeriod.Meta
The meta-property for the notional property.
notional(double) - Method in class com.opengamma.strata.product.bond.FixedCouponBondSecurity.Builder
Sets the notional amount, must be positive.
notional() - Method in class com.opengamma.strata.product.bond.FixedCouponBondSecurity.Meta
The meta-property for the notional property.
notional(Payment) - Method in class com.opengamma.strata.product.bond.ResolvedBill.Builder
Sets the notional payment of the bill notional, the amount must be positive.
notional() - Method in class com.opengamma.strata.product.bond.ResolvedBill.Meta
The meta-property for the notional property.
notional(ValueSchedule) - Method in class com.opengamma.strata.product.capfloor.IborCapFloorLeg.Builder
Sets the notional amount, must be non-negative.
notional() - Method in class com.opengamma.strata.product.capfloor.IborCapFloorLeg.Meta
The meta-property for the notional property.
notional(double) - Method in class com.opengamma.strata.product.capfloor.IborCapletFloorletPeriod.Builder
Sets the notional amount, positive if receiving, negative if paying.
notional() - Method in class com.opengamma.strata.product.capfloor.IborCapletFloorletPeriod.Meta
The meta-property for the notional property.
notional(ValueSchedule) - Method in class com.opengamma.strata.product.cms.CmsLeg.Builder
Sets the notional amount, must be non-negative.
notional() - Method in class com.opengamma.strata.product.cms.CmsLeg.Meta
The meta-property for the notional property.
notional(double) - Method in class com.opengamma.strata.product.cms.CmsPeriod.Builder
Sets the notional amount, positive if receiving, negative if paying.
notional() - Method in class com.opengamma.strata.product.cms.CmsPeriod.Meta
The meta-property for the notional property.
notional(double) - Method in class com.opengamma.strata.product.credit.Cds.Builder
Sets the notional amount, must be non-negative.
notional() - Method in class com.opengamma.strata.product.credit.Cds.Meta
The meta-property for the notional property.
notional(double) - Method in class com.opengamma.strata.product.credit.CdsIndex.Builder
Sets the notional amount, must be non-negative.
notional() - Method in class com.opengamma.strata.product.credit.CdsIndex.Meta
The meta-property for the notional property.
notional(double) - Method in class com.opengamma.strata.product.credit.CreditCouponPaymentPeriod.Builder
Sets the notional amount, must be positive.
notional() - Method in class com.opengamma.strata.product.credit.CreditCouponPaymentPeriod.Meta
The meta-property for the notional property.
notional(double) - Method in class com.opengamma.strata.product.deposit.IborFixingDeposit.Builder
Sets the notional amount.
notional() - Method in class com.opengamma.strata.product.deposit.IborFixingDeposit.Meta
The meta-property for the notional property.
notional(double) - Method in class com.opengamma.strata.product.deposit.ResolvedIborFixingDeposit.Builder
Sets the notional amount.
notional() - Method in class com.opengamma.strata.product.deposit.ResolvedIborFixingDeposit.Meta
The meta-property for the notional property.
notional(double) - Method in class com.opengamma.strata.product.deposit.ResolvedTermDeposit.Builder
Sets the notional amount.
notional() - Method in class com.opengamma.strata.product.deposit.ResolvedTermDeposit.Meta
The meta-property for the notional property.
notional(double) - Method in class com.opengamma.strata.product.deposit.TermDeposit.Builder
Sets the notional amount.
notional() - Method in class com.opengamma.strata.product.deposit.TermDeposit.Meta
The meta-property for the notional property.
notional(double) - Method in class com.opengamma.strata.product.dsf.Dsf.Builder
Sets the notional of the futures.
notional() - Method in class com.opengamma.strata.product.dsf.Dsf.Meta
The meta-property for the notional property.
notional(double) - Method in class com.opengamma.strata.product.dsf.DsfSecurity.Builder
Sets the notional.
notional() - Method in class com.opengamma.strata.product.dsf.DsfSecurity.Meta
The meta-property for the notional property.
notional(double) - Method in class com.opengamma.strata.product.dsf.ResolvedDsf.Builder
Sets the notional of the futures.
notional() - Method in class com.opengamma.strata.product.dsf.ResolvedDsf.Meta
The meta-property for the notional property.
notional(double) - Method in class com.opengamma.strata.product.fra.Fra.Builder
Sets the notional amount.
notional() - Method in class com.opengamma.strata.product.fra.Fra.Meta
The meta-property for the notional property.
notional(double) - Method in class com.opengamma.strata.product.fra.ResolvedFra.Builder
Sets the notional amount.
notional() - Method in class com.opengamma.strata.product.fra.ResolvedFra.Meta
The meta-property for the notional property.
notional(double) - Method in class com.opengamma.strata.product.index.IborFuture.Builder
Sets the notional amount.
notional() - Method in class com.opengamma.strata.product.index.IborFuture.Meta
The meta-property for the notional property.
notional(double) - Method in class com.opengamma.strata.product.index.IborFutureSecurity.Builder
Sets the notional amount.
notional() - Method in class com.opengamma.strata.product.index.IborFutureSecurity.Meta
The meta-property for the notional property.
notional(double) - Method in class com.opengamma.strata.product.index.OvernightFuture.Builder
Sets the notional amount.
notional() - Method in class com.opengamma.strata.product.index.OvernightFuture.Meta
The meta-property for the notional property.
notional(double) - Method in class com.opengamma.strata.product.index.OvernightFutureSecurity.Builder
Sets the notional amount.
notional() - Method in class com.opengamma.strata.product.index.OvernightFutureSecurity.Meta
The meta-property for the notional property.
notional(double) - Method in class com.opengamma.strata.product.index.ResolvedIborFuture.Builder
Sets the notional amount.
notional() - Method in class com.opengamma.strata.product.index.ResolvedIborFuture.Meta
The meta-property for the notional property.
notional(double) - Method in class com.opengamma.strata.product.index.ResolvedOvernightFuture.Builder
Sets the notional amount.
notional() - Method in class com.opengamma.strata.product.index.ResolvedOvernightFuture.Meta
The meta-property for the notional property.
notional(double) - Method in class com.opengamma.strata.product.swap.RatePaymentPeriod.Builder
Sets the notional amount, positive if receiving, negative if paying.
notional() - Method in class com.opengamma.strata.product.swap.RatePaymentPeriod.Meta
The meta-property for the notional property.
notionalAmount() - Method in class com.opengamma.strata.product.swap.FxResetNotionalExchange.Meta
The meta-property for the notionalAmount property.
notionalAmount(CurrencyAmount) - Method in class com.opengamma.strata.product.swap.KnownAmountNotionalSwapPaymentPeriod.Builder
Sets the notional amount, positive if receiving, negative if paying.
notionalAmount() - Method in class com.opengamma.strata.product.swap.KnownAmountNotionalSwapPaymentPeriod.Meta
The meta-property for the notionalAmount property.
notionalEquivalent(CurrencyParameterSensitivities, RatesProvider) - Method in class com.opengamma.strata.pricer.sensitivity.NotionalEquivalentCalculator
Calculates the notional equivalent from the present value market quote sensitivities.
NotionalEquivalentCalculator - Class in com.opengamma.strata.pricer.sensitivity
Calculator to obtain the notional equivalent.
NotionalEquivalentCalculator() - Constructor for class com.opengamma.strata.pricer.sensitivity.NotionalEquivalentCalculator
 
NotionalExchange - Class in com.opengamma.strata.product.swap
An exchange of notionals between two counterparties.
notionalExchange(boolean) - Method in class com.opengamma.strata.product.swap.type.IborRateSwapLegConvention.Builder
Sets the flag indicating whether to exchange the notional.
notionalExchange() - Method in class com.opengamma.strata.product.swap.type.IborRateSwapLegConvention.Meta
The meta-property for the notionalExchange property.
notionalExchange(boolean) - Method in class com.opengamma.strata.product.swap.type.InflationRateSwapLegConvention.Builder
Sets the flag indicating whether to exchange the notional.
notionalExchange() - Method in class com.opengamma.strata.product.swap.type.InflationRateSwapLegConvention.Meta
The meta-property for the notionalExchange property.
NotionalExchange.Meta - Class in com.opengamma.strata.product.swap
The meta-bean for NotionalExchange.
NotionalPaymentPeriod - Interface in com.opengamma.strata.product.swap
A period over which interest is accrued with a single payment calculated using a notional.
NotionalSchedule - Class in com.opengamma.strata.product.swap
Defines the schedule of notional amounts.
notionalSchedule(NotionalSchedule) - Method in class com.opengamma.strata.product.swap.RateCalculationSwapLeg.Builder
Sets the notional schedule.
notionalSchedule() - Method in class com.opengamma.strata.product.swap.RateCalculationSwapLeg.Meta
The meta-property for the notionalSchedule property.
NotionalSchedule.Builder - Class in com.opengamma.strata.product.swap
The bean-builder for NotionalSchedule.
NotionalSchedule.Meta - Class in com.opengamma.strata.product.swap
The meta-bean for NotionalSchedule.
notNegative(int, String) - Static method in class com.opengamma.strata.collect.ArgChecker
Checks that the argument is not negative.
notNegative(long, String) - Static method in class com.opengamma.strata.collect.ArgChecker
Checks that the argument is not negative.
notNegative(double, String) - Static method in class com.opengamma.strata.collect.ArgChecker
Checks that the argument is not negative.
notNegativeOrZero(int, String) - Static method in class com.opengamma.strata.collect.ArgChecker
Checks that the argument is not negative or zero.
notNegativeOrZero(long, String) - Static method in class com.opengamma.strata.collect.ArgChecker
Checks that the argument is not negative or zero.
notNegativeOrZero(double, String) - Static method in class com.opengamma.strata.collect.ArgChecker
Checks that the argument is not negative or zero.
notNegativeOrZero(double, double, String) - Static method in class com.opengamma.strata.collect.ArgChecker
Checks that the argument is greater than zero to within a given accuracy.
notNull(T, String) - Static method in class com.opengamma.strata.collect.ArgChecker
Checks that the specified argument is non-null.
notNullItem(T) - Static method in class com.opengamma.strata.collect.ArgChecker
Checks that the specified item is non-null.
notZero(double, String) - Static method in class com.opengamma.strata.collect.ArgChecker
Checks that the argument is not equal to zero.
notZero(double, double, String) - Static method in class com.opengamma.strata.collect.ArgChecker
Checks that the argument is not equal to zero to within a given accuracy.
nth(LocalDate, int) - Method in interface com.opengamma.strata.basics.date.DateSequence
Finds the nth date in the sequence after the input date, always returning a date later than the input date.
nthOrSame(LocalDate, int) - Method in interface com.opengamma.strata.basics.date.DateSequence
Finds the nth date in the sequence on or after the input date, returning the input date if it is a date in the sequence.
nu(double) - Method in interface com.opengamma.strata.pricer.capfloor.SabrIborCapletFloorletVolatilities
Calculates the nu parameter for a pair of time to expiry.
nu(double) - Method in class com.opengamma.strata.pricer.capfloor.SabrParametersIborCapletFloorletVolatilities
 
nu(double, double) - Method in class com.opengamma.strata.pricer.model.SabrInterestRateParameters
Calculates the nu parameter for a pair of time to expiry and instrument tenor.
nu(double) - Method in class com.opengamma.strata.pricer.model.SabrParameters
Calculates the nu parameter for time to expiry.
nu(double, double) - Method in class com.opengamma.strata.pricer.swaption.SabrParametersSwaptionVolatilities
 
nu(double, double) - Method in interface com.opengamma.strata.pricer.swaption.SabrSwaptionVolatilities
Calculates the nu parameter for a pair of time to expiry and instrument tenor.
NYFD - Static variable in class com.opengamma.strata.basics.date.HolidayCalendarIds
An identifier for the holiday calendar of the Federal Reserve Bank of New York, with code 'NYFD'.
NYSE - Static variable in class com.opengamma.strata.basics.date.HolidayCalendarIds
An identifier for the holiday calendar of the New York Stock Exchange, with code 'NYSE'.
NZ - Static variable in class com.opengamma.strata.basics.location.Country
The country 'NZ' - New Zealand.
NZAU - Static variable in class com.opengamma.strata.basics.date.HolidayCalendarIds
An identifier for the holiday calendar of Auckland, New Zealand, with code 'NZAU'.
NZD - Static variable in class com.opengamma.strata.basics.currency.Currency
The currency 'NZD' - New Zealand Dollar.
NZD_BKBM - Static variable in class com.opengamma.strata.basics.index.FloatingRateNames
Constant for NZD-BKBM.
NZD_BKBM_1M - Static variable in class com.opengamma.strata.basics.index.IborIndices
The 1 month BKBM index.
NZD_BKBM_2M - Static variable in class com.opengamma.strata.basics.index.IborIndices
The 2 month BKBM index.
NZD_BKBM_3M - Static variable in class com.opengamma.strata.basics.index.IborIndices
The 3 month BKBM index.
NZD_BKBM_4M - Static variable in class com.opengamma.strata.basics.index.IborIndices
The 4 month BKBM index.
NZD_BKBM_5M - Static variable in class com.opengamma.strata.basics.index.IborIndices
The 5 month BKBM index.
NZD_BKBM_6M - Static variable in class com.opengamma.strata.basics.index.IborIndices
The 6 month BKBM index.
NZD_NZIONA - Static variable in class com.opengamma.strata.basics.index.OvernightIndices
The NZIONA index for NZD.
NZFX - Static variable in class com.opengamma.strata.product.common.ExchangeIds
New Zealand Futures & Options.
NZWE - Static variable in class com.opengamma.strata.basics.date.HolidayCalendarIds
An identifier for the holiday calendar of Wellington, New Zealand, with code 'NZWE'.

O

ObjDoubleFunction<T,R> - Interface in com.opengamma.strata.collect.function
A function of two arguments - one object and one double.
ObjDoublePair<A> - Class in com.opengamma.strata.collect.tuple
An immutable pair consisting of an Object and a double.
ObjDoublePair.Meta<A> - Class in com.opengamma.strata.collect.tuple
The meta-bean for ObjDoublePair.
ObjDoublePredicate<T> - Interface in com.opengamma.strata.collect.function
A predicate of two arguments - one object and one double.
ObjIntFunction<T,R> - Interface in com.opengamma.strata.collect.function
A function of two arguments - one object and one int.
ObjIntPair<A> - Class in com.opengamma.strata.collect.tuple
An immutable pair consisting of an Object and an int.
ObjIntPair.Meta<A> - Class in com.opengamma.strata.collect.tuple
The meta-bean for ObjIntPair.
ObjIntPredicate<T> - Interface in com.opengamma.strata.collect.function
A predicate of two arguments - one object and one int.
ObjLongFunction<T,R> - Interface in com.opengamma.strata.collect.function
A function of two arguments - one object and one long.
ObjLongPredicate<T> - Interface in com.opengamma.strata.collect.function
A predicate of two arguments - one object and one long.
ObservableDataProvider - Interface in com.opengamma.strata.calc.marketdata
A provider of observable market data.
ObservableId - Interface in com.opengamma.strata.data
A market data identifier that identifies observable data.
observableId(ObservableId) - Method in class com.opengamma.strata.market.curve.DepositIsdaCreditCurveNode.Builder
Sets the identifier of the market data value that provides the rate.
observableId() - Method in class com.opengamma.strata.market.curve.DepositIsdaCreditCurveNode.Meta
The meta-property for the observableId property.
observableId(ObservableId) - Method in class com.opengamma.strata.market.curve.node.CdsIndexIsdaCreditCurveNode.Builder
Sets the identifier of the market data value that provides the quoted value.
observableId() - Method in class com.opengamma.strata.market.curve.node.CdsIndexIsdaCreditCurveNode.Meta
The meta-property for the observableId property.
observableId(ObservableId) - Method in class com.opengamma.strata.market.curve.node.CdsIsdaCreditCurveNode.Builder
Sets the identifier of the market data value that provides the quoted value.
observableId() - Method in class com.opengamma.strata.market.curve.node.CdsIsdaCreditCurveNode.Meta
The meta-property for the observableId property.
observableId(ObservableId) - Method in class com.opengamma.strata.market.curve.SwapIsdaCreditCurveNode.Builder
Sets the identifier of the market data value that provides the rate.
observableId() - Method in class com.opengamma.strata.market.curve.SwapIsdaCreditCurveNode.Meta
The meta-property for the observableId property.
observableRates(Map<CurrencyPair, QuoteId>) - Method in class com.opengamma.strata.measure.fx.FxRateConfig.Builder
Sets the keys identifying FX rates which are observable in the market.
observableRates() - Method in class com.opengamma.strata.measure.fx.FxRateConfig.Meta
The meta-property for the observableRates property.
observables() - Method in class com.opengamma.strata.calc.marketdata.MarketDataRequirements.Meta
The meta-property for the observables property.
observableSource(ObservableSource) - Method in class com.opengamma.strata.calc.runner.FunctionRequirements.Builder
Sets the source of market data for FX, quotes and other observable market data.
observableSource() - Method in class com.opengamma.strata.calc.runner.FunctionRequirements.Meta
The meta-property for the observableSource property.
ObservableSource - Class in com.opengamma.strata.data
Identifies the source of observable market data, for example Bloomberg or Reuters.
observation() - Method in class com.opengamma.strata.pricer.fx.FxIndexSensitivity.Meta
The meta-property for the observation property.
observation() - Method in class com.opengamma.strata.pricer.rate.IborRateSensitivity.Meta
The meta-property for the observation property.
observation() - Method in class com.opengamma.strata.pricer.rate.InflationRateSensitivity.Meta
The meta-property for the observation property.
observation() - Method in class com.opengamma.strata.pricer.rate.OvernightRateSensitivity.Meta
The meta-property for the observation property.
observation(FxIndexObservation) - Method in class com.opengamma.strata.product.fx.ResolvedFxNdf.Builder
Sets the FX index observation.
observation() - Method in class com.opengamma.strata.product.fx.ResolvedFxNdf.Meta
The meta-property for the observation property.
observation(IborIndexObservation) - Method in class com.opengamma.strata.product.rate.IborAveragedFixing.Builder
Sets the Ibor index observation to use to determine a rate for the reset period.
observation() - Method in class com.opengamma.strata.product.rate.IborAveragedFixing.Meta
The meta-property for the observation property.
observation() - Method in class com.opengamma.strata.product.rate.IborRateComputation.Meta
The meta-property for the observation property.
observation() - Method in class com.opengamma.strata.product.swap.FxReset.Meta
The meta-property for the observation property.
observation() - Method in class com.opengamma.strata.product.swap.FxResetNotionalExchange.Meta
The meta-property for the observation property.
OBSERVATIONS - Static variable in class com.opengamma.strata.market.explain.ExplainKey
The list of rate observations.
observeOn(LocalDate) - Method in interface com.opengamma.strata.product.rate.OvernightRateComputation
Creates an observation object for the specified fixing date.
of(CalculationTarget...) - Static method in class com.opengamma.strata.basics.CalculationTargetList
Obtains an instance from a list of targets.
of(List<? extends CalculationTarget>) - Static method in class com.opengamma.strata.basics.CalculationTargetList
Obtains an instance from a list of targets.
of(Currency, double, LocalDate) - Static method in class com.opengamma.strata.basics.currency.AdjustablePayment
Obtains an instance representing an amount where the date is fixed.
of(Currency, double, AdjustableDate) - Static method in class com.opengamma.strata.basics.currency.AdjustablePayment
Obtains an instance representing an amount where the date is adjustable.
of(CurrencyAmount, LocalDate) - Static method in class com.opengamma.strata.basics.currency.AdjustablePayment
Obtains an instance representing an amount where the date is fixed.
of(CurrencyAmount, AdjustableDate) - Static method in class com.opengamma.strata.basics.currency.AdjustablePayment
Obtains an instance representing an amount where the date is adjustable.
of(Payment) - Static method in class com.opengamma.strata.basics.currency.AdjustablePayment
Obtains an instance based on a Payment.
of(String) - Static method in class com.opengamma.strata.basics.currency.Currency
Obtains an instance for the specified ISO-4217 three letter currency code.
of(Currency, double) - Static method in class com.opengamma.strata.basics.currency.CurrencyAmount
Obtains an instance of CurrencyAmount for the specified currency and amount.
of(String, double) - Static method in class com.opengamma.strata.basics.currency.CurrencyAmount
Obtains an instance of CurrencyAmount for the specified ISO-4217 three letter currency code and amount.
of(Currency, DoubleArray) - Static method in class com.opengamma.strata.basics.currency.CurrencyAmountArray
Obtains an instance from the specified currency and array of values.
of(List<CurrencyAmount>) - Static method in class com.opengamma.strata.basics.currency.CurrencyAmountArray
Obtains an instance from the specified list of amounts.
of(int, IntFunction<CurrencyAmount>) - Static method in class com.opengamma.strata.basics.currency.CurrencyAmountArray
Obtains an instance using a function to create the entries.
of(Currency, Currency) - Static method in class com.opengamma.strata.basics.currency.CurrencyPair
Obtains an instance from two currencies.
of(CurrencyPair, double) - Static method in class com.opengamma.strata.basics.currency.FxMatrix
Obtains an instance containing a single FX rate.
of(Currency, Currency, double) - Static method in class com.opengamma.strata.basics.currency.FxMatrix
Obtains an instance containing a single FX rate.
of(Currency, Currency, double) - Static method in class com.opengamma.strata.basics.currency.FxRate
Obtains an instance from two currencies.
of(CurrencyPair, double) - Static method in class com.opengamma.strata.basics.currency.FxRate
Obtains an instance from a currency pair.
of(CurrencyAmount) - Static method in class com.opengamma.strata.basics.currency.Money
Obtains an instance of Money for the specified CurrencyAmount.
of(Currency, double) - Static method in class com.opengamma.strata.basics.currency.Money
Obtains an instance of Money for the specified currency and amount.
of(Currency, BigDecimal) - Static method in class com.opengamma.strata.basics.currency.Money
Obtains an instance of Money for the specified currency and amount.
of(Currency, double) - Static method in class com.opengamma.strata.basics.currency.MultiCurrencyAmount
Obtains an instance from a currency and amount.
of(CurrencyAmount...) - Static method in class com.opengamma.strata.basics.currency.MultiCurrencyAmount
Obtains an instance from an array of CurrencyAmount objects.
of(Iterable<CurrencyAmount>) - Static method in class com.opengamma.strata.basics.currency.MultiCurrencyAmount
Obtains an instance from a list of CurrencyAmount objects.
of(Map<Currency, Double>) - Static method in class com.opengamma.strata.basics.currency.MultiCurrencyAmount
Obtains an instance from a map of currency to amount.
of(MultiCurrencyAmount...) - Static method in class com.opengamma.strata.basics.currency.MultiCurrencyAmountArray
Obtains an instance from the specified multi-currency amounts.
of(List<MultiCurrencyAmount>) - Static method in class com.opengamma.strata.basics.currency.MultiCurrencyAmountArray
Obtains an instance from the specified multi-currency amounts.
of(int, IntFunction<MultiCurrencyAmount>) - Static method in class com.opengamma.strata.basics.currency.MultiCurrencyAmountArray
Obtains an instance using a function to create the entries.
of(Map<Currency, DoubleArray>) - Static method in class com.opengamma.strata.basics.currency.MultiCurrencyAmountArray
Obtains an instance from a map of amounts.
of(Currency, double, LocalDate) - Static method in class com.opengamma.strata.basics.currency.Payment
Obtains an instance representing an amount.
of(CurrencyAmount, LocalDate) - Static method in class com.opengamma.strata.basics.currency.Payment
Obtains an instance representing an amount.
of(LocalDate) - Static method in class com.opengamma.strata.basics.date.AdjustableDate
Obtains an instance with no business day adjustment.
of(LocalDate, BusinessDayAdjustment) - Static method in class com.opengamma.strata.basics.date.AdjustableDate
Obtains an instance with a business day adjustment.
of(BusinessDayConvention, HolidayCalendarId) - Static method in class com.opengamma.strata.basics.date.BusinessDayAdjustment
Obtains an instance using the specified convention and calendar.
of(String) - Static method in interface com.opengamma.strata.basics.date.BusinessDayConvention
Obtains an instance from the specified unique name.
of(String) - Static method in interface com.opengamma.strata.basics.date.DateSequence
Obtains an instance from the specified unique name.
of(String) - Static method in interface com.opengamma.strata.basics.date.DayCount
Obtains an instance from the specified unique name.
of(String) - Static method in class com.opengamma.strata.basics.date.HolidayCalendarId
Obtains an instance from the specified unique name.
of(String) - Static method in class com.opengamma.strata.basics.date.HolidayCalendars
Obtains an instance from the set of standard holiday calendars.
of(HolidayCalendarId, Iterable<LocalDate>, DayOfWeek, DayOfWeek) - Static method in class com.opengamma.strata.basics.date.ImmutableHolidayCalendar
Obtains an instance from a set of holiday dates and weekend days.
of(HolidayCalendarId, Iterable<LocalDate>, Iterable<DayOfWeek>) - Static method in class com.opengamma.strata.basics.date.ImmutableHolidayCalendar
Obtains an instance from a set of holiday dates and weekend days.
of(String) - Static method in interface com.opengamma.strata.basics.date.PeriodAdditionConvention
Obtains an instance from the specified unique name.
of(Period, PeriodAdditionConvention, BusinessDayAdjustment) - Static method in class com.opengamma.strata.basics.date.PeriodAdjustment
Obtains an instance that can adjust a date by the specified period.
of(Period) - Static method in class com.opengamma.strata.basics.date.Tenor
Obtains an instance from a Period.
of(Tenor, PeriodAdditionConvention, BusinessDayAdjustment) - Static method in class com.opengamma.strata.basics.date.TenorAdjustment
Obtains an instance that can adjust a date by the specified tenor.
of(Map<? extends ReferenceDataId<?>, ?>) - Static method in class com.opengamma.strata.basics.ImmutableReferenceData
Obtains an instance from a map of reference data.
of(ReferenceDataId<T>, T) - Static method in class com.opengamma.strata.basics.ImmutableReferenceData
Obtains an instance from a single reference data entry.
of(String) - Static method in interface com.opengamma.strata.basics.index.FloatingRateName
Obtains an instance from the specified unique name.
of(String) - Static method in enum com.opengamma.strata.basics.index.FloatingRateType
Obtains an instance from the specified name.
of(String) - Static method in interface com.opengamma.strata.basics.index.FxIndex
Obtains an instance from the specified unique name.
of(FxIndex, LocalDate, ReferenceData) - Static method in class com.opengamma.strata.basics.index.FxIndexObservation
Creates an instance from an index and fixing date.
of(String) - Static method in interface com.opengamma.strata.basics.index.IborIndex
Obtains an instance from the specified unique name.
of(IborIndex, LocalDate, ReferenceData) - Static method in class com.opengamma.strata.basics.index.IborIndexObservation
Creates an instance from an index and fixing date.
of(String, String, FloatingRateType) - Static method in class com.opengamma.strata.basics.index.ImmutableFloatingRateName
Obtains an instance from the specified external name, index name and type.
of(String, String, FloatingRateType, int) - Static method in class com.opengamma.strata.basics.index.ImmutableFloatingRateName
Obtains an instance from the specified external name, index name and type.
of(String) - Static method in interface com.opengamma.strata.basics.index.Index
Obtains an instance from the specified unique name.
of(String) - Static method in interface com.opengamma.strata.basics.index.OvernightIndex
Obtains an instance from the specified unique name.
of(OvernightIndex, LocalDate, ReferenceData) - Static method in class com.opengamma.strata.basics.index.OvernightIndexObservation
Creates an IborRateObservation from an index and fixing date.
of(String) - Static method in interface com.opengamma.strata.basics.index.PriceIndex
Obtains an instance from the specified unique name.
of(PriceIndex, YearMonth) - Static method in class com.opengamma.strata.basics.index.PriceIndexObservation
Creates an instance from an index and fixing date.
of(String) - Static method in class com.opengamma.strata.basics.location.Country
Obtains an instance from the specified ISO-3166-1 alpha-2 two letter country code dynamically creating a country if necessary.
of(Map<? extends ReferenceDataId<?>, ?>) - Static method in interface com.opengamma.strata.basics.ReferenceData
Obtains an instance from a map of reference data.
of(Period) - Static method in class com.opengamma.strata.basics.schedule.Frequency
Obtains an instance from a Period.
of(LocalDate, LocalDate, Frequency, BusinessDayAdjustment, StubConvention, boolean) - Static method in class com.opengamma.strata.basics.schedule.PeriodicSchedule
Obtains an instance based on a stub convention and end-of-month flag.
of(LocalDate, LocalDate, Frequency, BusinessDayAdjustment, StubConvention, RollConvention) - Static method in class com.opengamma.strata.basics.schedule.PeriodicSchedule
Obtains an instance based on roll and stub conventions.
of(String) - Static method in interface com.opengamma.strata.basics.schedule.RollConvention
Obtains an instance from the specified unique name.
of(LocalDate, LocalDate, LocalDate, LocalDate) - Static method in class com.opengamma.strata.basics.schedule.SchedulePeriod
Obtains an instance from the adjusted and unadjusted dates.
of(LocalDate, LocalDate) - Static method in class com.opengamma.strata.basics.schedule.SchedulePeriod
Obtains an instance from two dates.
of(String) - Static method in enum com.opengamma.strata.basics.schedule.StubConvention
Obtains an instance from the specified name.
of(String, String) - Static method in class com.opengamma.strata.basics.StandardId
Obtains an instance from a scheme and value.
of(Currency) - Static method in interface com.opengamma.strata.basics.value.Rounding
Obtains an instance that rounds to the number of minor units in the currency.
of(String) - Static method in enum com.opengamma.strata.basics.value.ValueAdjustmentType
Obtains an instance from the specified name.
of(double, DoubleArray) - Static method in class com.opengamma.strata.basics.value.ValueDerivatives
Obtains an instance from a value and array of derivatives.
of(double) - Static method in class com.opengamma.strata.basics.value.ValueSchedule
Obtains an instance from a single value that does not change over time.
of(double, ValueStep...) - Static method in class com.opengamma.strata.basics.value.ValueSchedule
Obtains an instance from an initial value and a list of changes.
of(double, List<ValueStep>) - Static method in class com.opengamma.strata.basics.value.ValueSchedule
Obtains an instance from an initial value and a list of changes.
of(double, ValueStepSequence) - Static method in class com.opengamma.strata.basics.value.ValueSchedule
Obtains an instance from an initial value and a sequence of steps.
of(int, ValueAdjustment) - Static method in class com.opengamma.strata.basics.value.ValueStep
Obtains an instance that applies at the specified schedule period index.
of(LocalDate, ValueAdjustment) - Static method in class com.opengamma.strata.basics.value.ValueStep
Obtains an instance that applies at the specified date.
of(LocalDate, LocalDate, Frequency, ValueAdjustment) - Static method in class com.opengamma.strata.basics.value.ValueStepSequence
Obtains an instance from the dates, frequency and change.
of(CalculationFunctions, CalculationParameter...) - Static method in class com.opengamma.strata.calc.CalculationRules
Obtains an instance specifying the functions to use and some additional parameters.
of(CalculationFunctions, CalculationParameters) - Static method in class com.opengamma.strata.calc.CalculationRules
Obtains an instance specifying the functions to use and some additional parameters.
of(CalculationFunctions, Currency, CalculationParameter...) - Static method in class com.opengamma.strata.calc.CalculationRules
Obtains an instance specifying the functions, reporting currency and additional parameters.
of(CalculationFunctions, ReportingCurrency, CalculationParameters) - Static method in class com.opengamma.strata.calc.CalculationRules
Obtains an instance specifying the functions, reporting currency and additional parameters.
of(ExecutorService) - Static method in interface com.opengamma.strata.calc.CalculationRunner
Creates a calculation runner capable of performing calculations, specifying the executor.
of(Measure) - Static method in class com.opengamma.strata.calc.Column
Obtains an instance that will calculate the specified measure.
of(Measure, Currency) - Static method in class com.opengamma.strata.calc.Column
Obtains an instance that will calculate the specified measure, converting to the specified currency.
of(Measure, CalculationParameter...) - Static method in class com.opengamma.strata.calc.Column
Obtains an instance that will calculate the specified measure, defining additional parameters.
of(Measure, Currency, CalculationParameter...) - Static method in class com.opengamma.strata.calc.Column
Obtains an instance that will calculate the specified measure, converting to the specified currency, defining additional parameters.
of(Measure, String) - Static method in class com.opengamma.strata.calc.Column
Obtains an instance that will calculate the specified measure, defining the column name.
of(Measure, String, Currency) - Static method in class com.opengamma.strata.calc.Column
Obtains an instance that will calculate the specified measure, converting to the specified currency.
of(Measure, String, CalculationParameter...) - Static method in class com.opengamma.strata.calc.Column
Obtains an instance that will calculate the specified measure, defining the column name and parameters.
of(Measure, String, Currency, CalculationParameter...) - Static method in class com.opengamma.strata.calc.Column
Obtains an instance that will calculate the specified measure, converting to the specified currency, defining the column name and parameters.
of(ColumnName, Measure) - Static method in class com.opengamma.strata.calc.ColumnHeader
Obtains an instance from the name and measure.
of(ColumnName, Measure, Currency) - Static method in class com.opengamma.strata.calc.ColumnHeader
Obtains an instance from the name, measure and currency.
of(String) - Static method in class com.opengamma.strata.calc.ColumnName
Obtains an instance from the specified name.
of(Measure) - Static method in class com.opengamma.strata.calc.ColumnName
Obtains an instance from the specified measure.
of(String) - Static method in class com.opengamma.strata.calc.ImmutableMeasure
Returns a measure with the specified name whose values will be automatically converted to the reporting currency.
of(String, boolean) - Static method in class com.opengamma.strata.calc.ImmutableMeasure
Returns a measure with the specified name.
of(ObservableDataProvider, TimeSeriesProvider, MarketDataFunction<?, ?>...) - Static method in interface com.opengamma.strata.calc.marketdata.MarketDataFactory
Obtains an instance of the factory based on providers of market data and time-series.
of(ObservableDataProvider, TimeSeriesProvider, List<MarketDataFunction<?, ?>>) - Static method in interface com.opengamma.strata.calc.marketdata.MarketDataFactory
Obtains an instance of the factory based on providers of market data and time-series.
of(CalculationRules, List<? extends CalculationTarget>, List<Column>, ReferenceData) - Static method in class com.opengamma.strata.calc.marketdata.MarketDataRequirements
Obtains an instance from a set of targets, columns and rules.
of(MarketDataId<?>) - Static method in class com.opengamma.strata.calc.marketdata.MarketDataRequirements
Obtains an instance containing a single market data ID.
of(MarketDataFilter<? extends T, ?>, ScenarioPerturbation<T>) - Static method in class com.opengamma.strata.calc.marketdata.PerturbationMapping
Returns a mapping containing a single perturbation.
of(String) - Static method in interface com.opengamma.strata.calc.Measure
Obtains an instance from the specified unique name.
of(Currency) - Static method in class com.opengamma.strata.calc.ReportingCurrency
Obtains an instance requesting the specified currency.
of(String) - Static method in enum com.opengamma.strata.calc.ReportingCurrencyType
Obtains an instance from the specified name.
of(List<ColumnHeader>, List<? extends Result<?>>) - Static method in class com.opengamma.strata.calc.Results
Obtains an instance containing the results of the calculation for each cell.
of(CalculationFunction<?>...) - Static method in interface com.opengamma.strata.calc.runner.CalculationFunctions
Obtains an instance from the specified functions.
of(List<? extends CalculationFunction<?>>) - Static method in interface com.opengamma.strata.calc.runner.CalculationFunctions
Obtains an instance from the specified functions.
of(Map<Class<?>, ? extends CalculationFunction<?>>) - Static method in interface com.opengamma.strata.calc.runner.CalculationFunctions
Obtains an instance from the specified functions.
of(CalculationParameter...) - Static method in class com.opengamma.strata.calc.runner.CalculationParameters
Obtains an instance from the specified parameters.
of(List<? extends CalculationParameter>) - Static method in class com.opengamma.strata.calc.runner.CalculationParameters
Obtains an instance from the specified parameters.
of(int, int, Result<?>) - Static method in class com.opengamma.strata.calc.runner.CalculationResult
Obtains an instance for the specified row and column index in the output grid.
of(CalculationTarget, List<CalculationResult>) - Static method in class com.opengamma.strata.calc.runner.CalculationResults
Obtains a calculation result from individual calculations.
of(CalculationTarget, CalculationFunction<? extends CalculationTarget>, CalculationTaskCell...) - Static method in class com.opengamma.strata.calc.runner.CalculationTask
Obtains an instance that will calculate the specified cells.
of(CalculationTarget, CalculationFunction<? extends CalculationTarget>, CalculationParameters, List<CalculationTaskCell>) - Static method in class com.opengamma.strata.calc.runner.CalculationTask
Obtains an instance that will calculate the specified cells.
of(int, int, Measure, ReportingCurrency) - Static method in class com.opengamma.strata.calc.runner.CalculationTaskCell
Obtains an instance, specifying the cell indices, measure and reporting currency.
of(ExecutorService) - Static method in interface com.opengamma.strata.calc.runner.CalculationTaskRunner
Creates a calculation task runner capable of performing calculations, specifying the executor.
of(CalculationRules, List<? extends CalculationTarget>, List<Column>) - Static method in class com.opengamma.strata.calc.runner.CalculationTasks
Obtains an instance from a set of targets, columns and rules.
of(CalculationRules, List<? extends CalculationTarget>, List<Column>, ReferenceData) - Static method in class com.opengamma.strata.calc.runner.CalculationTasks
Obtains an instance from a set of targets, columns and rules, resolving the targets.
of(List<CalculationTask>, List<Column>) - Static method in class com.opengamma.strata.calc.runner.CalculationTasks
Obtains an instance from a set of tasks and columns.
of() - Static method in class com.opengamma.strata.collect.array.DoubleArray
Obtains an empty immutable array.
of(double) - Static method in class com.opengamma.strata.collect.array.DoubleArray
Obtains an immutable array with a single value.
of(double, double) - Static method in class com.opengamma.strata.collect.array.DoubleArray
Obtains an immutable array with two values.
of(double, double, double) - Static method in class com.opengamma.strata.collect.array.DoubleArray
Obtains an immutable array with three values.
of(double, double, double, double) - Static method in class com.opengamma.strata.collect.array.DoubleArray
Obtains an immutable array with four values.
of(double, double, double, double, double) - Static method in class com.opengamma.strata.collect.array.DoubleArray
Obtains an immutable array with five values.
of(double, double, double, double, double, double) - Static method in class com.opengamma.strata.collect.array.DoubleArray
Obtains an immutable array with six values.
of(double, double, double, double, double, double, double) - Static method in class com.opengamma.strata.collect.array.DoubleArray
Obtains an immutable array with seven values.
of(double, double, double, double, double, double, double, double) - Static method in class com.opengamma.strata.collect.array.DoubleArray
Obtains an immutable array with eight values.
of(double, double, double, double, double, double, double, double, double...) - Static method in class com.opengamma.strata.collect.array.DoubleArray
Obtains an immutable array with more than eight values.
of(int, IntToDoubleFunction) - Static method in class com.opengamma.strata.collect.array.DoubleArray
Obtains an instance with entries filled using a function.
of(DoubleStream) - Static method in class com.opengamma.strata.collect.array.DoubleArray
Obtains an instance with entries filled from a stream.
of() - Static method in class com.opengamma.strata.collect.array.DoubleMatrix
Obtains an empty instance.
of(int, int, double...) - Static method in class com.opengamma.strata.collect.array.DoubleMatrix
Obtains an immutable array with the specified size and values.
of(int, int, IntIntToDoubleFunction) - Static method in class com.opengamma.strata.collect.array.DoubleMatrix
Obtains an instance with entries filled using a function.
of() - Static method in class com.opengamma.strata.collect.array.IntArray
Obtains an empty immutable array.
of(int) - Static method in class com.opengamma.strata.collect.array.IntArray
Obtains an immutable array with a single value.
of(int, int) - Static method in class com.opengamma.strata.collect.array.IntArray
Obtains an immutable array with two values.
of(int, int, int) - Static method in class com.opengamma.strata.collect.array.IntArray
Obtains an immutable array with three values.
of(int, int, int, int) - Static method in class com.opengamma.strata.collect.array.IntArray
Obtains an immutable array with four values.
of(int, int, int, int, int) - Static method in class com.opengamma.strata.collect.array.IntArray
Obtains an immutable array with five values.
of(int, int, int, int, int, int) - Static method in class com.opengamma.strata.collect.array.IntArray
Obtains an immutable array with six values.
of(int, int, int, int, int, int, int) - Static method in class com.opengamma.strata.collect.array.IntArray
Obtains an immutable array with seven values.
of(int, int, int, int, int, int, int, int) - Static method in class com.opengamma.strata.collect.array.IntArray
Obtains an immutable array with eight values.
of(int, int, int, int, int, int, int, int, int...) - Static method in class com.opengamma.strata.collect.array.IntArray
Obtains an immutable array with more than eight values.
of(int, IntUnaryOperator) - Static method in class com.opengamma.strata.collect.array.IntArray
Obtains an instance with entries filled using a function.
of(IntStream) - Static method in class com.opengamma.strata.collect.array.IntArray
Obtains an instance with entries filled from a stream.
of(String) - Static method in enum com.opengamma.strata.collect.io.AsciiTableAlignment
Obtains an instance from the specified name.
of(CharSource, boolean) - Static method in class com.opengamma.strata.collect.io.CsvFile
Parses the specified source as a CSV file, using a comma as the separator.
of(CharSource, boolean, char) - Static method in class com.opengamma.strata.collect.io.CsvFile
Parses the specified source as a CSV file where the separator is specified and might not be a comma.
of(Reader, boolean) - Static method in class com.opengamma.strata.collect.io.CsvFile
Parses the specified reader as a CSV file, using a comma as the separator.
of(Reader, boolean, char) - Static method in class com.opengamma.strata.collect.io.CsvFile
Parses the specified reader as a CSV file where the separator is specified and might not be a comma.
of(List<String>, List<? extends List<String>>) - Static method in class com.opengamma.strata.collect.io.CsvFile
Obtains an instance from a list of headers and rows.
of(CharSource, boolean) - Static method in class com.opengamma.strata.collect.io.CsvIterator
Parses the specified source as a CSV file, using a comma as the separator.
of(CharSource, boolean, char) - Static method in class com.opengamma.strata.collect.io.CsvIterator
Parses the specified source as a CSV file where the separator is specified and might not be a comma.
of(Reader, boolean) - Static method in class com.opengamma.strata.collect.io.CsvIterator
Parses the specified reader as a CSV file, using a comma as the separator.
of(Reader, boolean, char) - Static method in class com.opengamma.strata.collect.io.CsvIterator
Parses the specified reader as a CSV file where the separator is specified and might not be a comma.
of(CharSource) - Static method in class com.opengamma.strata.collect.io.IniFile
Parses the specified source as an INI file.
of(Map<String, PropertySet>) - Static method in class com.opengamma.strata.collect.io.IniFile
Obtains an instance, specifying the map of section to properties.
of(CharSource) - Static method in class com.opengamma.strata.collect.io.PropertiesFile
Parses the specified source as a properties file.
of(PropertySet) - Static method in class com.opengamma.strata.collect.io.PropertiesFile
Obtains an instance from a key-value property set.
of(Map<String, String>) - Static method in class com.opengamma.strata.collect.io.PropertySet
Obtains an instance from a map.
of(Multimap<String, String>) - Static method in class com.opengamma.strata.collect.io.PropertySet
Obtains an instance from a map allowing for multiple values for each key.
of(String) - Static method in class com.opengamma.strata.collect.io.ResourceLocator
Creates a resource from a string locator.
of(ByteSource) - Static method in class com.opengamma.strata.collect.io.XmlFile
Parses the specified source as an XML file to an in-memory DOM-like structure.
of(ByteSource, String) - Static method in class com.opengamma.strata.collect.io.XmlFile
Parses the specified source as an XML file to an in-memory DOM-like structure.
of(Map<K, V>) - Static method in class com.opengamma.strata.collect.MapStream
Returns a stream over the entries in the map.
of(Collection<V>, Function<V, K>) - Static method in class com.opengamma.strata.collect.MapStream
Returns a stream of map entries where the values are taken from a collection and the keys are created by applying a function to each value.
of(Collection<T>, Function<T, K>, Function<T, V>) - Static method in class com.opengamma.strata.collect.MapStream
Returns a stream of map entries where the keys and values are extracted from a collection by applying a function to each item in the collection.
of(Stream<V>, Function<V, K>) - Static method in class com.opengamma.strata.collect.MapStream
Returns a stream of map entries where the values are taken from a stream and the keys are created by applying a function to each value.
of(Stream<T>, Function<T, K>, Function<T, V>) - Static method in class com.opengamma.strata.collect.MapStream
Returns a stream of map entries where the keys and values are extracted from a stream by applying a function to each item in the stream.
of(Class<R>) - Static method in class com.opengamma.strata.collect.named.CombinedExtendedEnum
Obtains a combined extended enum instance.
of(Class<T>) - Static method in class com.opengamma.strata.collect.named.EnumNames
Creates an instance deriving the formatted string from the enum constant name.
of(Class<R>) - Static method in class com.opengamma.strata.collect.named.ExtendedEnum
Obtains an extended enum instance.
of(Class<T>, String) - Static method in interface com.opengamma.strata.collect.named.Named
Obtains an instance of the specified named type by name.
of(FailureReason, String, Object...) - Static method in class com.opengamma.strata.collect.result.Failure
Obtains a failure from a reason and message.
of(FailureReason, Exception, String, Object...) - Static method in class com.opengamma.strata.collect.result.Failure
Obtains a failure from a reason, message and exception.
of(FailureReason, Exception) - Static method in class com.opengamma.strata.collect.result.Failure
Obtains a failure from a reason and exception.
of(FailureItem) - Static method in class com.opengamma.strata.collect.result.Failure
Obtains a failure for a single failure item.
of(FailureItem, FailureItem...) - Static method in class com.opengamma.strata.collect.result.Failure
Obtains a failure for multiple failure items.
of(Collection<FailureItem>) - Static method in class com.opengamma.strata.collect.result.Failure
Obtains a failure for a non-empty collection of failure items.
of(FailureReason, String, Object...) - Static method in class com.opengamma.strata.collect.result.FailureItem
Obtains a failure from a reason and message.
of(FailureReason, Exception) - Static method in class com.opengamma.strata.collect.result.FailureItem
Obtains a failure from a reason and exception.
of(FailureReason, Exception, String, Object...) - Static method in class com.opengamma.strata.collect.result.FailureItem
Obtains a failure from a reason, exception and message.
of(FailureItem...) - Static method in class com.opengamma.strata.collect.result.FailureItems
Creates an instance from the list of failures.
of(List<FailureItem>) - Static method in class com.opengamma.strata.collect.result.FailureItems
Creates an instance from the list of failures.
of(String) - Static method in enum com.opengamma.strata.collect.result.FailureReason
Obtains an instance from the specified name.
of(Supplier<T>) - Static method in class com.opengamma.strata.collect.result.Result
Creates a success Result wrapping the value produced by the supplier.
of(T, FailureItem...) - Static method in class com.opengamma.strata.collect.result.ValueWithFailures
Creates an instance wrapping the success value and failures.
of(T, List<FailureItem>) - Static method in class com.opengamma.strata.collect.result.ValueWithFailures
Creates an instance wrapping the success value and failures.
of(LocalDate, double) - Static method in class com.opengamma.strata.collect.timeseries.LocalDateDoublePoint
Obtains a point from date and value.
of(LocalDate, double) - Static method in interface com.opengamma.strata.collect.timeseries.LocalDateDoubleTimeSeries
Obtains a time-series containing a single date and value.
of(double, double) - Static method in class com.opengamma.strata.collect.tuple.DoublesPair
Obtains an instance from two double elements.
of(int, double) - Static method in class com.opengamma.strata.collect.tuple.IntDoublePair
Obtains an instance from an int and a double.
of(long, double) - Static method in class com.opengamma.strata.collect.tuple.LongDoublePair
Obtains an instance from a long and a double.
of(A, double) - Static method in class com.opengamma.strata.collect.tuple.ObjDoublePair
Obtains an instance from an Object and a double.
of(A, int) - Static method in class com.opengamma.strata.collect.tuple.ObjIntPair
Obtains an instance from an Object and an int.
of(A, B) - Static method in class com.opengamma.strata.collect.tuple.Pair
Obtains a pair inferring the types.
of(A, B, C) - Static method in class com.opengamma.strata.collect.tuple.Triple
Obtains a triple inferring the types.
of(String) - Static method in class com.opengamma.strata.data.FieldName
Obtains an instance from the specified name.
of(ObservableSource) - Static method in class com.opengamma.strata.data.FxMatrixId
Obtains an instance representing an FX matrix, specifying the source.
of(CurrencyPair) - Static method in class com.opengamma.strata.data.FxRateId
Obtains an instance representing the FX rate for a currency pair.
of(Currency, Currency) - Static method in class com.opengamma.strata.data.FxRateId
Obtains an instance representing the FX rate for a currency pair.
of(CurrencyPair, ObservableSource) - Static method in class com.opengamma.strata.data.FxRateId
Obtains an instance representing the FX rate for a currency pair, specifying the source.
of(Currency, Currency, ObservableSource) - Static method in class com.opengamma.strata.data.FxRateId
Obtains an instance representing the FX rate for a currency pair, specifying the source.
of(LocalDate, Map<? extends MarketDataId<?>, ?>) - Static method in class com.opengamma.strata.data.ImmutableMarketData
Obtains an instance from a valuation date and map of values.
of(LocalDate, Map<? extends MarketDataId<?>, ?>) - Static method in interface com.opengamma.strata.data.MarketData
Obtains an instance from a valuation date and map of values.
of(LocalDate, Map<? extends MarketDataId<?>, ?>, Map<? extends ObservableId, LocalDateDoubleTimeSeries>) - Static method in interface com.opengamma.strata.data.MarketData
Obtains an instance from a valuation date, map of values and time-series.
of(MarketData) - Static method in class com.opengamma.strata.data.MarketDataFxRateProvider
Obtains an instance which takes FX rates from the market data.
of(MarketData, ObservableSource) - Static method in class com.opengamma.strata.data.MarketDataFxRateProvider
Obtains an instance which takes FX rates from the market data, specifying the source of FX rates.
of(MarketData, ObservableSource, Currency) - Static method in class com.opengamma.strata.data.MarketDataFxRateProvider
Obtains an instance which takes FX rates from the market data, specifying the source of FX rates.
of(String) - Static method in class com.opengamma.strata.data.ObservableSource
Obtains an instance from the specified name.
of(CurrencyAmountArray) - Static method in class com.opengamma.strata.data.scenario.CurrencyScenarioArray
Obtains an instance from the specified currency and array of values.
of(Currency, DoubleArray) - Static method in class com.opengamma.strata.data.scenario.CurrencyScenarioArray
Obtains an instance from the specified currency and array of values.
of(List<CurrencyAmount>) - Static method in class com.opengamma.strata.data.scenario.CurrencyScenarioArray
Obtains an instance from the specified list of amounts.
of(int, IntFunction<CurrencyAmount>) - Static method in class com.opengamma.strata.data.scenario.CurrencyScenarioArray
Obtains an instance using a function to create the entries.
of(DoubleArray) - Static method in class com.opengamma.strata.data.scenario.DoubleScenarioArray
Obtains an instance from the specified array of values.
of(List<Double>) - Static method in class com.opengamma.strata.data.scenario.DoubleScenarioArray
Obtains an instance from the specified list of values.
of(int, IntToDoubleFunction) - Static method in class com.opengamma.strata.data.scenario.DoubleScenarioArray
Obtains an instance using a function to create the entries.
of(CurrencyPair, DoubleArray) - Static method in class com.opengamma.strata.data.scenario.FxRateScenarioArray
Returns an array of FX rates for a currency pair.
of(Currency, Currency, DoubleArray) - Static method in class com.opengamma.strata.data.scenario.FxRateScenarioArray
Returns an array of FX rates for a currency pair.
of(int, LocalDate, Map<? extends MarketDataId<?>, MarketDataBox<?>>, Map<? extends ObservableId, LocalDateDoubleTimeSeries>) - Static method in class com.opengamma.strata.data.scenario.ImmutableScenarioMarketData
Obtains an instance from a valuation date, map of values and time-series.
of(int, MarketDataBox<LocalDate>, Map<? extends MarketDataId<?>, MarketDataBox<?>>, Map<? extends ObservableId, LocalDateDoubleTimeSeries>) - Static method in class com.opengamma.strata.data.scenario.ImmutableScenarioMarketData
Obtains an instance from a valuation date, map of values and time-series.
of(MultiCurrencyAmountArray) - Static method in class com.opengamma.strata.data.scenario.MultiCurrencyScenarioArray
Obtains an instance from the specified currency and array of values.
of(MultiCurrencyAmount...) - Static method in class com.opengamma.strata.data.scenario.MultiCurrencyScenarioArray
Returns an instance containing the values from the amounts.
of(List<MultiCurrencyAmount>) - Static method in class com.opengamma.strata.data.scenario.MultiCurrencyScenarioArray
Returns an instance containing the values from the list of amounts.
of(int, IntFunction<MultiCurrencyAmount>) - Static method in class com.opengamma.strata.data.scenario.MultiCurrencyScenarioArray
Obtains an instance using a function to create the entries.
of(Map<Currency, DoubleArray>) - Static method in class com.opengamma.strata.data.scenario.MultiCurrencyScenarioArray
Returns an instance containing the values from a map of amounts with the same number of elements in each array.
of(T...) - Static method in interface com.opengamma.strata.data.scenario.ScenarioArray
Obtains an instance from the specified array of values.
of(List<T>) - Static method in interface com.opengamma.strata.data.scenario.ScenarioArray
Obtains an instance from the specified list of values.
of(int, IntFunction<T>) - Static method in interface com.opengamma.strata.data.scenario.ScenarioArray
Obtains an instance using a function to create the entries.
of(ScenarioMarketData) - Static method in interface com.opengamma.strata.data.scenario.ScenarioFxRateProvider
Returns a scenario FX rate provider which takes its data from the provided market data.
of(ScenarioMarketData, ObservableSource) - Static method in interface com.opengamma.strata.data.scenario.ScenarioFxRateProvider
Returns a scenario FX rate provider which takes its data from the provided market data.
of(int, LocalDate, Map<? extends MarketDataId<?>, MarketDataBox<?>>, Map<? extends ObservableId, LocalDateDoubleTimeSeries>) - Static method in interface com.opengamma.strata.data.scenario.ScenarioMarketData
Obtains an instance from a valuation date, map of values and time-series.
of(int, MarketDataBox<LocalDate>, Map<? extends MarketDataId<?>, MarketDataBox<?>>, Map<? extends ObservableId, LocalDateDoubleTimeSeries>) - Static method in interface com.opengamma.strata.data.scenario.ScenarioMarketData
Obtains an instance from a valuation date, map of values and time-series.
of(int, MarketData) - Static method in interface com.opengamma.strata.data.scenario.ScenarioMarketData
Obtains an instance by wrapping a single set of market data.
of(ReferenceData) - Static method in interface com.opengamma.strata.loader.csv.PositionCsvInfoResolver
Obtains an instance that uses the specified set of reference data.
of(ReferenceData) - Static method in class com.opengamma.strata.loader.csv.PositionCsvLoader
Obtains an instance that uses the specified set of reference data.
of(PositionCsvInfoResolver) - Static method in class com.opengamma.strata.loader.csv.PositionCsvLoader
Obtains an instance that uses the specified resolver for additional information.
of(ReferenceData) - Static method in interface com.opengamma.strata.loader.csv.TradeCsvInfoResolver
Obtains an instance that uses the specified set of reference data.
of(ReferenceData) - Static method in class com.opengamma.strata.loader.csv.TradeCsvLoader
Obtains an instance that uses the specified set of reference data.
of(TradeCsvInfoResolver) - Static method in class com.opengamma.strata.loader.csv.TradeCsvLoader
Obtains an instance that uses the specified resolver for additional information.
of(FpmlPartySelector) - Static method in class com.opengamma.strata.loader.fpml.FpmlDocumentParser
Obtains an instance of the parser, based on the specified selector.
of(FpmlPartySelector, FpmlTradeInfoParserPlugin) - Static method in class com.opengamma.strata.loader.fpml.FpmlDocumentParser
Obtains an instance of the parser, based on the specified selector and trade info plugin.
of(FpmlPartySelector, FpmlTradeInfoParserPlugin, Map<String, FpmlParserPlugin>) - Static method in class com.opengamma.strata.loader.fpml.FpmlDocumentParser
Obtains an instance of the parser, based on the specified selector and plugins.
of(FpmlPartySelector, FpmlTradeInfoParserPlugin, Map<String, FpmlParserPlugin>, ReferenceData) - Static method in class com.opengamma.strata.loader.fpml.FpmlDocumentParser
Obtains an instance of the parser, based on the specified selector and plugins.
of(String) - Static method in interface com.opengamma.strata.loader.fpml.FpmlParserPlugin
Obtains an instance from the specified unique name.
of(CashFlow) - Static method in class com.opengamma.strata.market.amount.CashFlows
Obtains an instance from a single cash flow.
of(List<CashFlow>) - Static method in class com.opengamma.strata.market.amount.CashFlows
Obtains an instance from a list of cash flows.
of(List<LegAmount>) - Static method in class com.opengamma.strata.market.amount.LegAmounts
Returns an instance containing the specified leg amounts.
of(LegAmount...) - Static method in class com.opengamma.strata.market.amount.LegAmounts
Returns an instance containing the specified leg amounts.
of(ResolvedSwapLeg, CurrencyAmount) - Static method in class com.opengamma.strata.market.amount.SwapLegAmount
Obtains an instance from a swap leg and amount.
of(Curve, Curve) - Static method in class com.opengamma.strata.market.curve.AddFixedCurve
Creates a curve as the sum of a fixed curve and a spread curve.
of(Curve, Curve, CurveMetadata) - Static method in class com.opengamma.strata.market.curve.CombinedCurve
Creates a curve as the sum of a base curve and a spread curve with a specified curve metadata.
of(Curve, Curve) - Static method in class com.opengamma.strata.market.curve.CombinedCurve
Creates a curve as the sum of a base curve and a spread curve.
of(String, double) - Static method in class com.opengamma.strata.market.curve.ConstantCurve
Creates a constant curve with a specific value.
of(CurveName, double) - Static method in class com.opengamma.strata.market.curve.ConstantCurve
Creates a constant curve with a specific value.
of(CurveMetadata, double) - Static method in class com.opengamma.strata.market.curve.ConstantCurve
Creates a constant curve with a specific value.
of(CurveMetadata, double, double) - Static method in class com.opengamma.strata.market.curve.ConstantNodalCurve
Creates a constant nodal curve with metadata.
of(String) - Static method in class com.opengamma.strata.market.curve.CurveGroupName
Obtains an instance from the specified name.
of(String, String) - Static method in class com.opengamma.strata.market.curve.CurveId
Obtains an instance used to obtain a curve by name.
of(CurveGroupName, CurveName) - Static method in class com.opengamma.strata.market.curve.CurveId
Obtains an instance used to obtain a curve by name.
of(CurveGroupName, CurveName, ObservableSource) - Static method in class com.opengamma.strata.market.curve.CurveId
Obtains an instance used to obtain a curve by name, specifying the source of observable market data.
of(String) - Static method in class com.opengamma.strata.market.curve.CurveInfoType
Obtains an instance from the specified name.
of(String) - Static method in class com.opengamma.strata.market.curve.CurveName
Obtains an instance from the specified name.
of(String) - Static method in enum com.opengamma.strata.market.curve.CurveNodeClashAction
Obtains an instance from the specified name.
of(LocalDate) - Static method in class com.opengamma.strata.market.curve.CurveNodeDate
Obtains an instance specifying a fixed date.
of(int, CurveNodeClashAction) - Static method in class com.opengamma.strata.market.curve.CurveNodeDateOrder
Obtains an instance from the minimum gap, allowing reordering flag and clash action.
of(String) - Static method in enum com.opengamma.strata.market.curve.CurveNodeDateType
Obtains an instance from the specified name.
of(CurveName, int) - Static method in class com.opengamma.strata.market.curve.CurveParameterSize
Obtains an instance, specifying the name and parameter count.
of(String) - Static method in class com.opengamma.strata.market.curve.DefaultCurveMetadata
Creates the metadata.
of(CurveName) - Static method in class com.opengamma.strata.market.curve.DefaultCurveMetadata
Creates the metadata.
of(ObservableId, DaysAdjustment, BusinessDayAdjustment, Tenor, DayCount) - Static method in class com.opengamma.strata.market.curve.DepositIsdaCreditCurveNode
Returns a curve node for a term deposit.
of(NodalCurve, DoubleArray, ShiftType) - Static method in class com.opengamma.strata.market.curve.InflationNodalCurve
Obtains an instance of the curve.
of(NodalCurve, LocalDate, YearMonth, double, SeasonalityDefinition) - Static method in class com.opengamma.strata.market.curve.InflationNodalCurve
Obtains an instance from a curve without initial fixing point and month-on-month seasonal adjustment.
of(CurveMetadata, DoubleArray, DoubleArray, CurveInterpolator) - Static method in class com.opengamma.strata.market.curve.InterpolatedNodalCurve
Creates an interpolated curve with metadata.
of(CurveMetadata, DoubleArray, DoubleArray, CurveInterpolator, CurveExtrapolator, CurveExtrapolator) - Static method in class com.opengamma.strata.market.curve.InterpolatedNodalCurve
Creates an interpolated curve with metadata.
of(String) - Static method in interface com.opengamma.strata.market.curve.interpolator.CurveExtrapolator
Obtains an instance from the specified unique name.
of(String) - Static method in interface com.opengamma.strata.market.curve.interpolator.CurveInterpolator
Obtains an instance from the specified unique name.
of(CurveName, Currency, LocalDate, DayCount, List<? extends IsdaCreditCurveNode>, boolean, boolean) - Static method in class com.opengamma.strata.market.curve.IsdaCreditCurveDefinition
Obtains an instance.
of(CurveGroupName, CurveName, ObservableSource) - Static method in class com.opengamma.strata.market.curve.IssuerCurveInputsId
Obtains an instance from the curve group name, curve name and source of observable market data.
of(List<CurveParameterSize>, DoubleMatrix) - Static method in class com.opengamma.strata.market.curve.JacobianCalibrationMatrix
Obtains an instance from the curve order and Jacobian matrix.
of(CurveGroupName, Map<Pair<RepoGroup, Currency>, Curve>, Map<Pair<LegalEntityGroup, Currency>, Curve>) - Static method in class com.opengamma.strata.market.curve.LegalEntityCurveGroup
Returns a curve group containing the specified curves.
of(String) - Static method in class com.opengamma.strata.market.curve.LegalEntityCurveGroupId
Obtains an instance used to obtain a curve group by name.
of(CurveGroupName) - Static method in class com.opengamma.strata.market.curve.LegalEntityCurveGroupId
Obtains an instance used to obtain a curve group by name.
of(CurveGroupName, ObservableSource) - Static method in class com.opengamma.strata.market.curve.LegalEntityCurveGroupId
Obtains an instance used to obtain a curve group by name, specifying the source of observable market data.
of(String) - Static method in class com.opengamma.strata.market.curve.LegalEntityGroup
Obtains an instance from the specified name.
of(FixedIborSwapTemplate, ObservableId) - Static method in class com.opengamma.strata.market.curve.node.FixedIborSwapCurveNode
Returns a curve node for a Fixed-Ibor interest rate swap using the specified instrument template and rate.
of(FixedIborSwapTemplate, ObservableId, double) - Static method in class com.opengamma.strata.market.curve.node.FixedIborSwapCurveNode
Returns a curve node for a Fixed-Ibor interest rate swap using the specified instrument template, rate key and spread.
of(FixedIborSwapTemplate, ObservableId, double, String) - Static method in class com.opengamma.strata.market.curve.node.FixedIborSwapCurveNode
Returns a curve node for a Fixed-Ibor interest rate swap using the specified instrument template, rate key, spread and label.
of(FixedInflationSwapTemplate, ObservableId) - Static method in class com.opengamma.strata.market.curve.node.FixedInflationSwapCurveNode
Returns a curve node for a Fixed-Inflation swap using the specified instrument template and rate key.
of(FixedInflationSwapTemplate, ObservableId, double) - Static method in class com.opengamma.strata.market.curve.node.FixedInflationSwapCurveNode
Returns a curve node for a Fixed-Inflation swap using the specified instrument template, rate key and spread.
of(FixedInflationSwapTemplate, ObservableId, double, String) - Static method in class com.opengamma.strata.market.curve.node.FixedInflationSwapCurveNode
Returns a curve node for a Fixed-Inflation swap using the specified instrument template, rate key, spread and label.
of(FixedOvernightSwapTemplate, ObservableId) - Static method in class com.opengamma.strata.market.curve.node.FixedOvernightSwapCurveNode
Returns a curve node for a Fixed-Overnight interest rate swap using the specified instrument template and rate.
of(FixedOvernightSwapTemplate, ObservableId, double) - Static method in class com.opengamma.strata.market.curve.node.FixedOvernightSwapCurveNode
Returns a curve node for a Fixed-Overnight interest rate swap using the specified instrument template, rate key and spread.
of(FixedOvernightSwapTemplate, ObservableId, double, String) - Static method in class com.opengamma.strata.market.curve.node.FixedOvernightSwapCurveNode
Returns a curve node for a Fixed-Overnight interest rate swap using the specified instrument template, rate key, spread and label.
of(FraTemplate, ObservableId) - Static method in class com.opengamma.strata.market.curve.node.FraCurveNode
Returns a curve node for a FRA using the specified instrument template and rate key.
of(FraTemplate, ObservableId, double) - Static method in class com.opengamma.strata.market.curve.node.FraCurveNode
Returns a curve node for a FRA using the specified instrument template, rate key and spread.
of(FraTemplate, ObservableId, double, String) - Static method in class com.opengamma.strata.market.curve.node.FraCurveNode
Returns a curve node for a FRA using the specified instrument template, rate key, spread and label.
of(FxSwapTemplate, ObservableId) - Static method in class com.opengamma.strata.market.curve.node.FxSwapCurveNode
Returns a curve node for an FX Swap using the specified instrument template and keys.
of(FxSwapTemplate, ObservableId, String) - Static method in class com.opengamma.strata.market.curve.node.FxSwapCurveNode
Returns a curve node for an FX Swap using the specified instrument template and keys and label.
of(IborFixingDepositTemplate, ObservableId) - Static method in class com.opengamma.strata.market.curve.node.IborFixingDepositCurveNode
Returns a curve node for an Ibor deposit using the specified template and rate key.
of(IborFixingDepositTemplate, ObservableId, double) - Static method in class com.opengamma.strata.market.curve.node.IborFixingDepositCurveNode
Returns a curve node for an Ibor deposit using the specified template, rate key and spread.
of(IborFixingDepositTemplate, ObservableId, double, String) - Static method in class com.opengamma.strata.market.curve.node.IborFixingDepositCurveNode
Returns a curve node for an Ibor deposit using the specified template, rate key, spread and label.
of(IborFutureTemplate, QuoteId) - Static method in class com.opengamma.strata.market.curve.node.IborFutureCurveNode
Obtains a curve node for an Ibor Future using the specified template and rate key.
of(IborFutureTemplate, QuoteId, double) - Static method in class com.opengamma.strata.market.curve.node.IborFutureCurveNode
Obtains a curve node for an Ibor Future using the specified template, rate key and spread.
of(IborFutureTemplate, QuoteId, double, String) - Static method in class com.opengamma.strata.market.curve.node.IborFutureCurveNode
Obtains a curve node for an Ibor Future using the specified template, rate key, spread and label.
of(IborIborSwapTemplate, ObservableId) - Static method in class com.opengamma.strata.market.curve.node.IborIborSwapCurveNode
Returns a curve node for an Ibor-Ibor interest rate swap using the specified instrument template and rate.
of(IborIborSwapTemplate, ObservableId, double) - Static method in class com.opengamma.strata.market.curve.node.IborIborSwapCurveNode
Returns a curve node for an Ibor-Ibor interest rate swap using the specified instrument template, rate key and spread.
of(IborIborSwapTemplate, ObservableId, double, String) - Static method in class com.opengamma.strata.market.curve.node.IborIborSwapCurveNode
Returns a curve node for a Ibor-Ibor interest rate swap using the specified instrument template, rate key, spread and label.
of(OvernightIborSwapTemplate, ObservableId) - Static method in class com.opengamma.strata.market.curve.node.OvernightIborSwapCurveNode
Obtains a curve node for an Overnight-Ibor interest rate swap using the specified instrument template and rate.
of(OvernightIborSwapTemplate, ObservableId, double) - Static method in class com.opengamma.strata.market.curve.node.OvernightIborSwapCurveNode
Obtains a curve node for an Overnight-Ibor interest rate swap using the specified instrument template, rate key and spread.
of(OvernightIborSwapTemplate, ObservableId, double, String) - Static method in class com.opengamma.strata.market.curve.node.OvernightIborSwapCurveNode
Obtains a curve node for an Overnight-Ibor interest rate swap using the specified instrument template, rate key, spread and label.
of(TermDepositTemplate, ObservableId) - Static method in class com.opengamma.strata.market.curve.node.TermDepositCurveNode
Returns a curve node for a term deposit using the specified instrument template and rate key.
of(TermDepositTemplate, ObservableId, double) - Static method in class com.opengamma.strata.market.curve.node.TermDepositCurveNode
Returns a curve node for a term deposit using the specified instrument template, rate key and spread.
of(TermDepositTemplate, ObservableId, double, String) - Static method in class com.opengamma.strata.market.curve.node.TermDepositCurveNode
Returns a curve node for a term deposit using the specified instrument template, rate key, spread and label.
of(ThreeLegBasisSwapTemplate, ObservableId) - Static method in class com.opengamma.strata.market.curve.node.ThreeLegBasisSwapCurveNode
Returns a curve node for a three leg basis swap using the specified instrument template and rate.
of(ThreeLegBasisSwapTemplate, ObservableId, double) - Static method in class com.opengamma.strata.market.curve.node.ThreeLegBasisSwapCurveNode
Returns a curve node for a three leg basis swap using the specified instrument template, rate key and spread.
of(ThreeLegBasisSwapTemplate, ObservableId, double, String) - Static method in class com.opengamma.strata.market.curve.node.ThreeLegBasisSwapCurveNode
Returns a curve node for a three leg basis swap using the specified instrument template, rate key, spread and label.
of(XCcyIborIborSwapTemplate, ObservableId) - Static method in class com.opengamma.strata.market.curve.node.XCcyIborIborSwapCurveNode
Returns a curve node for a cross-currency Ibor-Ibor interest rate swap using the specified instrument template and rate.
of(XCcyIborIborSwapTemplate, ObservableId, double) - Static method in class com.opengamma.strata.market.curve.node.XCcyIborIborSwapCurveNode
Returns a curve node for a cross-currency Ibor-Ibor interest rate swap using the specified instrument template, rate key and spread.
of(XCcyIborIborSwapTemplate, ObservableId, double, String) - Static method in class com.opengamma.strata.market.curve.node.XCcyIborIborSwapCurveNode
Returns a curve node for a cross-currency Ibor-Ibor interest rate swap using the specified instrument template, rate key, spread and label.
of(Curve, ShiftType, double) - Static method in class com.opengamma.strata.market.curve.ParallelShiftedCurve
Returns a curve based on an underlying curve with a parallel shift applied to the Y values.
of(CurveMetadata, DoubleArray, BiFunction<DoubleArray, Double, Double>, BiFunction<DoubleArray, Double, Double>, BiFunction<DoubleArray, Double, DoubleArray>) - Static method in class com.opengamma.strata.market.curve.ParameterizedFunctionalCurve
Obtains an instance.
of(CurveGroupName, Map<Currency, Curve>, Map<Index, Curve>) - Static method in class com.opengamma.strata.market.curve.RatesCurveGroup
Returns a curve group containing the specified curves.
of(CurveGroupName, Collection<RatesCurveGroupEntry>, Collection<CurveDefinition>) - Static method in class com.opengamma.strata.market.curve.RatesCurveGroupDefinition
Returns a curve group definition with the specified name and containing the specified entries.
of(CurveGroupName, Collection<RatesCurveGroupEntry>, Collection<CurveDefinition>, Map<CurveName, SeasonalityDefinition>) - Static method in class com.opengamma.strata.market.curve.RatesCurveGroupDefinition
Returns a curve group definition with the specified name and containing the specified entries and seasonality.
of(String) - Static method in class com.opengamma.strata.market.curve.RatesCurveGroupId
Obtains an instance used to obtain a curve group by name.
of(CurveGroupName) - Static method in class com.opengamma.strata.market.curve.RatesCurveGroupId
Obtains an instance used to obtain a curve group by name.
of(CurveGroupName, ObservableSource) - Static method in class com.opengamma.strata.market.curve.RatesCurveGroupId
Obtains an instance used to obtain a curve group by name, specifying the source of observable market data.
of(Map<? extends MarketDataId<?>, ?>, CurveMetadata) - Static method in class com.opengamma.strata.market.curve.RatesCurveInputs
Returns a CurveInputs instance containing the specified market data.
of(CurveGroupName, CurveName, ObservableSource) - Static method in class com.opengamma.strata.market.curve.RatesCurveInputsId
Obtains an instance from the curve group, curve name and source of observable market data.
of(CurveGroupName, CurveName, ObservableSource) - Static method in class com.opengamma.strata.market.curve.RepoCurveInputsId
Obtains an instance from the curve group name, curve name and source of observable market data.
of(String) - Static method in class com.opengamma.strata.market.curve.RepoGroup
Obtains an instance from the specified name.
of(DoubleArray, ShiftType) - Static method in class com.opengamma.strata.market.curve.SeasonalityDefinition
Obtains an instance of the seasonality.
of(ValueType, double) - Static method in class com.opengamma.strata.market.curve.SimpleCurveParameterMetadata
Obtains an instance specifying information about the x-value.
of(ObservableId, DaysAdjustment, BusinessDayAdjustment, Tenor, DayCount, Frequency) - Static method in class com.opengamma.strata.market.curve.SwapIsdaCreditCurveNode
Returns a curve node for a standard fixed-Ibor swap.
of(String) - Static method in class com.opengamma.strata.market.explain.ExplainKey
Obtains an instance from the specified name.
of(Map<ExplainKey<?>, Object>) - Static method in class com.opengamma.strata.market.explain.ExplainMap
Creates an instance from a populated map.
of(ShiftType, DoubleArray, CurrencyPair) - Static method in class com.opengamma.strata.market.FxRateShifts
Creates an instance.
of(ShiftType, DoubleArray) - Static method in class com.opengamma.strata.market.GenericDoubleShifts
Creates an instance with zero spread.
of(ShiftType, DoubleArray, double) - Static method in class com.opengamma.strata.market.GenericDoubleShifts
Creates an instance with spread.
of(String) - Static method in enum com.opengamma.strata.market.model.MoneynessType
Obtains an instance from the specified name.
of(String) - Static method in enum com.opengamma.strata.market.model.SabrParameterType
Obtains an instance from the specified name.
of(Index) - Static method in class com.opengamma.strata.market.observable.IndexQuoteId
Obtains an instance used to obtain an observable value of the index.
of(Index, FieldName) - Static method in class com.opengamma.strata.market.observable.IndexQuoteId
Obtains an instance used to obtain an observable value of the index.
of(Index, FieldName, ObservableSource) - Static method in class com.opengamma.strata.market.observable.IndexQuoteId
Obtains an instance used to obtain an observable value of the index, specifying the source of observable market data.
of(String) - Static method in class com.opengamma.strata.market.observable.LegalEntityInformationId
Obtains an identifier used to find legal entity information.
of(StandardId) - Static method in class com.opengamma.strata.market.observable.LegalEntityInformationId
Obtains an identifier used to find legal entity information.
of(QuoteId, double) - Static method in class com.opengamma.strata.market.observable.Quote
Obtains an instance from the quote identifier and value.
of(StandardId) - Static method in class com.opengamma.strata.market.observable.QuoteId
Obtains an instance used to obtain an observable value.
of(StandardId, FieldName) - Static method in class com.opengamma.strata.market.observable.QuoteId
Obtains an instance used to obtain an observable value.
of(StandardId, FieldName, ObservableSource) - Static method in class com.opengamma.strata.market.observable.QuoteId
Obtains an instance used to obtain an observable value, specifying the source of observable market data.
of(DoubleArray) - Static method in class com.opengamma.strata.market.observable.QuoteScenarioArray
Obtains an instance wrapping a set of quotes.
of(StandardId, FieldName) - Static method in class com.opengamma.strata.market.observable.QuoteScenarioArrayId
Returns a key identifying the market data with the specified ID and field name.
of(QuoteId) - Static method in class com.opengamma.strata.market.observable.QuoteScenarioArrayId
Returns a key identifying the same market data as the quote key.
of(double) - Static method in class com.opengamma.strata.market.option.DeltaStrike
Obtains an instance of Delta with the value of absolute delta.
of(double) - Static method in class com.opengamma.strata.market.option.LogMoneynessStrike
Obtains an instance of LogMoneyness with the value of log-moneyness.
of(double) - Static method in class com.opengamma.strata.market.option.MoneynessStrike
Obtains an instance of Moneyness with the value of moneyness.
of(double) - Static method in class com.opengamma.strata.market.option.SimpleStrike
Obtains an instance of Strike with the value of strike.
of(String) - Static method in class com.opengamma.strata.market.option.StrikeType
Obtains an instance from the specified name.
of(CrossGammaParameterSensitivity) - Static method in class com.opengamma.strata.market.param.CrossGammaParameterSensitivities
Obtains an instance from a single sensitivity entry.
of(CrossGammaParameterSensitivity...) - Static method in class com.opengamma.strata.market.param.CrossGammaParameterSensitivities
Obtains an instance from an array of sensitivity entries.
of(List<? extends CrossGammaParameterSensitivity>) - Static method in class com.opengamma.strata.market.param.CrossGammaParameterSensitivities
Obtains an instance from a list of sensitivity entries.
of(MarketDataName<?>, List<? extends ParameterMetadata>, Currency, DoubleMatrix) - Static method in class com.opengamma.strata.market.param.CrossGammaParameterSensitivity
Obtains an instance from the market data name, metadata, currency and sensitivity.
of(MarketDataName<?>, List<? extends ParameterMetadata>, MarketDataName<?>, List<? extends ParameterMetadata>, Currency, DoubleMatrix) - Static method in class com.opengamma.strata.market.param.CrossGammaParameterSensitivity
Obtains an instance from the market data names, metadatas, currency and sensitivity.
of(MarketDataName<?>, List<? extends ParameterMetadata>, List<Pair<MarketDataName<?>, List<? extends ParameterMetadata>>>, Currency, DoubleMatrix) - Static method in class com.opengamma.strata.market.param.CrossGammaParameterSensitivity
Obtains an instance from the market data names, metadatas, currency and sensitivity.
of(CurrencyParameterSensitivity) - Static method in class com.opengamma.strata.market.param.CurrencyParameterSensitivities
Obtains an instance from a single sensitivity entry.
of(CurrencyParameterSensitivity...) - Static method in class com.opengamma.strata.market.param.CurrencyParameterSensitivities
Obtains an instance from an array of sensitivity entries.
of(List<? extends CurrencyParameterSensitivity>) - Static method in class com.opengamma.strata.market.param.CurrencyParameterSensitivities
Obtains an instance from a list of sensitivity entries.
of(MarketDataName<?>, List<? extends ParameterMetadata>, Currency, DoubleArray) - Static method in class com.opengamma.strata.market.param.CurrencyParameterSensitivity
Obtains an instance from the market data name, metadata, currency and sensitivity.
of(MarketDataName<?>, Currency, DoubleArray) - Static method in class com.opengamma.strata.market.param.CurrencyParameterSensitivity
Obtains an instance from the market data name, currency and sensitivity.
of(MarketDataName<?>, List<? extends ParameterMetadata>, Currency, DoubleArray, List<ParameterSize>) - Static method in class com.opengamma.strata.market.param.CurrencyParameterSensitivity
Obtains an instance from the market data name, metadata, currency, sensitivity and parameter split.
of(LocalDate, String) - Static method in class com.opengamma.strata.market.param.LabelDateParameterMetadata
Obtains an instance using the tenor, specifying the label.
of(String) - Static method in class com.opengamma.strata.market.param.LabelParameterMetadata
Obtains an instance specifying the label.
of(ParameterizedData...) - Static method in class com.opengamma.strata.market.param.ParameterizedDataCombiner
Obtains an instance that can combine the specified underlying instances.
of(List<? extends ParameterizedData>) - Static method in class com.opengamma.strata.market.param.ParameterizedDataCombiner
Obtains an instance that can combine the specified underlying instances.
of(MarketDataName<?>, int) - Static method in class com.opengamma.strata.market.param.ParameterSize
Obtains an instance, specifying the name and parameter count.
of(ResolvedTrade, String) - Static method in class com.opengamma.strata.market.param.ResolvedTradeParameterMetadata
Obtains an instance specifying the trade and label.
of(LocalDate, Tenor) - Static method in class com.opengamma.strata.market.param.TenorDateParameterMetadata
Obtains an instance using the tenor.
of(LocalDate, Tenor, String) - Static method in class com.opengamma.strata.market.param.TenorDateParameterMetadata
Obtains an instance using the tenor, specifying the label.
of(Tenor) - Static method in class com.opengamma.strata.market.param.TenorParameterMetadata
Obtains an instance using the tenor.
of(Tenor, String) - Static method in class com.opengamma.strata.market.param.TenorParameterMetadata
Obtains an instance using the tenor, specifying the label.
of(UnitParameterSensitivity) - Static method in class com.opengamma.strata.market.param.UnitParameterSensitivities
Obtains an instance from a single sensitivity entry.
of(UnitParameterSensitivity...) - Static method in class com.opengamma.strata.market.param.UnitParameterSensitivities
Obtains an instance from an array of sensitivity entries.
of(List<? extends UnitParameterSensitivity>) - Static method in class com.opengamma.strata.market.param.UnitParameterSensitivities
Obtains an instance from a list of sensitivity entries.
of(MarketDataName<?>, List<? extends ParameterMetadata>, DoubleArray) - Static method in class com.opengamma.strata.market.param.UnitParameterSensitivity
Obtains an instance from the market data name, metadata and sensitivity.
of(MarketDataName<?>, DoubleArray) - Static method in class com.opengamma.strata.market.param.UnitParameterSensitivity
Obtains an instance from the market data name and sensitivity.
of(MarketDataName<?>, List<? extends ParameterMetadata>, DoubleArray, List<ParameterSize>) - Static method in class com.opengamma.strata.market.param.UnitParameterSensitivity
Obtains an instance from the market data name, metadata, sensitivity and parameter split.
of(LocalDate, YearMonth) - Static method in class com.opengamma.strata.market.param.YearMonthDateParameterMetadata
Obtains an instance using the year-month.
of(LocalDate, YearMonth, String) - Static method in class com.opengamma.strata.market.param.YearMonthDateParameterMetadata
Obtains an instance using the year-month, specifying the label.
of(PointSensitivity...) - Static method in class com.opengamma.strata.market.sensitivity.PointSensitivities
Obtains an instance from an array of sensitivity entries.
of(List<? extends PointSensitivity>) - Static method in class com.opengamma.strata.market.sensitivity.PointSensitivities
Obtains an instance from a list of sensitivity entries.
of(PointSensitivity...) - Static method in interface com.opengamma.strata.market.sensitivity.PointSensitivityBuilder
Returns a builder with the specified sensitivities.
of(List<? extends PointSensitivity>) - Static method in interface com.opengamma.strata.market.sensitivity.PointSensitivityBuilder
Returns a builder with the specified sensitivities.
of(String) - Static method in enum com.opengamma.strata.market.ShiftType
Obtains an instance from the specified name.
of(String, double) - Static method in class com.opengamma.strata.market.surface.ConstantSurface
Creates a constant surface with a specific value.
of(SurfaceName, double) - Static method in class com.opengamma.strata.market.surface.ConstantSurface
Creates a constant surface with a specific value.
of(SurfaceMetadata, double) - Static method in class com.opengamma.strata.market.surface.ConstantSurface
Creates a constant surface with a specific value.
of(String) - Static method in class com.opengamma.strata.market.surface.DefaultSurfaceMetadata
Creates the metadata.
of(SurfaceName) - Static method in class com.opengamma.strata.market.surface.DefaultSurfaceMetadata
Creates the metadata.
of(SurfaceMetadata, Surface, Function<DoublesPair, ValueDerivatives>) - Static method in class com.opengamma.strata.market.surface.DeformedSurface
Obtains an instance.
of(SurfaceMetadata, DoubleArray, DoubleArray, DoubleArray, SurfaceInterpolator) - Static method in class com.opengamma.strata.market.surface.InterpolatedNodalSurface
Creates an interpolated surface with metadata.
of(CurveInterpolator, CurveInterpolator) - Static method in class com.opengamma.strata.market.surface.interpolator.GridSurfaceInterpolator
Obtains an instance from the specified interpolators, using flat extrapolation.
of(CurveInterpolator, CurveExtrapolator, CurveInterpolator, CurveExtrapolator) - Static method in class com.opengamma.strata.market.surface.interpolator.GridSurfaceInterpolator
Obtains an instance from the specified interpolators and extrapolators.
of(CurveInterpolator, CurveExtrapolator, CurveExtrapolator, CurveInterpolator, CurveExtrapolator, CurveExtrapolator) - Static method in class com.opengamma.strata.market.surface.interpolator.GridSurfaceInterpolator
Obtains an instance from the specified interpolators and extrapolators.
of(ValueType, double, ValueType, double) - Static method in class com.opengamma.strata.market.surface.SimpleSurfaceParameterMetadata
Obtains an instance specifying information about the x-value.
of(String) - Static method in class com.opengamma.strata.market.surface.SurfaceInfoType
Obtains an instance from the specified name.
of(String) - Static method in class com.opengamma.strata.market.surface.SurfaceName
Obtains an instance from the specified name.
of(String) - Static method in class com.opengamma.strata.market.ValueType
Obtains an instance from the specified name.
of(SecurityId, BondFutureVolatilitiesId) - Static method in interface com.opengamma.strata.measure.bond.BondFutureOptionMarketDataLookup
Obtains an instance based on a single mapping from security ID to volatility identifier.
of(Map<SecurityId, BondFutureVolatilitiesId>) - Static method in interface com.opengamma.strata.measure.bond.BondFutureOptionMarketDataLookup
Obtains an instance based on a map of volatility identifiers.
of(Map<SecurityId, RepoGroup>, Map<LegalEntityId, RepoGroup>, Map<Pair<RepoGroup, Currency>, CurveId>, Map<LegalEntityId, LegalEntityGroup>, Map<Pair<LegalEntityGroup, Currency>, CurveId>) - Static method in interface com.opengamma.strata.measure.bond.LegalEntityDiscountingMarketDataLookup
Obtains an instance based on a maps for repo and issuer curves.
of(Map<SecurityId, RepoGroup>, Map<LegalEntityId, RepoGroup>, Map<Pair<RepoGroup, Currency>, CurveId>, Map<LegalEntityId, LegalEntityGroup>, Map<Pair<LegalEntityGroup, Currency>, CurveId>, ObservableSource) - Static method in interface com.opengamma.strata.measure.bond.LegalEntityDiscountingMarketDataLookup
Obtains an instance based on a maps for repo and issuer curves.
of(Map<LegalEntityId, RepoGroup>, Map<Pair<RepoGroup, Currency>, CurveId>, Map<LegalEntityId, LegalEntityGroup>, Map<Pair<LegalEntityGroup, Currency>, CurveId>) - Static method in interface com.opengamma.strata.measure.bond.LegalEntityDiscountingMarketDataLookup
Obtains an instance based on a maps for repo and issuer curves.
of(Map<LegalEntityId, RepoGroup>, Map<Pair<RepoGroup, Currency>, CurveId>, Map<LegalEntityId, LegalEntityGroup>, Map<Pair<LegalEntityGroup, Currency>, CurveId>, ObservableSource) - Static method in interface com.opengamma.strata.measure.bond.LegalEntityDiscountingMarketDataLookup
Obtains an instance based on a maps for repo and issuer curves.
of(LegalEntityCurveGroup, Map<SecurityId, RepoGroup>, Map<LegalEntityId, RepoGroup>, Map<LegalEntityId, LegalEntityGroup>) - Static method in interface com.opengamma.strata.measure.bond.LegalEntityDiscountingMarketDataLookup
Obtains an instance based on a curve group and group maps.
of(LegalEntityCurveGroup, Map<LegalEntityId, RepoGroup>, Map<LegalEntityId, LegalEntityGroup>) - Static method in interface com.opengamma.strata.measure.bond.LegalEntityDiscountingMarketDataLookup
Obtains an instance based on a curve group and group maps.
of(Map<LegalEntityId, RepoGroup>, Map<Pair<RepoGroup, Currency>, CurveId>) - Static method in interface com.opengamma.strata.measure.bond.LegalEntityDiscountingMarketDataLookup
Obtains an instance based on maps for repo curves.
of(Map<LegalEntityId, RepoGroup>, Map<Pair<RepoGroup, Currency>, CurveId>, ObservableSource) - Static method in interface com.opengamma.strata.measure.bond.LegalEntityDiscountingMarketDataLookup
Obtains an instance based on maps for repo curves.
of(LegalEntityCurveGroup, Map<LegalEntityId, RepoGroup>) - Static method in interface com.opengamma.strata.measure.bond.LegalEntityDiscountingMarketDataLookup
Obtains an instance based on a curve group and group map.
of(Map<Class<?>, CalculationParameter>, CalculationParameter) - Static method in class com.opengamma.strata.measure.calc.TargetTypeCalculationParameter
Obtains an instance from the specified parameters.
of(Map<StandardId, CalculationParameter>, CalculationParameter) - Static method in class com.opengamma.strata.measure.calc.TradeCounterpartyCalculationParameter
Obtains an instance from the specified parameters.
of(IborIndex, IborCapletFloorletVolatilitiesId) - Static method in interface com.opengamma.strata.measure.capfloor.IborCapFloorMarketDataLookup
Obtains an instance based on a single mapping from index to volatility identifier.
of(Map<IborIndex, IborCapletFloorletVolatilitiesId>) - Static method in interface com.opengamma.strata.measure.capfloor.IborCapFloorMarketDataLookup
Obtains an instance based on a map of volatility identifiers.
of(double, double) - Static method in class com.opengamma.strata.measure.cms.CmsSabrExtrapolationParams
Obtains an instance based on a lookup and market data.
of(CmsSabrExtrapolationParams) - Static method in class com.opengamma.strata.measure.cms.CmsTradeCalculations
Obtains an instance specifying the SABR extrapolation parameters.
of(Map<Pair<StandardId, Currency>, CurveId>, Map<Currency, CurveId>, Map<StandardId, CurveId>) - Static method in interface com.opengamma.strata.measure.credit.CreditRatesMarketDataLookup
Obtains an instance based on a maps for credit, discount and recovery rate curves.
of(Map<Pair<StandardId, Currency>, CurveId>, Map<Currency, CurveId>, Map<StandardId, CurveId>, ObservableSource) - Static method in interface com.opengamma.strata.measure.credit.CreditRatesMarketDataLookup
Obtains an instance based on a maps for credit, discount and recovery rate curves.
of(Map<CurrencyPair, QuoteId>) - Static method in class com.opengamma.strata.measure.fx.FxRateConfig
Returns FX rate configuration built using the data in the map.
of(CurrencyPair, FxOptionVolatilitiesId) - Static method in interface com.opengamma.strata.measure.fxopt.FxOptionMarketDataLookup
Obtains an instance based on a single mapping from currency pair to volatility identifier.
of(Map<CurrencyPair, FxOptionVolatilitiesId>) - Static method in interface com.opengamma.strata.measure.fxopt.FxOptionMarketDataLookup
Obtains an instance based on a map of volatility identifiers.
of(FxOptionVolatilitiesSpecification) - Static method in class com.opengamma.strata.measure.fxopt.FxOptionVolatilitiesDefinition
Obtains an instance.
of(CurrencyPair, DaysAdjustment, BusinessDayAdjustment, ValueType, QuoteId, Tenor, Strike) - Static method in class com.opengamma.strata.measure.fxopt.FxOptionVolatilitiesNode
Creates an instance.
of(String) - Static method in enum com.opengamma.strata.measure.fxopt.FxSingleBarrierOptionMethod
Obtains an instance from the specified name.
of(String) - Static method in enum com.opengamma.strata.measure.fxopt.FxVanillaOptionMethod
Obtains an instance from the specified name.
of(IborIndex, IborFutureOptionVolatilitiesId) - Static method in interface com.opengamma.strata.measure.index.IborFutureOptionMarketDataLookup
Obtains an instance based on a single mapping from index to volatility identifier.
of(Map<IborIndex, IborFutureOptionVolatilitiesId>) - Static method in interface com.opengamma.strata.measure.index.IborFutureOptionMarketDataLookup
Obtains an instance based on a map of volatility identifiers.
of(Map<Currency, CurveId>, Map<Index, CurveId>) - Static method in interface com.opengamma.strata.measure.rate.RatesMarketDataLookup
Obtains an instance based on a map of discount and forward curve identifiers.
of(Map<Currency, CurveId>, Map<Index, CurveId>, ObservableSource, FxRateLookup) - Static method in interface com.opengamma.strata.measure.rate.RatesMarketDataLookup
Obtains an instance based on a map of discount and forward curve identifiers, specifying the source of FX rates.
of(CurveGroupName, Map<Currency, CurveName>, Map<? extends Index, CurveName>) - Static method in interface com.opengamma.strata.measure.rate.RatesMarketDataLookup
Obtains an instance based on a group of discount and forward curves.
of(RatesCurveGroup) - Static method in interface com.opengamma.strata.measure.rate.RatesMarketDataLookup
Obtains an instance based on a curve group.
of(RatesCurveGroupDefinition) - Static method in interface com.opengamma.strata.measure.rate.RatesMarketDataLookup
Obtains an instance based on a curve group definition.
of(RatesCurveGroupDefinition, ObservableSource, FxRateLookup) - Static method in interface com.opengamma.strata.measure.rate.RatesMarketDataLookup
Obtains an instance based on a curve group definition.
of(IborIndex, SwaptionVolatilitiesId) - Static method in interface com.opengamma.strata.measure.swaption.SwaptionMarketDataLookup
Obtains an instance based on a single mapping from index to volatility identifier.
of(Map<IborIndex, SwaptionVolatilitiesId>) - Static method in interface com.opengamma.strata.measure.swaption.SwaptionMarketDataLookup
Obtains an instance based on a map of volatility identifiers.
of(LocalTime, ZoneId, LocalTime...) - Static method in class com.opengamma.strata.measure.ValuationZoneTimeDefinition
Obtains an instance.
of(ZonedDateTime, InterpolatedNodalSurface) - Static method in class com.opengamma.strata.pricer.bond.BlackBondFutureExpiryLogMoneynessVolatilities
Obtains an instance from the implied volatility surface and the date-time for which it is valid.
of(BondFutureVolatilitiesName, double, LocalDate, double, double, Currency, double) - Static method in class com.opengamma.strata.pricer.bond.BondFutureOptionSensitivity
Obtains an instance based on the security ID.
of(String) - Static method in class com.opengamma.strata.pricer.bond.BondFutureVolatilitiesId
Obtains an identifier used to find bond future volatilities.
of(BondFutureVolatilitiesName) - Static method in class com.opengamma.strata.pricer.bond.BondFutureVolatilitiesId
Obtains an identifier used to find bond future volatilities.
of(String) - Static method in class com.opengamma.strata.pricer.bond.BondFutureVolatilitiesName
Obtains an instance from the specified name.
of(DiscountFactors, LegalEntityGroup) - Static method in class com.opengamma.strata.pricer.bond.IssuerCurveDiscountFactors
Obtains an instance based on discount factors and legal entity group.
of(Currency, double, LegalEntityGroup, double) - Static method in class com.opengamma.strata.pricer.bond.IssuerCurveZeroRateSensitivity
Obtains an instance from the curve currency, date, legal entity group and value.
of(ZeroRateSensitivity, LegalEntityGroup) - Static method in class com.opengamma.strata.pricer.bond.IssuerCurveZeroRateSensitivity
Obtains an instance from zero rate sensitivity and legal entity group.
of(Currency, double, Currency, LegalEntityGroup, double) - Static method in class com.opengamma.strata.pricer.bond.IssuerCurveZeroRateSensitivity
Obtains an instance from the curve currency, date, sensitivity currency, legal entity group and value.
of(DiscountFactors, RepoGroup) - Static method in class com.opengamma.strata.pricer.bond.RepoCurveDiscountFactors
Obtains an instance based on discount factors and group.
of(Currency, double, RepoGroup, double) - Static method in class com.opengamma.strata.pricer.bond.RepoCurveZeroRateSensitivity
Obtains an instance from the curve currency, date, group and value.
of(ZeroRateSensitivity, RepoGroup) - Static method in class com.opengamma.strata.pricer.bond.RepoCurveZeroRateSensitivity
Obtains an instance from zero rate sensitivity and group.
of(Currency, double, Currency, RepoGroup, double) - Static method in class com.opengamma.strata.pricer.bond.RepoCurveZeroRateSensitivity
Obtains an instance from the curve currency, date, sensitivity currency, group and value.
of(IborIndex, ZonedDateTime, Surface) - Static method in class com.opengamma.strata.pricer.capfloor.BlackIborCapletFloorletExpiryStrikeVolatilities
Obtains an instance from the implied volatility surface and the date-time for which it is valid.
of(VolatilityIborCapFloorLegPricer, double, ReferenceData) - Static method in class com.opengamma.strata.pricer.capfloor.DirectIborCapletFloorletVolatilityCalibrator
Obtains an instance.
of(IborCapletFloorletVolatilitiesName, IborIndex, DayCount, double, double, GridSurfaceInterpolator) - Static method in class com.opengamma.strata.pricer.capfloor.DirectIborCapletFloorletVolatilityDefinition
Obtains an instance with zero shift.
of(IborCapletFloorletVolatilitiesName, IborIndex, DayCount, double, double, GridSurfaceInterpolator, Curve) - Static method in class com.opengamma.strata.pricer.capfloor.DirectIborCapletFloorletVolatilityDefinition
Obtains an instance with shift curve.
of(IborCapletFloorletVolatilitiesName, double, SabrParameterType, Currency, double) - Static method in class com.opengamma.strata.pricer.capfloor.IborCapletFloorletSabrSensitivity
Obtains an instance from the specified elements.
of(IborCapletFloorletVolatilitiesName, double, double, double, Currency, double) - Static method in class com.opengamma.strata.pricer.capfloor.IborCapletFloorletSensitivity
Obtains an instance.
of(String) - Static method in class com.opengamma.strata.pricer.capfloor.IborCapletFloorletVolatilitiesId
Obtains an identifier used to find Ibor caplet/floorlet volatilities.
of(IborCapletFloorletVolatilitiesName) - Static method in class com.opengamma.strata.pricer.capfloor.IborCapletFloorletVolatilitiesId
Obtains an identifier used to find Ibor caplet/floorlet volatilities.
of(String) - Static method in class com.opengamma.strata.pricer.capfloor.IborCapletFloorletVolatilitiesName
Obtains an instance from the specified name.
of(IborIndex, ZonedDateTime, Surface) - Static method in class com.opengamma.strata.pricer.capfloor.NormalIborCapletFloorletExpiryStrikeVolatilities
Obtains an instance from the implied volatility surface and the date-time for which it is valid.
of(VolatilityIborCapFloorLegPricer, SabrIborCapletFloorletPeriodPricer, double, ReferenceData) - Static method in class com.opengamma.strata.pricer.capfloor.SabrIborCapletFloorletVolatilityBootstrapper
Creates an instance.
of(VolatilityIborCapFloorLegPricer, SabrIborCapFloorLegPricer, double, ReferenceData) - Static method in class com.opengamma.strata.pricer.capfloor.SabrIborCapletFloorletVolatilityCalibrator
Creates an instance.
of(IborCapletFloorletVolatilitiesName, IborIndex, ZonedDateTime, SabrParameters) - Static method in class com.opengamma.strata.pricer.capfloor.SabrParametersIborCapletFloorletVolatilities
Obtains an instance from the SABR model parameters and the date-time for which it is valid.
of(IborIndex, ZonedDateTime, Surface, Curve) - Static method in class com.opengamma.strata.pricer.capfloor.ShiftedBlackIborCapletFloorletExpiryStrikeVolatilities
Obtains an instance from the implied volatility surface and the date-time for which it is valid.
of(IborCapletFloorletVolatilitiesName, IborIndex, DayCount, GridSurfaceInterpolator) - Static method in class com.opengamma.strata.pricer.capfloor.SurfaceIborCapletFloorletVolatilityBootstrapDefinition
Obtains an instance with gird surface interpolator.
of(IborCapletFloorletVolatilitiesName, IborIndex, DayCount, GridSurfaceInterpolator, Curve) - Static method in class com.opengamma.strata.pricer.capfloor.SurfaceIborCapletFloorletVolatilityBootstrapDefinition
Obtains an instance with gird surface interpolator and shift curve.
of(IborCapletFloorletVolatilitiesName, IborIndex, DayCount, CurveInterpolator, CurveInterpolator) - Static method in class com.opengamma.strata.pricer.capfloor.SurfaceIborCapletFloorletVolatilityBootstrapDefinition
Obtains an instance with time interpolator and strike interpolator.
of(IborCapletFloorletVolatilitiesName, IborIndex, DayCount, CurveInterpolator, CurveInterpolator, Curve) - Static method in class com.opengamma.strata.pricer.capfloor.SurfaceIborCapletFloorletVolatilityBootstrapDefinition
Obtains an instance with time interpolator, strike interpolator and shift curve.
of(VolatilityIborCapFloorLegPricer, ReferenceData) - Static method in class com.opengamma.strata.pricer.capfloor.SurfaceIborCapletFloorletVolatilityBootstrapper
Creates an instance.
of(DiscountingSwapProductPricer, double, double) - Static method in class com.opengamma.strata.pricer.cms.SabrExtrapolationReplicationCmsPeriodPricer
Obtains the pricer.
of(double, double) - Static method in class com.opengamma.strata.pricer.cms.SabrExtrapolationReplicationCmsPeriodPricer
Obtains the pricer with default swap pricer.
of(Period, Strike) - Static method in class com.opengamma.strata.pricer.common.GenericVolatilitySurfacePeriodParameterMetadata
Creates node metadata using period and strike.
of(Period, Strike, String) - Static method in class com.opengamma.strata.pricer.common.GenericVolatilitySurfacePeriodParameterMetadata
Creates node using period, strike and label.
of(double, Strike) - Static method in class com.opengamma.strata.pricer.common.GenericVolatilitySurfaceYearFractionParameterMetadata
Creates node metadata using year fraction and strike.
of(double, Strike, String) - Static method in class com.opengamma.strata.pricer.common.GenericVolatilitySurfaceYearFractionParameterMetadata
Creates node using year fraction, strike and label.
of(String) - Static method in enum com.opengamma.strata.pricer.common.PriceType
Obtains an instance from the specified name.
of(String) - Static method in enum com.opengamma.strata.pricer.CompoundedRateType
Obtains an instance from the specified name.
of(String) - Static method in enum com.opengamma.strata.pricer.credit.AccrualOnDefaultFormula
Obtains an instance from the specified name.
of(String) - Static method in enum com.opengamma.strata.pricer.credit.ArbitrageHandling
Obtains an instance from the specified name.
of(StandardId, LocalDate, double) - Static method in class com.opengamma.strata.pricer.credit.ConstantRecoveryRates
Obtains an instance.
of(StandardId, Currency, double, double) - Static method in class com.opengamma.strata.pricer.credit.CreditCurveZeroRateSensitivity
Obtains an instance.
of(StandardId, Currency, double, Currency, double) - Static method in class com.opengamma.strata.pricer.credit.CreditCurveZeroRateSensitivity
Obtains an instance with sensitivity currency specified.
of(StandardId, ZeroRateSensitivity) - Static method in class com.opengamma.strata.pricer.credit.CreditCurveZeroRateSensitivity
Obtains an instance from ZeroRateSensitivity and StandardId.
of(Currency, LocalDate, Curve) - Static method in interface com.opengamma.strata.pricer.credit.CreditDiscountFactors
Obtains an instance from a curve.
of(double) - Static method in class com.opengamma.strata.pricer.credit.IsdaCompliantDiscountCurveCalibrator
Obtains the curve calibrator with the accuracy of the root finder specified.
of(Currency, LocalDate, NodalCurve) - Static method in class com.opengamma.strata.pricer.credit.IsdaCreditDiscountFactors
Creates an instance from the underlying curve.
of(Currency, LocalDate, CurveName, DoubleArray, DoubleArray, DayCount) - Static method in class com.opengamma.strata.pricer.credit.IsdaCreditDiscountFactors
Creates an instance from year fraction and zero rate values.
of(Currency, Map<StandardId, Double>) - Static method in class com.opengamma.strata.pricer.credit.JumpToDefault
Obtains an instance from currency and map.
of(StandardId, CreditDiscountFactors) - Static method in class com.opengamma.strata.pricer.credit.LegalEntitySurvivalProbabilities
Creates an instance.
of(StandardId, LocalDate, Curve) - Static method in interface com.opengamma.strata.pricer.credit.RecoveryRates
Obtains an instance from a curve.
of(String, List<? extends CalibrationMeasure<? extends ResolvedTrade>>) - Static method in class com.opengamma.strata.pricer.curve.CalibrationMeasures
Obtains an instance from a list of individual trade-specific measures.
of(String, CalibrationMeasure<? extends ResolvedTrade>...) - Static method in class com.opengamma.strata.pricer.curve.CalibrationMeasures
Obtains an instance from a list of individual trade-specific measures.
of(ImmutableRatesProvider, RatesCurveGroupDefinition, ReferenceData) - Static method in class com.opengamma.strata.pricer.curve.ImmutableRatesProviderGenerator
Obtains a generator from an existing provider and definition.
of(String, Class<R>, ToDoubleBiFunction<R, RatesProvider>, BiFunction<R, RatesProvider, PointSensitivities>) - Static method in class com.opengamma.strata.pricer.curve.MarketQuoteMeasure
Obtains a calibrator for a specific type of trade.
of(String, Class<R>, ToDoubleBiFunction<R, RatesProvider>, BiFunction<R, RatesProvider, PointSensitivities>) - Static method in class com.opengamma.strata.pricer.curve.PresentValueCalibrationMeasure
Obtains a calibrator for a specific type of trade.
of(double, double, int) - Static method in class com.opengamma.strata.pricer.curve.RatesCurveCalibrator
Obtains an instance specifying tolerances to use.
of(double, double, int, CalibrationMeasures) - Static method in class com.opengamma.strata.pricer.curve.RatesCurveCalibrator
Obtains an instance specifying tolerances and measures to use.
of(double, double, int, CalibrationMeasures, CalibrationMeasures) - Static method in class com.opengamma.strata.pricer.curve.RatesCurveCalibrator
Obtains an instance specifying tolerances and measures to use.
of(NewtonVectorRootFinder, CalibrationMeasures, CalibrationMeasures) - Static method in class com.opengamma.strata.pricer.curve.RatesCurveCalibrator
Obtains an instance specifying the measures to use.
of(RatesCurveCalibrator, CalibrationMeasures) - Static method in class com.opengamma.strata.pricer.curve.SyntheticRatesCurveCalibrator
Obtains an instance, specifying market quotes measures to use and calibrator.
of(String, Class<R>, ToDoubleBiFunction<R, RatesProvider>, BiFunction<R, RatesProvider, PointSensitivities>) - Static method in class com.opengamma.strata.pricer.curve.TradeCalibrationMeasure
Obtains a calibrator for a specific type of trade.
of(Currency, LocalDate, Curve) - Static method in interface com.opengamma.strata.pricer.DiscountFactors
Obtains an instance from a curve.
of(CurrencyPair, FxRateProvider, DiscountFactors, DiscountFactors) - Static method in class com.opengamma.strata.pricer.fx.DiscountFxForwardRates
Obtains an instance based on two discount factors, one for each currency.
of(FxIndex, FxForwardRates) - Static method in class com.opengamma.strata.pricer.fx.ForwardFxIndexRates
Obtains an instance based on discount factors with no historic fixings.
of(FxIndex, FxForwardRates, LocalDateDoubleTimeSeries) - Static method in class com.opengamma.strata.pricer.fx.ForwardFxIndexRates
Obtains an instance based on discount factors and historic fixings.
of(CurrencyPair, Currency, LocalDate, double) - Static method in class com.opengamma.strata.pricer.fx.FxForwardSensitivity
Obtains an instance from currency pair, reference currency, reference date and sensitivity value.
of(CurrencyPair, Currency, LocalDate, Currency, double) - Static method in class com.opengamma.strata.pricer.fx.FxForwardSensitivity
Obtains an instance from currency pair, reference currency, reference date sensitivity currency and sensitivity value.
of(FxIndexObservation, Currency, double) - Static method in class com.opengamma.strata.pricer.fx.FxIndexSensitivity
Obtains an instance from the observation, reference currency and sensitivity value.
of(FxIndexObservation, Currency, Currency, double) - Static method in class com.opengamma.strata.pricer.fx.FxIndexSensitivity
Obtains an instance from the observation, reference currency and sensitivity value, specifying the currency of the value.
of(CurrencyPair, ZonedDateTime, Curve) - Static method in class com.opengamma.strata.pricer.fxopt.BlackFxOptionFlatVolatilities
Obtains an instance from an expiry-volatility curve and the date-time for which it is valid.
of(FxOptionVolatilitiesName, CurrencyPair, ZonedDateTime, SmileDeltaTermStructure) - Static method in class com.opengamma.strata.pricer.fxopt.BlackFxOptionSmileVolatilities
Obtains an instance based on a smile.
of(CurrencyPair, ZonedDateTime, Surface) - Static method in class com.opengamma.strata.pricer.fxopt.BlackFxOptionSurfaceVolatilities
Obtains an instance from the implied volatility surface and the date-time for which it is valid.
of(FxOptionVolatilitiesName, CurrencyPair, ZonedDateTime, Surface) - Static method in class com.opengamma.strata.pricer.fxopt.BlackFxOptionSurfaceVolatilities
Obtains an instance from the implied volatility surface and the date-time for which it is valid.
of(FxOptionVolatilitiesName, CurrencyPair, double, double, double, Currency, double) - Static method in class com.opengamma.strata.pricer.fxopt.FxOptionSensitivity
Obtains an instance, specifying sensitivity currency.
of(String) - Static method in class com.opengamma.strata.pricer.fxopt.FxOptionVolatilitiesId
Obtains an identifier used to find FX option volatilities.
of(FxOptionVolatilitiesName) - Static method in class com.opengamma.strata.pricer.fxopt.FxOptionVolatilitiesId
Obtains an identifier used to find FX option volatilities.
of(String) - Static method in class com.opengamma.strata.pricer.fxopt.FxOptionVolatilitiesName
Obtains an instance from the specified name.
of(double, Strike, CurrencyPair) - Static method in class com.opengamma.strata.pricer.fxopt.FxVolatilitySurfaceYearFractionParameterMetadata
Creates node metadata using year fraction, strike and currency pair.
of(double, Strike, String, CurrencyPair) - Static method in class com.opengamma.strata.pricer.fxopt.FxVolatilitySurfaceYearFractionParameterMetadata
Creates node using year fraction, strike, label and currency pair.
of(List<SmileDeltaParameters>, DayCount) - Static method in class com.opengamma.strata.pricer.fxopt.InterpolatedStrikeSmileDeltaTermStructure
Obtains volatility term structure from a set of smile descriptions.
of(List<SmileDeltaParameters>, DayCount, CurveInterpolator, CurveExtrapolator, CurveExtrapolator) - Static method in class com.opengamma.strata.pricer.fxopt.InterpolatedStrikeSmileDeltaTermStructure
Obtains volatility term structure from a set of smile descriptions with strike interpolator and extrapolators specified.
of(List<SmileDeltaParameters>, DayCount, CurveExtrapolator, CurveInterpolator, CurveExtrapolator, CurveExtrapolator, CurveInterpolator, CurveExtrapolator) - Static method in class com.opengamma.strata.pricer.fxopt.InterpolatedStrikeSmileDeltaTermStructure
Obtains volatility term structure from a set of smile descriptions with interpolator and extrapolators fully specified.
of(DoubleArray, DoubleArray, DoubleMatrix, DayCount) - Static method in class com.opengamma.strata.pricer.fxopt.InterpolatedStrikeSmileDeltaTermStructure
Obtains volatility term structure from expiry times, delta values and volatilities.
of(DoubleArray, DoubleArray, DoubleMatrix, DayCount, CurveInterpolator, CurveExtrapolator, CurveExtrapolator) - Static method in class com.opengamma.strata.pricer.fxopt.InterpolatedStrikeSmileDeltaTermStructure
Obtains volatility term structure from expiry times, delta values and volatilities with strike interpolator and extrapolators specified.
of(DoubleArray, DoubleArray, DoubleMatrix, DayCount, CurveInterpolator, CurveExtrapolator, CurveExtrapolator, CurveInterpolator, CurveExtrapolator, CurveExtrapolator) - Static method in class com.opengamma.strata.pricer.fxopt.InterpolatedStrikeSmileDeltaTermStructure
Obtains volatility term structure from expiry times, delta values and volatilities with interpolator and extrapolators fully specified.
of(DoubleArray, DoubleArray, DoubleArray, DoubleMatrix, DoubleMatrix, DayCount) - Static method in class com.opengamma.strata.pricer.fxopt.InterpolatedStrikeSmileDeltaTermStructure
Obtains volatility term structure from expiry times, delta values, ATM volatilities, risk reversal figures and strangle figures.
of(DoubleArray, DoubleArray, DoubleArray, DoubleMatrix, DoubleMatrix, DayCount, CurveInterpolator, CurveExtrapolator, CurveExtrapolator) - Static method in class com.opengamma.strata.pricer.fxopt.InterpolatedStrikeSmileDeltaTermStructure
Obtains volatility term structure from expiry times, delta values, ATM volatilities, risk reversal figures and strangle figures with strike interpolator and extrapolators specified.
of(DoubleArray, DoubleArray, DoubleArray, DoubleMatrix, DoubleMatrix, DayCount, CurveInterpolator, CurveExtrapolator, CurveExtrapolator, CurveInterpolator, CurveExtrapolator, CurveExtrapolator) - Static method in class com.opengamma.strata.pricer.fxopt.InterpolatedStrikeSmileDeltaTermStructure
Obtains volatility term structure from expiry times, delta values, ATM volatilities, risk reversal figures and strangle figures with interpolator and extrapolators fully specified.
of(DoubleMatrix, List<DoubleMatrix>, DoubleArray, DoubleArray) - Static method in class com.opengamma.strata.pricer.fxopt.RecombiningTrinomialTreeData
Creates an instance.
of(SmileDeltaParameters, DoubleMatrix) - Static method in class com.opengamma.strata.pricer.fxopt.SmileAndBucketedSensitivities
Obtains an instance.
of(double, DoubleArray, DoubleArray) - Static method in class com.opengamma.strata.pricer.fxopt.SmileDeltaParameters
Obtains an instance from volatility.
of(double, DoubleArray, DoubleArray, List<ParameterMetadata>) - Static method in class com.opengamma.strata.pricer.fxopt.SmileDeltaParameters
Obtains an instance from volatility.
of(double, double, DoubleArray, DoubleArray, DoubleArray) - Static method in class com.opengamma.strata.pricer.fxopt.SmileDeltaParameters
Obtains an instance from market data at-the-money, delta, risk-reversal and strangle.
of(double, double, DoubleArray, DoubleArray, DoubleArray, List<ParameterMetadata>) - Static method in class com.opengamma.strata.pricer.fxopt.SmileDeltaParameters
Obtains an instance from market data at-the-money, delta, risk-reversal and strangle.
of(double, DoubleMatrix) - Static method in class com.opengamma.strata.pricer.fxopt.VolatilityAndBucketedSensitivities
Obtains an instance.
of(IborFutureOptionVolatilitiesName, double, LocalDate, double, double, Currency, double) - Static method in class com.opengamma.strata.pricer.index.IborFutureOptionSensitivity
Obtains an instance.
of(String) - Static method in class com.opengamma.strata.pricer.index.IborFutureOptionVolatilitiesId
Obtains an identifier used to find Ibor future option volatilities.
of(IborFutureOptionVolatilitiesName) - Static method in class com.opengamma.strata.pricer.index.IborFutureOptionVolatilitiesId
Obtains an identifier used to find Ibor future option volatilities.
of(String) - Static method in class com.opengamma.strata.pricer.index.IborFutureOptionVolatilitiesName
Obtains an instance from the specified name.
of(IborIndex, ZonedDateTime, Surface) - Static method in class com.opengamma.strata.pricer.index.NormalIborFutureOptionExpirySimpleMoneynessVolatilities
Obtains an instance from the volatility surface and the date-time for which it is valid.
of(double, DoubleArray, DoubleArray) - Static method in class com.opengamma.strata.pricer.model.HullWhiteOneFactorPiecewiseConstantParameters
Obtains an instance from the model parameters.
of(HullWhiteOneFactorPiecewiseConstantParameters, DayCount, ZonedDateTime) - Static method in class com.opengamma.strata.pricer.model.HullWhiteOneFactorPiecewiseConstantParametersProvider
Obtains an instance from Hull-White model parameters and the date-time for which it is valid.
of(HullWhiteOneFactorPiecewiseConstantParameters, DayCount, LocalDate, LocalTime, ZoneId) - Static method in class com.opengamma.strata.pricer.model.HullWhiteOneFactorPiecewiseConstantParametersProvider
Obtains an instance from Hull-White model parameters and the date, time and zone for which it is valid.
of(Surface, Surface, Surface, Surface, SabrVolatilityFormula) - Static method in class com.opengamma.strata.pricer.model.SabrInterestRateParameters
Obtains an instance without shift from nodal surfaces and volatility function provider.
of(Surface, Surface, Surface, Surface, Surface, SabrVolatilityFormula) - Static method in class com.opengamma.strata.pricer.model.SabrInterestRateParameters
Obtains an instance with shift from nodal surfaces and volatility function provider.
of(Curve, Curve, Curve, Curve, SabrVolatilityFormula) - Static method in class com.opengamma.strata.pricer.model.SabrParameters
Obtains an instance without shift from nodal curves and volatility function provider.
of(Curve, Curve, Curve, Curve, Curve, SabrVolatilityFormula) - Static method in class com.opengamma.strata.pricer.model.SabrParameters
Obtains an instance with shift from nodal curves and volatility function provider.
of(List<Period>, DoubleArray, ValueType, DoubleMatrix, ValueType) - Static method in class com.opengamma.strata.pricer.option.RawOptionData
Obtains an instance of the raw volatility.
of(List<Period>, DoubleArray, ValueType, DoubleMatrix, DoubleMatrix, ValueType) - Static method in class com.opengamma.strata.pricer.option.RawOptionData
Obtains an instance of the raw data with error.
of(Map<Tenor, RawOptionData>) - Static method in class com.opengamma.strata.pricer.option.TenorRawOptionData
Obtains an instance of the raw volatility.
of(IborIndex, DiscountFactors) - Static method in class com.opengamma.strata.pricer.rate.DiscountIborIndexRates
Obtains an instance based on discount factors with no historic fixings.
of(IborIndex, DiscountFactors, LocalDateDoubleTimeSeries) - Static method in class com.opengamma.strata.pricer.rate.DiscountIborIndexRates
Obtains an instance based on discount factors and historic fixings.
of(OvernightIndex, DiscountFactors) - Static method in class com.opengamma.strata.pricer.rate.DiscountOvernightIndexRates
Obtains an instance based on discount factors with no historic fixings.
of(OvernightIndex, DiscountFactors, LocalDateDoubleTimeSeries) - Static method in class com.opengamma.strata.pricer.rate.DiscountOvernightIndexRates
Obtains an instance based on discount factors and historic fixings.
of(IborIndex, LocalDate, Curve) - Static method in interface com.opengamma.strata.pricer.rate.IborIndexRates
Obtains an instance from a forward curve, with an empty time-series of fixings.
of(IborIndex, LocalDate, Curve, LocalDateDoubleTimeSeries) - Static method in interface com.opengamma.strata.pricer.rate.IborIndexRates
Obtains an instance from a curve and time-series of fixings.
of(IborIndexObservation, double) - Static method in class com.opengamma.strata.pricer.rate.IborRateSensitivity
Obtains an instance from the observation and sensitivity value.
of(IborIndexObservation, Currency, double) - Static method in class com.opengamma.strata.pricer.rate.IborRateSensitivity
Obtains an instance from the observation and sensitivity value, specifying the currency of the value.
of(PriceIndexObservation, double) - Static method in class com.opengamma.strata.pricer.rate.InflationRateSensitivity
Obtains an instance from the observation and sensitivity value.
of(PriceIndexObservation, Currency, double) - Static method in class com.opengamma.strata.pricer.rate.InflationRateSensitivity
Obtains an instance from the observation and sensitivity value, specifying the currency of the value.
of(OvernightIndex, LocalDate, Curve) - Static method in interface com.opengamma.strata.pricer.rate.OvernightIndexRates
Obtains an instance from a forward curve, with an empty time-series of fixings.
of(OvernightIndex, LocalDate, Curve, LocalDateDoubleTimeSeries) - Static method in interface com.opengamma.strata.pricer.rate.OvernightIndexRates
Obtains an instance from a curve and time-series of fixings.
of(OvernightIndexObservation, double) - Static method in class com.opengamma.strata.pricer.rate.OvernightRateSensitivity
Obtains an instance from the observation and sensitivity value.
of(OvernightIndexObservation, Currency, double) - Static method in class com.opengamma.strata.pricer.rate.OvernightRateSensitivity
Obtains an instance from the observation and sensitivity value, specifying the currency of the value.
of(PriceIndex, LocalDate, Curve, LocalDateDoubleTimeSeries) - Static method in interface com.opengamma.strata.pricer.rate.PriceIndexValues
Obtains an instance from a curve and time-series of fixings.
of(IborIndex, LocalDate, Curve) - Static method in class com.opengamma.strata.pricer.rate.SimpleIborIndexRates
Obtains an instance from a curve, with an empty time-series of fixings.
of(IborIndex, LocalDate, Curve, LocalDateDoubleTimeSeries) - Static method in class com.opengamma.strata.pricer.rate.SimpleIborIndexRates
Obtains an instance from a curve and time-series of fixing.
of(PriceIndex, LocalDate, NodalCurve, LocalDateDoubleTimeSeries) - Static method in class com.opengamma.strata.pricer.rate.SimplePriceIndexValues
Obtains an instance based on a curve with no seasonality adjustment.
of(Currency, LocalDate, Curve) - Static method in class com.opengamma.strata.pricer.SimpleDiscountFactors
Obtains an instance based on a discount factor curve.
of(FixedIborSwapConvention, ZonedDateTime, Surface) - Static method in class com.opengamma.strata.pricer.swaption.BlackSwaptionExpiryTenorVolatilities
Obtains an instance from the implied volatility surface and the date-time for which it is valid.
of(FixedIborSwapConvention, ZonedDateTime, Surface) - Static method in class com.opengamma.strata.pricer.swaption.NormalSwaptionExpirySimpleMoneynessVolatilities
Obtains an instance from the implied volatility surface and the date-time for which it is valid.
of(FixedIborSwapConvention, ZonedDateTime, Surface) - Static method in class com.opengamma.strata.pricer.swaption.NormalSwaptionExpiryStrikeVolatilities
Obtains an instance from the implied volatility surface and the date-time for which it is valid.
of(FixedIborSwapConvention, ZonedDateTime, Surface) - Static method in class com.opengamma.strata.pricer.swaption.NormalSwaptionExpiryTenorVolatilities
Obtains an instance from the implied volatility surface and the date-time for which it is valid.
of(SwaptionVolatilitiesName, FixedIborSwapConvention, ZonedDateTime, SabrInterestRateParameters) - Static method in class com.opengamma.strata.pricer.swaption.SabrParametersSwaptionVolatilities
Obtains an instance from the SABR model parameters and the date-time for which it is valid.
of(SabrVolatilityFormula, DiscountingSwapProductPricer) - Static method in class com.opengamma.strata.pricer.swaption.SabrSwaptionCalibrator
Obtains an instance from a SABR volatility function provider and a swap pricer.
of(SabrVolatilityFormula, DiscountingSwapProductPricer, ReferenceData) - Static method in class com.opengamma.strata.pricer.swaption.SabrSwaptionCalibrator
Obtains an instance from a SABR volatility function provider and a swap pricer.
of(SwaptionVolatilitiesName, FixedIborSwapConvention, DayCount, SurfaceInterpolator) - Static method in class com.opengamma.strata.pricer.swaption.SabrSwaptionDefinition
Obtains an instance from the name, convention, day count and tenors.
of(SwaptionVolatilitiesName, double, double, SabrParameterType, Currency, double) - Static method in class com.opengamma.strata.pricer.swaption.SwaptionSabrSensitivity
Obtains an instance from the specified elements.
of(SwaptionVolatilitiesName, double, double, double, double, Currency, double) - Static method in class com.opengamma.strata.pricer.swaption.SwaptionSensitivity
Obtains an instance from the specified elements.
of(double, double) - Static method in class com.opengamma.strata.pricer.swaption.SwaptionSurfaceExpirySimpleMoneynessParameterMetadata
Creates node metadata using swap convention, year fraction and simple moneyness.
of(double, double, String) - Static method in class com.opengamma.strata.pricer.swaption.SwaptionSurfaceExpirySimpleMoneynessParameterMetadata
Creates node using swap convention, year fraction, simple moneyness and label.
of(double, double) - Static method in class com.opengamma.strata.pricer.swaption.SwaptionSurfaceExpiryStrikeParameterMetadata
Creates node metadata using swap convention, year fraction and strike.
of(double, double, String) - Static method in class com.opengamma.strata.pricer.swaption.SwaptionSurfaceExpiryStrikeParameterMetadata
Creates node using swap convention, year fraction, strike and label.
of(double, double) - Static method in class com.opengamma.strata.pricer.swaption.SwaptionSurfaceExpiryTenorParameterMetadata
Creates node metadata using swap convention, year fraction and strike.
of(double, double, String) - Static method in class com.opengamma.strata.pricer.swaption.SwaptionSurfaceExpiryTenorParameterMetadata
Creates node using swap convention, year fraction, strike and label.
of(String) - Static method in class com.opengamma.strata.pricer.swaption.SwaptionVolatilitiesId
Obtains an identifier used to find swaption volatilities.
of(SwaptionVolatilitiesName) - Static method in class com.opengamma.strata.pricer.swaption.SwaptionVolatilitiesId
Obtains an identifier used to find swaption volatilities.
of(String) - Static method in class com.opengamma.strata.pricer.swaption.SwaptionVolatilitiesName
Obtains an instance from the specified name.
of(Currency, LocalDate, Curve) - Static method in class com.opengamma.strata.pricer.ZeroRateDiscountFactors
Obtains an instance based on a zero-rates curve.
of(Currency, LocalDate, Curve) - Static method in class com.opengamma.strata.pricer.ZeroRatePeriodicDiscountFactors
Obtains an instance based on a zero-rates curve.
of(Currency, double, double) - Static method in class com.opengamma.strata.pricer.ZeroRateSensitivity
Obtains an instance from the curve currency, date and value.
of(Currency, double, Currency, double) - Static method in class com.opengamma.strata.pricer.ZeroRateSensitivity
Obtains an instance from the curve currency, date, sensitivity currency and value.
of(AttributeType<T>, T) - Static method in interface com.opengamma.strata.product.Attributes
Obtains an empty instance.
of(String) - Static method in class com.opengamma.strata.product.AttributeType
Obtains an instance from the specified name.
of(String) - Static method in enum com.opengamma.strata.product.bond.BillYieldConvention
Obtains an instance from the specified name.
of(String) - Static method in enum com.opengamma.strata.product.bond.CapitalIndexedBondYieldConvention
Obtains an instance from the specified name.
of(String) - Static method in enum com.opengamma.strata.product.bond.FixedCouponBondYieldConvention
Obtains an instance from the specified name.
of(Payment, SchedulePeriod) - Static method in class com.opengamma.strata.product.bond.KnownAmountBondPaymentPeriod
Obtains an instance based on a payment and schedule period.
of(LocalDate, double, BondPaymentPeriod) - Static method in class com.opengamma.strata.product.bond.ResolvedCapitalIndexedBondSettlement
Obtains an instance from the settlement date, price and amount.
of(LocalDate, double) - Static method in class com.opengamma.strata.product.bond.ResolvedFixedCouponBondSettlement
Obtains an instance from the settlement date and price.
of(IborCapFloorLeg) - Static method in class com.opengamma.strata.product.capfloor.IborCapFloor
Obtains an instance from a cap/floor leg with no pay leg.
of(IborCapFloorLeg, SwapLeg) - Static method in class com.opengamma.strata.product.capfloor.IborCapFloor
Obtains an instance from a cap/floor leg and a pay leg.
of(ResolvedIborCapFloorLeg) - Static method in class com.opengamma.strata.product.capfloor.ResolvedIborCapFloor
Obtains an instance from a cap/floor leg with no pay leg.
of(ResolvedIborCapFloorLeg, ResolvedSwapLeg) - Static method in class com.opengamma.strata.product.capfloor.ResolvedIborCapFloor
Obtains an instance from a cap/floor leg and a pay leg.
of(CmsLeg) - Static method in class com.opengamma.strata.product.cms.Cms
Obtains an instance from a CMS leg with no pay leg.
of(CmsLeg, SwapLeg) - Static method in class com.opengamma.strata.product.cms.Cms
Obtains an instance from a CMS leg and a pay leg.
of(String) - Static method in enum com.opengamma.strata.product.cms.CmsPeriodType
Obtains an instance from the specified name.
of(ResolvedCmsLeg) - Static method in class com.opengamma.strata.product.cms.ResolvedCms
Obtains an instance from a CMS leg with no pay leg.
of(ResolvedCmsLeg, ResolvedSwapLeg) - Static method in class com.opengamma.strata.product.cms.ResolvedCms
Obtains an instance from a CMS leg and a pay leg.
of(String) - Static method in enum com.opengamma.strata.product.common.BuySell
Obtains an instance from the specified name.
of(String) - Static method in class com.opengamma.strata.product.common.ExchangeId
Returns an identifier for an exchange.
of(String) - Static method in enum com.opengamma.strata.product.common.LongShort
Obtains an instance from the specified name.
of(String) - Static method in enum com.opengamma.strata.product.common.PayReceive
Obtains an instance from the specified name.
of(String) - Static method in enum com.opengamma.strata.product.common.PutCall
Obtains an instance from the specified name.
of(String) - Static method in enum com.opengamma.strata.product.common.SettlementType
Obtains an instance from the specified name.
of(BuySell, StandardId, Currency, double, LocalDate, LocalDate, Frequency, HolidayCalendarId, double) - Static method in class com.opengamma.strata.product.credit.Cds
Creates an instance of a standardized CDS.
of(CdsTrade, CdsQuote) - Static method in class com.opengamma.strata.product.credit.CdsCalibrationTrade
Creates an instance.
of(BuySell, StandardId, List<StandardId>, Currency, double, LocalDate, LocalDate, Frequency, HolidayCalendarId, double) - Static method in class com.opengamma.strata.product.credit.CdsIndex
Creates an instance of a standardized CDS index.
of(CdsIndexTrade, CdsQuote) - Static method in class com.opengamma.strata.product.credit.CdsIndexCalibrationTrade
Creates an instance.
of(CdsQuoteConvention, double) - Static method in class com.opengamma.strata.product.credit.CdsQuote
Creates an instance.
of(String) - Static method in enum com.opengamma.strata.product.credit.PaymentOnDefault
Obtains an instance from the specified name.
of(String) - Static method in enum com.opengamma.strata.product.credit.ProtectionStartOfDay
Obtains an instance from the specified name.
of(String) - Static method in enum com.opengamma.strata.product.credit.type.AccrualStart
Obtains an instance from the specified name.
of(String) - Static method in interface com.opengamma.strata.product.credit.type.CdsConvention
Obtains an instance from the specified unique name.
of(String) - Static method in enum com.opengamma.strata.product.credit.type.CdsQuoteConvention
Obtains an instance from the specified name.
of(LocalDate, LocalDate, CdsConvention) - Static method in class com.opengamma.strata.product.credit.type.DatesCdsTemplate
Obtains a template based on the specified dates and convention.
of(String, Currency, DayCount, Frequency, BusinessDayAdjustment, DaysAdjustment) - Static method in class com.opengamma.strata.product.credit.type.ImmutableCdsConvention
Obtains a convention based on the specified parameters.
of(AccrualStart, Tenor, CdsConvention) - Static method in class com.opengamma.strata.product.credit.type.TenorCdsTemplate
Obtains a template based on the specified tenor and convention.
of(Tenor, CdsConvention) - Static method in class com.opengamma.strata.product.credit.type.TenorCdsTemplate
Obtains a template based on the specified tenor and convention.
of(TradeInfo, IborFixingDeposit) - Static method in class com.opengamma.strata.product.deposit.IborFixingDepositTrade
Obtains an instance of an Ibor Fixing Deposit trade.
of(TradeInfo, ResolvedIborFixingDeposit) - Static method in class com.opengamma.strata.product.deposit.ResolvedIborFixingDepositTrade
Obtains an instance of a resolved Ibor Fixing Deposit trade.
of(TradeInfo, ResolvedTermDeposit) - Static method in class com.opengamma.strata.product.deposit.ResolvedTermDepositTrade
Obtains an instance of a resolved Term Deposit trade.
of(TradeInfo, TermDeposit) - Static method in class com.opengamma.strata.product.deposit.TermDepositTrade
Obtains an instance of a Term Deposit trade.
of(String) - Static method in interface com.opengamma.strata.product.deposit.type.IborFixingDepositConvention
Obtains an instance from the specified unique name.
of(IborIndex) - Static method in interface com.opengamma.strata.product.deposit.type.IborFixingDepositConvention
Obtains a convention based on the specified index.
of(IborIndex) - Static method in class com.opengamma.strata.product.deposit.type.IborFixingDepositTemplate
Obtains a template based on the specified index.
of(Period, IborIndex) - Static method in class com.opengamma.strata.product.deposit.type.IborFixingDepositTemplate
Obtains a template based on the specified period and index.
of(Period, IborFixingDepositConvention) - Static method in class com.opengamma.strata.product.deposit.type.IborFixingDepositTemplate
Obtains a template based on the specified periods and convention.
of(IborIndex) - Static method in class com.opengamma.strata.product.deposit.type.ImmutableIborFixingDepositConvention
Obtains a convention based on the specified index.
of(String, Currency, BusinessDayAdjustment, DayCount, DaysAdjustment) - Static method in class com.opengamma.strata.product.deposit.type.ImmutableTermDepositConvention
Obtains a convention based on the specified currency, business day adjustment, day count convention and spot date offset.
of(String) - Static method in interface com.opengamma.strata.product.deposit.type.TermDepositConvention
Obtains an instance from the specified unique name.
of(Period, TermDepositConvention) - Static method in class com.opengamma.strata.product.deposit.type.TermDepositTemplate
Obtains a template based on the specified period and convention.
of(String) - Static method in class com.opengamma.strata.product.etd.EtdContractCode
Obtains an instance from the specified name.
of(String, String) - Static method in class com.opengamma.strata.product.etd.EtdContractSpecId
Obtains an instance from a scheme and value.
of(StandardId) - Static method in class com.opengamma.strata.product.etd.EtdContractSpecId
Creates an instance from a standard two-part identifier.
of(String) - Static method in enum com.opengamma.strata.product.etd.EtdExpiryType
Obtains an instance from the specified name.
of(EtdContractSpec, YearMonth, EtdVariant) - Static method in class com.opengamma.strata.product.etd.EtdFutureSecurity
Obtains an instance from a contract specification, expiry year-month and variant.
of(TradeInfo, EtdFutureSecurity, double, double) - Static method in class com.opengamma.strata.product.etd.EtdFutureTrade
Obtains an instance from trade information, security, quantity and price.
of(EtdContractSpec, YearMonth, EtdVariant, int, PutCall, double) - Static method in class com.opengamma.strata.product.etd.EtdOptionSecurity
Obtains an instance from a contract specification, expiry year-month, variant, version, put/call and strike price.
of(EtdContractSpec, YearMonth, EtdVariant, int, PutCall, double, YearMonth) - Static method in class com.opengamma.strata.product.etd.EtdOptionSecurity
Obtains an instance from a contract specification, expiry year-month, variant, version, put/call, strike price and underlying expiry.
of(TradeInfo, EtdOptionSecurity, double, double) - Static method in class com.opengamma.strata.product.etd.EtdOptionTrade
Obtains an instance from trade information, security, quantity and price.
of(String) - Static method in enum com.opengamma.strata.product.etd.EtdOptionType
Obtains an instance from the specified name.
of(String) - Static method in enum com.opengamma.strata.product.etd.EtdSettlementType
Obtains an instance from the specified name.
of(String) - Static method in enum com.opengamma.strata.product.etd.EtdType
Obtains an instance from the specified name.
of(String) - Static method in enum com.opengamma.strata.product.fra.FraDiscountingMethod
Obtains an instance from the specified name.
of(TradeInfo, Fra) - Static method in class com.opengamma.strata.product.fra.FraTrade
Obtains an instance of a FRA trade.
of(TradeInfo, ResolvedFra) - Static method in class com.opengamma.strata.product.fra.ResolvedFraTrade
Obtains an instance of a resolved FRA trade.
of(String) - Static method in interface com.opengamma.strata.product.fra.type.FraConvention
Obtains an instance from the specified unique name.
of(IborIndex) - Static method in interface com.opengamma.strata.product.fra.type.FraConvention
Obtains a convention based on the specified index.
of(IborIndex) - Static method in class com.opengamma.strata.product.fra.type.FraConventions
Obtains a convention based on the specified index.
of(Period, IborIndex) - Static method in class com.opengamma.strata.product.fra.type.FraTemplate
Obtains a template based on the specified period and index.
of(Period, Period, FraConvention) - Static method in class com.opengamma.strata.product.fra.type.FraTemplate
Obtains a template based on the specified periods and convention.
of(IborIndex) - Static method in class com.opengamma.strata.product.fra.type.ImmutableFraConvention
Obtains a convention based on the specified index.
of(TradeInfo, FxNdf) - Static method in class com.opengamma.strata.product.fx.FxNdfTrade
Obtains an instance of a Non-Deliverable Forward (NDF) trade.
of(Payment, Payment) - Static method in class com.opengamma.strata.product.fx.FxSingle
Creates an FxSingle from two payments.
of(Payment, Payment, BusinessDayAdjustment) - Static method in class com.opengamma.strata.product.fx.FxSingle
Creates an FxSingle from two payments, specifying a date adjustment.
of(CurrencyAmount, CurrencyAmount, LocalDate) - Static method in class com.opengamma.strata.product.fx.FxSingle
Creates an FxSingle from two amounts and the value date.
of(CurrencyAmount, CurrencyAmount, LocalDate, BusinessDayAdjustment) - Static method in class com.opengamma.strata.product.fx.FxSingle
Creates an FxSingle from two amounts and the value date, specifying a date adjustment.
of(CurrencyAmount, FxRate, LocalDate) - Static method in class com.opengamma.strata.product.fx.FxSingle
Creates an FxSingle using a rate.
of(CurrencyAmount, FxRate, LocalDate, BusinessDayAdjustment) - Static method in class com.opengamma.strata.product.fx.FxSingle
Creates an FxSingle using a rate, specifying a date adjustment.
of(TradeInfo, FxSingle) - Static method in class com.opengamma.strata.product.fx.FxSingleTrade
Obtains an instance of a foreign exchange trade.
of(FxSingle, FxSingle) - Static method in class com.opengamma.strata.product.fx.FxSwap
Creates an FxSwap from two transactions.
of(CurrencyAmount, FxRate, LocalDate, FxRate, LocalDate) - Static method in class com.opengamma.strata.product.fx.FxSwap
Creates an FxSwap using two FX rates, near and far, specifying a date adjustment.
of(CurrencyAmount, FxRate, LocalDate, FxRate, LocalDate, BusinessDayAdjustment) - Static method in class com.opengamma.strata.product.fx.FxSwap
Creates an FxSwap using two FX rates, near and far, specifying a date adjustment.
of(TradeInfo, FxSwap) - Static method in class com.opengamma.strata.product.fx.FxSwapTrade
Obtains an instance of an FX swap trade.
of(TradeInfo, ResolvedFxNdf) - Static method in class com.opengamma.strata.product.fx.ResolvedFxNdfTrade
Obtains an instance of a resolved Non-Deliverable Forward (NDF) trade.
of(Payment, Payment) - Static method in class com.opengamma.strata.product.fx.ResolvedFxSingle
Creates an ResolvedFxSingle from two equivalent payments in different currencies.
of(CurrencyAmount, CurrencyAmount, LocalDate) - Static method in class com.opengamma.strata.product.fx.ResolvedFxSingle
Creates an ResolvedFxSingle from two amounts and the value date.
of(CurrencyAmount, FxRate, LocalDate) - Static method in class com.opengamma.strata.product.fx.ResolvedFxSingle
Creates an ResolvedFxSingle using a rate.
of(TradeInfo, ResolvedFxSingle) - Static method in class com.opengamma.strata.product.fx.ResolvedFxSingleTrade
Obtains an instance of a resolved single FX trade.
of(ResolvedFxSingle, ResolvedFxSingle) - Static method in class com.opengamma.strata.product.fx.ResolvedFxSwap
Creates a ResolvedFxSwap from two legs.
of(TradeInfo, ResolvedFxSwap) - Static method in class com.opengamma.strata.product.fx.ResolvedFxSwapTrade
Obtains an instance of a resolved FX swap trade.
of(String) - Static method in interface com.opengamma.strata.product.fx.type.FxSwapConvention
Obtains an instance from the specified unique name.
of(Period, FxSwapConvention) - Static method in class com.opengamma.strata.product.fx.type.FxSwapTemplate
Obtains a template based on the specified period and convention.
of(Period, Period, FxSwapConvention) - Static method in class com.opengamma.strata.product.fx.type.FxSwapTemplate
Obtains a template based on the specified periods and convention.
of(CurrencyPair, DaysAdjustment) - Static method in class com.opengamma.strata.product.fx.type.ImmutableFxSwapConvention
Obtains a convention based on the specified currency pair and spot date offset.
of(CurrencyPair, DaysAdjustment, BusinessDayAdjustment) - Static method in class com.opengamma.strata.product.fx.type.ImmutableFxSwapConvention
Obtains a convention based on the specified currency pair, spot date offset and adjustment.
of(FxVanillaOption, Barrier, CurrencyAmount) - Static method in class com.opengamma.strata.product.fxopt.FxSingleBarrierOption
Obtains FX single barrier option with rebate.
of(FxVanillaOption, Barrier) - Static method in class com.opengamma.strata.product.fxopt.FxSingleBarrierOption
Obtains FX single barrier option without rebate.
of(ResolvedFxVanillaOption, Barrier, CurrencyAmount) - Static method in class com.opengamma.strata.product.fxopt.ResolvedFxSingleBarrierOption
Obtains FX single barrier option with rebate.
of(ResolvedFxVanillaOption, Barrier) - Static method in class com.opengamma.strata.product.fxopt.ResolvedFxSingleBarrierOption
Obtains FX single barrier option without rebate.
of(SecurityInfo) - Static method in class com.opengamma.strata.product.GenericSecurity
Obtains an instance from security information, tick size and tick value.
of(TradeInfo, GenericSecurity, double, double) - Static method in class com.opengamma.strata.product.GenericSecurityTrade
Obtains an instance from trade information, security, quantity and price.
of(String) - Static method in interface com.opengamma.strata.product.index.type.IborFutureConvention
Obtains an instance from the specified unique name.
of(Period, int, IborFutureConvention) - Static method in interface com.opengamma.strata.product.index.type.IborFutureTemplate
Obtains a template based on the specified convention using a relative definition of time.
of(YearMonth, IborFutureConvention) - Static method in interface com.opengamma.strata.product.index.type.IborFutureTemplate
Obtains a template based on the specified convention using an absolute definition of time.
of(IborIndex, DateSequence) - Static method in class com.opengamma.strata.product.index.type.ImmutableIborFutureConvention
Creates a convention based on the specified index and the sequence of dates.
of(String, String) - Static method in class com.opengamma.strata.product.LegalEntityId
Obtains an instance from a scheme and value.
of(StandardId) - Static method in class com.opengamma.strata.product.LegalEntityId
Creates an instance from a standard two-part identifier.
of(String) - Static method in enum com.opengamma.strata.product.option.BarrierType
Obtains an instance from the specified name.
of(String) - Static method in enum com.opengamma.strata.product.option.FutureOptionPremiumStyle
Obtains an instance from the specified name.
of(String) - Static method in enum com.opengamma.strata.product.option.KnockType
Obtains an instance from the specified name.
of(BarrierType, KnockType, double) - Static method in class com.opengamma.strata.product.option.SimpleConstantContinuousBarrier
Obtains the continuous barrier with constant barrier level.
of(TradeInfo, BulletPayment) - Static method in class com.opengamma.strata.product.payment.BulletPaymentTrade
Obtains an instance of a Bullet Payment trade.
of(Payment) - Static method in class com.opengamma.strata.product.payment.ResolvedBulletPayment
Obtains an instance of a resolved bullet payment.
of(TradeInfo, ResolvedBulletPayment) - Static method in class com.opengamma.strata.product.payment.ResolvedBulletPaymentTrade
Obtains an instance of a resolved Bullet Payment trade.
of(StandardId, PortfolioItemType, ProductType, Set<Currency>, String) - Static method in class com.opengamma.strata.product.PortfolioItemSummary
Obtains an instance.
of(String) - Static method in enum com.opengamma.strata.product.PortfolioItemType
Obtains an instance from the specified name.
of(StandardId) - Static method in class com.opengamma.strata.product.PositionInfo
Obtains an instance with the specified position identifier.
of(String) - Static method in class com.opengamma.strata.product.ProductType
Obtains an instance from the specified name.
of(double) - Static method in class com.opengamma.strata.product.rate.FixedRateComputation
Creates an instance.
of(IborIndexObservation) - Static method in class com.opengamma.strata.product.rate.IborAveragedFixing
Creates a IborAveragedFixing from the fixing date with a weight of 1.
of(IborIndexObservation, Double) - Static method in class com.opengamma.strata.product.rate.IborAveragedFixing
Creates a IborAveragedFixing from the fixing date with a weight of 1.
of(List<IborAveragedFixing>) - Static method in class com.opengamma.strata.product.rate.IborAveragedRateComputation
Creates an instance from the individual fixings.
of(IborIndex, IborIndex, LocalDate, ReferenceData) - Static method in class com.opengamma.strata.product.rate.IborInterpolatedRateComputation
Creates an instance from two indices and fixing date.
of(IborIndexObservation, IborIndexObservation) - Static method in class com.opengamma.strata.product.rate.IborInterpolatedRateComputation
Creates an instance from the two underlying index observations.
of(IborIndex, LocalDate, ReferenceData) - Static method in class com.opengamma.strata.product.rate.IborRateComputation
Creates an instance from an index and fixing date.
of(IborIndexObservation) - Static method in class com.opengamma.strata.product.rate.IborRateComputation
Creates an instance from the underlying index observation.
of(PriceIndex, double, YearMonth, double) - Static method in class com.opengamma.strata.product.rate.InflationEndInterpolatedRateComputation
Creates an instance from an index, start index value and reference end month.
of(PriceIndex, double, YearMonth) - Static method in class com.opengamma.strata.product.rate.InflationEndMonthRateComputation
Creates an instance from an index, start index value and reference end month.
of(PriceIndex, YearMonth, YearMonth, double) - Static method in class com.opengamma.strata.product.rate.InflationInterpolatedRateComputation
Creates an instance from an index, reference start month and reference end month.
of(PriceIndex, YearMonth, YearMonth) - Static method in class com.opengamma.strata.product.rate.InflationMonthlyRateComputation
Creates an instance from an index, reference start month and reference end month.
of(OvernightIndex, LocalDate, LocalDate, ReferenceData) - Static method in class com.opengamma.strata.product.rate.OvernightAveragedDailyRateComputation
Creates an instance from an index and accrual period dates
of(OvernightIndex, LocalDate, LocalDate, ReferenceData) - Static method in class com.opengamma.strata.product.rate.OvernightAveragedRateComputation
Creates an instance from an index and accrual period dates
of(OvernightIndex, LocalDate, LocalDate, int, ReferenceData) - Static method in class com.opengamma.strata.product.rate.OvernightAveragedRateComputation
Creates an instance from an index, accrual period dates and rate cut-off.
of(OvernightIndex, LocalDate, LocalDate, ReferenceData) - Static method in class com.opengamma.strata.product.rate.OvernightCompoundedRateComputation
Creates an instance from an index and period dates
of(OvernightIndex, LocalDate, LocalDate, int, ReferenceData) - Static method in class com.opengamma.strata.product.rate.OvernightCompoundedRateComputation
Creates an instance from an index, period dates and rate cut-off.
of(OvernightIndex, LocalDate, LocalDate, int, OvernightAccrualMethod, ReferenceData) - Static method in interface com.opengamma.strata.product.rate.OvernightRateComputation
Obtains an instance.
of(String, String) - Static method in class com.opengamma.strata.product.SecurityId
Obtains an instance from a scheme and value.
of(StandardId) - Static method in class com.opengamma.strata.product.SecurityId
Creates an instance from a standard two-part identifier.
of(SecurityId, double, CurrencyAmount) - Static method in class com.opengamma.strata.product.SecurityInfo
Obtains an instance from the identifier, tick size and tick value.
of(SecurityId, SecurityPriceInfo) - Static method in class com.opengamma.strata.product.SecurityInfo
Obtains an instance from the identifier and pricing info.
of(double, CurrencyAmount) - Static method in class com.opengamma.strata.product.SecurityPriceInfo
Obtains an instance from the tick size and tick value.
of(double, CurrencyAmount, double) - Static method in class com.opengamma.strata.product.SecurityPriceInfo
Obtains an instance from the tick size, tick value and contract size.
of(Currency, double) - Static method in class com.opengamma.strata.product.SecurityPriceInfo
Obtains an instance from the currency and the value of a single tradeable unit.
of(TradeInfo, SecurityId, double, double) - Static method in class com.opengamma.strata.product.SecurityTrade
Obtains an instance from trade information, identifier, quantity and price.
of(String) - Static method in enum com.opengamma.strata.product.swap.CompoundingMethod
Obtains an instance from the specified name.
of(double, DayCount) - Static method in class com.opengamma.strata.product.swap.FixedRateCalculation
Obtains a rate calculation for the specified day count and rate.
of(String) - Static method in enum com.opengamma.strata.product.swap.FixingRelativeTo
Obtains an instance from the specified name.
of(FxIndexObservation, Currency) - Static method in class com.opengamma.strata.product.swap.FxReset
Obtains an instance from the observation and reference currency.
of(String) - Static method in enum com.opengamma.strata.product.swap.FxResetFixingRelativeTo
Obtains an instance from the specified name.
of(CurrencyAmount, LocalDate, FxIndexObservation) - Static method in class com.opengamma.strata.product.swap.FxResetNotionalExchange
Obtains an instance from the amount, date and FX index observation.
of(IborIndex) - Static method in class com.opengamma.strata.product.swap.IborRateCalculation
Obtains a rate calculation for the specified index.
of(String) - Static method in enum com.opengamma.strata.product.swap.IborRateResetMethod
Obtains an instance from the specified name.
of(String, LocalTime, ZoneId, FixedIborSwapTemplate) - Static method in class com.opengamma.strata.product.swap.ImmutableSwapIndex
Obtains an instance from the specified name, time and template.
of(PriceIndex, int, PriceIndexCalculationMethod) - Static method in class com.opengamma.strata.product.swap.InflationRateCalculation
Obtains a rate calculation for the specified price index.
of(PriceIndex, int, PriceIndexCalculationMethod, double) - Static method in class com.opengamma.strata.product.swap.InflationRateCalculation
Obtains a rate calculation for the specified price index with known start index value.
of(Payment, SchedulePeriod, CurrencyAmount) - Static method in class com.opengamma.strata.product.swap.KnownAmountNotionalSwapPaymentPeriod
Obtains an instance based on a payment, schedule period and notional.
of(Payment, SchedulePeriod, CurrencyAmount, FxIndexObservation) - Static method in class com.opengamma.strata.product.swap.KnownAmountNotionalSwapPaymentPeriod
Obtains an instance based on a payment, schedule period, notional and FX reset.
of(Payment, SchedulePeriod) - Static method in class com.opengamma.strata.product.swap.KnownAmountSwapPaymentPeriod
Obtains an instance based on a payment and schedule period.
of(String) - Static method in enum com.opengamma.strata.product.swap.NegativeRateMethod
Obtains an instance from the specified name.
of(CurrencyAmount, LocalDate) - Static method in class com.opengamma.strata.product.swap.NotionalExchange
Obtains an instance from the amount and date.
of(Payment) - Static method in class com.opengamma.strata.product.swap.NotionalExchange
Obtains an instance from the payment.
of(CurrencyAmount) - Static method in class com.opengamma.strata.product.swap.NotionalSchedule
Obtains an instance with a single amount that does not change over time.
of(Currency, double) - Static method in class com.opengamma.strata.product.swap.NotionalSchedule
Obtains an instance with a single amount that does not change over time.
of(Currency, ValueSchedule) - Static method in class com.opengamma.strata.product.swap.NotionalSchedule
Obtains an instance with a notional amount that can change over time.
of(String) - Static method in enum com.opengamma.strata.product.swap.OvernightAccrualMethod
Obtains an instance from the specified name.
of(OvernightIndex) - Static method in class com.opengamma.strata.product.swap.OvernightRateCalculation
Obtains a rate calculation for the specified index with accrual by compounding.
of(String) - Static method in enum com.opengamma.strata.product.swap.PaymentRelativeTo
Obtains an instance from the specified name.
of(String) - Static method in enum com.opengamma.strata.product.swap.PriceIndexCalculationMethod
Obtains an instance from the specified name.
of(ResolvedSwapLeg...) - Static method in class com.opengamma.strata.product.swap.ResolvedSwap
Creates a swap from one or more swap legs.
of(TradeInfo, ResolvedSwap) - Static method in class com.opengamma.strata.product.swap.ResolvedSwapTrade
Obtains an instance of a resolved Swap trade.
of(SwapLeg...) - Static method in class com.opengamma.strata.product.swap.Swap
Creates a swap from one or more swap legs.
of(List<? extends SwapLeg>) - Static method in class com.opengamma.strata.product.swap.Swap
Creates a swap from one or more swap legs.
of(String) - Static method in interface com.opengamma.strata.product.swap.SwapIndex
Obtains an instance from the specified unique name.
of(String) - Static method in enum com.opengamma.strata.product.swap.SwapLegType
Obtains an instance from the specified name.
of(TradeInfo, Swap) - Static method in class com.opengamma.strata.product.swap.SwapTrade
Obtains an instance of a Swap trade.
of(String) - Static method in interface com.opengamma.strata.product.swap.type.FixedIborSwapConvention
Obtains an instance from the specified unique name.
of(Tenor, FixedIborSwapConvention) - Static method in class com.opengamma.strata.product.swap.type.FixedIborSwapTemplate
Obtains a template based on the specified tenor and convention.
of(Period, Tenor, FixedIborSwapConvention) - Static method in class com.opengamma.strata.product.swap.type.FixedIborSwapTemplate
Creates a template based on the specified period, tenor and convention.
of(String) - Static method in interface com.opengamma.strata.product.swap.type.FixedInflationSwapConvention
Obtains an instance from the specified unique name.
of(Tenor, FixedInflationSwapConvention) - Static method in class com.opengamma.strata.product.swap.type.FixedInflationSwapTemplate
Creates a template based on the specified tenor and convention.
of(String) - Static method in interface com.opengamma.strata.product.swap.type.FixedOvernightSwapConvention
Obtains an instance from the specified unique name.
of(Tenor, FixedOvernightSwapConvention) - Static method in class com.opengamma.strata.product.swap.type.FixedOvernightSwapTemplate
Obtains a template based on the specified tenor and convention.
of(Period, Tenor, FixedOvernightSwapConvention) - Static method in class com.opengamma.strata.product.swap.type.FixedOvernightSwapTemplate
Obtains a template based on the specified period, tenor and convention.
of(Currency, DayCount, Frequency, BusinessDayAdjustment) - Static method in class com.opengamma.strata.product.swap.type.FixedRateSwapLegConvention
Obtains a convention based on the specified parameters.
of(String) - Static method in interface com.opengamma.strata.product.swap.type.IborIborSwapConvention
Obtains an instance from the specified unique name.
of(Tenor, IborIborSwapConvention) - Static method in class com.opengamma.strata.product.swap.type.IborIborSwapTemplate
Obtains a template based on the specified tenor and convention.
of(Period, Tenor, IborIborSwapConvention) - Static method in class com.opengamma.strata.product.swap.type.IborIborSwapTemplate
Obtains a template based on the specified period, tenor and convention.
of(IborIndex) - Static method in class com.opengamma.strata.product.swap.type.IborRateSwapLegConvention
Obtains a convention based on the specified index.
of(String, FixedRateSwapLegConvention, IborRateSwapLegConvention) - Static method in class com.opengamma.strata.product.swap.type.ImmutableFixedIborSwapConvention
Obtains a convention based on the specified name and leg conventions.
of(String, FixedRateSwapLegConvention, IborRateSwapLegConvention, DaysAdjustment) - Static method in class com.opengamma.strata.product.swap.type.ImmutableFixedIborSwapConvention
Obtains a convention based on the specified name and leg conventions.
of(String, FixedRateSwapLegConvention, InflationRateSwapLegConvention, DaysAdjustment) - Static method in class com.opengamma.strata.product.swap.type.ImmutableFixedInflationSwapConvention
Obtains a convention based on the specified name and leg conventions.
of(String, FixedRateSwapLegConvention, OvernightRateSwapLegConvention, DaysAdjustment) - Static method in class com.opengamma.strata.product.swap.type.ImmutableFixedOvernightSwapConvention
Obtains a convention based on the specified name and leg conventions.
of(String, IborRateSwapLegConvention, IborRateSwapLegConvention) - Static method in class com.opengamma.strata.product.swap.type.ImmutableIborIborSwapConvention
Obtains a convention based on the specified name and leg conventions.
of(String, IborRateSwapLegConvention, IborRateSwapLegConvention, DaysAdjustment) - Static method in class com.opengamma.strata.product.swap.type.ImmutableIborIborSwapConvention
Obtains a convention based on the specified name and leg conventions.
of(String, OvernightRateSwapLegConvention, IborRateSwapLegConvention) - Static method in class com.opengamma.strata.product.swap.type.ImmutableOvernightIborSwapConvention
Obtains a convention based on the specified name and leg conventions.
of(String, OvernightRateSwapLegConvention, IborRateSwapLegConvention, DaysAdjustment) - Static method in class com.opengamma.strata.product.swap.type.ImmutableOvernightIborSwapConvention
Obtains a convention based on the specified name and leg conventions.
of(String, FixedRateSwapLegConvention, IborRateSwapLegConvention, IborRateSwapLegConvention) - Static method in class com.opengamma.strata.product.swap.type.ImmutableThreeLegBasisSwapConvention
Obtains a convention based on the specified name and leg conventions.
of(String, FixedRateSwapLegConvention, IborRateSwapLegConvention, IborRateSwapLegConvention, DaysAdjustment) - Static method in class com.opengamma.strata.product.swap.type.ImmutableThreeLegBasisSwapConvention
Obtains a convention based on the specified name and leg conventions.
of(String, IborRateSwapLegConvention, IborRateSwapLegConvention) - Static method in class com.opengamma.strata.product.swap.type.ImmutableXCcyIborIborSwapConvention
Obtains a convention based on the specified name and leg conventions.
of(String, IborRateSwapLegConvention, IborRateSwapLegConvention, DaysAdjustment) - Static method in class com.opengamma.strata.product.swap.type.ImmutableXCcyIborIborSwapConvention
Obtains a convention based on the specified name and leg conventions.
of(PriceIndex, Period, PriceIndexCalculationMethod, BusinessDayAdjustment) - Static method in class com.opengamma.strata.product.swap.type.InflationRateSwapLegConvention
Obtains a convention based on the specified index.
of(String) - Static method in interface com.opengamma.strata.product.swap.type.OvernightIborSwapConvention
Obtains an instance from the specified unique name.
of(Tenor, OvernightIborSwapConvention) - Static method in class com.opengamma.strata.product.swap.type.OvernightIborSwapTemplate
Obtains a template based on the specified tenor and convention.
of(Period, Tenor, OvernightIborSwapConvention) - Static method in class com.opengamma.strata.product.swap.type.OvernightIborSwapTemplate
Obtains a template based on the specified period, tenor and convention.
of(OvernightIndex, Frequency, int) - Static method in class com.opengamma.strata.product.swap.type.OvernightRateSwapLegConvention
Obtains a convention based on the specified index, using the 'Compounded' accrual method.
of(OvernightIndex, Frequency, int, OvernightAccrualMethod) - Static method in class com.opengamma.strata.product.swap.type.OvernightRateSwapLegConvention
Creates a convention based on the specified index, specifying the accrual method.
of(String) - Static method in interface com.opengamma.strata.product.swap.type.SingleCurrencySwapConvention
Obtains an instance from the specified unique name.
of(String) - Static method in interface com.opengamma.strata.product.swap.type.ThreeLegBasisSwapConvention
Obtains an instance from the specified unique name.
of(Tenor, ThreeLegBasisSwapConvention) - Static method in class com.opengamma.strata.product.swap.type.ThreeLegBasisSwapTemplate
Obtains a template based on the specified tenor and convention.
of(Period, Tenor, ThreeLegBasisSwapConvention) - Static method in class com.opengamma.strata.product.swap.type.ThreeLegBasisSwapTemplate
Creates a template based on the specified period, tenor and convention.
of(String) - Static method in interface com.opengamma.strata.product.swap.type.XCcyIborIborSwapConvention
Obtains an instance from the specified unique name.
of(Tenor, XCcyIborIborSwapConvention) - Static method in class com.opengamma.strata.product.swap.type.XCcyIborIborSwapTemplate
Obtains a template based on the specified tenor and convention.
of(Period, Tenor, XCcyIborIborSwapConvention) - Static method in class com.opengamma.strata.product.swap.type.XCcyIborIborSwapTemplate
Obtains a template based on the specified period, tenor and convention.
of(LocalDate, CashSwaptionSettlementMethod) - Static method in class com.opengamma.strata.product.swaption.CashSwaptionSettlement
Obtains an instance from the settlement date and method.
of(String) - Static method in enum com.opengamma.strata.product.swaption.CashSwaptionSettlementMethod
Obtains an instance from the specified name.
of(TradeInfo, ResolvedSwaption, Payment) - Static method in class com.opengamma.strata.product.swaption.ResolvedSwaptionTrade
Obtains an instance of a resolved Swaption trade.
of(TradeInfo, Swaption, Payment) - Static method in class com.opengamma.strata.product.swaption.SwaptionTrade
Obtains an instance of a Swaption trade with a fixed payment.
of(TradeInfo, Swaption, AdjustablePayment) - Static method in class com.opengamma.strata.product.swaption.SwaptionTrade
Obtains an instance of a Swaption trade with an adjustable payment.
of(LocalDate, double) - Static method in class com.opengamma.strata.product.TradedPrice
Obtains an instance from the trade date and price.
of(LocalDate) - Static method in class com.opengamma.strata.product.TradeInfo
Obtains an instance with the specified trade date.
of(Result<?>, List<String>) - Static method in class com.opengamma.strata.report.framework.expression.EvaluationResult
Creates the result of evaluating a token against an object.
of(FormatCategory, ValueFormatter<T>) - Static method in class com.opengamma.strata.report.framework.format.FormatSettings
Obtains settings from category and formatter.
of(LocalDate, List<? extends CalculationTarget>, List<Column>, Results) - Static method in class com.opengamma.strata.report.ReportCalculationResults
Obtains an instance from the valuation date, trades, columns and results.
of(LocalDate, List<? extends CalculationTarget>, List<Column>, Results, CalculationFunctions, ReferenceData) - Static method in class com.opengamma.strata.report.ReportCalculationResults
Obtains an instance from the valuation date, trades, columns, results and reference data.
of(Column...) - Static method in class com.opengamma.strata.report.ReportRequirements
Obtains an instance from the columns.
of(List<Column>) - Static method in class com.opengamma.strata.report.ReportRequirements
Obtains an instance from the columns.
of(ReportCalculationResults, TradeReportTemplate) - Static method in class com.opengamma.strata.report.trade.TradeReport
Returns a new trade report.
ofArrayObjects(int, int, IntFunction<DoubleArray>) - Static method in class com.opengamma.strata.collect.array.DoubleMatrix
Obtains an instance with entries filled using a function.
ofArrays(int, int, IntFunction<double[]>) - Static method in class com.opengamma.strata.collect.array.DoubleMatrix
Obtains an instance with entries filled using a function.
ofBackwardDifference(double) - Static method in class com.opengamma.strata.pricer.sensitivity.CurveGammaCalculator
Obtains an instance of the finite difference calculator using backward differencing.
ofBlackVolatility(List<Period>, DoubleArray, ValueType, DoubleMatrix, Double) - Static method in class com.opengamma.strata.pricer.option.RawOptionData
Obtains an instance of the raw volatility for shifted Black (log-normal) volatility.
ofBlackVolatility(List<Period>, DoubleArray, ValueType, DoubleMatrix, DoubleMatrix, Double) - Static method in class com.opengamma.strata.pricer.option.RawOptionData
Obtains an instance of the raw data with error for shifted Black (log-normal) volatility.
ofBus252(HolidayCalendarId) - Static method in interface com.opengamma.strata.basics.date.DayCount
Obtains an instance of the 'Bus/252' day count based on a specific calendar.
ofBusinessDays(int, HolidayCalendarId) - Static method in class com.opengamma.strata.basics.date.DaysAdjustment
Obtains an instance that can adjust a date by a specific number of business days.
ofBusinessDays(int, HolidayCalendarId, BusinessDayAdjustment) - Static method in class com.opengamma.strata.basics.date.DaysAdjustment
Obtains an instance that can adjust a date by a specific number of business days.
ofBuy(boolean) - Static method in enum com.opengamma.strata.product.common.BuySell
Converts a boolean "is buy" flag to the enum value.
ofCalendarDays(int) - Static method in class com.opengamma.strata.basics.date.DaysAdjustment
Obtains an instance that can adjust a date by a specific number of calendar days.
ofCalendarDays(int, BusinessDayAdjustment) - Static method in class com.opengamma.strata.basics.date.DaysAdjustment
Obtains an instance that can adjust a date by a specific number of calendar days.
ofCentralDifference(double) - Static method in class com.opengamma.strata.pricer.sensitivity.CurveGammaCalculator
Obtains an instance of the finite difference calculator using central differencing.
ofChildren(String, List<XmlElement>) - Static method in class com.opengamma.strata.collect.io.XmlElement
Obtains an instance with children and no attributes.
ofChildren(String, Map<String, String>, List<XmlElement>) - Static method in class com.opengamma.strata.collect.io.XmlElement
Obtains an instance with children and attributes.
ofClasspath(String) - Static method in class com.opengamma.strata.collect.io.ResourceLocator
Creates a resource from a fully qualified resource name.
ofClasspath(Class<?>, String) - Static method in class com.opengamma.strata.collect.io.ResourceLocator
Creates a resource locator for a classpath resource which is associated with a class.
ofClasspathUrl(URL) - Static method in class com.opengamma.strata.collect.io.ResourceLocator
Creates a resource from a URL.
ofContent(String) - Static method in class com.opengamma.strata.collect.io.CharSources
Obtains an instance of CharSource from a text variable, specified as a String object.
ofContent(byte[]) - Static method in class com.opengamma.strata.collect.io.CharSources
Obtains an instance of CharSource from a text variable, specified as a byte array.
ofContent(byte[], Charset) - Static method in class com.opengamma.strata.collect.io.CharSources
Obtains an instance of CharSource from a text variable, specified as a byte array.
ofContent(String, String) - Static method in class com.opengamma.strata.collect.io.XmlElement
Obtains an instance with content and no attributes.
ofContent(String, Map<String, String>, String) - Static method in class com.opengamma.strata.collect.io.XmlElement
Obtains an instance with content and attributes.
ofCurrencyMinorUnit(Currency) - Static method in class com.opengamma.strata.product.SecurityPriceInfo
Obtains an instance from the currency.
ofCurves(RatesCurveGroupDefinition, Curve...) - Static method in class com.opengamma.strata.market.curve.RatesCurveGroup
Creates a curve group using a curve group definition and some existing curves.
ofCurves(RatesCurveGroupDefinition, Collection<? extends Curve>) - Static method in class com.opengamma.strata.market.curve.RatesCurveGroup
Creates a curve group using a curve group definition and a list of existing curves.
ofDaily(int) - Static method in class com.opengamma.strata.product.etd.EtdVariant
The standard daily ETD.
ofDayOfMonth(int) - Static method in interface com.opengamma.strata.basics.schedule.RollConvention
Obtains an instance from the day-of-month.
ofDayOfWeek(DayOfWeek) - Static method in interface com.opengamma.strata.basics.schedule.RollConvention
Obtains an instance from the day-of-week.
ofDays(int) - Static method in class com.opengamma.strata.basics.date.Tenor
Obtains an instance backed by a period of days.
ofDays(int) - Static method in class com.opengamma.strata.basics.schedule.Frequency
Obtains an instance backed by a period of days.
ofDaysInResetPeriod(IborIndexObservation, LocalDate, LocalDate) - Static method in class com.opengamma.strata.product.rate.IborAveragedFixing
Creates a IborAveragedFixing from the fixing date, calculating the weight from the number of days in the reset period.
ofDaysInResetPeriod(IborIndexObservation, LocalDate, LocalDate, Double) - Static method in class com.opengamma.strata.product.rate.IborAveragedFixing
Creates a IborAveragedFixing from the fixing date, calculating the weight from the number of days in the reset period.
ofDecimalPlaces(int) - Static method in interface com.opengamma.strata.basics.value.Rounding
Obtains an instance that rounds to the specified number of decimal places.
ofDeltaAmount(double) - Static method in class com.opengamma.strata.basics.value.ValueAdjustment
Obtains an instance specifying an amount to add to the base value.
ofDeltaMultiplier(double) - Static method in class com.opengamma.strata.basics.value.ValueAdjustment
Obtains an instance specifying a multiplication factor, adding it to the base value.
ofFile(File) - Static method in class com.opengamma.strata.collect.io.CharSources
Obtains an instance of CharSource from a file object, specified as a File.
ofFile(File, Charset) - Static method in class com.opengamma.strata.collect.io.CharSources
Obtains an instance of CharSource from a file object, specified as a File.
ofFile(File) - Static method in class com.opengamma.strata.collect.io.ResourceLocator
Creates a resource from a File.
ofFileName(String) - Static method in class com.opengamma.strata.collect.io.CharSources
Obtains an instance of CharSource from a file name, specified as a String.
ofFileName(String, Charset) - Static method in class com.opengamma.strata.collect.io.CharSources
Obtains an instance of CharSource from a file name, specified as a String.
ofFixedBeta(IborCapletFloorletVolatilitiesName, IborIndex, DayCount, double, CurveInterpolator, CurveExtrapolator, CurveExtrapolator, SabrVolatilityFormula) - Static method in class com.opengamma.strata.pricer.capfloor.SabrIborCapletFloorletVolatilityBootstrapDefinition
Obtains an instance with zero shift and constant beta.
ofFixedBeta(IborCapletFloorletVolatilitiesName, IborIndex, DayCount, double, double, CurveInterpolator, CurveExtrapolator, CurveExtrapolator, SabrVolatilityFormula) - Static method in class com.opengamma.strata.pricer.capfloor.SabrIborCapletFloorletVolatilityBootstrapDefinition
Obtains an instance with constant beta and shift.
ofFixedBeta(IborCapletFloorletVolatilitiesName, IborIndex, DayCount, double, double, DoubleArray, DoubleArray, DoubleArray, CurveInterpolator, CurveExtrapolator, CurveExtrapolator, SabrVolatilityFormula) - Static method in class com.opengamma.strata.pricer.capfloor.SabrIborCapletFloorletVolatilityCalibrationDefinition
Obtains an instance with fixed beta and nonzero shift.
ofFixedBeta(IborCapletFloorletVolatilitiesName, IborIndex, DayCount, double, DoubleArray, DoubleArray, DoubleArray, CurveInterpolator, CurveExtrapolator, CurveExtrapolator, SabrVolatilityFormula) - Static method in class com.opengamma.strata.pricer.capfloor.SabrIborCapletFloorletVolatilityCalibrationDefinition
Obtains an instance with fixed beta and zero shift.
ofFixedBeta(IborCapletFloorletVolatilitiesName, IborIndex, DayCount, double, DoubleArray, DoubleArray, DoubleArray, DoubleArray, CurveInterpolator, CurveExtrapolator, CurveExtrapolator, SabrVolatilityFormula) - Static method in class com.opengamma.strata.pricer.capfloor.SabrIborCapletFloorletVolatilityCalibrationDefinition
Obtains an instance with fixed beta, nonzero shift and initial values.
ofFixedBeta(IborCapletFloorletVolatilitiesName, IborIndex, DayCount, DoubleArray, DoubleArray, DoubleArray, DoubleArray, CurveInterpolator, CurveExtrapolator, CurveExtrapolator, SabrVolatilityFormula) - Static method in class com.opengamma.strata.pricer.capfloor.SabrIborCapletFloorletVolatilityCalibrationDefinition
Obtains an instance with fixed beta, zero shift and initial values.
ofFixedRate(double) - Static method in class com.opengamma.strata.product.swap.FixedRateStubCalculation
Obtains an instance with a single fixed rate.
ofFixedRate(double) - Static method in class com.opengamma.strata.product.swap.IborRateStubCalculation
Obtains an instance with a single fixed rate.
ofFixedRho(IborCapletFloorletVolatilitiesName, IborIndex, DayCount, double, CurveInterpolator, CurveExtrapolator, CurveExtrapolator, SabrVolatilityFormula) - Static method in class com.opengamma.strata.pricer.capfloor.SabrIborCapletFloorletVolatilityBootstrapDefinition
Obtains an instance with zero shift and constant beta.
ofFixedRho(IborCapletFloorletVolatilitiesName, IborIndex, DayCount, double, double, CurveInterpolator, CurveExtrapolator, CurveExtrapolator, SabrVolatilityFormula) - Static method in class com.opengamma.strata.pricer.capfloor.SabrIborCapletFloorletVolatilityBootstrapDefinition
Obtains an instance with constant beta and shift.
ofFixedRho(IborCapletFloorletVolatilitiesName, IborIndex, DayCount, double, double, DoubleArray, DoubleArray, DoubleArray, CurveInterpolator, CurveExtrapolator, CurveExtrapolator, SabrVolatilityFormula) - Static method in class com.opengamma.strata.pricer.capfloor.SabrIborCapletFloorletVolatilityCalibrationDefinition
Obtains an instance with fixed rho and nonzero shift.
ofFixedRho(IborCapletFloorletVolatilitiesName, IborIndex, DayCount, double, DoubleArray, DoubleArray, DoubleArray, CurveInterpolator, CurveExtrapolator, CurveExtrapolator, SabrVolatilityFormula) - Static method in class com.opengamma.strata.pricer.capfloor.SabrIborCapletFloorletVolatilityCalibrationDefinition
Obtains an instance with fixed rho and zero shift.
ofFixedRho(IborCapletFloorletVolatilitiesName, IborIndex, DayCount, double, DoubleArray, DoubleArray, DoubleArray, DoubleArray, CurveInterpolator, CurveExtrapolator, CurveExtrapolator, SabrVolatilityFormula) - Static method in class com.opengamma.strata.pricer.capfloor.SabrIborCapletFloorletVolatilityCalibrationDefinition
Obtains an instance with fixed rho, nonzero shift and initial values.
ofFixedRho(IborCapletFloorletVolatilitiesName, IborIndex, DayCount, DoubleArray, DoubleArray, DoubleArray, DoubleArray, CurveInterpolator, CurveExtrapolator, CurveExtrapolator, SabrVolatilityFormula) - Static method in class com.opengamma.strata.pricer.capfloor.SabrIborCapletFloorletVolatilityCalibrationDefinition
Obtains an instance with fixed rho, zero shift and initial values.
ofFlexFuture(int, EtdSettlementType) - Static method in class com.opengamma.strata.product.etd.EtdVariant
The standard monthly ETD.
ofFlexOption(int, EtdSettlementType, EtdOptionType) - Static method in class com.opengamma.strata.product.etd.EtdVariant
The standard monthly ETD.
ofForecastValue(LocalDate, CurrencyAmount, double) - Static method in class com.opengamma.strata.market.amount.CashFlow
Creates a CashFlow representing a single cash flow from payment date, forecast value and discount factor.
ofForecastValue(LocalDate, Currency, double, double) - Static method in class com.opengamma.strata.market.amount.CashFlow
Creates a CashFlow representing a single cash flow from payment date, forecast value amount, discount factor and currency.
ofForwardDifference(double) - Static method in class com.opengamma.strata.pricer.sensitivity.CurveGammaCalculator
Obtains an instance of the finite difference calculator using forward differencing.
ofForwardPoints(CurrencyAmount, FxRate, double, LocalDate, LocalDate) - Static method in class com.opengamma.strata.product.fx.FxSwap
Creates an FxSwap using decimal forward points.
ofForwardPoints(CurrencyAmount, FxRate, double, LocalDate, LocalDate, BusinessDayAdjustment) - Static method in class com.opengamma.strata.product.fx.FxSwap
Creates an FxSwap using decimal forward points, specifying a date adjustment.
ofForwardPoints(CurrencyAmount, Currency, double, double, LocalDate, LocalDate) - Static method in class com.opengamma.strata.product.fx.ResolvedFxSwap
Creates a ResolvedFxSwap using forward points.
ofFractionalDecimalPlaces(int, int) - Static method in interface com.opengamma.strata.basics.value.Rounding
Obtains an instance from the number of decimal places and fraction.
ofIborInterpolatedRate(IborIndex, IborIndex) - Static method in class com.opengamma.strata.product.swap.IborRateStubCalculation
Obtains an instance with linear interpolation of two floating rates.
ofIborRate(IborIndex) - Static method in class com.opengamma.strata.product.swap.IborRateStubCalculation
Obtains an instance with a single floating rate.
ofId(MarketDataId<T>) - Static method in interface com.opengamma.strata.calc.marketdata.MarketDataFilter
Obtains a filter that matches the specified identifier.
ofIdType(Class<? extends MarketDataId<T>>) - Static method in interface com.opengamma.strata.calc.marketdata.MarketDataFilter
Obtains a filter that matches any value with the specified identifier type.
ofKnownAmount(CurrencyAmount) - Static method in class com.opengamma.strata.product.swap.FixedRateStubCalculation
Obtains an instance with a known amount of interest.
ofKnownAmount(CurrencyAmount) - Static method in class com.opengamma.strata.product.swap.IborRateStubCalculation
Obtains an instance with a known amount of interest.
ofLastBusinessDay(Period, BusinessDayAdjustment) - Static method in class com.opengamma.strata.basics.date.PeriodAdjustment
Obtains an instance that can adjust a date by the specified period using the last business day of month convention.
ofLastBusinessDay(Tenor, BusinessDayAdjustment) - Static method in class com.opengamma.strata.basics.date.TenorAdjustment
Obtains an instance that can adjust a date by the specified tenor using the last business day of month convention.
ofLastDay(Period, BusinessDayAdjustment) - Static method in class com.opengamma.strata.basics.date.PeriodAdjustment
Obtains an instance that can adjust a date by the specified period using the last day of month convention.
ofLastDay(Tenor, BusinessDayAdjustment) - Static method in class com.opengamma.strata.basics.date.TenorAdjustment
Obtains an instance that can adjust a date by the specified tenor using the last day of month convention.
ofLeastSquare(IborCapletFloorletVolatilities, double) - Static method in class com.opengamma.strata.pricer.capfloor.IborCapletFloorletVolatilityCalibrationResult
Obtains an instance of least square result.
ofLong(boolean) - Static method in enum com.opengamma.strata.product.common.LongShort
Converts a boolean "is long" flag to the enum value.
ofLongShort(PositionInfo, Bill, double, double) - Static method in class com.opengamma.strata.product.bond.BillPosition
Obtains an instance from position information, product, long quantity and short quantity.
ofLongShort(PositionInfo, BondFutureOption, double, double) - Static method in class com.opengamma.strata.product.bond.BondFutureOptionPosition
Obtains an instance from position information, product, long quantity and short quantity.
ofLongShort(PositionInfo, BondFuture, double, double) - Static method in class com.opengamma.strata.product.bond.BondFuturePosition
Obtains an instance from position information, product, long quantity and short quantity.
ofLongShort(PositionInfo, CapitalIndexedBond, double, double) - Static method in class com.opengamma.strata.product.bond.CapitalIndexedBondPosition
Obtains an instance from position information, product, long quantity and short quantity.
ofLongShort(PositionInfo, FixedCouponBond, double, double) - Static method in class com.opengamma.strata.product.bond.FixedCouponBondPosition
Obtains an instance from position information, product, long quantity and short quantity.
ofLongShort(PositionInfo, Dsf, double, double) - Static method in class com.opengamma.strata.product.dsf.DsfPosition
Obtains an instance from position information, product, long quantity and short quantity.
ofLongShort(EtdFutureSecurity, double, double) - Static method in class com.opengamma.strata.product.etd.EtdFuturePosition
Obtains an instance from the security, long quantity and short quantity.
ofLongShort(PositionInfo, EtdFutureSecurity, double, double) - Static method in class com.opengamma.strata.product.etd.EtdFuturePosition
Obtains an instance from position information, security, long quantity and short quantity.
ofLongShort(EtdOptionSecurity, double, double) - Static method in class com.opengamma.strata.product.etd.EtdOptionPosition
Obtains an instance from the security, long quantity and short quantity.
ofLongShort(PositionInfo, EtdOptionSecurity, double, double) - Static method in class com.opengamma.strata.product.etd.EtdOptionPosition
Obtains an instance from position information, security, long quantity and short quantity.
ofLongShort(GenericSecurity, double, double) - Static method in class com.opengamma.strata.product.GenericSecurityPosition
Obtains an instance from the security, long quantity and short quantity.
ofLongShort(PositionInfo, GenericSecurity, double, double) - Static method in class com.opengamma.strata.product.GenericSecurityPosition
Obtains an instance from position information, security, long quantity and short quantity.
ofLongShort(PositionInfo, IborFutureOption, double, double) - Static method in class com.opengamma.strata.product.index.IborFutureOptionPosition
Obtains an instance from position information, product, long quantity and short quantity.
ofLongShort(PositionInfo, IborFuture, double, double) - Static method in class com.opengamma.strata.product.index.IborFuturePosition
Obtains an instance from position information, product, long quantity and short quantity.
ofLongShort(PositionInfo, OvernightFuture, double, double) - Static method in class com.opengamma.strata.product.index.OvernightFuturePosition
Obtains an instance from position information, product, long quantity and short quantity.
ofLongShort(SecurityId, double, double) - Static method in class com.opengamma.strata.product.SecurityPosition
Obtains an instance from the security identifier, long quantity and short quantity.
ofLongShort(PositionInfo, SecurityId, double, double) - Static method in class com.opengamma.strata.product.SecurityPosition
Obtains an instance from position information, security identifier, long quantity and short quantity.
ofManualToString(Class<T>) - Static method in class com.opengamma.strata.collect.named.EnumNames
Creates an instance where the toString method is written manually.
ofMappings(List<? extends PerturbationMapping<?>>) - Static method in class com.opengamma.strata.calc.marketdata.ScenarioDefinition
Returns a scenario definition containing the perturbations in mappings.
ofMappings(PerturbationMapping<?>...) - Static method in class com.opengamma.strata.calc.marketdata.ScenarioDefinition
Returns a scenario definition containing the perturbations in mappings.
ofMappings(List<? extends PerturbationMapping<?>>, List<String>) - Static method in class com.opengamma.strata.calc.marketdata.ScenarioDefinition
Returns a scenario definition containing the perturbations in mappings.
ofMatrix() - Static method in interface com.opengamma.strata.calc.runner.FxRateLookup
Obtains an instance that uses an FX matrix.
ofMatrix(FxMatrixId) - Static method in interface com.opengamma.strata.calc.runner.FxRateLookup
Obtains an instance that uses an FX matrix.
ofMonthly() - Static method in class com.opengamma.strata.product.etd.EtdVariant
The standard monthly ETD.
ofMonths(int) - Static method in class com.opengamma.strata.basics.date.Tenor
Obtains an instance backed by a period of months.
ofMonths(int) - Static method in class com.opengamma.strata.basics.schedule.Frequency
Obtains an instance backed by a period of months.
ofMultiplier(double) - Static method in class com.opengamma.strata.basics.value.ValueAdjustment
Obtains an instance specifying a multiplication factor to apply to the base value.
ofMultiThreaded() - Static method in interface com.opengamma.strata.calc.CalculationRunner
Creates a standard multi-threaded calculation runner capable of performing calculations.
ofMultiThreaded() - Static method in interface com.opengamma.strata.calc.runner.CalculationTaskRunner
Creates a standard multi-threaded calculation task runner capable of performing calculations.
ofName(MarketDataName<T>) - Static method in interface com.opengamma.strata.calc.marketdata.MarketDataFilter
Obtains a filter that matches the specified name.
ofNet(PositionInfo, Bill, double) - Static method in class com.opengamma.strata.product.bond.BillPosition
Obtains an instance from position information, product and net quantity.
ofNet(PositionInfo, BondFutureOption, double) - Static method in class com.opengamma.strata.product.bond.BondFutureOptionPosition
Obtains an instance from position information, product and net quantity.
ofNet(PositionInfo, BondFuture, double) - Static method in class com.opengamma.strata.product.bond.BondFuturePosition
Obtains an instance from position information, product and net quantity.
ofNet(PositionInfo, CapitalIndexedBond, double) - Static method in class com.opengamma.strata.product.bond.CapitalIndexedBondPosition
Obtains an instance from position information, product and net quantity.
ofNet(PositionInfo, FixedCouponBond, double) - Static method in class com.opengamma.strata.product.bond.FixedCouponBondPosition
Obtains an instance from position information, product and net quantity.
ofNet(PositionInfo, Dsf, double) - Static method in class com.opengamma.strata.product.dsf.DsfPosition
Obtains an instance from position information, product and net quantity.
ofNet(EtdFutureSecurity, double) - Static method in class com.opengamma.strata.product.etd.EtdFuturePosition
Obtains an instance from the security and net quantity.
ofNet(PositionInfo, EtdFutureSecurity, double) - Static method in class com.opengamma.strata.product.etd.EtdFuturePosition
Obtains an instance from position information, security and net quantity.
ofNet(EtdOptionSecurity, double) - Static method in class com.opengamma.strata.product.etd.EtdOptionPosition
Obtains an instance from the security and net quantity.
ofNet(PositionInfo, EtdOptionSecurity, double) - Static method in class com.opengamma.strata.product.etd.EtdOptionPosition
Obtains an instance from position information, security and net quantity.
ofNet(GenericSecurity, double) - Static method in class com.opengamma.strata.product.GenericSecurityPosition
Obtains an instance from the security and net quantity.
ofNet(PositionInfo, GenericSecurity, double) - Static method in class com.opengamma.strata.product.GenericSecurityPosition
Obtains an instance from position information, security and net quantity.
ofNet(PositionInfo, IborFutureOption, double) - Static method in class com.opengamma.strata.product.index.IborFutureOptionPosition
Obtains an instance from position information, product and net quantity.
ofNet(PositionInfo, IborFuture, double) - Static method in class com.opengamma.strata.product.index.IborFuturePosition
Obtains an instance from position information, product and net quantity.
ofNet(PositionInfo, OvernightFuture, double) - Static method in class com.opengamma.strata.product.index.OvernightFuturePosition
Obtains an instance from position information, product and net quantity.
ofNet(SecurityId, double) - Static method in class com.opengamma.strata.product.SecurityPosition
Obtains an instance from the security identifier and net quantity.
ofNet(PositionInfo, SecurityId, double) - Static method in class com.opengamma.strata.product.SecurityPosition
Obtains an instance from position information, security identifier and net quantity.
ofNullable(R, FailureReason, String, Object...) - Static method in class com.opengamma.strata.collect.result.Result
Returns a success result containing the value if it is non-null, else returns a failure result with the specified reason and message.
ofNullable(R) - Static method in class com.opengamma.strata.collect.result.Result
Returns a success result containing the value if it is non-null, else returns a failure result with a reason of FailureReason.MISSING_DATA and message to say an unexpected null was found.
ofPair(Pair<Double, Double>) - Static method in class com.opengamma.strata.collect.tuple.DoublesPair
Obtains an instance from a Pair.
ofPair(Pair<Integer, Double>) - Static method in class com.opengamma.strata.collect.tuple.IntDoublePair
Obtains an instance from a Pair.
ofPair(Pair<Long, Double>) - Static method in class com.opengamma.strata.collect.tuple.LongDoublePair
Obtains an instance from a Pair.
ofPair(Pair<A, Double>) - Static method in class com.opengamma.strata.collect.tuple.ObjDoublePair
Obtains an instance from a Pair.
ofPair(Pair<A, Integer>) - Static method in class com.opengamma.strata.collect.tuple.ObjIntPair
Obtains an instance from a Pair.
ofParSpread(CdsTemplate, ObservableId, StandardId, List<StandardId>) - Static method in class com.opengamma.strata.market.curve.node.CdsIndexIsdaCreditCurveNode
Returns a curve node with par spread convention.
ofParSpread(CdsTemplate, ObservableId, StandardId) - Static method in class com.opengamma.strata.market.curve.node.CdsIsdaCreditCurveNode
Returns a curve node with par spread convention.
ofPath(Path) - Static method in class com.opengamma.strata.collect.io.CharSources
Obtains an instance of CharSource from a file path, specified as a Path.
ofPath(Path, Charset) - Static method in class com.opengamma.strata.collect.io.CharSources
Obtains an instance of CharSource from a file path, specified as a Path.
ofPath(Path) - Static method in class com.opengamma.strata.collect.io.ResourceLocator
Creates a resource from a Path.
ofPay(CurrencyAmount, LocalDate) - Static method in class com.opengamma.strata.basics.currency.AdjustablePayment
Obtains an instance representing an amount to be paid where the date is fixed.
ofPay(CurrencyAmount, AdjustableDate) - Static method in class com.opengamma.strata.basics.currency.AdjustablePayment
Obtains an instance representing an amount to be paid where the date is adjustable.
ofPay(CurrencyAmount, LocalDate) - Static method in class com.opengamma.strata.basics.currency.Payment
Obtains an instance representing an amount to be paid.
ofPay(boolean) - Static method in enum com.opengamma.strata.product.common.PayReceive
Converts a boolean "is pay" flag to the enum value.
ofPeriod(OvernightIndexObservation, LocalDate, double) - Static method in class com.opengamma.strata.pricer.rate.OvernightRateSensitivity
Obtains an instance for a period observation of the index from the observation and sensitivity value.
ofPeriod(OvernightIndexObservation, LocalDate, Currency, double) - Static method in class com.opengamma.strata.pricer.rate.OvernightRateSensitivity
Obtains an instance for a period observation of the index from the observation and sensitivity value, specifying the currency of the value.
ofPointsUpfront(CdsTemplate, ObservableId, StandardId, List<StandardId>, Double) - Static method in class com.opengamma.strata.market.curve.node.CdsIndexIsdaCreditCurveNode
Returns a curve node with points upfront convention.
ofPointsUpfront(CdsTemplate, ObservableId, StandardId, Double) - Static method in class com.opengamma.strata.market.curve.node.CdsIsdaCreditCurveNode
Returns a curve node with points upfront convention.
ofPresentValue(LocalDate, CurrencyAmount, double) - Static method in class com.opengamma.strata.market.amount.CashFlow
Creates a CashFlow representing a single cash flow from payment date, present value and discount factor.
ofPresentValue(LocalDate, Currency, double, double) - Static method in class com.opengamma.strata.market.amount.CashFlow
Creates a CashFlow representing a single cash flow from payment date, present value amount, discount factor and currency.
ofPrice(TradeInfo, Bill, double, double) - Static method in class com.opengamma.strata.product.bond.BillTrade
Generates a Bill trade instance from the price.
ofPut(boolean) - Static method in enum com.opengamma.strata.product.common.PutCall
Converts a boolean "is put" flag to the enum value.
ofQuotedSpread(CdsTemplate, ObservableId, StandardId, List<StandardId>, Double) - Static method in class com.opengamma.strata.market.curve.node.CdsIndexIsdaCreditCurveNode
Returns a curve node with quoted spread convention.
ofQuotedSpread(CdsTemplate, ObservableId, StandardId, Double) - Static method in class com.opengamma.strata.market.curve.node.CdsIsdaCreditCurveNode
Returns a curve node with quoted spread convention.
ofRates() - Static method in interface com.opengamma.strata.calc.runner.FxRateLookup
Obtains the standard instance.
ofRates(ObservableSource) - Static method in interface com.opengamma.strata.calc.runner.FxRateLookup
Obtains the standard instance.
ofRates(Currency) - Static method in interface com.opengamma.strata.calc.runner.FxRateLookup
Obtains an instance that uses triangulation on the specified currency.
ofRates(Currency, ObservableSource) - Static method in interface com.opengamma.strata.calc.runner.FxRateLookup
Obtains an instance that uses triangulation on the specified currency.
ofReceive(CurrencyAmount, LocalDate) - Static method in class com.opengamma.strata.basics.currency.AdjustablePayment
Obtains an instance representing an amount to be received where the date is fixed.
ofReceive(CurrencyAmount, AdjustableDate) - Static method in class com.opengamma.strata.basics.currency.AdjustablePayment
Obtains an instance representing an amount to be received where the date is adjustable.
ofReceive(CurrencyAmount, LocalDate) - Static method in class com.opengamma.strata.basics.currency.Payment
Obtains an instance representing an amount to be received.
ofReplace(double) - Static method in class com.opengamma.strata.basics.value.ValueAdjustment
Obtains an instance that replaces the base value.
ofRootFind(IborCapletFloorletVolatilities) - Static method in class com.opengamma.strata.pricer.capfloor.IborCapletFloorletVolatilityCalibrationResult
Obtains an instance of root-finding result.
ofScenarioValue(ScenarioArray<T>) - Static method in interface com.opengamma.strata.data.scenario.MarketDataBox
Obtains an instance containing a scenario market data value with data for multiple scenarios.
ofScenarioValues(T...) - Static method in interface com.opengamma.strata.data.scenario.MarketDataBox
Obtains an instance containing a scenario market data value with data for multiple scenarios.
ofScenarioValues(List<T>) - Static method in interface com.opengamma.strata.data.scenario.MarketDataBox
Obtains an instance containing a scenario market data value with data for multiple scenarios.
ofSignedAmount(double) - Static method in enum com.opengamma.strata.product.common.PayReceive
Converts a signed amount to the enum value.
ofSingleValue(T) - Static method in interface com.opengamma.strata.data.scenario.MarketDataBox
Obtains an instance containing a single market data value that is used in all scenarios.
ofSingleValue(int, T) - Static method in interface com.opengamma.strata.data.scenario.ScenarioArray
Obtains an instance from a single value where the value applies to all scenarios.
ofStrikeAndForward(double, double) - Static method in class com.opengamma.strata.market.option.LogMoneynessStrike
Obtains an instance of LogMoneyness from the strike and forward.
ofStrikeAndForward(double, double) - Static method in class com.opengamma.strata.market.option.MoneynessStrike
Obtains an instance of Moneyness from the strike and forward.
ofTerm(SchedulePeriod) - Static method in class com.opengamma.strata.basics.schedule.Schedule
Obtains a 'Term' instance based on a single period.
ofUnsafe(double[]) - Static method in class com.opengamma.strata.collect.array.DoubleArray
Obtains an instance by wrapping an array.
ofUnsafe(double[][]) - Static method in class com.opengamma.strata.collect.array.DoubleMatrix
Obtains an instance by wrapping a double[][].
ofUnsafe(int[]) - Static method in class com.opengamma.strata.collect.array.IntArray
Obtains an instance by wrapping an array.
ofUnsafe(byte[]) - Static method in class com.opengamma.strata.collect.io.ArrayByteSource
Creates an instance, not copying the array.
ofUnsorted(SurfaceMetadata, DoubleArray, DoubleArray, DoubleArray, SurfaceInterpolator) - Static method in class com.opengamma.strata.market.surface.InterpolatedNodalSurface
Creates an interpolated surface with metadata, where the values are not sorted.
ofUrl(URL) - Static method in class com.opengamma.strata.collect.io.CharSources
Obtains an instance of CharSource from a URL, specified as a URL object.
ofUrl(URL, Charset) - Static method in class com.opengamma.strata.collect.io.CharSources
Obtains an instance of CharSource from an URL, specified as a URL object.
ofUrl(URL) - Static method in class com.opengamma.strata.collect.io.ResourceLocator
Creates a resource from a URL.
ofWeekly(int) - Static method in class com.opengamma.strata.product.etd.EtdVariant
The standard weekly ETD.
ofWeeks(int) - Static method in class com.opengamma.strata.basics.date.Tenor
Obtains an instance backed by a period of weeks.
ofWeeks(int) - Static method in class com.opengamma.strata.basics.schedule.Frequency
Obtains an instance backed by a period of weeks.
ofYears(int) - Static method in class com.opengamma.strata.basics.date.Tenor
Obtains an instance backed by a period of years.
ofYears(int) - Static method in class com.opengamma.strata.basics.schedule.Frequency
Obtains an instance backed by a period of years.
ofYield(TradeInfo, Bill, double, double) - Static method in class com.opengamma.strata.product.bond.BillTrade
Generates a Bill trade instance where the price is computed from the traded yield.
onClose(Runnable) - Method in class com.opengamma.strata.collect.MapStream
 
ONE_ONE - Static variable in class com.opengamma.strata.basics.date.DayCounts
The '1/1' day count, which always returns a day count of 1.
openBufferedStream() - Method in class com.opengamma.strata.collect.io.ArrayByteSource
 
openListEntry(ExplainKey<R>) - Method in class com.opengamma.strata.market.explain.ExplainMapBuilder
Opens a list entry to be populated.
openStream() - Method in class com.opengamma.strata.collect.io.ArrayByteSource
 
optionId(ExchangeId, EtdContractCode, YearMonth, EtdVariant, int, PutCall, double) - Static method in class com.opengamma.strata.product.etd.EtdIdUtils
Creates an identifier for an ETD option instrument.
optionId(ExchangeId, EtdContractCode, YearMonth, EtdVariant, int, PutCall, double, YearMonth) - Static method in class com.opengamma.strata.product.etd.EtdIdUtils
Creates an identifier for an ETD option instrument.
or(ObjDoublePredicate<? super T>) - Method in interface com.opengamma.strata.collect.function.ObjDoublePredicate
Returns a new predicate that returns true if either predicates returns true.
or(ObjIntPredicate<? super T>) - Method in interface com.opengamma.strata.collect.function.ObjIntPredicate
Returns a new predicate that returns true if either predicates returns true.
or(ObjLongPredicate<? super T>) - Method in interface com.opengamma.strata.collect.function.ObjLongPredicate
Returns a new predicate that returns true if either predicates returns true.
order() - Method in class com.opengamma.strata.market.curve.JacobianCalibrationMatrix.Meta
The meta-property for the order property.
order() - Method in class com.opengamma.strata.market.param.CrossGammaParameterSensitivity.Meta
The meta-property for the order property.
orderedResources(String) - Static method in class com.opengamma.strata.collect.io.ResourceConfig
Obtains an ordered list of resource locators.
originalSurface(Surface) - Method in class com.opengamma.strata.market.surface.DeformedSurface.Builder
Sets the original surface.
originalSurface() - Method in class com.opengamma.strata.market.surface.DeformedSurface.Meta
The meta-property for the originalSurface property.
other(Currency) - Method in class com.opengamma.strata.basics.currency.CurrencyPair
Finds the other currency in the pair.
OTHER - Static variable in class com.opengamma.strata.product.ProductType
Another kind of product, details not known.
outputCurrencies() - Method in class com.opengamma.strata.calc.marketdata.MarketDataRequirements.Meta
The meta-property for the outputCurrencies property.
outputCurrencies(Set<Currency>) - Method in class com.opengamma.strata.calc.runner.FunctionRequirements.Builder
Sets the currencies used in the calculation results.
outputCurrencies(Currency...) - Method in class com.opengamma.strata.calc.runner.FunctionRequirements.Builder
Sets the outputCurrencies property in the builder from an array of objects.
outputCurrencies() - Method in class com.opengamma.strata.calc.runner.FunctionRequirements.Meta
The meta-property for the outputCurrencies property.
OVERNIGHT_FUTURE - Static variable in class com.opengamma.strata.product.ProductType
OvernightAccrualMethod - Enum in com.opengamma.strata.product.swap
The method of accruing interest based on an Overnight index.
OvernightAveragedDailyRateComputation - Class in com.opengamma.strata.product.rate
Defines the computation of an averaged daily rate for a single Overnight index.
OvernightAveragedDailyRateComputation.Builder - Class in com.opengamma.strata.product.rate
The bean-builder for OvernightAveragedDailyRateComputation.
OvernightAveragedDailyRateComputation.Meta - Class in com.opengamma.strata.product.rate
The meta-bean for OvernightAveragedDailyRateComputation.
OvernightAveragedRateComputation - Class in com.opengamma.strata.product.rate
Defines the computation of a rate from a single Overnight index that is averaged daily.
OvernightAveragedRateComputation.Builder - Class in com.opengamma.strata.product.rate
The bean-builder for OvernightAveragedRateComputation.
OvernightAveragedRateComputation.Meta - Class in com.opengamma.strata.product.rate
The meta-bean for OvernightAveragedRateComputation.
OvernightCompoundedRateComputation - Class in com.opengamma.strata.product.rate
Defines the computation of a rate from a single Overnight index that is compounded daily.
OvernightCompoundedRateComputation.Builder - Class in com.opengamma.strata.product.rate
The bean-builder for OvernightCompoundedRateComputation.
OvernightCompoundedRateComputation.Meta - Class in com.opengamma.strata.product.rate
The meta-bean for OvernightCompoundedRateComputation.
OvernightFuture - Class in com.opengamma.strata.product.index
A futures contract based on an Overnight index.
OvernightFuture.Builder - Class in com.opengamma.strata.product.index
The bean-builder for OvernightFuture.
OvernightFuture.Meta - Class in com.opengamma.strata.product.index
The meta-bean for OvernightFuture.
OvernightFuturePosition - Class in com.opengamma.strata.product.index
A futures contract based on an Overnight index.
OvernightFuturePosition.Builder - Class in com.opengamma.strata.product.index
The bean-builder for OvernightFuturePosition.
OvernightFuturePosition.Meta - Class in com.opengamma.strata.product.index
The meta-bean for OvernightFuturePosition.
OvernightFutureSecurity - Class in com.opengamma.strata.product.index
A security representing a futures contract based on an Overnight rate index.
OvernightFutureSecurity.Builder - Class in com.opengamma.strata.product.index
The bean-builder for OvernightFutureSecurity.
OvernightFutureSecurity.Meta - Class in com.opengamma.strata.product.index
The meta-bean for OvernightFutureSecurity.
OvernightFutureTrade - Class in com.opengamma.strata.product.index
A trade representing a futures contract based on an Overnight index.
OvernightFutureTrade.Builder - Class in com.opengamma.strata.product.index
The bean-builder for OvernightFutureTrade.
OvernightFutureTrade.Meta - Class in com.opengamma.strata.product.index
The meta-bean for OvernightFutureTrade.
OvernightFutureTradeCalculationFunction<T extends SecuritizedProductPortfolioItem<OvernightFuture> & Resolvable<ResolvedOvernightFutureTrade>> - Class in com.opengamma.strata.measure.index
Perform calculations on a single OvernightFutureTrade for each of a set of scenarios.
OvernightFutureTradeCalculationFunction(Class<T>) - Constructor for class com.opengamma.strata.measure.index.OvernightFutureTradeCalculationFunction
Creates an instance.
OvernightFutureTradeCalculations - Class in com.opengamma.strata.measure.index
Calculates pricing and risk measures for trades in a futures contract based on an Overnight rate index.
OvernightFutureTradeCalculations(DiscountingOvernightFutureTradePricer) - Constructor for class com.opengamma.strata.measure.index.OvernightFutureTradeCalculations
Creates an instance.
OvernightIborSwapConvention - Interface in com.opengamma.strata.product.swap.type
A market convention for Overnight-Ibor swap trades.
OvernightIborSwapConventions - Class in com.opengamma.strata.product.swap.type
Market standard Fixed-Overnight swap conventions.
OvernightIborSwapCurveNode - Class in com.opengamma.strata.market.curve.node
A curve node whose instrument is an Overnight-Ibor interest rate swap.
OvernightIborSwapCurveNode.Builder - Class in com.opengamma.strata.market.curve.node
The bean-builder for OvernightIborSwapCurveNode.
OvernightIborSwapCurveNode.Meta - Class in com.opengamma.strata.market.curve.node
The meta-bean for OvernightIborSwapCurveNode.
OvernightIborSwapTemplate - Class in com.opengamma.strata.product.swap.type
A template for creating Overnight-Ibor swap trades.
OvernightIborSwapTemplate.Builder - Class in com.opengamma.strata.product.swap.type
The bean-builder for OvernightIborSwapTemplate.
OvernightIborSwapTemplate.Meta - Class in com.opengamma.strata.product.swap.type
The meta-bean for OvernightIborSwapTemplate.
OvernightIndex - Interface in com.opengamma.strata.basics.index
An Overnight index, such as Sonia or Eonia.
overnightIndexCurve(OvernightIndex, Curve) - Method in class com.opengamma.strata.pricer.rate.ImmutableRatesProviderBuilder
Adds an Overnight index forward curve to the provider.
overnightIndexCurve(OvernightIndex, Curve, LocalDateDoubleTimeSeries) - Method in class com.opengamma.strata.pricer.rate.ImmutableRatesProviderBuilder
Adds an Overnight index forward curve to the provider with associated time-series.
OvernightIndexObservation - Class in com.opengamma.strata.basics.index
Information about a single observation of an Overnight index.
OvernightIndexObservation.Builder - Class in com.opengamma.strata.basics.index
The bean-builder for OvernightIndexObservation.
OvernightIndexObservation.Meta - Class in com.opengamma.strata.basics.index
The meta-bean for OvernightIndexObservation.
overnightIndexRates(OvernightIndex) - Method in class com.opengamma.strata.pricer.rate.ImmutableRatesProvider
 
OvernightIndexRates - Interface in com.opengamma.strata.pricer.rate
Provides access to rates for an Overnight index.
overnightIndexRates(OvernightIndex) - Method in interface com.opengamma.strata.pricer.rate.RatesProvider
Gets the rates for an Overnight index.
OvernightIndices - Class in com.opengamma.strata.basics.index
Constants and implementations for standard Overnight rate indices.
overnightLeg(OvernightRateSwapLegConvention) - Method in class com.opengamma.strata.product.swap.type.ImmutableOvernightIborSwapConvention.Builder
Sets the market convention of the floating leg.
overnightLeg() - Method in class com.opengamma.strata.product.swap.type.ImmutableOvernightIborSwapConvention.Meta
The meta-property for the overnightLeg property.
overnightRate(OvernightRateComputation) - Method in class com.opengamma.strata.product.index.ResolvedOvernightFuture.Builder
Sets the Overnight rate observation.
overnightRate() - Method in class com.opengamma.strata.product.index.ResolvedOvernightFuture.Meta
The meta-property for the overnightRate property.
OvernightRateCalculation - Class in com.opengamma.strata.product.swap
Defines the calculation of a floating rate swap leg based on an Overnight index.
OvernightRateCalculation.Builder - Class in com.opengamma.strata.product.swap
The bean-builder for OvernightRateCalculation.
OvernightRateCalculation.Meta - Class in com.opengamma.strata.product.swap
The meta-bean for OvernightRateCalculation.
OvernightRateComputation - Interface in com.opengamma.strata.product.rate
Defines the computation of a rate from a single Overnight index.
OvernightRateSensitivity - Class in com.opengamma.strata.pricer.rate
Point sensitivity to a rate from an Overnight index curve.
OvernightRateSensitivity.Meta - Class in com.opengamma.strata.pricer.rate
The meta-bean for OvernightRateSensitivity.
OvernightRateSwapLegConvention - Class in com.opengamma.strata.product.swap.type
A market convention for the floating leg of rate swap trades based on an Overnight index.
OvernightRateSwapLegConvention.Builder - Class in com.opengamma.strata.product.swap.type
The bean-builder for OvernightRateSwapLegConvention.
OvernightRateSwapLegConvention.Meta - Class in com.opengamma.strata.product.swap.type
The meta-bean for OvernightRateSwapLegConvention.
overrideStartDate(AdjustableDate) - Method in class com.opengamma.strata.basics.schedule.PeriodicSchedule.Builder
Sets the optional start date of the first schedule period, overriding normal schedule generation.
overrideStartDate() - Method in class com.opengamma.strata.basics.schedule.PeriodicSchedule.Meta
The meta-property for the overrideStartDate property.
overrideWith(PropertySet) - Method in class com.opengamma.strata.collect.io.PropertySet
Overrides this property set with another.

P

P12M - Static variable in class com.opengamma.strata.basics.schedule.Frequency
A periodic frequency of 12 months (1 year).
P13W - Static variable in class com.opengamma.strata.basics.schedule.Frequency
A periodic frequency of 13 weeks (91 days).
P1D - Static variable in class com.opengamma.strata.basics.schedule.Frequency
A periodic frequency of one day.
P1M - Static variable in class com.opengamma.strata.basics.schedule.Frequency
A periodic frequency of 1 month.
P1W - Static variable in class com.opengamma.strata.basics.schedule.Frequency
A periodic frequency of 1 week (7 days).
P26W - Static variable in class com.opengamma.strata.basics.schedule.Frequency
A periodic frequency of 26 weeks (182 days).
P2M - Static variable in class com.opengamma.strata.basics.schedule.Frequency
A periodic frequency of 2 months.
P2W - Static variable in class com.opengamma.strata.basics.schedule.Frequency
A periodic frequency of 2 weeks (14 days).
P3M - Static variable in class com.opengamma.strata.basics.schedule.Frequency
A periodic frequency of 3 months.
P4M - Static variable in class com.opengamma.strata.basics.schedule.Frequency
A periodic frequency of 4 months.
P4W - Static variable in class com.opengamma.strata.basics.schedule.Frequency
A periodic frequency of 4 weeks (28 days).
P52W - Static variable in class com.opengamma.strata.basics.schedule.Frequency
A periodic frequency of 52 weeks (364 days).
P6M - Static variable in class com.opengamma.strata.basics.schedule.Frequency
A periodic frequency of 6 months.
pair() - Method in class com.opengamma.strata.basics.currency.FxRate.Meta
The meta-property for the pair property.
Pair<A,B> - Class in com.opengamma.strata.collect.tuple
An immutable pair consisting of two elements.
pair() - Method in class com.opengamma.strata.data.scenario.FxRateScenarioArray.Meta
The meta-property for the pair property.
Pair.Meta<A,B> - Class in com.opengamma.strata.collect.tuple
The meta-bean for Pair.
pairsToFxMatrix() - Static method in class com.opengamma.strata.basics.currency.FxMatrix
Creates a Collector that allows a collection of pairs each containing a currency pair and a rate to be streamed and collected into a new FxMatrix.
pairsToImmutableMap() - Static method in class com.opengamma.strata.collect.Guavate
Collector used at the end of a stream to build an immutable map from a stream containing pairs.
PAR_RATE - Static variable in class com.opengamma.strata.measure.Measures
Measure representing the par rate of the calculation target.
PAR_SPREAD - Static variable in class com.opengamma.strata.measure.Measures
Measure representing the par spread of the calculation target.
PAR_SPREAD - Static variable in class com.opengamma.strata.pricer.curve.CalibrationMeasures
The par spread instance, which is the default used in curve calibration.
parallel() - Method in class com.opengamma.strata.collect.MapStream
 
parallelCs01(ResolvedCdsTrade, List<ResolvedCdsTrade>, CreditRatesProvider, ReferenceData) - Method in class com.opengamma.strata.pricer.credit.AnalyticSpreadSensitivityCalculator
 
parallelCs01(ResolvedCdsTrade, List<ResolvedCdsTrade>, CreditRatesProvider, ReferenceData) - Method in class com.opengamma.strata.pricer.credit.FiniteDifferenceSpreadSensitivityCalculator
 
parallelCs01(ResolvedCdsTrade, CreditRatesProvider, ReferenceData) - Method in class com.opengamma.strata.pricer.credit.SpreadSensitivityCalculator
Computes parallel CS01 for CDS.
parallelCs01(ResolvedCdsTrade, List<ResolvedCdsTrade>, CreditRatesProvider, ReferenceData) - Method in class com.opengamma.strata.pricer.credit.SpreadSensitivityCalculator
Computes parallel CS01 for CDS.
parallelCs01(ResolvedCdsIndexTrade, CreditRatesProvider, ReferenceData) - Method in class com.opengamma.strata.pricer.credit.SpreadSensitivityCalculator
Computes parallel CS01 for CDS index using a single credit curve.
parallelCs01(ResolvedCdsIndexTrade, List<ResolvedCdsIndexTrade>, CreditRatesProvider, ReferenceData) - Method in class com.opengamma.strata.pricer.credit.SpreadSensitivityCalculator
Computes parallel CS01 for CDS index using a single credit curve.
parallelSensitivity(CurrencyParameterSensitivities, SabrParametersSwaptionVolatilities) - Method in class com.opengamma.strata.pricer.swaption.SabrSwaptionRawDataSensitivityCalculator
Calculates the raw data sensitivities from SABR parameter sensitivity.
ParallelShiftedCurve - Class in com.opengamma.strata.market.curve
A curve with a parallel shift applied to its y-values.
ParallelShiftedCurve.Meta - Class in com.opengamma.strata.market.curve
The meta-bean for ParallelShiftedCurve.
parameterCount() - Method in class com.opengamma.strata.market.curve.CurveParameterSize.Meta
The meta-property for the parameterCount property.
parameterCount() - Method in class com.opengamma.strata.market.param.ParameterSize.Meta
The meta-property for the parameterCount property.
parameterCurveNodes(List<DoubleArray>) - Method in class com.opengamma.strata.pricer.capfloor.SabrIborCapletFloorletVolatilityCalibrationDefinition.Builder
Sets the nodes of SABR parameter curves.
parameterCurveNodes(DoubleArray...) - Method in class com.opengamma.strata.pricer.capfloor.SabrIborCapletFloorletVolatilityCalibrationDefinition.Builder
Sets the parameterCurveNodes property in the builder from an array of objects.
parameterCurveNodes() - Method in class com.opengamma.strata.pricer.capfloor.SabrIborCapletFloorletVolatilityCalibrationDefinition.Meta
The meta-property for the parameterCurveNodes property.
ParameterizedData - Interface in com.opengamma.strata.market.param
An abstraction of market data in terms of a number of arbitrary double parameters.
ParameterizedDataCombiner - Class in com.opengamma.strata.market.param
Helper that can be used to combine two or more underlying instances of ParameterizedData.
ParameterizedFunctionalCurve - Class in com.opengamma.strata.market.curve
A curve based on a parameterized function.
ParameterizedFunctionalCurve.Builder - Class in com.opengamma.strata.market.curve
The bean-builder for ParameterizedFunctionalCurve.
ParameterizedFunctionalCurve.Meta - Class in com.opengamma.strata.market.curve
The meta-bean for ParameterizedFunctionalCurve.
ParameterizedFunctionalCurveDefinition - Class in com.opengamma.strata.market.curve
Provides the definition of how to calibrate a parameterized functional curve.
ParameterizedFunctionalCurveDefinition.Builder - Class in com.opengamma.strata.market.curve
The bean-builder for ParameterizedFunctionalCurveDefinition.
ParameterizedFunctionalCurveDefinition.Meta - Class in com.opengamma.strata.market.curve
The meta-bean for ParameterizedFunctionalCurveDefinition.
parameterMetadata() - Method in class com.opengamma.strata.market.curve.DefaultCurveMetadata.Meta
The meta-property for the parameterMetadata property.
parameterMetadata(List<? extends ParameterMetadata>) - Method in class com.opengamma.strata.market.curve.DefaultCurveMetadataBuilder
Sets the parameter-level metadata.
parameterMetadata(ParameterMetadata...) - Method in class com.opengamma.strata.market.curve.DefaultCurveMetadataBuilder
Sets the parameter-level metadata.
parameterMetadata(List<? extends ParameterMetadata>) - Method in class com.opengamma.strata.market.curve.ParameterizedFunctionalCurveDefinition.Builder
Sets the parameter metadata of the curve, defaulted to empty metadata instances.
parameterMetadata(ParameterMetadata...) - Method in class com.opengamma.strata.market.curve.ParameterizedFunctionalCurveDefinition.Builder
Sets the parameterMetadata property in the builder from an array of objects.
parameterMetadata() - Method in class com.opengamma.strata.market.curve.ParameterizedFunctionalCurveDefinition.Meta
The meta-property for the parameterMetadata property.
parameterMetadata() - Method in class com.opengamma.strata.market.param.CrossGammaParameterSensitivity.Meta
The meta-property for the parameterMetadata property.
parameterMetadata() - Method in class com.opengamma.strata.market.param.CurrencyParameterSensitivity.Meta
The meta-property for the parameterMetadata property.
ParameterMetadata - Interface in com.opengamma.strata.market.param
Information about a single parameter.
parameterMetadata() - Method in class com.opengamma.strata.market.param.UnitParameterSensitivity.Meta
The meta-property for the parameterMetadata property.
parameterMetadata() - Method in class com.opengamma.strata.market.surface.DefaultSurfaceMetadata.Meta
The meta-property for the parameterMetadata property.
parameterMetadata(List<? extends ParameterMetadata>) - Method in class com.opengamma.strata.market.surface.DefaultSurfaceMetadataBuilder
Sets the parameter-level metadata.
parameterMetadata(ParameterMetadata...) - Method in class com.opengamma.strata.market.surface.DefaultSurfaceMetadataBuilder
Sets the parameter-level metadata.
parameterMetadata() - Method in class com.opengamma.strata.pricer.fxopt.SmileDeltaParameters.Meta
The meta-property for the parameterMetadata property.
ParameterPerturbation - Interface in com.opengamma.strata.market.param
A function interface that allows a single parameter to be perturbed.
parameters() - Method in class com.opengamma.strata.calc.CalculationRules.Meta
The meta-property for the parameters property.
parameters(CalculationParameters) - Method in class com.opengamma.strata.calc.Column.Builder
Sets the calculation parameters that apply to this column, used to control the how the calculation is performed.
parameters() - Method in class com.opengamma.strata.calc.Column.Meta
The meta-property for the parameters property.
parameters(DoubleArray) - Method in class com.opengamma.strata.market.curve.ParameterizedFunctionalCurve.Builder
Sets the array of parameters for the curve function.
parameters() - Method in class com.opengamma.strata.market.curve.ParameterizedFunctionalCurve.Meta
The meta-property for the parameters property.
parameters(SabrParameters) - Method in class com.opengamma.strata.pricer.capfloor.SabrParametersIborCapletFloorletVolatilities.Builder
Sets the SABR model parameters.
parameters() - Method in class com.opengamma.strata.pricer.capfloor.SabrParametersIborCapletFloorletVolatilities.Meta
The meta-property for the parameters property.
parameters() - Method in class com.opengamma.strata.pricer.model.HullWhiteOneFactorPiecewiseConstantParametersProvider.Meta
The meta-property for the parameters property.
parameters(SabrInterestRateParameters) - Method in class com.opengamma.strata.pricer.swaption.SabrParametersSwaptionVolatilities.Builder
Sets the SABR model parameters.
parameters() - Method in class com.opengamma.strata.pricer.swaption.SabrParametersSwaptionVolatilities.Meta
The meta-property for the parameters property.
parameterSensitivity(double) - Method in class com.opengamma.strata.market.curve.interpolator.AbstractBoundCurveInterpolator
 
parameterSensitivity(double) - Method in interface com.opengamma.strata.market.curve.interpolator.BoundCurveInterpolator
Computes the sensitivity of the y-value with respect to the curve parameters.
parameterSensitivity(double, double) - Method in interface com.opengamma.strata.market.surface.interpolator.BoundSurfaceInterpolator
Computes the sensitivity of the x-y-value with respect to the surface parameters.
parameterSensitivity(PointSensitivities) - Method in class com.opengamma.strata.pricer.bond.BlackBondFutureExpiryLogMoneynessVolatilities
 
parameterSensitivity(PointSensitivity...) - Method in interface com.opengamma.strata.pricer.bond.BondFutureVolatilities
Calculates the parameter sensitivity.
parameterSensitivity(PointSensitivities) - Method in interface com.opengamma.strata.pricer.bond.BondFutureVolatilities
Calculates the parameter sensitivity.
parameterSensitivity(PointSensitivities) - Method in class com.opengamma.strata.pricer.bond.ImmutableLegalEntityDiscountingProvider
 
parameterSensitivity(IssuerCurveZeroRateSensitivity) - Method in class com.opengamma.strata.pricer.bond.IssuerCurveDiscountFactors
Calculates the curve parameter sensitivity from the point sensitivity.
parameterSensitivity(PointSensitivities) - Method in interface com.opengamma.strata.pricer.bond.LegalEntityDiscountingProvider
Computes the parameter sensitivity.
parameterSensitivity(RepoCurveZeroRateSensitivity) - Method in class com.opengamma.strata.pricer.bond.RepoCurveDiscountFactors
Calculates the curve parameter sensitivity from the point sensitivity.
parameterSensitivity(PointSensitivities) - Method in class com.opengamma.strata.pricer.capfloor.BlackIborCapletFloorletExpiryStrikeVolatilities
 
parameterSensitivity(PointSensitivity...) - Method in interface com.opengamma.strata.pricer.capfloor.IborCapletFloorletVolatilities
Calculates the parameter sensitivity.
parameterSensitivity(PointSensitivities) - Method in interface com.opengamma.strata.pricer.capfloor.IborCapletFloorletVolatilities
Calculates the parameter sensitivity.
parameterSensitivity(PointSensitivities) - Method in class com.opengamma.strata.pricer.capfloor.NormalIborCapletFloorletExpiryStrikeVolatilities
 
parameterSensitivity(PointSensitivities) - Method in class com.opengamma.strata.pricer.capfloor.SabrParametersIborCapletFloorletVolatilities
 
parameterSensitivity(PointSensitivities) - Method in class com.opengamma.strata.pricer.capfloor.ShiftedBlackIborCapletFloorletExpiryStrikeVolatilities
 
parameterSensitivity(ZeroRateSensitivity) - Method in interface com.opengamma.strata.pricer.credit.CreditDiscountFactors
Calculates the parameter sensitivity from the point sensitivity.
parameterSensitivity(PointSensitivities) - Method in interface com.opengamma.strata.pricer.credit.CreditRatesProvider
Computes the parameter sensitivity.
parameterSensitivity(PointSensitivities) - Method in class com.opengamma.strata.pricer.credit.ImmutableCreditRatesProvider
 
parameterSensitivity(ZeroRateSensitivity) - Method in class com.opengamma.strata.pricer.credit.IsdaCreditDiscountFactors
 
parameterSensitivity(CreditCurveZeroRateSensitivity) - Method in class com.opengamma.strata.pricer.credit.LegalEntitySurvivalProbabilities
Calculates the parameter sensitivity from the point sensitivity.
parameterSensitivity(ZeroRateSensitivity) - Method in interface com.opengamma.strata.pricer.DiscountFactors
Calculates the parameter sensitivity from the point sensitivity.
parameterSensitivity(FxForwardSensitivity) - Method in class com.opengamma.strata.pricer.fx.DiscountFxForwardRates
 
parameterSensitivity(FxIndexSensitivity) - Method in class com.opengamma.strata.pricer.fx.ForwardFxIndexRates
 
parameterSensitivity(FxForwardSensitivity) - Method in interface com.opengamma.strata.pricer.fx.FxForwardRates
Calculates the parameter sensitivity from the point sensitivity.
parameterSensitivity(FxIndexSensitivity) - Method in interface com.opengamma.strata.pricer.fx.FxIndexRates
Calculates the parameter sensitivity from the point sensitivity.
parameterSensitivity(PointSensitivities) - Method in class com.opengamma.strata.pricer.fxopt.BlackFxOptionFlatVolatilities
 
parameterSensitivity(PointSensitivities) - Method in class com.opengamma.strata.pricer.fxopt.BlackFxOptionSmileVolatilities
 
parameterSensitivity(PointSensitivities) - Method in class com.opengamma.strata.pricer.fxopt.BlackFxOptionSurfaceVolatilities
 
parameterSensitivity(PointSensitivity...) - Method in interface com.opengamma.strata.pricer.fxopt.FxOptionVolatilities
Calculates the parameter sensitivity.
parameterSensitivity(PointSensitivities) - Method in interface com.opengamma.strata.pricer.fxopt.FxOptionVolatilities
Calculates the parameter sensitivity.
parameterSensitivity(PointSensitivity...) - Method in interface com.opengamma.strata.pricer.index.IborFutureOptionVolatilities
Calculates the parameter sensitivity.
parameterSensitivity(PointSensitivities) - Method in interface com.opengamma.strata.pricer.index.IborFutureOptionVolatilities
Calculates the parameter sensitivity.
parameterSensitivity(PointSensitivities) - Method in class com.opengamma.strata.pricer.index.NormalIborFutureOptionExpirySimpleMoneynessVolatilities
 
parameterSensitivity(IborRateSensitivity) - Method in class com.opengamma.strata.pricer.rate.DiscountIborIndexRates
 
parameterSensitivity(OvernightRateSensitivity) - Method in class com.opengamma.strata.pricer.rate.DiscountOvernightIndexRates
 
parameterSensitivity(IborRateSensitivity) - Method in interface com.opengamma.strata.pricer.rate.IborIndexRates
Calculates the parameter sensitivity from the point sensitivity.
parameterSensitivity(OvernightRateSensitivity) - Method in interface com.opengamma.strata.pricer.rate.OvernightIndexRates
Calculates the parameter sensitivity from the point sensitivity.
parameterSensitivity(InflationRateSensitivity) - Method in interface com.opengamma.strata.pricer.rate.PriceIndexValues
Calculates the parameter sensitivity from the point sensitivity.
parameterSensitivity(PointSensitivities) - Method in interface com.opengamma.strata.pricer.rate.RatesProvider
Computes the parameter sensitivity.
parameterSensitivity(IborRateSensitivity) - Method in class com.opengamma.strata.pricer.rate.SimpleIborIndexRates
 
parameterSensitivity(InflationRateSensitivity) - Method in class com.opengamma.strata.pricer.rate.SimplePriceIndexValues
 
parameterSensitivity(ZeroRateSensitivity) - Method in class com.opengamma.strata.pricer.SimpleDiscountFactors
 
parameterSensitivity(PointSensitivities) - Method in class com.opengamma.strata.pricer.swaption.BlackSwaptionExpiryTenorVolatilities
 
parameterSensitivity(PointSensitivities) - Method in class com.opengamma.strata.pricer.swaption.NormalSwaptionExpirySimpleMoneynessVolatilities
 
parameterSensitivity(PointSensitivities) - Method in class com.opengamma.strata.pricer.swaption.NormalSwaptionExpiryStrikeVolatilities
 
parameterSensitivity(PointSensitivities) - Method in class com.opengamma.strata.pricer.swaption.NormalSwaptionExpiryTenorVolatilities
 
parameterSensitivity(PointSensitivities) - Method in class com.opengamma.strata.pricer.swaption.SabrParametersSwaptionVolatilities
 
parameterSensitivity(PointSensitivity...) - Method in interface com.opengamma.strata.pricer.swaption.SwaptionVolatilities
Calculates the parameter sensitivity.
parameterSensitivity(PointSensitivities) - Method in interface com.opengamma.strata.pricer.swaption.SwaptionVolatilities
Calculates the parameter sensitivity.
parameterSensitivity(ZeroRateSensitivity) - Method in class com.opengamma.strata.pricer.ZeroRateDiscountFactors
 
parameterSensitivity(ZeroRateSensitivity) - Method in class com.opengamma.strata.pricer.ZeroRatePeriodicDiscountFactors
 
ParameterSize - Class in com.opengamma.strata.market.param
The market data name and the associated number of parameters.
ParameterSize.Meta - Class in com.opengamma.strata.market.param
The meta-bean for ParameterSize.
parameterSplit() - Method in class com.opengamma.strata.market.param.CurrencyParameterSensitivity.Meta
The meta-property for the parameterSplit property.
parameterSplit() - Method in class com.opengamma.strata.market.param.UnitParameterSensitivity.Meta
The meta-property for the parameterSplit property.
parRate(ResolvedTermDepositTrade, RatesMarketDataLookup, ScenarioMarketData) - Method in class com.opengamma.strata.measure.deposit.TermDepositTradeCalculations
Calculates par rate across one or more scenarios.
parRate(ResolvedTermDepositTrade, RatesProvider) - Method in class com.opengamma.strata.measure.deposit.TermDepositTradeCalculations
Calculates par rate for a single set of market data.
parRate(ResolvedFraTrade, RatesMarketDataLookup, ScenarioMarketData) - Method in class com.opengamma.strata.measure.fra.FraTradeCalculations
Calculates par rate across one or more scenarios.
parRate(ResolvedFraTrade, RatesProvider) - Method in class com.opengamma.strata.measure.fra.FraTradeCalculations
Calculates par rate for a single set of market data.
parRate(ResolvedSwapTrade, RatesMarketDataLookup, ScenarioMarketData) - Method in class com.opengamma.strata.measure.swap.SwapTradeCalculations
Calculates par rate across one or more scenarios.
parRate(ResolvedSwapTrade, RatesProvider) - Method in class com.opengamma.strata.measure.swap.SwapTradeCalculations
Calculates par rate for a single set of market data.
parRate(ResolvedIborFixingDeposit, RatesProvider) - Method in class com.opengamma.strata.pricer.deposit.DiscountingIborFixingDepositProductPricer
Calculates the deposit fair rate given the start and end time and the accrual factor.
parRate(ResolvedIborFixingDepositTrade, RatesProvider) - Method in class com.opengamma.strata.pricer.deposit.DiscountingIborFixingDepositTradePricer
Calculates the deposit fair rate given the start and end time and the accrual factor.
parRate(ResolvedTermDeposit, RatesProvider) - Method in class com.opengamma.strata.pricer.deposit.DiscountingTermDepositProductPricer
Calculates the deposit fair rate given the start and end time and the accrual factor.
parRate(ResolvedTermDepositTrade, RatesProvider) - Method in class com.opengamma.strata.pricer.deposit.DiscountingTermDepositTradePricer
Calculates the deposit fair rate given the start and end time and the accrual factor.
parRate(ResolvedFra, RatesProvider) - Method in class com.opengamma.strata.pricer.fra.DiscountingFraProductPricer
Calculates the par rate of the FRA product.
parRate(ResolvedFraTrade, RatesProvider) - Method in class com.opengamma.strata.pricer.fra.DiscountingFraTradePricer
Calculates the par rate of the FRA trade.
parRate(ResolvedIborFuture, RatesProvider, HullWhiteOneFactorPiecewiseConstantParametersProvider) - Method in class com.opengamma.strata.pricer.index.HullWhiteIborFutureProductPricer
Calculates the par rate of the Ibor future product.
parRate(ResolvedSwap, RatesProvider) - Method in class com.opengamma.strata.pricer.swap.DiscountingSwapProductPricer
Computes the par rate for swaps with a fixed leg.
parRate(ResolvedSwapTrade, RatesProvider) - Method in class com.opengamma.strata.pricer.swap.DiscountingSwapTradePricer
Calculates the par rate of the swap trade.
parRateSensitivity(ResolvedIborFixingDeposit, RatesProvider) - Method in class com.opengamma.strata.pricer.deposit.DiscountingIborFixingDepositProductPricer
Calculates the deposit fair rate sensitivity to the curves.
parRateSensitivity(ResolvedIborFixingDepositTrade, RatesProvider) - Method in class com.opengamma.strata.pricer.deposit.DiscountingIborFixingDepositTradePricer
Calculates the deposit fair rate sensitivity to the curves.
parRateSensitivity(ResolvedTermDeposit, RatesProvider) - Method in class com.opengamma.strata.pricer.deposit.DiscountingTermDepositProductPricer
Calculates the par rate curve sensitivity.
parRateSensitivity(ResolvedTermDepositTrade, RatesProvider) - Method in class com.opengamma.strata.pricer.deposit.DiscountingTermDepositTradePricer
Calculates the par rate curve sensitivity.
parRateSensitivity(ResolvedFra, RatesProvider) - Method in class com.opengamma.strata.pricer.fra.DiscountingFraProductPricer
Calculates the par rate curve sensitivity of the FRA product.
parRateSensitivity(ResolvedFraTrade, RatesProvider) - Method in class com.opengamma.strata.pricer.fra.DiscountingFraTradePricer
Calculates the par rate curve sensitivity of the FRA trade.
parRateSensitivity(ResolvedSwap, RatesProvider) - Method in class com.opengamma.strata.pricer.swap.DiscountingSwapProductPricer
Calculates the par rate curve sensitivity for a swap with a fixed leg.
parRateSensitivity(ResolvedSwapTrade, RatesProvider) - Method in class com.opengamma.strata.pricer.swap.DiscountingSwapTradePricer
Calculates the par rate curve sensitivity of the swap trade.
parse(String) - Static method in class com.opengamma.strata.basics.currency.Currency
Parses a string to obtain a Currency.
parse(String) - Static method in class com.opengamma.strata.basics.currency.CurrencyAmount
Parses the string to produce a CurrencyAmount.
parse(String) - Static method in class com.opengamma.strata.basics.currency.CurrencyPair
Parses a currency pair from a string with format AAA/BBB.
parse(String) - Static method in class com.opengamma.strata.basics.currency.FxRate
Parses a rate from a string with format AAA/BBB RATE.
parse(String) - Static method in class com.opengamma.strata.basics.currency.Money
Parses the string to produce a Money.
parse(String) - Static method in class com.opengamma.strata.basics.date.Tenor
Parses a formatted string representing the tenor.
parse(String) - Static method in interface com.opengamma.strata.basics.index.FloatingRateIndex
Parses a string, handling different types of index.
parse(String, Tenor) - Static method in interface com.opengamma.strata.basics.index.FloatingRateIndex
Parses a string, handling different types of index, optionally specifying a tenor for Ibor.
parse(String) - Static method in interface com.opengamma.strata.basics.index.FloatingRateName
Parses a string, with extended handling of indices.
parse(String) - Static method in class com.opengamma.strata.basics.location.Country
Parses a string to obtain a Country.
parse(String) - Static method in class com.opengamma.strata.basics.schedule.Frequency
Parses a formatted string representing the frequency.
parse(String) - Static method in class com.opengamma.strata.basics.StandardId
Parses an StandardId from a formatted scheme and value.
parse(String) - Method in class com.opengamma.strata.collect.named.EnumNames
Parses the standard external name for an enum.
parse(String) - Static method in class com.opengamma.strata.collect.tuple.DoublesPair
Parses a DoublesPair from the standard string format.
parse(String) - Static method in class com.opengamma.strata.collect.tuple.IntDoublePair
Parses an IntDoublePair from the standard string format.
parse(String) - Static method in class com.opengamma.strata.collect.tuple.LongDoublePair
Parses a LongDoublePair from the standard string format.
parse(Collection<CharSource>) - Static method in class com.opengamma.strata.loader.csv.FixingSeriesCsvLoader
Parses one or more CSV format fixing series files.
parse(Predicate<LocalDate>, Collection<CharSource>) - Static method in class com.opengamma.strata.loader.csv.FxRatesCsvLoader
Parses one or more CSV format FX rate files.
parse(Predicate<LocalDate>, CharSource, CharSource, Collection<CharSource>) - Static method in class com.opengamma.strata.loader.csv.LegalEntityRatesCurvesCsvLoader
Parses one or more CSV format curve files for all available dates.
parse(Collection<CharSource>) - Method in class com.opengamma.strata.loader.csv.PositionCsvLoader
Parses one or more CSV format position files, returning ETD futures and options using information from reference data.
parse(Collection<CharSource>, Class<T>) - Method in class com.opengamma.strata.loader.csv.PositionCsvLoader
Parses one or more CSV format position files.
parse(Predicate<LocalDate>, Collection<CharSource>) - Static method in class com.opengamma.strata.loader.csv.QuotesCsvLoader
Parses one or more CSV format quote files.
parse(CharSource, CharSource, Collection<CharSource>) - Static method in class com.opengamma.strata.loader.csv.RatesCalibrationCsvLoader
Parses one or more CSV format curve calibration files.
parse(Predicate<LocalDate>, CharSource, CharSource, Collection<CharSource>) - Static method in class com.opengamma.strata.loader.csv.RatesCurvesCsvLoader
Parses one or more CSV format curve files for all available dates.
parse(Collection<CharSource>) - Method in class com.opengamma.strata.loader.csv.TradeCsvLoader
Parses one or more CSV format trade files.
parse(Collection<CharSource>, List<Class<? extends Trade>>) - Method in class com.opengamma.strata.loader.csv.TradeCsvLoader
Parses one or more CSV format trade files with an error-creating type filter.
parse(Collection<CharSource>, Class<T>) - Method in class com.opengamma.strata.loader.csv.TradeCsvLoader
Parses one or more CSV format trade files with a quiet type filter.
parse(String) - Static method in class com.opengamma.strata.product.etd.EtdContractSpecId
Parses an StandardId from a formatted scheme and value.
parse(String) - Static method in class com.opengamma.strata.product.LegalEntityId
Parses an StandardId from a formatted scheme and value.
parse(String) - Static method in class com.opengamma.strata.product.SecurityId
Parses an StandardId from a formatted scheme and value.
parseAdjustableDate(XmlElement) - Method in class com.opengamma.strata.loader.fpml.FpmlDocument
Converts an FpML 'AdjustableDate' or 'AdjustableDate2' to an AdjustableDate.
parseAdjustedRelativeDateOffset(XmlElement) - Method in class com.opengamma.strata.loader.fpml.FpmlDocument
Converts an FpML 'AdjustedRelativeDateOffset' to a resolved LocalDate.
parseBoolean(String) - Static method in class com.opengamma.strata.loader.LoaderUtils
Parses a boolean from the input string.
parseBusinessCenter(XmlElement) - Method in class com.opengamma.strata.loader.fpml.FpmlDocument
Converts an FpML 'BusinessCenter' to a HolidayCalendar.
parseBusinessCenters(XmlElement) - Method in class com.opengamma.strata.loader.fpml.FpmlDocument
Converts an FpML 'BusinessCentersOrReference.model' to a HolidayCalendar.
parseBusinessDayAdjustments(XmlElement) - Method in class com.opengamma.strata.loader.fpml.FpmlDocument
Converts an FpML 'BusinessDayAdjustments' to a BusinessDayAdjustment.
parseBusinessDayConvention(String) - Static method in class com.opengamma.strata.loader.LoaderUtils
Parses business day convention from the input string.
parseBuyerSeller(XmlElement, TradeInfoBuilder) - Method in class com.opengamma.strata.loader.fpml.FpmlDocument
Converts an FpML 'BuyerSeller.model' to a BuySell.
parseBuySell(String) - Static method in class com.opengamma.strata.loader.LoaderUtils
Parses buy/sell from the input string.
parseCurrency(XmlElement) - Method in class com.opengamma.strata.loader.fpml.FpmlDocument
Converts an FpML 'Currency' to a Currency.
parseCurrencyAmount(XmlElement) - Method in class com.opengamma.strata.loader.fpml.FpmlDocument
Converts an FpML 'Money' to a CurrencyAmount.
parseCurveGroupDefinitions(CharSource) - Static method in class com.opengamma.strata.loader.csv.RatesCurveGroupDefinitionCsvLoader
Parses the curve groups definition CSV file.
parseDate(XmlElement) - Method in class com.opengamma.strata.loader.fpml.FpmlDocument
Converts an FpML 'date' to a LocalDate.
parseDate(String) - Static method in class com.opengamma.strata.loader.LoaderUtils
Parses a date from the input string.
parseDayCount(String) - Static method in class com.opengamma.strata.loader.LoaderUtils
Parses day count from the input string.
parseDayCountFraction(XmlElement) - Method in class com.opengamma.strata.loader.fpml.FpmlDocument
Converts an FpML 'DayCountFraction' to a DayCount.
parseDecimal(XmlElement) - Method in class com.opengamma.strata.loader.fpml.FpmlDocument
Converts an FpML 'decimal' to a double.
parseDouble(String) - Static method in class com.opengamma.strata.loader.LoaderUtils
Parses a double from the input string.
parseDoublePercent(String) - Static method in class com.opengamma.strata.loader.LoaderUtils
Parses a double from the input string, converting it from a percentage to a decimal values.
parseEtdContractSpec(CsvRow, EtdType) - Method in interface com.opengamma.strata.loader.csv.PositionCsvInfoResolver
Parses the contract specification from the row.
parseEtdFuturePosition(CsvRow, PositionInfo) - Method in interface com.opengamma.strata.loader.csv.PositionCsvInfoResolver
Parses an ETD future position from the CSV row.
parseEtdFutureSecurityPosition(CsvRow, PositionInfo) - Method in interface com.opengamma.strata.loader.csv.PositionCsvInfoResolver
Parses an ETD future position from the CSV row without using reference data.
parseEtdOptionPosition(CsvRow, PositionInfo) - Method in interface com.opengamma.strata.loader.csv.PositionCsvInfoResolver
Parses an ETD future position from the CSV row.
parseEtdOptionSecurityPosition(CsvRow, PositionInfo) - Method in interface com.opengamma.strata.loader.csv.PositionCsvInfoResolver
Parses an ETD option position from the CSV row without using reference data.
parseEtdOptionType(String) - Static method in class com.opengamma.strata.loader.csv.CsvLoaderUtils
Parses the ETD option type from the short code or full name.
parseEtdSettlementType(String) - Static method in class com.opengamma.strata.loader.csv.CsvLoaderUtils
Parses the ETD settlement type from the short code or full name.
parseEtdVariant(CsvRow, EtdType) - Static method in class com.opengamma.strata.loader.csv.CsvLoaderUtils
Parses the year-month and variant.
parseFrequency(XmlElement) - Method in class com.opengamma.strata.loader.fpml.FpmlDocument
Converts an FpML frequency to a Frequency.
parseIndex(XmlElement) - Method in class com.opengamma.strata.loader.fpml.FpmlDocument
Converts an FpML 'FloatingRateIndex.model' to an Index.
parseIndexes(XmlElement) - Method in class com.opengamma.strata.loader.fpml.FpmlDocument
Converts an FpML 'FloatingRateIndex' with multiple tenors to an Index.
parseIndexTenor(XmlElement) - Method in class com.opengamma.strata.loader.fpml.FpmlDocument
Converts an FpML 'FloatingRateIndex' tenor to a Tenor.
parseInteger(String) - Static method in class com.opengamma.strata.loader.LoaderUtils
Parses an integer from the input string.
parseLightweight(Collection<CharSource>) - Method in class com.opengamma.strata.loader.csv.PositionCsvLoader
Parses one or more CSV format position files, returning ETD futures and options by identifier without using reference data.
parsePayerReceiver(XmlElement, TradeInfoBuilder) - Method in class com.opengamma.strata.loader.fpml.FpmlDocument
Converts an FpML 'PayerReceiver.model' to a PayReceive.
parsePayReceive(String) - Static method in class com.opengamma.strata.loader.LoaderUtils
Parses pay/receive from the input string.
parsePeriod(XmlElement) - Method in class com.opengamma.strata.loader.fpml.FpmlDocument
Converts an FpML 'Period' to a Period.
parsePeriod(String) - Static method in class com.opengamma.strata.loader.LoaderUtils
Parses a period from the input string.
parsePositionInfo(CsvRow, PositionInfoBuilder) - Method in interface com.opengamma.strata.loader.csv.PositionCsvInfoResolver
Parses attributes into PositionInfo.
parsePriceIndex(XmlElement) - Method in class com.opengamma.strata.loader.fpml.FpmlDocument
Converts an FpML 'FloatingRateIndex.model' to a PriceIndex.
parsePutCall(String) - Static method in class com.opengamma.strata.loader.LoaderUtils
Parses put/call from the input string.
parseQuantity(CsvRow) - Static method in class com.opengamma.strata.loader.csv.CsvLoaderUtils
Parses the quantity.
parseRelativeDateOffsetDays(XmlElement) - Method in class com.opengamma.strata.loader.fpml.FpmlDocument
Converts an FpML 'RelativeDateOffset' to a DaysAdjustment.
parseRollConvention(String) - Static method in class com.opengamma.strata.loader.LoaderUtils
Parses roll convention from the input string.
parseSeasonalityDefinitions(CharSource) - Static method in class com.opengamma.strata.loader.csv.SeasonalityDefinitionCsvLoader
Parses the seasonality definition CSV file.
parseTenor(String) - Static method in class com.opengamma.strata.loader.LoaderUtils
Parses a tenor from the input string.
parseTime(XmlElement) - Method in class com.opengamma.strata.loader.fpml.FpmlDocument
Converts an FpML 'hourMinuteTime' to a LocalTime.
parseTime(String) - Static method in class com.opengamma.strata.loader.LoaderUtils
Parses time from the input string.
parseToken(String) - Static method in enum com.opengamma.strata.report.framework.expression.ValueRootType
Parses a string into the corresponding root type.
parseTrade(FpmlDocument, XmlElement) - Method in interface com.opengamma.strata.loader.fpml.FpmlParserPlugin
Parses a single FpML format trade.
parseTrade(FpmlDocument, LocalDate, ListMultimap<String, StandardId>) - Method in interface com.opengamma.strata.loader.fpml.FpmlTradeInfoParserPlugin
Parses trade information from the FpML document.
parseTradeInfo(CsvRow, TradeInfoBuilder) - Method in interface com.opengamma.strata.loader.csv.TradeCsvInfoResolver
Parses attributes into TradeInfo.
parseTradeInfo(XmlElement) - Method in class com.opengamma.strata.loader.fpml.FpmlDocument
Parses the trade header element.
parseTrades(ByteSource) - Method in class com.opengamma.strata.loader.fpml.FpmlDocumentParser
Parses FpML from the specified source, extracting the trades.
parseTrades(XmlElement, Map<String, XmlElement>) - Method in class com.opengamma.strata.loader.fpml.FpmlDocumentParser
Parses the FpML document extracting the trades.
parseWithSeasonality(CharSource, CharSource, CharSource, Collection<CharSource>) - Static method in class com.opengamma.strata.loader.csv.RatesCalibrationCsvLoader
Parses one or more CSV format curve calibration files with seasonality.
parseYearMonth(String) - Static method in class com.opengamma.strata.loader.LoaderUtils
Parses a year-month from the input string.
parSpread(ResolvedBondFutureTrade, LegalEntityDiscountingMarketDataLookup, ScenarioMarketData) - Method in class com.opengamma.strata.measure.bond.BondFutureTradeCalculations
Calculates par spread across one or more scenarios.
parSpread(ResolvedBondFutureTrade, LegalEntityDiscountingProvider) - Method in class com.opengamma.strata.measure.bond.BondFutureTradeCalculations
Calculates par spread for a single set of market data.
parSpread(ResolvedTermDepositTrade, RatesMarketDataLookup, ScenarioMarketData) - Method in class com.opengamma.strata.measure.deposit.TermDepositTradeCalculations
Calculates par spread across one or more scenarios.
parSpread(ResolvedTermDepositTrade, RatesProvider) - Method in class com.opengamma.strata.measure.deposit.TermDepositTradeCalculations
Calculates par spread for a single set of market data.
parSpread(ResolvedFraTrade, RatesMarketDataLookup, ScenarioMarketData) - Method in class com.opengamma.strata.measure.fra.FraTradeCalculations
Calculates par spread across one or more scenarios.
parSpread(ResolvedFraTrade, RatesProvider) - Method in class com.opengamma.strata.measure.fra.FraTradeCalculations
Calculates par spread for a single set of market data.
parSpread(ResolvedFxSingleTrade, RatesMarketDataLookup, ScenarioMarketData) - Method in class com.opengamma.strata.measure.fx.FxSingleTradeCalculations
Calculates par spread across one or more scenarios.
parSpread(ResolvedFxSingleTrade, RatesProvider) - Method in class com.opengamma.strata.measure.fx.FxSingleTradeCalculations
Calculates par spread for a single set of market data.
parSpread(ResolvedFxSwapTrade, RatesMarketDataLookup, ScenarioMarketData) - Method in class com.opengamma.strata.measure.fx.FxSwapTradeCalculations
Calculates par spread across one or more scenarios.
parSpread(ResolvedFxSwapTrade, RatesProvider) - Method in class com.opengamma.strata.measure.fx.FxSwapTradeCalculations
Calculates par spread for a single set of market data.
parSpread(ResolvedIborFutureTrade, RatesMarketDataLookup, ScenarioMarketData) - Method in class com.opengamma.strata.measure.index.IborFutureTradeCalculations
Calculates par spread across one or more scenarios.
parSpread(ResolvedIborFutureTrade, RatesProvider) - Method in class com.opengamma.strata.measure.index.IborFutureTradeCalculations
Calculates par spread for a single set of market data.
parSpread(ResolvedOvernightFutureTrade, RatesMarketDataLookup, ScenarioMarketData) - Method in class com.opengamma.strata.measure.index.OvernightFutureTradeCalculations
Calculates par spread across one or more scenarios.
parSpread(ResolvedOvernightFutureTrade, RatesProvider) - Method in class com.opengamma.strata.measure.index.OvernightFutureTradeCalculations
Calculates par spread for a single set of market data.
parSpread(ResolvedSwapTrade, RatesMarketDataLookup, ScenarioMarketData) - Method in class com.opengamma.strata.measure.swap.SwapTradeCalculations
Calculates par spread across one or more scenarios.
parSpread(ResolvedSwapTrade, RatesProvider) - Method in class com.opengamma.strata.measure.swap.SwapTradeCalculations
Calculates par spread for a single set of market data.
parSpread(ResolvedBondFutureTrade, LegalEntityDiscountingProvider, double) - Method in class com.opengamma.strata.pricer.bond.DiscountingBondFutureTradePricer
Calculates the par spread of the bond future trade.
parSpread(ResolvedCds, CreditRatesProvider, LocalDate, ReferenceData) - Method in class com.opengamma.strata.pricer.credit.IsdaCdsProductPricer
Calculates the par spread of the CDS product.
parSpread(ResolvedCdsTrade, CreditRatesProvider, ReferenceData) - Method in class com.opengamma.strata.pricer.credit.IsdaCdsTradePricer
Calculates the par spread of the underlying product.
parSpread(ResolvedCdsIndex, CreditRatesProvider, LocalDate, ReferenceData) - Method in class com.opengamma.strata.pricer.credit.IsdaHomogenousCdsIndexProductPricer
Calculates the par spread of the CDS index product.
parSpread(ResolvedCdsIndexTrade, CreditRatesProvider, ReferenceData) - Method in class com.opengamma.strata.pricer.credit.IsdaHomogenousCdsIndexTradePricer
Calculates the par spread of the underlying product.
parSpread(ResolvedIborFixingDeposit, RatesProvider) - Method in class com.opengamma.strata.pricer.deposit.DiscountingIborFixingDepositProductPricer
Calculates the spread to be added to the deposit rate to have a zero present value.
parSpread(ResolvedIborFixingDepositTrade, RatesProvider) - Method in class com.opengamma.strata.pricer.deposit.DiscountingIborFixingDepositTradePricer
Calculates the spread to be added to the deposit rate to have a zero present value.
parSpread(ResolvedTermDeposit, RatesProvider) - Method in class com.opengamma.strata.pricer.deposit.DiscountingTermDepositProductPricer
Calculates the spread to be added to the deposit rate to have a zero present value.
parSpread(ResolvedTermDepositTrade, RatesProvider) - Method in class com.opengamma.strata.pricer.deposit.DiscountingTermDepositTradePricer
Calculates the spread to be added to the deposit rate to have a zero present value.
parSpread(ResolvedFra, RatesProvider) - Method in class com.opengamma.strata.pricer.fra.DiscountingFraProductPricer
Calculates the par spread of the FRA product.
parSpread(ResolvedFraTrade, RatesProvider) - Method in class com.opengamma.strata.pricer.fra.DiscountingFraTradePricer
Calculates the par spread of the FRA trade.
parSpread(ResolvedFxSingle, RatesProvider) - Method in class com.opengamma.strata.pricer.fx.DiscountingFxSingleProductPricer
Calculates the par spread.
parSpread(ResolvedFxSingleTrade, RatesProvider) - Method in class com.opengamma.strata.pricer.fx.DiscountingFxSingleTradePricer
Calculates the par spread.
parSpread(ResolvedFxSwap, RatesProvider) - Method in class com.opengamma.strata.pricer.fx.DiscountingFxSwapProductPricer
Calculates the par spread.
parSpread(ResolvedFxSwapTrade, RatesProvider) - Method in class com.opengamma.strata.pricer.fx.DiscountingFxSwapTradePricer
Calculates the par spread.
parSpread(ResolvedIborFutureTrade, RatesProvider, double) - Method in class com.opengamma.strata.pricer.index.DiscountingIborFutureTradePricer
Calculates the par spread of the Ibor future trade.
parSpread(ResolvedOvernightFutureTrade, RatesProvider, double) - Method in class com.opengamma.strata.pricer.index.DiscountingOvernightFutureTradePricer
Calculates the par spread of the Overnight rate future trade.
parSpread(ResolvedIborFutureTrade, RatesProvider, HullWhiteOneFactorPiecewiseConstantParametersProvider, double) - Method in class com.opengamma.strata.pricer.index.HullWhiteIborFutureTradePricer
Calculates the par spread of the Ibor future trade.
parSpread(ResolvedSwap, RatesProvider) - Method in class com.opengamma.strata.pricer.swap.DiscountingSwapProductPricer
Computes the par spread for swaps.
parSpread(ResolvedSwapTrade, RatesProvider) - Method in class com.opengamma.strata.pricer.swap.DiscountingSwapTradePricer
Calculates the par spread of the swap trade.
parSpreadSensitivity(ResolvedBondFutureTrade, LegalEntityDiscountingProvider) - Method in class com.opengamma.strata.pricer.bond.DiscountingBondFutureTradePricer
Calculates the par spread sensitivity of the bond future trade.
parSpreadSensitivity(ResolvedCds, CreditRatesProvider, LocalDate, ReferenceData) - Method in class com.opengamma.strata.pricer.credit.IsdaCdsProductPricer
Calculates the par spread sensitivity of the product.
parSpreadSensitivity(ResolvedCdsTrade, CreditRatesProvider, ReferenceData) - Method in class com.opengamma.strata.pricer.credit.IsdaCdsTradePricer
Calculates the par spread sensitivity of the underling product.
parSpreadSensitivity(ResolvedCdsIndex, CreditRatesProvider, LocalDate, ReferenceData) - Method in class com.opengamma.strata.pricer.credit.IsdaHomogenousCdsIndexProductPricer
Calculates the par spread sensitivity of the product.
parSpreadSensitivity(ResolvedCdsIndexTrade, CreditRatesProvider, ReferenceData) - Method in class com.opengamma.strata.pricer.credit.IsdaHomogenousCdsIndexTradePricer
Calculates the par spread sensitivity of the underling product.
parSpreadSensitivity(ResolvedIborFixingDeposit, RatesProvider) - Method in class com.opengamma.strata.pricer.deposit.DiscountingIborFixingDepositProductPricer
Calculates the par spread curve sensitivity.
parSpreadSensitivity(ResolvedIborFixingDepositTrade, RatesProvider) - Method in class com.opengamma.strata.pricer.deposit.DiscountingIborFixingDepositTradePricer
Calculates the par spread curve sensitivity.
parSpreadSensitivity(ResolvedTermDeposit, RatesProvider) - Method in class com.opengamma.strata.pricer.deposit.DiscountingTermDepositProductPricer
Calculates the par spread curve sensitivity.
parSpreadSensitivity(ResolvedTermDepositTrade, RatesProvider) - Method in class com.opengamma.strata.pricer.deposit.DiscountingTermDepositTradePricer
Calculates the par spread curve sensitivity.
parSpreadSensitivity(ResolvedFra, RatesProvider) - Method in class com.opengamma.strata.pricer.fra.DiscountingFraProductPricer
Calculates the par spread curve sensitivity of the FRA product.
parSpreadSensitivity(ResolvedFraTrade, RatesProvider) - Method in class com.opengamma.strata.pricer.fra.DiscountingFraTradePricer
Calculates the par spread curve sensitivity of the FRA trade.
parSpreadSensitivity(ResolvedFxSwap, RatesProvider) - Method in class com.opengamma.strata.pricer.fx.DiscountingFxSwapProductPricer
Calculates the par spread sensitivity to the curves.
parSpreadSensitivity(ResolvedFxSwapTrade, RatesProvider) - Method in class com.opengamma.strata.pricer.fx.DiscountingFxSwapTradePricer
Calculates the par spread sensitivity to the curves.
parSpreadSensitivity(ResolvedIborFutureTrade, RatesProvider) - Method in class com.opengamma.strata.pricer.index.DiscountingIborFutureTradePricer
Calculates the par spread sensitivity of the Ibor future trade.
parSpreadSensitivity(ResolvedOvernightFutureTrade, RatesProvider) - Method in class com.opengamma.strata.pricer.index.DiscountingOvernightFutureTradePricer
Calculates the par spread sensitivity of the Overnight rate future trade.
parSpreadSensitivity(ResolvedSwap, RatesProvider) - Method in class com.opengamma.strata.pricer.swap.DiscountingSwapProductPricer
Calculates the par spread curve sensitivity for a swap.
parSpreadSensitivity(ResolvedSwapTrade, RatesProvider) - Method in class com.opengamma.strata.pricer.swap.DiscountingSwapTradePricer
Calculates the par spread curve sensitivity of the swap trade.
parSpreadSensitivityRates(ResolvedIborFutureTrade, RatesProvider, HullWhiteOneFactorPiecewiseConstantParametersProvider) - Method in class com.opengamma.strata.pricer.index.HullWhiteIborFutureTradePricer
Calculates the par spread sensitivity of the Ibor future trade.
parSpreadSensitivityWithZSpread(ResolvedBondFutureTrade, LegalEntityDiscountingProvider, double, CompoundedRateType, int) - Method in class com.opengamma.strata.pricer.bond.DiscountingBondFutureTradePricer
Calculates the par spread sensitivity of the bond future trade with z-spread.
parSpreadWithZSpread(ResolvedBondFutureTrade, LegalEntityDiscountingProvider, double, double, CompoundedRateType, int) - Method in class com.opengamma.strata.pricer.bond.DiscountingBondFutureTradePricer
Calculates the par spread of the bond future trade with z-spread.
partition(ObjDoublePredicate<LocalDate>) - Method in interface com.opengamma.strata.collect.timeseries.LocalDateDoubleTimeSeries
Partition the time-series into a pair of distinct series using a predicate.
partitionByValue(DoublePredicate) - Method in interface com.opengamma.strata.collect.timeseries.LocalDateDoubleTimeSeries
Partition the time-series into a pair of distinct series using a predicate.
PAY_OFF_RATE - Static variable in class com.opengamma.strata.market.explain.ExplainKey
The pay-off rate, which includes adjustments like weighting, spread and gearing.
PAY_RECEIVE - Static variable in class com.opengamma.strata.market.explain.ExplainKey
Whether the entry is being paid or received.
payLeg() - Method in class com.opengamma.strata.product.capfloor.IborCapFloor.Meta
The meta-property for the payLeg property.
payLeg() - Method in class com.opengamma.strata.product.capfloor.ResolvedIborCapFloor.Meta
The meta-property for the payLeg property.
payLeg() - Method in class com.opengamma.strata.product.cms.Cms.Meta
The meta-property for the payLeg property.
payLeg() - Method in class com.opengamma.strata.product.cms.ResolvedCms.Meta
The meta-property for the payLeg property.
Payment - Class in com.opengamma.strata.basics.currency
A single payment of a known amount on a specific date.
payment(Payment) - Method in class com.opengamma.strata.product.bond.KnownAmountBondPaymentPeriod.Builder
Sets the payment.
payment() - Method in class com.opengamma.strata.product.bond.KnownAmountBondPaymentPeriod.Meta
The meta-property for the payment property.
payment(Payment) - Method in class com.opengamma.strata.product.payment.ResolvedBulletPayment.Builder
Sets the payment to be made.
payment() - Method in class com.opengamma.strata.product.payment.ResolvedBulletPayment.Meta
The meta-property for the payment property.
payment(Payment) - Method in class com.opengamma.strata.product.swap.KnownAmountNotionalSwapPaymentPeriod.Builder
Sets the payment.
payment() - Method in class com.opengamma.strata.product.swap.KnownAmountNotionalSwapPaymentPeriod.Meta
The meta-property for the payment property.
payment(Payment) - Method in class com.opengamma.strata.product.swap.KnownAmountSwapPaymentPeriod.Builder
Sets the payment.
payment() - Method in class com.opengamma.strata.product.swap.KnownAmountSwapPaymentPeriod.Meta
The meta-property for the payment property.
payment() - Method in class com.opengamma.strata.product.swap.NotionalExchange.Meta
The meta-property for the payment property.
Payment.Builder - Class in com.opengamma.strata.basics.currency
The bean-builder for Payment.
Payment.Meta - Class in com.opengamma.strata.basics.currency
The meta-bean for Payment.
PAYMENT_CURRENCY - Static variable in class com.opengamma.strata.market.explain.ExplainKey
The currency of the payment.
PAYMENT_DATE - Static variable in class com.opengamma.strata.market.explain.ExplainKey
The payment date, adjusted to be a valid business day if necessary.
PAYMENT_EVENTS - Static variable in class com.opengamma.strata.market.explain.ExplainKey
The list of payment events.
PAYMENT_PERIODS - Static variable in class com.opengamma.strata.market.explain.ExplainKey
The list of payment periods.
paymentBusinessDayAdjustment(BusinessDayAdjustment) - Method in class com.opengamma.strata.product.swap.RatePeriodSwapLeg.Builder
Sets the business day date adjustment to be applied to each payment date, default is to apply no adjustment.
paymentBusinessDayAdjustment() - Method in class com.opengamma.strata.product.swap.RatePeriodSwapLeg.Meta
The meta-property for the paymentBusinessDayAdjustment property.
paymentDate() - Method in class com.opengamma.strata.market.amount.CashFlow.Meta
The meta-property for the paymentDate property.
paymentDate(LocalDate) - Method in class com.opengamma.strata.product.capfloor.IborCapletFloorletPeriod.Builder
Sets the date that payment occurs.
paymentDate() - Method in class com.opengamma.strata.product.capfloor.IborCapletFloorletPeriod.Meta
The meta-property for the paymentDate property.
paymentDate(LocalDate) - Method in class com.opengamma.strata.product.cms.CmsPeriod.Builder
Sets the date that payment occurs.
paymentDate() - Method in class com.opengamma.strata.product.cms.CmsPeriod.Meta
The meta-property for the paymentDate property.
paymentDate(LocalDate) - Method in class com.opengamma.strata.product.credit.CreditCouponPaymentPeriod.Builder
Sets the payment date.
paymentDate() - Method in class com.opengamma.strata.product.credit.CreditCouponPaymentPeriod.Meta
The meta-property for the paymentDate property.
paymentDate(AdjustableDate) - Method in class com.opengamma.strata.product.fra.Fra.Builder
Sets the payment date.
paymentDate() - Method in class com.opengamma.strata.product.fra.Fra.Meta
The meta-property for the paymentDate property.
paymentDate(LocalDate) - Method in class com.opengamma.strata.product.fra.ResolvedFra.Builder
Sets the date that payment occurs.
paymentDate() - Method in class com.opengamma.strata.product.fra.ResolvedFra.Meta
The meta-property for the paymentDate property.
paymentDate(LocalDate) - Method in class com.opengamma.strata.product.fx.FxNdf.Builder
Sets the date that the forward settles.
paymentDate() - Method in class com.opengamma.strata.product.fx.FxNdf.Meta
The meta-property for the paymentDate property.
paymentDate(LocalDate) - Method in class com.opengamma.strata.product.fx.ResolvedFxNdf.Builder
Sets the date that the forward settles.
paymentDate() - Method in class com.opengamma.strata.product.fx.ResolvedFxNdf.Meta
The meta-property for the paymentDate property.
paymentDate() - Method in class com.opengamma.strata.product.swap.FxResetNotionalExchange.Meta
The meta-property for the paymentDate property.
paymentDate(LocalDate) - Method in class com.opengamma.strata.product.swap.RatePaymentPeriod.Builder
Sets the date that payment occurs.
paymentDate() - Method in class com.opengamma.strata.product.swap.RatePaymentPeriod.Meta
The meta-property for the paymentDate property.
paymentDateAdjustment() - Method in class com.opengamma.strata.product.fx.FxSingle.Meta
The meta-property for the paymentDateAdjustment property.
paymentDateOffset(DaysAdjustment) - Method in class com.opengamma.strata.product.capfloor.IborCapFloorLeg.Builder
Sets the offset of payment from the base calculation period date, defaulted to 'None'.
paymentDateOffset() - Method in class com.opengamma.strata.product.capfloor.IborCapFloorLeg.Meta
The meta-property for the paymentDateOffset property.
paymentDateOffset(DaysAdjustment) - Method in class com.opengamma.strata.product.cms.CmsLeg.Builder
Sets the offset of payment from the base calculation period date.
paymentDateOffset() - Method in class com.opengamma.strata.product.cms.CmsLeg.Meta
The meta-property for the paymentDateOffset property.
paymentDateOffset(DaysAdjustment) - Method in class com.opengamma.strata.product.fra.type.ImmutableFraConvention.Builder
Sets the offset of the payment date from the start date, optional with defaulting getter.
paymentDateOffset() - Method in class com.opengamma.strata.product.fra.type.ImmutableFraConvention.Meta
The meta-property for the paymentDateOffset property.
paymentDateOffset(DaysAdjustment) - Method in class com.opengamma.strata.product.swap.PaymentSchedule.Builder
Sets the offset of payment from the base calculation period date.
paymentDateOffset() - Method in class com.opengamma.strata.product.swap.PaymentSchedule.Meta
The meta-property for the paymentDateOffset property.
paymentDateOffset(DaysAdjustment) - Method in class com.opengamma.strata.product.swap.type.FixedRateSwapLegConvention.Builder
Sets the offset of payment from the base date, optional with defaulting getter.
paymentDateOffset() - Method in class com.opengamma.strata.product.swap.type.FixedRateSwapLegConvention.Meta
The meta-property for the paymentDateOffset property.
paymentDateOffset(DaysAdjustment) - Method in class com.opengamma.strata.product.swap.type.IborRateSwapLegConvention.Builder
Sets the offset of payment from the base date, optional with defaulting getter.
paymentDateOffset() - Method in class com.opengamma.strata.product.swap.type.IborRateSwapLegConvention.Meta
The meta-property for the paymentDateOffset property.
paymentDateOffset(DaysAdjustment) - Method in class com.opengamma.strata.product.swap.type.InflationRateSwapLegConvention.Builder
Sets the offset of payment from the base date, optional with defaulting getter.
paymentDateOffset() - Method in class com.opengamma.strata.product.swap.type.InflationRateSwapLegConvention.Meta
The meta-property for the paymentDateOffset property.
paymentDateOffset(DaysAdjustment) - Method in class com.opengamma.strata.product.swap.type.OvernightRateSwapLegConvention.Builder
Sets the offset of payment from the base date, optional with defaulting getter.
paymentDateOffset() - Method in class com.opengamma.strata.product.swap.type.OvernightRateSwapLegConvention.Meta
The meta-property for the paymentDateOffset property.
paymentEvents(List<SwapPaymentEvent>) - Method in class com.opengamma.strata.product.swap.RatePeriodSwapLeg.Builder
Sets the additional payment events that are associated with the swap leg.
paymentEvents(SwapPaymentEvent...) - Method in class com.opengamma.strata.product.swap.RatePeriodSwapLeg.Builder
Sets the paymentEvents property in the builder from an array of objects.
paymentEvents() - Method in class com.opengamma.strata.product.swap.RatePeriodSwapLeg.Meta
The meta-property for the paymentEvents property.
paymentEvents(List<? extends SwapPaymentEvent>) - Method in class com.opengamma.strata.product.swap.ResolvedSwapLeg.Builder
Sets the payment events that are associated with the swap leg.
paymentEvents(SwapPaymentEvent...) - Method in class com.opengamma.strata.product.swap.ResolvedSwapLeg.Builder
Sets the paymentEvents property in the builder from an array of objects.
paymentEvents() - Method in class com.opengamma.strata.product.swap.ResolvedSwapLeg.Meta
The meta-property for the paymentEvents property.
paymentFrequency(Frequency) - Method in class com.opengamma.strata.market.curve.SwapIsdaCreditCurveNode.Builder
Sets the periodic frequency of payments, optional with defaulting getter.
paymentFrequency() - Method in class com.opengamma.strata.market.curve.SwapIsdaCreditCurveNode.Meta
The meta-property for the paymentFrequency property.
paymentFrequency(Frequency) - Method in class com.opengamma.strata.product.credit.type.ImmutableCdsConvention.Builder
Sets the periodic frequency of payments.
paymentFrequency() - Method in class com.opengamma.strata.product.credit.type.ImmutableCdsConvention.Meta
The meta-property for the paymentFrequency property.
paymentFrequency(Frequency) - Method in class com.opengamma.strata.product.swap.PaymentSchedule.Builder
Sets the periodic frequency of payments.
paymentFrequency() - Method in class com.opengamma.strata.product.swap.PaymentSchedule.Meta
The meta-property for the paymentFrequency property.
paymentFrequency(Frequency) - Method in class com.opengamma.strata.product.swap.type.FixedRateSwapLegConvention.Builder
Sets the periodic frequency of payments, optional with defaulting getter.
paymentFrequency() - Method in class com.opengamma.strata.product.swap.type.FixedRateSwapLegConvention.Meta
The meta-property for the paymentFrequency property.
paymentFrequency(Frequency) - Method in class com.opengamma.strata.product.swap.type.IborRateSwapLegConvention.Builder
Sets the periodic frequency of payments, optional with defaulting getter.
paymentFrequency() - Method in class com.opengamma.strata.product.swap.type.IborRateSwapLegConvention.Meta
The meta-property for the paymentFrequency property.
paymentFrequency(Frequency) - Method in class com.opengamma.strata.product.swap.type.OvernightRateSwapLegConvention.Builder
Sets the periodic frequency of payments, optional with defaulting getter.
paymentFrequency() - Method in class com.opengamma.strata.product.swap.type.OvernightRateSwapLegConvention.Meta
The meta-property for the paymentFrequency property.
paymentOnDefault(PaymentOnDefault) - Method in class com.opengamma.strata.product.credit.Cds.Builder
Sets the payment on default.
paymentOnDefault() - Method in class com.opengamma.strata.product.credit.Cds.Meta
The meta-property for the paymentOnDefault property.
paymentOnDefault(PaymentOnDefault) - Method in class com.opengamma.strata.product.credit.CdsIndex.Builder
Sets the payment on default.
paymentOnDefault() - Method in class com.opengamma.strata.product.credit.CdsIndex.Meta
The meta-property for the paymentOnDefault property.
PaymentOnDefault - Enum in com.opengamma.strata.product.credit
The payment on default.
paymentOnDefault(PaymentOnDefault) - Method in class com.opengamma.strata.product.credit.ResolvedCds.Builder
Sets the payment on default.
paymentOnDefault() - Method in class com.opengamma.strata.product.credit.ResolvedCds.Meta
The meta-property for the paymentOnDefault property.
paymentOnDefault(PaymentOnDefault) - Method in class com.opengamma.strata.product.credit.ResolvedCdsIndex.Builder
Sets the payment on default.
paymentOnDefault() - Method in class com.opengamma.strata.product.credit.ResolvedCdsIndex.Meta
The meta-property for the paymentOnDefault property.
paymentOnDefault(PaymentOnDefault) - Method in class com.opengamma.strata.product.credit.type.ImmutableCdsConvention.Builder
Sets the payment on default.
paymentOnDefault() - Method in class com.opengamma.strata.product.credit.type.ImmutableCdsConvention.Meta
The meta-property for the paymentOnDefault property.
paymentPeriods(List<CreditCouponPaymentPeriod>) - Method in class com.opengamma.strata.product.credit.ResolvedCds.Builder
Sets the periodic payments based on the fixed rate.
paymentPeriods(CreditCouponPaymentPeriod...) - Method in class com.opengamma.strata.product.credit.ResolvedCds.Builder
Sets the paymentPeriods property in the builder from an array of objects.
paymentPeriods() - Method in class com.opengamma.strata.product.credit.ResolvedCds.Meta
The meta-property for the paymentPeriods property.
paymentPeriods(List<CreditCouponPaymentPeriod>) - Method in class com.opengamma.strata.product.credit.ResolvedCdsIndex.Builder
Sets the periodic payments based on the fixed rate.
paymentPeriods(CreditCouponPaymentPeriod...) - Method in class com.opengamma.strata.product.credit.ResolvedCdsIndex.Builder
Sets the paymentPeriods property in the builder from an array of objects.
paymentPeriods() - Method in class com.opengamma.strata.product.credit.ResolvedCdsIndex.Meta
The meta-property for the paymentPeriods property.
paymentPeriods(List<RatePaymentPeriod>) - Method in class com.opengamma.strata.product.swap.RatePeriodSwapLeg.Builder
Sets the payment periods that combine to form the swap leg.
paymentPeriods(RatePaymentPeriod...) - Method in class com.opengamma.strata.product.swap.RatePeriodSwapLeg.Builder
Sets the paymentPeriods property in the builder from an array of objects.
paymentPeriods() - Method in class com.opengamma.strata.product.swap.RatePeriodSwapLeg.Meta
The meta-property for the paymentPeriods property.
paymentPeriods(List<? extends SwapPaymentPeriod>) - Method in class com.opengamma.strata.product.swap.ResolvedSwapLeg.Builder
Sets the payment periods that combine to form the swap leg.
paymentPeriods(SwapPaymentPeriod...) - Method in class com.opengamma.strata.product.swap.ResolvedSwapLeg.Builder
Sets the paymentPeriods property in the builder from an array of objects.
paymentPeriods() - Method in class com.opengamma.strata.product.swap.ResolvedSwapLeg.Meta
The meta-property for the paymentPeriods property.
PaymentRelativeTo - Enum in com.opengamma.strata.product.swap
The base date that each payment is made relative to.
paymentRelativeTo(PaymentRelativeTo) - Method in class com.opengamma.strata.product.swap.PaymentSchedule.Builder
Sets the base date that each payment is made relative to, defaulted to 'PeriodEnd'.
paymentRelativeTo() - Method in class com.opengamma.strata.product.swap.PaymentSchedule.Meta
The meta-property for the paymentRelativeTo property.
paymentSchedule(PeriodicSchedule) - Method in class com.opengamma.strata.product.capfloor.IborCapFloorLeg.Builder
Sets the periodic payment schedule.
paymentSchedule() - Method in class com.opengamma.strata.product.capfloor.IborCapFloorLeg.Meta
The meta-property for the paymentSchedule property.
paymentSchedule(PeriodicSchedule) - Method in class com.opengamma.strata.product.cms.CmsLeg.Builder
Sets the periodic payment schedule.
paymentSchedule() - Method in class com.opengamma.strata.product.cms.CmsLeg.Meta
The meta-property for the paymentSchedule property.
paymentSchedule(PeriodicSchedule) - Method in class com.opengamma.strata.product.credit.Cds.Builder
Sets the payment schedule.
paymentSchedule() - Method in class com.opengamma.strata.product.credit.Cds.Meta
The meta-property for the paymentSchedule property.
paymentSchedule(PeriodicSchedule) - Method in class com.opengamma.strata.product.credit.CdsIndex.Builder
Sets the payment schedule.
paymentSchedule() - Method in class com.opengamma.strata.product.credit.CdsIndex.Meta
The meta-property for the paymentSchedule property.
paymentSchedule(PaymentSchedule) - Method in class com.opengamma.strata.product.swap.KnownAmountSwapLeg.Builder
Sets the payment period schedule.
paymentSchedule() - Method in class com.opengamma.strata.product.swap.KnownAmountSwapLeg.Meta
The meta-property for the paymentSchedule property.
PaymentSchedule - Class in com.opengamma.strata.product.swap
Defines the schedule of payment dates relative to the accrual periods.
paymentSchedule(PaymentSchedule) - Method in class com.opengamma.strata.product.swap.RateCalculationSwapLeg.Builder
Sets the payment schedule.
paymentSchedule() - Method in class com.opengamma.strata.product.swap.RateCalculationSwapLeg.Meta
The meta-property for the paymentSchedule property.
PaymentSchedule.Builder - Class in com.opengamma.strata.product.swap
The bean-builder for PaymentSchedule.
PaymentSchedule.Meta - Class in com.opengamma.strata.product.swap
The meta-bean for PaymentSchedule.
payReceive(PayReceive) - Method in class com.opengamma.strata.market.amount.SwapLegAmount.Builder
Sets whether the leg is pay or receive.
payReceive() - Method in class com.opengamma.strata.market.amount.SwapLegAmount.Meta
The meta-property for the payReceive property.
payReceive(PayReceive) - Method in class com.opengamma.strata.product.capfloor.IborCapFloorLeg.Builder
Sets whether the leg is pay or receive.
payReceive() - Method in class com.opengamma.strata.product.capfloor.IborCapFloorLeg.Meta
The meta-property for the payReceive property.
payReceive(PayReceive) - Method in class com.opengamma.strata.product.capfloor.ResolvedIborCapFloorLeg.Builder
Sets whether the leg is pay or receive.
payReceive() - Method in class com.opengamma.strata.product.capfloor.ResolvedIborCapFloorLeg.Meta
The meta-property for the payReceive property.
payReceive(PayReceive) - Method in class com.opengamma.strata.product.cms.CmsLeg.Builder
Sets whether the leg is pay or receive.
payReceive() - Method in class com.opengamma.strata.product.cms.CmsLeg.Meta
The meta-property for the payReceive property.
payReceive(PayReceive) - Method in class com.opengamma.strata.product.cms.ResolvedCmsLeg.Builder
Sets whether the leg is pay or receive.
payReceive() - Method in class com.opengamma.strata.product.cms.ResolvedCmsLeg.Meta
The meta-property for the payReceive property.
PayReceive - Enum in com.opengamma.strata.product.common
Flag indicating whether a financial instrument is "pay" or "receive".
payReceive(PayReceive) - Static method in class com.opengamma.strata.product.common.SummarizerUtils
Converts pay/receive to a string.
payReceive(PayReceive) - Method in class com.opengamma.strata.product.payment.BulletPayment.Builder
Sets whether the payment is to be paid or received.
payReceive() - Method in class com.opengamma.strata.product.payment.BulletPayment.Meta
The meta-property for the payReceive property.
payReceive(PayReceive) - Method in class com.opengamma.strata.product.swap.KnownAmountSwapLeg.Builder
Sets whether the leg is pay or receive.
payReceive() - Method in class com.opengamma.strata.product.swap.KnownAmountSwapLeg.Meta
The meta-property for the payReceive property.
payReceive(PayReceive) - Method in class com.opengamma.strata.product.swap.RateCalculationSwapLeg.Builder
Sets whether the leg is pay or receive.
payReceive() - Method in class com.opengamma.strata.product.swap.RateCalculationSwapLeg.Meta
The meta-property for the payReceive property.
payReceive(PayReceive) - Method in class com.opengamma.strata.product.swap.RatePeriodSwapLeg.Builder
Sets whether the leg is pay or receive.
payReceive() - Method in class com.opengamma.strata.product.swap.RatePeriodSwapLeg.Meta
The meta-property for the payReceive property.
payReceive(PayReceive) - Method in class com.opengamma.strata.product.swap.ResolvedSwapLeg.Builder
Sets whether the leg is pay or receive.
payReceive() - Method in class com.opengamma.strata.product.swap.ResolvedSwapLeg.Meta
The meta-property for the payReceive property.
PCHIP - Static variable in class com.opengamma.strata.market.curve.interpolator.CurveInterpolators
Piecewise cubic Hermite interpolator with monotonicity.
peek() - Method in class com.opengamma.strata.collect.io.CsvIterator
Peeks the next row from the CSV file without changing the iteration position.
peek(Consumer<? super Map.Entry<K, V>>) - Method in class com.opengamma.strata.collect.MapStream
 
PEN - Static variable in class com.opengamma.strata.basics.currency.Currency
The currency 'PEN' - Peruvian Nuevo Sol.
percent(double) - Static method in class com.opengamma.strata.product.common.SummarizerUtils
Converts a value to a percentage string.
period(Period) - Method in class com.opengamma.strata.basics.date.PeriodAdjustment.Builder
Sets the period to be added.
period() - Method in class com.opengamma.strata.basics.date.PeriodAdjustment.Meta
The meta-property for the period property.
period() - Method in class com.opengamma.strata.pricer.common.GenericVolatilitySurfacePeriodParameterMetadata.Meta
The meta-property for the period property.
PeriodAdditionConvention - Interface in com.opengamma.strata.basics.date
A convention defining how a period is added to a date.
PeriodAdditionConventions - Class in com.opengamma.strata.basics.date
Constants and implementations for standard period addition conventions.
PeriodAdjustment - Class in com.opengamma.strata.basics.date
An adjustment that alters a date by adding a period of calendar days, months and years.
PeriodAdjustment.Builder - Class in com.opengamma.strata.basics.date
The bean-builder for PeriodAdjustment.
PeriodAdjustment.Meta - Class in com.opengamma.strata.basics.date
The meta-bean for PeriodAdjustment.
periodicPayments(List<CapitalIndexedBondPaymentPeriod>) - Method in class com.opengamma.strata.product.bond.ResolvedCapitalIndexedBond.Builder
Sets the periodic payments of the product.
periodicPayments(CapitalIndexedBondPaymentPeriod...) - Method in class com.opengamma.strata.product.bond.ResolvedCapitalIndexedBond.Builder
Sets the periodicPayments property in the builder from an array of objects.
periodicPayments() - Method in class com.opengamma.strata.product.bond.ResolvedCapitalIndexedBond.Meta
The meta-property for the periodicPayments property.
periodicPayments(List<FixedCouponBondPaymentPeriod>) - Method in class com.opengamma.strata.product.bond.ResolvedFixedCouponBond.Builder
Sets the periodic payments of the product.
periodicPayments(FixedCouponBondPaymentPeriod...) - Method in class com.opengamma.strata.product.bond.ResolvedFixedCouponBond.Builder
Sets the periodicPayments property in the builder from an array of objects.
periodicPayments() - Method in class com.opengamma.strata.product.bond.ResolvedFixedCouponBond.Meta
The meta-property for the periodicPayments property.
PeriodicSchedule - Class in com.opengamma.strata.basics.schedule
Definition of a periodic schedule.
PeriodicSchedule.Builder - Class in com.opengamma.strata.basics.schedule
The bean-builder for PeriodicSchedule.
PeriodicSchedule.Meta - Class in com.opengamma.strata.basics.schedule
The meta-bean for PeriodicSchedule.
periodIndex(Integer) - Method in class com.opengamma.strata.basics.value.ValueStep.Builder
Sets the index of the schedule period boundary at which the change occurs.
periodIndex() - Method in class com.opengamma.strata.basics.value.ValueStep.Meta
The meta-property for the periodIndex property.
periodRate(OvernightIndexObservation, LocalDate) - Method in class com.opengamma.strata.pricer.rate.DiscountOvernightIndexRates
 
periodRate(OvernightIndexObservation, LocalDate) - Method in interface com.opengamma.strata.pricer.rate.OvernightIndexRates
Gets the historic or forward rate at the specified fixing period.
periodRatePointSensitivity(OvernightIndexObservation, LocalDate) - Method in class com.opengamma.strata.pricer.rate.DiscountOvernightIndexRates
 
periodRatePointSensitivity(OvernightIndexObservation, LocalDate) - Method in interface com.opengamma.strata.pricer.rate.OvernightIndexRates
Calculates the point sensitivity of the historic or forward rate at the specified fixing period.
periods(List<SchedulePeriod>) - Method in class com.opengamma.strata.basics.schedule.Schedule.Builder
Sets the schedule periods.
periods(SchedulePeriod...) - Method in class com.opengamma.strata.basics.schedule.Schedule.Builder
Sets the periods property in the builder from an array of objects.
periods() - Method in class com.opengamma.strata.basics.schedule.Schedule.Meta
The meta-property for the periods property.
periodToEnd(Period) - Method in class com.opengamma.strata.product.fra.type.FraTemplate.Builder
Sets the period between the spot value date and the end date.
periodToEnd() - Method in class com.opengamma.strata.product.fra.type.FraTemplate.Meta
The meta-property for the periodToEnd property.
periodToFar(Period) - Method in class com.opengamma.strata.product.fx.type.FxSwapTemplate.Builder
Sets the period between the spot value date and the far date.
periodToFar() - Method in class com.opengamma.strata.product.fx.type.FxSwapTemplate.Meta
The meta-property for the periodToFar property.
periodToNear(Period) - Method in class com.opengamma.strata.product.fx.type.FxSwapTemplate.Builder
Sets the period between the spot value date and the near date.
periodToNear() - Method in class com.opengamma.strata.product.fx.type.FxSwapTemplate.Meta
The meta-property for the periodToNear property.
periodToStart(Period) - Method in class com.opengamma.strata.product.fra.type.FraTemplate.Builder
Sets the period between the spot value date and the start date.
periodToStart() - Method in class com.opengamma.strata.product.fra.type.FraTemplate.Meta
The meta-property for the periodToStart property.
periodToStart(Period) - Method in class com.opengamma.strata.product.swap.type.FixedIborSwapTemplate.Builder
Sets the period between the spot value date and the start date.
periodToStart() - Method in class com.opengamma.strata.product.swap.type.FixedIborSwapTemplate.Meta
The meta-property for the periodToStart property.
periodToStart(Period) - Method in class com.opengamma.strata.product.swap.type.FixedOvernightSwapTemplate.Builder
Sets the period between the spot value date and the start date.
periodToStart() - Method in class com.opengamma.strata.product.swap.type.FixedOvernightSwapTemplate.Meta
The meta-property for the periodToStart property.
periodToStart(Period) - Method in class com.opengamma.strata.product.swap.type.IborIborSwapTemplate.Builder
Sets the period between the spot value date and the start date.
periodToStart() - Method in class com.opengamma.strata.product.swap.type.IborIborSwapTemplate.Meta
The meta-property for the periodToStart property.
periodToStart(Period) - Method in class com.opengamma.strata.product.swap.type.OvernightIborSwapTemplate.Builder
Sets the period between the spot value date and the start date.
periodToStart() - Method in class com.opengamma.strata.product.swap.type.OvernightIborSwapTemplate.Meta
The meta-property for the periodToStart property.
periodToStart(Period) - Method in class com.opengamma.strata.product.swap.type.ThreeLegBasisSwapTemplate.Builder
Sets the period between the spot value date and the start date.
periodToStart() - Method in class com.opengamma.strata.product.swap.type.ThreeLegBasisSwapTemplate.Meta
The meta-property for the periodToStart property.
periodToStart(Period) - Method in class com.opengamma.strata.product.swap.type.XCcyIborIborSwapTemplate.Builder
Sets the period between the spot value date and the start date.
periodToStart() - Method in class com.opengamma.strata.product.swap.type.XCcyIborIborSwapTemplate.Meta
The meta-property for the periodToStart property.
perturbation(ScenarioPerturbation<T>) - Method in class com.opengamma.strata.calc.marketdata.PerturbationMapping.Builder
Sets perturbation that should be applied to market data as part of a scenario.
perturbation() - Method in class com.opengamma.strata.calc.marketdata.PerturbationMapping.Meta
The meta-property for the perturbation property.
PerturbationMapping<T> - Class in com.opengamma.strata.calc.marketdata
Contains a market data perturbation and a filter that decides what market data it applies to.
PerturbationMapping.Builder<T> - Class in com.opengamma.strata.calc.marketdata
The bean-builder for PerturbationMapping.
PerturbationMapping.Meta<T> - Class in com.opengamma.strata.calc.marketdata
The meta-bean for PerturbationMapping.
perturbParameter(int, double, ParameterMetadata) - Method in interface com.opengamma.strata.market.param.ParameterPerturbation
Applies a perturbation to a single parameter.
PHP - Static variable in class com.opengamma.strata.basics.currency.Currency
The currency 'PHP' - Philippine Peso.
PhysicalSwaptionSettlement - Class in com.opengamma.strata.product.swaption
Defines the settlement type and settlement method of swaptions.
PhysicalSwaptionSettlement.Meta - Class in com.opengamma.strata.product.swaption
The meta-bean for PhysicalSwaptionSettlement.
PKR - Static variable in class com.opengamma.strata.basics.currency.Currency
The currency 'PKR' - Pakistani Rupee.
PL - Static variable in class com.opengamma.strata.basics.location.Country
The currency 'PL' = Poland.
PLN - Static variable in class com.opengamma.strata.basics.currency.Currency
The currency 'PLN' - Polish Zloty.
PLN_POLONIA - Static variable in class com.opengamma.strata.basics.index.FloatingRateNames
Constant for PLN-POLONIA Overnight index.
PLN_POLONIA - Static variable in class com.opengamma.strata.basics.index.OvernightIndices
The PLONIA index for PLN.
PLN_WIBOR - Static variable in class com.opengamma.strata.basics.index.FloatingRateNames
Constant for PLN-WIBOR.
PLN_WIBOR_12M - Static variable in class com.opengamma.strata.basics.index.IborIndices
The 12 month WIBOR index.
PLN_WIBOR_1M - Static variable in class com.opengamma.strata.basics.index.IborIndices
The 1 month WIBOR index.
PLN_WIBOR_1W - Static variable in class com.opengamma.strata.basics.index.IborIndices
The 1 week WIBOR index.
PLN_WIBOR_3M - Static variable in class com.opengamma.strata.basics.index.IborIndices
The 3 month WIBOR index.
PLN_WIBOR_6M - Static variable in class com.opengamma.strata.basics.index.IborIndices
The 6 month WIBOR index.
plus(CurrencyAmount) - Method in class com.opengamma.strata.basics.currency.CurrencyAmount
Returns a copy of this CurrencyAmount with the specified amount added.
plus(double) - Method in class com.opengamma.strata.basics.currency.CurrencyAmount
Returns a copy of this CurrencyAmount with the specified amount added.
plus(CurrencyAmountArray) - Method in class com.opengamma.strata.basics.currency.CurrencyAmountArray
Returns a new array containing the values from this array added to the values in the other array.
plus(CurrencyAmount) - Method in class com.opengamma.strata.basics.currency.CurrencyAmountArray
Returns a new array containing the values from this array with the specified amount added.
plus(Currency, double) - Method in class com.opengamma.strata.basics.currency.MultiCurrencyAmount
Returns a copy of this MultiCurrencyAmount with the specified amount added.
plus(CurrencyAmount) - Method in class com.opengamma.strata.basics.currency.MultiCurrencyAmount
Returns a copy of this MultiCurrencyAmount with the specified amount added.
plus(MultiCurrencyAmount) - Method in class com.opengamma.strata.basics.currency.MultiCurrencyAmount
Returns a copy of this MultiCurrencyAmount with the specified amount added.
plus(MultiCurrencyAmountArray) - Method in class com.opengamma.strata.basics.currency.MultiCurrencyAmountArray
Returns a new array containing the values from this array added to the values in the other array.
plus(MultiCurrencyAmount) - Method in class com.opengamma.strata.basics.currency.MultiCurrencyAmountArray
Returns a new array containing the values from this array with the values from the amount added.
plus(double) - Method in class com.opengamma.strata.collect.array.DoubleArray
Returns an instance with the specified amount added to each value.
plus(DoubleArray) - Method in class com.opengamma.strata.collect.array.DoubleArray
Returns an instance where each element is the sum of the matching values in this array and the other array.
plus(DoubleMatrix) - Method in class com.opengamma.strata.collect.array.DoubleMatrix
Returns an instance where each element is the sum of the matching values in this array and the other matrix.
plus(int) - Method in class com.opengamma.strata.collect.array.IntArray
Returns an instance with the specified amount added to each value.
plus(IntArray) - Method in class com.opengamma.strata.collect.array.IntArray
Returns an instance where each element is the sum of the matching values in this array and the other array.
plus(CurrencyScenarioArray) - Method in class com.opengamma.strata.data.scenario.CurrencyScenarioArray
Returns a new array containing the values from this array added to the values in the other array.
plus(CurrencyAmount) - Method in class com.opengamma.strata.data.scenario.CurrencyScenarioArray
Returns a new array containing the values from this array with the specified amount added.
plus(DoubleArray) - Method in class com.opengamma.strata.market.param.CurrencyParameterSensitivity
Returns an instance with the specified sensitivity array added to the array in this instance.
plus(CurrencyParameterSensitivity) - Method in class com.opengamma.strata.market.param.CurrencyParameterSensitivity
Returns an instance with the specified sensitivity array added to the array in this instance.
plus(DoubleArray) - Method in class com.opengamma.strata.market.param.UnitParameterSensitivity
Returns an instance with the specified sensitivity array added to the array in this instance.
plus(UnitParameterSensitivity) - Method in class com.opengamma.strata.market.param.UnitParameterSensitivity
Returns an instance with the specified sensitivity array added to the array in this instance.
PLWA - Static variable in class com.opengamma.strata.basics.date.HolidayCalendarIds
An identifier for the holiday calendar of Warsaw, Poland, with code 'PLWA'.
PointSensitivities - Class in com.opengamma.strata.market.sensitivity
A collection of point sensitivities.
PointSensitivities.Meta - Class in com.opengamma.strata.market.sensitivity
The meta-bean for PointSensitivities.
PointSensitivity - Interface in com.opengamma.strata.market.sensitivity
Point sensitivity.
PointSensitivityBuilder - Interface in com.opengamma.strata.market.sensitivity
Builder used to create point sensitivities.
PointShifts - Class in com.opengamma.strata.market.param
A perturbation that applies different shifts to specific points in a parameterized data.
PointShifts.Meta - Class in com.opengamma.strata.market.param
The meta-bean for PointShifts.
PointShiftsBuilder - Class in com.opengamma.strata.market.param
Mutable builder for building instances of PointShifts.
pointsUpfront(ResolvedCdsTrade, CreditRatesProvider, ReferenceData) - Method in class com.opengamma.strata.pricer.credit.CdsMarketQuoteConverter
Computes the points upfront.
pointsUpFrontFromQuotedSpread(ResolvedCdsTrade, CdsQuote, CreditRatesProvider, ReferenceData) - Method in class com.opengamma.strata.pricer.credit.CdsMarketQuoteConverter
Converts quoted spread to points upfront.
poll(ScheduledExecutorService, Duration, Duration, Supplier<T>) - Static method in class com.opengamma.strata.collect.Guavate
Polls on a regular frequency until a result is found.
PortfolioItem - Interface in com.opengamma.strata.product
An item in a portfolio.
PortfolioItemInfo - Interface in com.opengamma.strata.product
Additional information about a portfolio item.
PortfolioItemSummary - Class in com.opengamma.strata.product
A summary of a portfolio item.
PortfolioItemSummary.Builder - Class in com.opengamma.strata.product
The bean-builder for PortfolioItemSummary.
portfolioItemType(PortfolioItemType) - Method in class com.opengamma.strata.product.PortfolioItemSummary.Builder
Sets the type of the item.
PortfolioItemType - Enum in com.opengamma.strata.product
The type of a portfolio item.
POSITION - Static variable in class com.opengamma.strata.measure.bond.BillTradeCalculationFunction
The position instance
POSITION - Static variable in class com.opengamma.strata.measure.bond.BondFutureOptionTradeCalculationFunction
The position instance
POSITION - Static variable in class com.opengamma.strata.measure.bond.BondFutureTradeCalculationFunction
The position instance
POSITION - Static variable in class com.opengamma.strata.measure.bond.CapitalIndexedBondTradeCalculationFunction
The position instance
POSITION - Static variable in class com.opengamma.strata.measure.bond.FixedCouponBondTradeCalculationFunction
The position instance
POSITION - Static variable in class com.opengamma.strata.measure.dsf.DsfTradeCalculationFunction
The position instance
POSITION - Static variable in class com.opengamma.strata.measure.index.IborFutureOptionTradeCalculationFunction
The position instance
POSITION - Static variable in class com.opengamma.strata.measure.index.IborFutureTradeCalculationFunction
The position instance
POSITION - Static variable in class com.opengamma.strata.measure.index.OvernightFutureTradeCalculationFunction
The position instance
Position - Interface in com.opengamma.strata.product
A position in a security.
PositionCsvInfoResolver - Interface in com.opengamma.strata.loader.csv
Resolves additional information when parsing position CSV files.
PositionCsvLoader - Class in com.opengamma.strata.loader.csv
Loads positions from CSV files.
PositionInfo - Class in com.opengamma.strata.product
Additional information about a position.
PositionInfo.Meta - Class in com.opengamma.strata.product
The meta-bean for PositionInfo.
PositionInfoBuilder - Class in com.opengamma.strata.product
Builder to create PositionInfo.
PositionTokenEvaluator - Class in com.opengamma.strata.report.framework.expression
Evaluates a token against a trade to produce another object.
PositionTokenEvaluator() - Constructor for class com.opengamma.strata.report.framework.expression.PositionTokenEvaluator
 
positive() - Method in class com.opengamma.strata.basics.currency.CurrencyAmount
Returns a copy of this CurrencyAmount with a positive amount.
PRECEDING - Static variable in class com.opengamma.strata.basics.date.BusinessDayConventions
The 'Preceding' convention which adjusts to the previous business day.
predicate(CheckedPredicate<T>) - Static method in class com.opengamma.strata.collect.Unchecked
Converts checked exceptions to unchecked based on the Predicate interface.
premium(AdjustablePayment) - Method in class com.opengamma.strata.product.capfloor.IborCapFloorTrade.Builder
Sets the optional premium of the product.
premium() - Method in class com.opengamma.strata.product.capfloor.IborCapFloorTrade.Meta
The meta-property for the premium property.
premium(Payment) - Method in class com.opengamma.strata.product.capfloor.ResolvedIborCapFloorTrade.Builder
Sets the optional premium of the product.
premium() - Method in class com.opengamma.strata.product.capfloor.ResolvedIborCapFloorTrade.Meta
The meta-property for the premium property.
premium(AdjustablePayment) - Method in class com.opengamma.strata.product.cms.CmsTrade.Builder
Sets the optional premium of the product.
premium() - Method in class com.opengamma.strata.product.cms.CmsTrade.Meta
The meta-property for the premium property.
premium(Payment) - Method in class com.opengamma.strata.product.cms.ResolvedCmsTrade.Builder
Sets the optional premium of the product.
premium() - Method in class com.opengamma.strata.product.cms.ResolvedCmsTrade.Meta
The meta-property for the premium property.
premium(AdjustablePayment) - Method in class com.opengamma.strata.product.fxopt.FxSingleBarrierOptionTrade.Builder
Sets the premium of the FX option.
premium() - Method in class com.opengamma.strata.product.fxopt.FxSingleBarrierOptionTrade.Meta
The meta-property for the premium property.
premium(AdjustablePayment) - Method in class com.opengamma.strata.product.fxopt.FxVanillaOptionTrade.Builder
Sets the premium of the FX option.
premium() - Method in class com.opengamma.strata.product.fxopt.FxVanillaOptionTrade.Meta
The meta-property for the premium property.
premium(Payment) - Method in class com.opengamma.strata.product.fxopt.ResolvedFxSingleBarrierOptionTrade.Builder
Sets the premium of the FX option.
premium() - Method in class com.opengamma.strata.product.fxopt.ResolvedFxSingleBarrierOptionTrade.Meta
The meta-property for the premium property.
premium(Payment) - Method in class com.opengamma.strata.product.fxopt.ResolvedFxVanillaOptionTrade.Builder
Sets the premium of the FX option.
premium() - Method in class com.opengamma.strata.product.fxopt.ResolvedFxVanillaOptionTrade.Meta
The meta-property for the premium property.
premium(Payment) - Method in class com.opengamma.strata.product.swaption.ResolvedSwaptionTrade.Builder
Sets the premium of the swaption.
premium() - Method in class com.opengamma.strata.product.swaption.ResolvedSwaptionTrade.Meta
The meta-property for the premium property.
premium(AdjustablePayment) - Method in class com.opengamma.strata.product.swaption.SwaptionTrade.Builder
Sets the premium of the swaption.
premium() - Method in class com.opengamma.strata.product.swaption.SwaptionTrade.Meta
The meta-property for the premium property.
premiumStyle(FutureOptionPremiumStyle) - Method in class com.opengamma.strata.product.bond.BondFutureOption.Builder
Sets the style of the option premium.
premiumStyle() - Method in class com.opengamma.strata.product.bond.BondFutureOption.Meta
The meta-property for the premiumStyle property.
premiumStyle(FutureOptionPremiumStyle) - Method in class com.opengamma.strata.product.bond.BondFutureOptionSecurity.Builder
Sets the style of the option premium.
premiumStyle() - Method in class com.opengamma.strata.product.bond.BondFutureOptionSecurity.Meta
The meta-property for the premiumStyle property.
premiumStyle(FutureOptionPremiumStyle) - Method in class com.opengamma.strata.product.bond.ResolvedBondFutureOption.Builder
Sets the style of the option premium.
premiumStyle() - Method in class com.opengamma.strata.product.bond.ResolvedBondFutureOption.Meta
The meta-property for the premiumStyle property.
premiumStyle(FutureOptionPremiumStyle) - Method in class com.opengamma.strata.product.index.IborFutureOption.Builder
Sets the style of the option premium.
premiumStyle() - Method in class com.opengamma.strata.product.index.IborFutureOption.Meta
The meta-property for the premiumStyle property.
premiumStyle(FutureOptionPremiumStyle) - Method in class com.opengamma.strata.product.index.IborFutureOptionSecurity.Builder
Sets the style of the option premium.
premiumStyle() - Method in class com.opengamma.strata.product.index.IborFutureOptionSecurity.Meta
The meta-property for the premiumStyle property.
premiumStyle(FutureOptionPremiumStyle) - Method in class com.opengamma.strata.product.index.ResolvedIborFutureOption.Builder
Sets the style of the option premium.
premiumStyle() - Method in class com.opengamma.strata.product.index.ResolvedIborFutureOption.Meta
The meta-property for the premiumStyle property.
PRESENT_VALUE - Static variable in class com.opengamma.strata.market.explain.ExplainKey
The present value.
PRESENT_VALUE - Static variable in class com.opengamma.strata.measure.Measures
Measure representing the present value of the calculation target.
PRESENT_VALUE - Static variable in class com.opengamma.strata.pricer.curve.CalibrationMeasures
The present value instance, which is the default used in present value sensitivity to market quote stored during curve calibration.
presentValue() - Method in class com.opengamma.strata.market.amount.CashFlow.Meta
The meta-property for the presentValue property.
presentValue(ResolvedBillTrade, LegalEntityDiscountingMarketDataLookup, ScenarioMarketData) - Method in class com.opengamma.strata.measure.bond.BillTradeCalculations
Calculates present value across one or more scenarios.
presentValue(ResolvedBillTrade, LegalEntityDiscountingProvider) - Method in class com.opengamma.strata.measure.bond.BillTradeCalculations
Calculates present value for a single set of market data.
presentValue(ResolvedBondFutureOptionTrade, LegalEntityDiscountingMarketDataLookup, BondFutureOptionMarketDataLookup, ScenarioMarketData) - Method in class com.opengamma.strata.measure.bond.BondFutureOptionTradeCalculations
Calculates present value across one or more scenarios.
presentValue(ResolvedBondFutureOptionTrade, LegalEntityDiscountingProvider, BondFutureVolatilities) - Method in class com.opengamma.strata.measure.bond.BondFutureOptionTradeCalculations
Calculates present value for a single set of market data.
presentValue(ResolvedBondFutureTrade, LegalEntityDiscountingMarketDataLookup, ScenarioMarketData) - Method in class com.opengamma.strata.measure.bond.BondFutureTradeCalculations
Calculates present value across one or more scenarios.
presentValue(ResolvedBondFutureTrade, LegalEntityDiscountingProvider) - Method in class com.opengamma.strata.measure.bond.BondFutureTradeCalculations
Calculates present value for a single set of market data.
presentValue(ResolvedCapitalIndexedBondTrade, RatesMarketDataLookup, LegalEntityDiscountingMarketDataLookup, ScenarioMarketData) - Method in class com.opengamma.strata.measure.bond.CapitalIndexedBondTradeCalculations
Calculates present value across one or more scenarios.
presentValue(ResolvedCapitalIndexedBondTrade, RatesProvider, LegalEntityDiscountingProvider) - Method in class com.opengamma.strata.measure.bond.CapitalIndexedBondTradeCalculations
Calculates present value for a single set of market data.
presentValue(ResolvedFixedCouponBondTrade, LegalEntityDiscountingMarketDataLookup, ScenarioMarketData) - Method in class com.opengamma.strata.measure.bond.FixedCouponBondTradeCalculations
Calculates present value across one or more scenarios.
presentValue(ResolvedFixedCouponBondTrade, LegalEntityDiscountingProvider) - Method in class com.opengamma.strata.measure.bond.FixedCouponBondTradeCalculations
Calculates present value for a single set of market data.
presentValue(ResolvedIborCapFloorTrade, RatesMarketDataLookup, IborCapFloorMarketDataLookup, ScenarioMarketData) - Method in class com.opengamma.strata.measure.capfloor.IborCapFloorTradeCalculations
Calculates present value across one or more scenarios.
presentValue(ResolvedIborCapFloorTrade, RatesProvider, IborCapletFloorletVolatilities) - Method in class com.opengamma.strata.measure.capfloor.IborCapFloorTradeCalculations
Calculates present value for a single set of market data.
presentValue(ResolvedCmsTrade, RatesMarketDataLookup, SwaptionMarketDataLookup, ScenarioMarketData) - Method in class com.opengamma.strata.measure.cms.CmsTradeCalculations
Calculates present value across one or more scenarios.
presentValue(ResolvedCmsTrade, RatesProvider, SwaptionVolatilities) - Method in class com.opengamma.strata.measure.cms.CmsTradeCalculations
Calculates present value for a single set of market data.
presentValue(ResolvedTermDepositTrade, RatesMarketDataLookup, ScenarioMarketData) - Method in class com.opengamma.strata.measure.deposit.TermDepositTradeCalculations
Calculates present value across one or more scenarios.
presentValue(ResolvedTermDepositTrade, RatesProvider) - Method in class com.opengamma.strata.measure.deposit.TermDepositTradeCalculations
Calculates present value for a single set of market data.
presentValue(ResolvedDsfTrade, RatesMarketDataLookup, ScenarioMarketData) - Method in class com.opengamma.strata.measure.dsf.DsfTradeCalculations
Calculates present value across one or more scenarios.
presentValue(ResolvedDsfTrade, RatesProvider) - Method in class com.opengamma.strata.measure.dsf.DsfTradeCalculations
Calculates present value for a single set of market data.
presentValue(ResolvedFraTrade, RatesMarketDataLookup, ScenarioMarketData) - Method in class com.opengamma.strata.measure.fra.FraTradeCalculations
Calculates present value across one or more scenarios.
presentValue(ResolvedFraTrade, RatesProvider) - Method in class com.opengamma.strata.measure.fra.FraTradeCalculations
Calculates present value for a single set of market data.
presentValue(ResolvedFxNdfTrade, RatesMarketDataLookup, ScenarioMarketData) - Method in class com.opengamma.strata.measure.fx.FxNdfTradeCalculations
Calculates present value across one or more scenarios.
presentValue(ResolvedFxNdfTrade, RatesProvider) - Method in class com.opengamma.strata.measure.fx.FxNdfTradeCalculations
Calculates present value for a single set of market data.
presentValue(ResolvedFxSingleTrade, RatesMarketDataLookup, ScenarioMarketData) - Method in class com.opengamma.strata.measure.fx.FxSingleTradeCalculations
Calculates present value across one or more scenarios.
presentValue(ResolvedFxSingleTrade, RatesProvider) - Method in class com.opengamma.strata.measure.fx.FxSingleTradeCalculations
Calculates present value for a single set of market data.
presentValue(ResolvedFxSwapTrade, RatesMarketDataLookup, ScenarioMarketData) - Method in class com.opengamma.strata.measure.fx.FxSwapTradeCalculations
Calculates present value across one or more scenarios.
presentValue(ResolvedFxSwapTrade, RatesProvider) - Method in class com.opengamma.strata.measure.fx.FxSwapTradeCalculations
Calculates present value for a single set of market data.
presentValue(ResolvedFxSingleBarrierOptionTrade, RatesMarketDataLookup, FxOptionMarketDataLookup, ScenarioMarketData, FxSingleBarrierOptionMethod) - Method in class com.opengamma.strata.measure.fxopt.FxSingleBarrierOptionTradeCalculations
Calculates present value across one or more scenarios.
presentValue(ResolvedFxSingleBarrierOptionTrade, RatesProvider, FxOptionVolatilities, FxSingleBarrierOptionMethod) - Method in class com.opengamma.strata.measure.fxopt.FxSingleBarrierOptionTradeCalculations
Calculates present value for a single set of market data.
presentValue(ResolvedFxVanillaOptionTrade, RatesMarketDataLookup, FxOptionMarketDataLookup, ScenarioMarketData, FxVanillaOptionMethod) - Method in class com.opengamma.strata.measure.fxopt.FxVanillaOptionTradeCalculations
Calculates present value across one or more scenarios.
presentValue(ResolvedFxVanillaOptionTrade, RatesProvider, FxOptionVolatilities, FxVanillaOptionMethod) - Method in class com.opengamma.strata.measure.fxopt.FxVanillaOptionTradeCalculations
Calculates present value for a single set of market data.
presentValue(ResolvedIborFutureOptionTrade, RatesMarketDataLookup, IborFutureOptionMarketDataLookup, ScenarioMarketData) - Method in class com.opengamma.strata.measure.index.IborFutureOptionTradeCalculations
Calculates present value across one or more scenarios.
presentValue(ResolvedIborFutureOptionTrade, RatesProvider, IborFutureOptionVolatilities) - Method in class com.opengamma.strata.measure.index.IborFutureOptionTradeCalculations
Calculates present value for a single set of market data.
presentValue(ResolvedIborFutureTrade, RatesMarketDataLookup, ScenarioMarketData) - Method in class com.opengamma.strata.measure.index.IborFutureTradeCalculations
Calculates present value across one or more scenarios.
presentValue(ResolvedIborFutureTrade, RatesProvider) - Method in class com.opengamma.strata.measure.index.IborFutureTradeCalculations
Calculates present value for a single set of market data.
presentValue(ResolvedOvernightFutureTrade, RatesMarketDataLookup, ScenarioMarketData) - Method in class com.opengamma.strata.measure.index.OvernightFutureTradeCalculations
Calculates present value across one or more scenarios.
presentValue(ResolvedOvernightFutureTrade, RatesProvider) - Method in class com.opengamma.strata.measure.index.OvernightFutureTradeCalculations
Calculates present value for a single set of market data.
presentValue(ResolvedBulletPaymentTrade, RatesMarketDataLookup, ScenarioMarketData) - Method in class com.opengamma.strata.measure.payment.BulletPaymentTradeCalculations
Calculates present value across one or more scenarios.
presentValue(ResolvedBulletPaymentTrade, RatesProvider) - Method in class com.opengamma.strata.measure.payment.BulletPaymentTradeCalculations
Calculates present value for a single set of market data.
presentValue(ResolvedSwapTrade, RatesMarketDataLookup, ScenarioMarketData) - Method in class com.opengamma.strata.measure.swap.SwapTradeCalculations
Calculates present value across one or more scenarios.
presentValue(ResolvedSwapTrade, RatesProvider) - Method in class com.opengamma.strata.measure.swap.SwapTradeCalculations
Calculates present value for a single set of market data.
presentValue(ResolvedSwaptionTrade, RatesMarketDataLookup, SwaptionMarketDataLookup, ScenarioMarketData) - Method in class com.opengamma.strata.measure.swaption.SwaptionTradeCalculations
Calculates present value across one or more scenarios.
presentValue(ResolvedSwaptionTrade, RatesProvider, SwaptionVolatilities) - Method in class com.opengamma.strata.measure.swaption.SwaptionTradeCalculations
Calculates present value for a single set of market data.
presentValue(ResolvedBondFutureOptionTrade, LocalDate, double, double) - Method in class com.opengamma.strata.pricer.bond.BlackBondFutureOptionMarginedTradePricer
Calculates the present value of the bond future option trade from the current option price.
presentValue(ResolvedBondFutureOptionTrade, LegalEntityDiscountingProvider, BondFutureVolatilities, double) - Method in class com.opengamma.strata.pricer.bond.BlackBondFutureOptionMarginedTradePricer
Calculates the present value of the bond future option trade.
presentValue(ResolvedBondFutureOptionTrade, LegalEntityDiscountingProvider, BlackBondFutureVolatilities, double, double) - Method in class com.opengamma.strata.pricer.bond.BlackBondFutureOptionMarginedTradePricer
Calculates the present value of the bond future option trade from the underlying future price.
presentValue(ResolvedBill, LegalEntityDiscountingProvider) - Method in class com.opengamma.strata.pricer.bond.DiscountingBillProductPricer
Calculates the present value of the bill product.
presentValue(ResolvedBillTrade, LegalEntityDiscountingProvider) - Method in class com.opengamma.strata.pricer.bond.DiscountingBillTradePricer
Calculates the present value of a bill trade.
presentValue(ResolvedBondFutureTrade, LegalEntityDiscountingProvider, double) - Method in class com.opengamma.strata.pricer.bond.DiscountingBondFutureTradePricer
Calculates the present value of the bond future trade.
presentValue(CapitalIndexedBondPaymentPeriod, RatesProvider, IssuerCurveDiscountFactors) - Method in class com.opengamma.strata.pricer.bond.DiscountingCapitalIndexedBondPaymentPeriodPricer
Calculates the present value of a single payment period.
presentValue(ResolvedCapitalIndexedBond, RatesProvider, LegalEntityDiscountingProvider) - Method in class com.opengamma.strata.pricer.bond.DiscountingCapitalIndexedBondProductPricer
Calculates the present value of the bond.
presentValue(ResolvedCapitalIndexedBondTrade, RatesProvider, LegalEntityDiscountingProvider) - Method in class com.opengamma.strata.pricer.bond.DiscountingCapitalIndexedBondTradePricer
Calculates the present value of the bond trade.
presentValue(FixedCouponBondPaymentPeriod, IssuerCurveDiscountFactors) - Method in class com.opengamma.strata.pricer.bond.DiscountingFixedCouponBondPaymentPeriodPricer
Calculates the present value of a single fixed coupon payment period.
presentValue(ResolvedFixedCouponBond, LegalEntityDiscountingProvider) - Method in class com.opengamma.strata.pricer.bond.DiscountingFixedCouponBondProductPricer
Calculates the present value of the fixed coupon bond product.
presentValue(ResolvedFixedCouponBondTrade, LegalEntityDiscountingProvider) - Method in class com.opengamma.strata.pricer.bond.DiscountingFixedCouponBondTradePricer
Calculates the present value of the fixed coupon bond trade.
presentValue(ResolvedIborCapFloorLeg, RatesProvider, IborCapletFloorletVolatilities) - Method in class com.opengamma.strata.pricer.capfloor.VolatilityIborCapFloorLegPricer
Calculates the present value of the Ibor cap/floor leg.
presentValue(ResolvedIborCapFloor, RatesProvider, IborCapletFloorletVolatilities) - Method in class com.opengamma.strata.pricer.capfloor.VolatilityIborCapFloorProductPricer
Calculates the present value of the Ibor cap/floor product.
presentValue(ResolvedIborCapFloorTrade, RatesProvider, IborCapletFloorletVolatilities) - Method in class com.opengamma.strata.pricer.capfloor.VolatilityIborCapFloorTradePricer
Calculates the present value of the Ibor cap/floor trade.
presentValue(IborCapletFloorletPeriod, RatesProvider, IborCapletFloorletVolatilities) - Method in class com.opengamma.strata.pricer.capfloor.VolatilityIborCapletFloorletPeriodPricer
Calculates the present value of the Ibor caplet/floorlet period.
presentValue(ResolvedCmsLeg, RatesProvider) - Method in class com.opengamma.strata.pricer.cms.DiscountingCmsLegPricer
Computes the present value of CMS leg by simple forward rate estimation.
presentValue(ResolvedCms, RatesProvider) - Method in class com.opengamma.strata.pricer.cms.DiscountingCmsProductPricer
Calculates the present value of the CMS product by simple forward estimation.
presentValue(ResolvedCmsTrade, RatesProvider) - Method in class com.opengamma.strata.pricer.cms.DiscountingCmsTradePricer
Calculates the present value of the CMS trade by simple forward estimation.
presentValue(ResolvedCmsLeg, RatesProvider, SabrSwaptionVolatilities) - Method in class com.opengamma.strata.pricer.cms.SabrExtrapolationReplicationCmsLegPricer
Calculates the present value of the CMS leg.
presentValue(CmsPeriod, RatesProvider, SabrSwaptionVolatilities) - Method in class com.opengamma.strata.pricer.cms.SabrExtrapolationReplicationCmsPeriodPricer
Computes the present value by replication in SABR framework with extrapolation on the right.
presentValue(ResolvedCms, RatesProvider, SabrSwaptionVolatilities) - Method in class com.opengamma.strata.pricer.cms.SabrExtrapolationReplicationCmsProductPricer
Calculates the present value of the CMS product.
presentValue(ResolvedCmsTrade, RatesProvider, SabrSwaptionVolatilities) - Method in class com.opengamma.strata.pricer.cms.SabrExtrapolationReplicationCmsTradePricer
Calculates the present value of the CMS trade.
presentValue(ResolvedCds, CreditRatesProvider, LocalDate, PriceType, ReferenceData) - Method in class com.opengamma.strata.pricer.credit.IsdaCdsProductPricer
Calculates the present value of the CDS product.
presentValue(ResolvedCdsTrade, CreditRatesProvider, PriceType, ReferenceData) - Method in class com.opengamma.strata.pricer.credit.IsdaCdsTradePricer
Calculates the present value of the trade.
presentValue(ResolvedCdsIndex, CreditRatesProvider, LocalDate, PriceType, ReferenceData) - Method in class com.opengamma.strata.pricer.credit.IsdaHomogenousCdsIndexProductPricer
Calculates the present value of the CDS index product.
presentValue(ResolvedCdsIndexTrade, CreditRatesProvider, PriceType, ReferenceData) - Method in class com.opengamma.strata.pricer.credit.IsdaHomogenousCdsIndexTradePricer
Calculates the present value of the trade.
presentValue(ResolvedIborFixingDeposit, RatesProvider) - Method in class com.opengamma.strata.pricer.deposit.DiscountingIborFixingDepositProductPricer
Calculates the present value of the Ibor fixing deposit product.
presentValue(ResolvedIborFixingDepositTrade, RatesProvider) - Method in class com.opengamma.strata.pricer.deposit.DiscountingIborFixingDepositTradePricer
Calculates the present value of the Ibor fixing deposit trade.
presentValue(ResolvedTermDeposit, RatesProvider) - Method in class com.opengamma.strata.pricer.deposit.DiscountingTermDepositProductPricer
Calculates the present value by discounting the final cash flow (nominal + interest) and the initial payment (initial amount).
presentValue(ResolvedTermDepositTrade, RatesProvider) - Method in class com.opengamma.strata.pricer.deposit.DiscountingTermDepositTradePricer
Calculates the present value by discounting the final cash flow (nominal + interest) and the initial payment (initial amount).
presentValue(Payment, BaseProvider) - Method in class com.opengamma.strata.pricer.DiscountingPaymentPricer
Computes the present value of the payment by discounting.
presentValue(Payment, DiscountFactors) - Method in class com.opengamma.strata.pricer.DiscountingPaymentPricer
Computes the present value of the payment by discounting.
presentValue(ResolvedDsfTrade, RatesProvider, double) - Method in class com.opengamma.strata.pricer.dsf.DiscountingDsfTradePricer
Calculates the present value of the deliverable swap futures trade.
presentValue(ResolvedFra, RatesProvider) - Method in class com.opengamma.strata.pricer.fra.DiscountingFraProductPricer
Calculates the present value of the FRA product.
presentValue(ResolvedFraTrade, RatesProvider) - Method in class com.opengamma.strata.pricer.fra.DiscountingFraTradePricer
Calculates the present value of the FRA trade.
presentValue(ResolvedFxNdf, RatesProvider) - Method in class com.opengamma.strata.pricer.fx.DiscountingFxNdfProductPricer
Calculates the present value of the NDF product.
presentValue(ResolvedFxNdfTrade, RatesProvider) - Method in class com.opengamma.strata.pricer.fx.DiscountingFxNdfTradePricer
Calculates the present value of the trade.
presentValue(ResolvedFxSingle, RatesProvider) - Method in class com.opengamma.strata.pricer.fx.DiscountingFxSingleProductPricer
Calculates the present value of the FX product by discounting each payment in its own currency.
presentValue(ResolvedFxSingleTrade, RatesProvider) - Method in class com.opengamma.strata.pricer.fx.DiscountingFxSingleTradePricer
Calculates the present value of the trade.
presentValue(ResolvedFxSwap, RatesProvider) - Method in class com.opengamma.strata.pricer.fx.DiscountingFxSwapProductPricer
Calculates the present value of the FX swap product.
presentValue(ResolvedFxSwapTrade, RatesProvider) - Method in class com.opengamma.strata.pricer.fx.DiscountingFxSwapTradePricer
Calculates the present value of the trade.
presentValue(ResolvedFxSingleBarrierOption, RatesProvider, BlackFxOptionVolatilities) - Method in class com.opengamma.strata.pricer.fxopt.BlackFxSingleBarrierOptionProductPricer
Calculates the present value of the FX barrier option product.
presentValue(ResolvedFxSingleBarrierOptionTrade, RatesProvider, BlackFxOptionVolatilities) - Method in class com.opengamma.strata.pricer.fxopt.BlackFxSingleBarrierOptionTradePricer
Calculates the present value of the FX barrier option trade.
presentValue(ResolvedFxVanillaOption, RatesProvider, BlackFxOptionVolatilities) - Method in class com.opengamma.strata.pricer.fxopt.BlackFxVanillaOptionProductPricer
Calculates the present value of the foreign exchange vanilla option product.
presentValue(ResolvedFxVanillaOptionTrade, RatesProvider, BlackFxOptionVolatilities) - Method in class com.opengamma.strata.pricer.fxopt.BlackFxVanillaOptionTradePricer
Calculates the present value of the FX vanilla option trade.
presentValue(ResolvedFxSingleBarrierOption, RatesProvider, BlackFxOptionVolatilities) - Method in class com.opengamma.strata.pricer.fxopt.ImpliedTrinomialTreeFxSingleBarrierOptionProductPricer
Calculates the present value of the FX barrier option product.
presentValue(ResolvedFxSingleBarrierOption, RatesProvider, BlackFxOptionVolatilities, RecombiningTrinomialTreeData) - Method in class com.opengamma.strata.pricer.fxopt.ImpliedTrinomialTreeFxSingleBarrierOptionProductPricer
Calculates the present value of the FX barrier option product.
presentValue(ResolvedFxSingleBarrierOptionTrade, RatesProvider, BlackFxOptionVolatilities) - Method in class com.opengamma.strata.pricer.fxopt.ImpliedTrinomialTreeFxSingleBarrierOptionTradePricer
Calculates the present value of the FX barrier option trade.
presentValue(ResolvedFxVanillaOption, RatesProvider, BlackFxOptionSmileVolatilities) - Method in class com.opengamma.strata.pricer.fxopt.VannaVolgaFxVanillaOptionProductPricer
Calculates the present value of the foreign exchange vanilla option product.
presentValue(ResolvedFxVanillaOptionTrade, RatesProvider, BlackFxOptionSmileVolatilities) - Method in class com.opengamma.strata.pricer.fxopt.VannaVolgaFxVanillaOptionTradePricer
Calculates the present value of the FX vanilla option trade.
presentValue(ResolvedIborFutureTrade, RatesProvider, double) - Method in class com.opengamma.strata.pricer.index.DiscountingIborFutureTradePricer
Calculates the present value of the Ibor future trade.
presentValue(ResolvedOvernightFutureTrade, RatesProvider, double) - Method in class com.opengamma.strata.pricer.index.DiscountingOvernightFutureTradePricer
Calculates the present value of the Overnight rate future trade.
presentValue(ResolvedIborFutureTrade, RatesProvider, HullWhiteOneFactorPiecewiseConstantParametersProvider, double) - Method in class com.opengamma.strata.pricer.index.HullWhiteIborFutureTradePricer
Calculates the present value of the Ibor future trade.
presentValue(ResolvedIborFutureOptionTrade, LocalDate, double, double) - Method in class com.opengamma.strata.pricer.index.NormalIborFutureOptionMarginedTradePricer
Calculates the present value of the Ibor future option trade from the current option price.
presentValue(ResolvedIborFutureOptionTrade, RatesProvider, NormalIborFutureOptionVolatilities, double) - Method in class com.opengamma.strata.pricer.index.NormalIborFutureOptionMarginedTradePricer
Calculates the present value of the Ibor future option trade.
presentValue(ResolvedIborFutureOptionTrade, RatesProvider, NormalIborFutureOptionVolatilities, double, double) - Method in class com.opengamma.strata.pricer.index.NormalIborFutureOptionMarginedTradePricer
Calculates the present value of the Ibor future option trade from the underlying future price.
presentValue(ResolvedBulletPaymentTrade, BaseProvider) - Method in class com.opengamma.strata.pricer.payment.DiscountingBulletPaymentTradePricer
Calculates the present value of the bullet payment trade.
presentValue(ResolvedSwapLeg, Currency, RatesProvider) - Method in class com.opengamma.strata.pricer.swap.DiscountingSwapLegPricer
Calculates the present value of the swap leg, converted to the specified currency.
presentValue(ResolvedSwapLeg, RatesProvider) - Method in class com.opengamma.strata.pricer.swap.DiscountingSwapLegPricer
Calculates the present value of the swap leg.
presentValue(ResolvedSwap, Currency, RatesProvider) - Method in class com.opengamma.strata.pricer.swap.DiscountingSwapProductPricer
Calculates the present value of the swap product, converted to the specified currency.
presentValue(ResolvedSwap, RatesProvider) - Method in class com.opengamma.strata.pricer.swap.DiscountingSwapProductPricer
Calculates the present value of the swap product.
presentValue(ResolvedSwapTrade, Currency, RatesProvider) - Method in class com.opengamma.strata.pricer.swap.DiscountingSwapTradePricer
Calculates the present value of the swap trade, converted to the specified currency.
presentValue(ResolvedSwapTrade, RatesProvider) - Method in class com.opengamma.strata.pricer.swap.DiscountingSwapTradePricer
Calculates the present value of the swap trade.
presentValue(T, RatesProvider) - Method in interface com.opengamma.strata.pricer.swap.SwapPaymentEventPricer
Calculates the present value of a single payment event.
presentValue(T, RatesProvider) - Method in interface com.opengamma.strata.pricer.swap.SwapPaymentPeriodPricer
Calculates the present value of a single payment period.
presentValue(ResolvedSwaptionTrade, RatesProvider, BlackSwaptionVolatilities) - Method in class com.opengamma.strata.pricer.swaption.BlackSwaptionTradePricer
Calculates the present value of the swaption trade.
presentValue(ResolvedSwaption, RatesProvider, HullWhiteOneFactorPiecewiseConstantParametersProvider) - Method in class com.opengamma.strata.pricer.swaption.HullWhiteSwaptionPhysicalProductPricer
Calculates the present value of the swaption product.
presentValue(ResolvedSwaptionTrade, RatesProvider, HullWhiteOneFactorPiecewiseConstantParametersProvider) - Method in class com.opengamma.strata.pricer.swaption.HullWhiteSwaptionPhysicalTradePricer
Calculates the present value of the swaption trade.
presentValue(ResolvedSwaptionTrade, RatesProvider, NormalSwaptionVolatilities) - Method in class com.opengamma.strata.pricer.swaption.NormalSwaptionTradePricer
Calculates the present value of the swaption trade.
presentValue(ResolvedSwaptionTrade, RatesProvider, SabrSwaptionVolatilities) - Method in class com.opengamma.strata.pricer.swaption.SabrSwaptionTradePricer
Calculates the present value of the swaption trade.
presentValue(ResolvedSwaption, RatesProvider, SwaptionVolatilities) - Method in class com.opengamma.strata.pricer.swaption.VolatilitySwaptionCashParYieldProductPricer
Calculates the present value of the swaption.
presentValue(ResolvedSwaption, RatesProvider, SwaptionVolatilities) - Method in class com.opengamma.strata.pricer.swaption.VolatilitySwaptionPhysicalProductPricer
Calculates the present value of the swaption.
presentValue(ResolvedSwaption, RatesProvider, SwaptionVolatilities) - Method in class com.opengamma.strata.pricer.swaption.VolatilitySwaptionProductPricer
Calculates the present value of the swaption.
presentValue(ResolvedSwaptionTrade, RatesProvider, SwaptionVolatilities) - Method in class com.opengamma.strata.pricer.swaption.VolatilitySwaptionTradePricer
Calculates the present value of the swaption trade.
presentValueAmount(Payment, BaseProvider) - Method in class com.opengamma.strata.pricer.DiscountingPaymentPricer
Computes the present value of the payment by discounting.
PresentValueCalibrationMeasure<T extends ResolvedTrade> - Class in com.opengamma.strata.pricer.curve
Provides calibration measures for a single type of trade based on functions.
presentValueDelta(ResolvedIborCapFloorLeg, RatesProvider, IborCapletFloorletVolatilities) - Method in class com.opengamma.strata.pricer.capfloor.VolatilityIborCapFloorLegPricer
Calculates the present value delta of the Ibor cap/floor leg.
presentValueDelta(ResolvedIborCapFloor, RatesProvider, IborCapletFloorletVolatilities) - Method in class com.opengamma.strata.pricer.capfloor.VolatilityIborCapFloorProductPricer
Calculates the present value delta of the Ibor cap/floor product.
presentValueDelta(IborCapletFloorletPeriod, RatesProvider, IborCapletFloorletVolatilities) - Method in class com.opengamma.strata.pricer.capfloor.VolatilityIborCapletFloorletPeriodPricer
Calculates the present value delta of the Ibor caplet/floorlet period.
presentValueDelta(ResolvedFxSingleBarrierOption, RatesProvider, BlackFxOptionVolatilities) - Method in class com.opengamma.strata.pricer.fxopt.BlackFxSingleBarrierOptionProductPricer
Calculates the present value delta of the FX barrier option product.
presentValueDelta(ResolvedFxVanillaOption, RatesProvider, BlackFxOptionVolatilities) - Method in class com.opengamma.strata.pricer.fxopt.BlackFxVanillaOptionProductPricer
Calculates the present value delta of the foreign exchange vanilla option product.
presentValueDelta(ResolvedSwaption, RatesProvider, SwaptionVolatilities) - Method in class com.opengamma.strata.pricer.swaption.VolatilitySwaptionCashParYieldProductPricer
Calculates the present value delta of the swaption.
presentValueDelta(ResolvedSwaption, RatesProvider, SwaptionVolatilities) - Method in class com.opengamma.strata.pricer.swaption.VolatilitySwaptionPhysicalProductPricer
Calculates the present value delta of the swaption.
presentValueDelta(ResolvedSwaption, RatesProvider, SwaptionVolatilities) - Method in class com.opengamma.strata.pricer.swaption.VolatilitySwaptionProductPricer
Calculates the present value delta of the swaption.
presentValueFromCleanPrice(ResolvedCapitalIndexedBondTrade, RatesProvider, LegalEntityDiscountingProvider, ReferenceData, double) - Method in class com.opengamma.strata.pricer.bond.DiscountingCapitalIndexedBondTradePricer
Calculates the present value of the bond trade from the clean price.
presentValueFromCleanPrice(ResolvedFixedCouponBondTrade, LegalEntityDiscountingProvider, ReferenceData, double) - Method in class com.opengamma.strata.pricer.bond.DiscountingFixedCouponBondTradePricer
Calculates the present value of the fixed coupon bond trade from the clean price of the underlying product.
presentValueFromCleanPriceWithZSpread(ResolvedCapitalIndexedBondTrade, RatesProvider, LegalEntityDiscountingProvider, ReferenceData, double, double, CompoundedRateType, int) - Method in class com.opengamma.strata.pricer.bond.DiscountingCapitalIndexedBondTradePricer
Calculates the present value of the settlement of the bond trade from the clean price with z-spread.
presentValueFromCleanPriceWithZSpread(ResolvedFixedCouponBondTrade, LegalEntityDiscountingProvider, ReferenceData, double, double, CompoundedRateType, int) - Method in class com.opengamma.strata.pricer.bond.DiscountingFixedCouponBondTradePricer
Calculates the present value of the fixed coupon bond trade with z-spread from the clean price of the underlying product.
presentValueGamma(ResolvedIborCapFloorLeg, RatesProvider, IborCapletFloorletVolatilities) - Method in class com.opengamma.strata.pricer.capfloor.VolatilityIborCapFloorLegPricer
Calculates the present value gamma of the Ibor cap/floor leg.
presentValueGamma(ResolvedIborCapFloor, RatesProvider, IborCapletFloorletVolatilities) - Method in class com.opengamma.strata.pricer.capfloor.VolatilityIborCapFloorProductPricer
Calculates the present value gamma of the Ibor cap/floor product.
presentValueGamma(IborCapletFloorletPeriod, RatesProvider, IborCapletFloorletVolatilities) - Method in class com.opengamma.strata.pricer.capfloor.VolatilityIborCapletFloorletPeriodPricer
Calculates the present value gamma of the Ibor caplet/floorlet period.
presentValueGamma(ResolvedFxSingleBarrierOption, RatesProvider, BlackFxOptionVolatilities) - Method in class com.opengamma.strata.pricer.fxopt.BlackFxSingleBarrierOptionProductPricer
Calculates the present value gamma of the FX barrier option product.
presentValueGamma(ResolvedFxVanillaOption, RatesProvider, BlackFxOptionVolatilities) - Method in class com.opengamma.strata.pricer.fxopt.BlackFxVanillaOptionProductPricer
Calculates the present value delta of the foreign exchange vanilla option product.
presentValueGamma(ResolvedSwaption, RatesProvider, SwaptionVolatilities) - Method in class com.opengamma.strata.pricer.swaption.VolatilitySwaptionCashParYieldProductPricer
Calculates the present value gamma of the swaption.
presentValueGamma(ResolvedSwaption, RatesProvider, SwaptionVolatilities) - Method in class com.opengamma.strata.pricer.swaption.VolatilitySwaptionPhysicalProductPricer
Calculates the present value gamma of the swaption.
presentValueGamma(ResolvedSwaption, RatesProvider, SwaptionVolatilities) - Method in class com.opengamma.strata.pricer.swaption.VolatilitySwaptionProductPricer
Calculates the present value gamma of the swaption.
presentValueOnSettle(ResolvedCdsTrade, CreditRatesProvider, PriceType, ReferenceData) - Method in class com.opengamma.strata.pricer.credit.IsdaCdsTradePricer
Calculates the present value of the underlying product.
presentValueOnSettle(ResolvedCdsIndexTrade, CreditRatesProvider, PriceType, ReferenceData) - Method in class com.opengamma.strata.pricer.credit.IsdaHomogenousCdsIndexTradePricer
Calculates the present value of the underlying product.
presentValueOnSettleSensitivity(ResolvedCdsTrade, CreditRatesProvider, ReferenceData) - Method in class com.opengamma.strata.pricer.credit.IsdaCdsTradePricer
Calculates the present value sensitivity of the underlying product.
presentValueOnSettleSensitivity(ResolvedCdsIndexTrade, CreditRatesProvider, ReferenceData) - Method in class com.opengamma.strata.pricer.credit.IsdaHomogenousCdsIndexTradePricer
Calculates the present value sensitivity of the underlying product.
presentValueSensitivity(ResolvedBill, LegalEntityDiscountingProvider) - Method in class com.opengamma.strata.pricer.bond.DiscountingBillProductPricer
Calculates the present value sensitivity of the bill product.
presentValueSensitivity(ResolvedBillTrade, LegalEntityDiscountingProvider) - Method in class com.opengamma.strata.pricer.bond.DiscountingBillTradePricer
Calculates the present value sensitivity of a bill trade.
presentValueSensitivity(ResolvedBondFutureTrade, LegalEntityDiscountingProvider) - Method in class com.opengamma.strata.pricer.bond.DiscountingBondFutureTradePricer
Calculates the present value sensitivity of the bond future trade.
presentValueSensitivity(CapitalIndexedBondPaymentPeriod, RatesProvider, IssuerCurveDiscountFactors) - Method in class com.opengamma.strata.pricer.bond.DiscountingCapitalIndexedBondPaymentPeriodPricer
Calculates the present value sensitivity of a single payment period.
presentValueSensitivity(ResolvedCapitalIndexedBond, RatesProvider, LegalEntityDiscountingProvider) - Method in class com.opengamma.strata.pricer.bond.DiscountingCapitalIndexedBondProductPricer
Calculates the present value sensitivity of the bond product.
presentValueSensitivity(ResolvedCapitalIndexedBondTrade, RatesProvider, LegalEntityDiscountingProvider) - Method in class com.opengamma.strata.pricer.bond.DiscountingCapitalIndexedBondTradePricer
Calculates the present value sensitivity of the bond trade.
presentValueSensitivity(FixedCouponBondPaymentPeriod, IssuerCurveDiscountFactors) - Method in class com.opengamma.strata.pricer.bond.DiscountingFixedCouponBondPaymentPeriodPricer
Calculates the present value sensitivity of a single fixed coupon payment period.
presentValueSensitivity(ResolvedFixedCouponBond, LegalEntityDiscountingProvider) - Method in class com.opengamma.strata.pricer.bond.DiscountingFixedCouponBondProductPricer
Calculates the present value sensitivity of the fixed coupon bond product.
presentValueSensitivity(ResolvedFixedCouponBondTrade, LegalEntityDiscountingProvider) - Method in class com.opengamma.strata.pricer.bond.DiscountingFixedCouponBondTradePricer
Calculates the present value sensitivity of the fixed coupon bond trade.
presentValueSensitivity(ResolvedCmsLeg, RatesProvider) - Method in class com.opengamma.strata.pricer.cms.DiscountingCmsLegPricer
Calculates the present value curve sensitivity of the CMS leg by simple forward rate estimation.
presentValueSensitivity(ResolvedCms, RatesProvider) - Method in class com.opengamma.strata.pricer.cms.DiscountingCmsProductPricer
Calculates the present value curve sensitivity of the CMS product by simple forward estimation.
presentValueSensitivity(ResolvedCmsTrade, RatesProvider) - Method in class com.opengamma.strata.pricer.cms.DiscountingCmsTradePricer
Calculates the present value curve sensitivity of the CMS trade by simple forward estimation.
presentValueSensitivity(ResolvedCds, CreditRatesProvider, LocalDate, ReferenceData) - Method in class com.opengamma.strata.pricer.credit.IsdaCdsProductPricer
Calculates the present value sensitivity of the product.
presentValueSensitivity(ResolvedCdsTrade, CreditRatesProvider, ReferenceData) - Method in class com.opengamma.strata.pricer.credit.IsdaCdsTradePricer
Calculates the present value sensitivity of the trade.
presentValueSensitivity(ResolvedCdsIndex, CreditRatesProvider, LocalDate, ReferenceData) - Method in class com.opengamma.strata.pricer.credit.IsdaHomogenousCdsIndexProductPricer
Calculates the present value sensitivity of the product.
presentValueSensitivity(ResolvedCdsIndexTrade, CreditRatesProvider, ReferenceData) - Method in class com.opengamma.strata.pricer.credit.IsdaHomogenousCdsIndexTradePricer
Calculates the present value sensitivity of the trade.
presentValueSensitivity(ResolvedIborFixingDeposit, RatesProvider) - Method in class com.opengamma.strata.pricer.deposit.DiscountingIborFixingDepositProductPricer
Calculates the present value sensitivity of the Ibor fixing product.
presentValueSensitivity(ResolvedIborFixingDepositTrade, RatesProvider) - Method in class com.opengamma.strata.pricer.deposit.DiscountingIborFixingDepositTradePricer
Calculates the present value sensitivity of the Ibor fixing deposit trade.
presentValueSensitivity(ResolvedTermDeposit, RatesProvider) - Method in class com.opengamma.strata.pricer.deposit.DiscountingTermDepositProductPricer
Calculates the present value sensitivity by discounting the final cash flow (nominal + interest) and the initial payment (initial amount).
presentValueSensitivity(ResolvedTermDepositTrade, RatesProvider) - Method in class com.opengamma.strata.pricer.deposit.DiscountingTermDepositTradePricer
Calculates the present value sensitivity by discounting the final cash flow (nominal + interest) and the initial payment (initial amount).
presentValueSensitivity(Payment, BaseProvider) - Method in class com.opengamma.strata.pricer.DiscountingPaymentPricer
Compute the present value curve sensitivity of the payment.
presentValueSensitivity(Payment, DiscountFactors) - Method in class com.opengamma.strata.pricer.DiscountingPaymentPricer
Compute the present value curve sensitivity of the payment.
presentValueSensitivity(ResolvedDsfTrade, RatesProvider) - Method in class com.opengamma.strata.pricer.dsf.DiscountingDsfTradePricer
Calculates the present value sensitivity of the deliverable swap futures trade.
presentValueSensitivity(ResolvedFra, RatesProvider) - Method in class com.opengamma.strata.pricer.fra.DiscountingFraProductPricer
Calculates the present value sensitivity of the FRA product.
presentValueSensitivity(ResolvedFraTrade, RatesProvider) - Method in class com.opengamma.strata.pricer.fra.DiscountingFraTradePricer
Calculates the present value sensitivity of the FRA trade.
presentValueSensitivity(ResolvedFxNdf, RatesProvider) - Method in class com.opengamma.strata.pricer.fx.DiscountingFxNdfProductPricer
Calculates the present value curve sensitivity of the NDF product.
presentValueSensitivity(ResolvedFxNdfTrade, RatesProvider) - Method in class com.opengamma.strata.pricer.fx.DiscountingFxNdfTradePricer
Calculates the present value curve sensitivity of the trade.
presentValueSensitivity(ResolvedFxSingle, RatesProvider) - Method in class com.opengamma.strata.pricer.fx.DiscountingFxSingleProductPricer
Calculates the present value curve sensitivity of the FX product.
presentValueSensitivity(ResolvedFxSingleTrade, RatesProvider) - Method in class com.opengamma.strata.pricer.fx.DiscountingFxSingleTradePricer
Calculates the present value curve sensitivity of the trade.
presentValueSensitivity(ResolvedFxSwap, RatesProvider) - Method in class com.opengamma.strata.pricer.fx.DiscountingFxSwapProductPricer
Calculates the present value sensitivity of the FX swap product.
presentValueSensitivity(ResolvedFxSwapTrade, RatesProvider) - Method in class com.opengamma.strata.pricer.fx.DiscountingFxSwapTradePricer
Calculates the present value curve sensitivity of the trade.
presentValueSensitivity(ResolvedIborFutureTrade, RatesProvider) - Method in class com.opengamma.strata.pricer.index.DiscountingIborFutureTradePricer
Calculates the present value sensitivity of the Ibor future trade.
presentValueSensitivity(ResolvedOvernightFutureTrade, RatesProvider) - Method in class com.opengamma.strata.pricer.index.DiscountingOvernightFutureTradePricer
Calculates the present value sensitivity of the Overnight rate future trade.
presentValueSensitivity(ResolvedBulletPaymentTrade, BaseProvider) - Method in class com.opengamma.strata.pricer.payment.DiscountingBulletPaymentTradePricer
Calculates the present value sensitivity of the bullet payment trade.
presentValueSensitivity(ResolvedSwapLeg, RatesProvider) - Method in class com.opengamma.strata.pricer.swap.DiscountingSwapLegPricer
Calculates the present value sensitivity of the swap leg.
presentValueSensitivity(ResolvedSwap, RatesProvider) - Method in class com.opengamma.strata.pricer.swap.DiscountingSwapProductPricer
Calculates the present value sensitivity of the swap product.
presentValueSensitivity(ResolvedSwap, Currency, RatesProvider) - Method in class com.opengamma.strata.pricer.swap.DiscountingSwapProductPricer
Calculates the present value sensitivity of the swap product converted in a given currency.
presentValueSensitivity(ResolvedSwapTrade, RatesProvider) - Method in class com.opengamma.strata.pricer.swap.DiscountingSwapTradePricer
Calculates the present value sensitivity of the swap trade.
presentValueSensitivity(T, RatesProvider) - Method in interface com.opengamma.strata.pricer.swap.SwapPaymentEventPricer
Calculates the present value sensitivity of a single payment event.
presentValueSensitivity(T, RatesProvider) - Method in interface com.opengamma.strata.pricer.swap.SwapPaymentPeriodPricer
Calculates the present value sensitivity of a single payment period.
presentValueSensitivityFromCleanPrice(ResolvedCapitalIndexedBondTrade, RatesProvider, LegalEntityDiscountingProvider, ReferenceData, double) - Method in class com.opengamma.strata.pricer.bond.DiscountingCapitalIndexedBondTradePricer
Calculates the present value sensitivity of the settlement of the bond trade from the real clean price.
presentValueSensitivityFromCleanPriceWithZSpread(ResolvedCapitalIndexedBondTrade, RatesProvider, LegalEntityDiscountingProvider, ReferenceData, double, double, CompoundedRateType, int) - Method in class com.opengamma.strata.pricer.bond.DiscountingCapitalIndexedBondTradePricer
Calculates the present value sensitivity of the settlement of the bond trade from the real clean price with z-spread.
presentValueSensitivityModelParamsHullWhite(ResolvedIborFutureTrade, RatesProvider, HullWhiteOneFactorPiecewiseConstantParametersProvider) - Method in class com.opengamma.strata.pricer.index.HullWhiteIborFutureTradePricer
Calculates the present value sensitivity to piecewise constant volatility parameters of the Hull-White model.
presentValueSensitivityModelParamsHullWhite(ResolvedSwaption, RatesProvider, HullWhiteOneFactorPiecewiseConstantParametersProvider) - Method in class com.opengamma.strata.pricer.swaption.HullWhiteSwaptionPhysicalProductPricer
Calculates the present value sensitivity to piecewise constant volatility parameters of the Hull-White model.
presentValueSensitivityModelParamsHullWhite(ResolvedSwaptionTrade, RatesProvider, HullWhiteOneFactorPiecewiseConstantParametersProvider) - Method in class com.opengamma.strata.pricer.swaption.HullWhiteSwaptionPhysicalTradePricer
Calculates the present value sensitivity piecewise constant volatility parameters of the Hull-White model.
presentValueSensitivityModelParamsSabr(ResolvedIborCapFloorLeg, RatesProvider, SabrIborCapletFloorletVolatilities) - Method in class com.opengamma.strata.pricer.capfloor.SabrIborCapFloorLegPricer
Calculates the present value sensitivity to the SABR model parameters of the Ibor cap/floor.
presentValueSensitivityModelParamsSabr(ResolvedIborCapFloor, RatesProvider, SabrIborCapletFloorletVolatilities) - Method in class com.opengamma.strata.pricer.capfloor.SabrIborCapFloorProductPricer
Calculates the present value volatility sensitivity of the Ibor cap/floor product.
presentValueSensitivityModelParamsSabr(ResolvedIborCapFloorTrade, RatesProvider, SabrIborCapletFloorletVolatilities) - Method in class com.opengamma.strata.pricer.capfloor.SabrIborCapFloorTradePricer
Calculates the present value volatility sensitivity of the Ibor cap/floor trade.
presentValueSensitivityModelParamsSabr(IborCapletFloorletPeriod, RatesProvider, SabrIborCapletFloorletVolatilities) - Method in class com.opengamma.strata.pricer.capfloor.SabrIborCapletFloorletPeriodPricer
Calculates the present value sensitivity to the SABR model parameters of the Ibor caplet/floorlet.
presentValueSensitivityModelParamsSabr(ResolvedCmsLeg, RatesProvider, SabrSwaptionVolatilities) - Method in class com.opengamma.strata.pricer.cms.SabrExtrapolationReplicationCmsLegPricer
Calculates the present value sensitivity to the SABR model parameters.
presentValueSensitivityModelParamsSabr(CmsPeriod, RatesProvider, SabrSwaptionVolatilities) - Method in class com.opengamma.strata.pricer.cms.SabrExtrapolationReplicationCmsPeriodPricer
Computes the present value sensitivity to SABR parameters by replication in SABR framework with extrapolation on the right.
presentValueSensitivityModelParamsSabr(ResolvedCms, RatesProvider, SabrSwaptionVolatilities) - Method in class com.opengamma.strata.pricer.cms.SabrExtrapolationReplicationCmsProductPricer
Calculates the present value sensitivity to the SABR model parameters.
presentValueSensitivityModelParamsSabr(ResolvedCmsTrade, RatesProvider, SabrSwaptionVolatilities) - Method in class com.opengamma.strata.pricer.cms.SabrExtrapolationReplicationCmsTradePricer
Calculates the present value sensitivity to the SABR model parameters.
presentValueSensitivityModelParamsSabr(ResolvedSwaption, RatesProvider, SabrSwaptionVolatilities) - Method in class com.opengamma.strata.pricer.swaption.SabrSwaptionCashParYieldProductPricer
Calculates the present value sensitivity to the SABR model parameters of the swaption product.
presentValueSensitivityModelParamsSabr(ResolvedSwaption, RatesProvider, SabrSwaptionVolatilities) - Method in class com.opengamma.strata.pricer.swaption.SabrSwaptionPhysicalProductPricer
Calculates the present value sensitivity to the SABR model parameters of the swaption product.
presentValueSensitivityModelParamsSabr(ResolvedSwaptionTrade, RatesProvider, SabrSwaptionVolatilities) - Method in class com.opengamma.strata.pricer.swaption.SabrSwaptionTradePricer
Calculates the present value sensitivity to the SABR model parameters of the swaption trade.
presentValueSensitivityModelParamsVolatility(ResolvedBondFutureOptionTrade, LegalEntityDiscountingProvider, BlackBondFutureVolatilities) - Method in class com.opengamma.strata.pricer.bond.BlackBondFutureOptionMarginedTradePricer
Computes the present value sensitivity to the Black volatility used in the pricing.
presentValueSensitivityModelParamsVolatility(ResolvedBondFutureOptionTrade, LegalEntityDiscountingProvider, BlackBondFutureVolatilities, double) - Method in class com.opengamma.strata.pricer.bond.BlackBondFutureOptionMarginedTradePricer
Computes the present value sensitivity to the Black volatility used in the pricing based on the price of the underlying future.
presentValueSensitivityModelParamsVolatility(ResolvedIborCapFloorLeg, RatesProvider, IborCapletFloorletVolatilities) - Method in class com.opengamma.strata.pricer.capfloor.VolatilityIborCapFloorLegPricer
Calculates the present value volatility sensitivity of the Ibor cap/floor leg.
presentValueSensitivityModelParamsVolatility(ResolvedIborCapFloor, RatesProvider, IborCapletFloorletVolatilities) - Method in class com.opengamma.strata.pricer.capfloor.VolatilityIborCapFloorProductPricer
Calculates the present value volatility sensitivity of the Ibor cap/floor product.
presentValueSensitivityModelParamsVolatility(ResolvedIborCapFloorTrade, RatesProvider, IborCapletFloorletVolatilities) - Method in class com.opengamma.strata.pricer.capfloor.VolatilityIborCapFloorTradePricer
Calculates the present value volatility sensitivity of the Ibor cap/floor product.
presentValueSensitivityModelParamsVolatility(IborCapletFloorletPeriod, RatesProvider, IborCapletFloorletVolatilities) - Method in class com.opengamma.strata.pricer.capfloor.VolatilityIborCapletFloorletPeriodPricer
Calculates the present value volatility sensitivity of the Ibor caplet/floorlet.
presentValueSensitivityModelParamsVolatility(ResolvedFxSingleBarrierOption, RatesProvider, BlackFxOptionVolatilities) - Method in class com.opengamma.strata.pricer.fxopt.BlackFxSingleBarrierOptionProductPricer
Computes the present value sensitivity to the black volatility used in the pricing.
presentValueSensitivityModelParamsVolatility(ResolvedFxSingleBarrierOptionTrade, RatesProvider, BlackFxOptionVolatilities) - Method in class com.opengamma.strata.pricer.fxopt.BlackFxSingleBarrierOptionTradePricer
Computes the present value sensitivity to the black volatility used in the pricing.
presentValueSensitivityModelParamsVolatility(ResolvedFxVanillaOption, RatesProvider, BlackFxOptionVolatilities) - Method in class com.opengamma.strata.pricer.fxopt.BlackFxVanillaOptionProductPricer
Computes the present value sensitivity to the black volatility used in the pricing.
presentValueSensitivityModelParamsVolatility(ResolvedFxVanillaOptionTrade, RatesProvider, BlackFxOptionVolatilities) - Method in class com.opengamma.strata.pricer.fxopt.BlackFxVanillaOptionTradePricer
Computes the present value sensitivity to the black volatility used in the pricing.
presentValueSensitivityModelParamsVolatility(ResolvedFxVanillaOption, RatesProvider, BlackFxOptionSmileVolatilities) - Method in class com.opengamma.strata.pricer.fxopt.VannaVolgaFxVanillaOptionProductPricer
Computes the present value sensitivity to the black volatilities used in the pricing.
presentValueSensitivityModelParamsVolatility(ResolvedFxVanillaOptionTrade, RatesProvider, BlackFxOptionSmileVolatilities) - Method in class com.opengamma.strata.pricer.fxopt.VannaVolgaFxVanillaOptionTradePricer
Computes the present value sensitivity to the black volatility used in the pricing.
presentValueSensitivityModelParamsVolatility(ResolvedIborFutureOptionTrade, RatesProvider, NormalIborFutureOptionVolatilities) - Method in class com.opengamma.strata.pricer.index.NormalIborFutureOptionMarginedTradePricer
Computes the present value sensitivity to the normal volatility used in the pricing.
presentValueSensitivityModelParamsVolatility(ResolvedIborFutureOptionTrade, RatesProvider, NormalIborFutureOptionVolatilities, double) - Method in class com.opengamma.strata.pricer.index.NormalIborFutureOptionMarginedTradePricer
Computes the present value sensitivity to the normal volatility used in the pricing based on the price of the underlying future.
presentValueSensitivityModelParamsVolatility(ResolvedSwaptionTrade, RatesProvider, BlackSwaptionVolatilities) - Method in class com.opengamma.strata.pricer.swaption.BlackSwaptionTradePricer
Calculates the present value sensitivity to the implied volatility of the swaption trade.
presentValueSensitivityModelParamsVolatility(ResolvedSwaptionTrade, RatesProvider, NormalSwaptionVolatilities) - Method in class com.opengamma.strata.pricer.swaption.NormalSwaptionTradePricer
Calculates the present value sensitivity to the implied volatility of the swaption trade.
presentValueSensitivityModelParamsVolatility(ResolvedSwaptionTrade, RatesProvider, SabrSwaptionVolatilities) - Method in class com.opengamma.strata.pricer.swaption.SabrSwaptionTradePricer
Calculates the present value sensitivity to the implied volatility of the swaption trade.
presentValueSensitivityModelParamsVolatility(ResolvedSwaption, RatesProvider, SwaptionVolatilities) - Method in class com.opengamma.strata.pricer.swaption.VolatilitySwaptionCashParYieldProductPricer
Calculates the present value sensitivity to the implied volatility of the swaption.
presentValueSensitivityModelParamsVolatility(ResolvedSwaption, RatesProvider, SwaptionVolatilities) - Method in class com.opengamma.strata.pricer.swaption.VolatilitySwaptionPhysicalProductPricer
Calculates the present value sensitivity to the implied volatility of the swaption.
presentValueSensitivityModelParamsVolatility(ResolvedSwaption, RatesProvider, SwaptionVolatilities) - Method in class com.opengamma.strata.pricer.swaption.VolatilitySwaptionProductPricer
Calculates the present value sensitivity to the implied volatility of the swaption.
presentValueSensitivityModelParamsVolatility(ResolvedSwaptionTrade, RatesProvider, SwaptionVolatilities) - Method in class com.opengamma.strata.pricer.swaption.VolatilitySwaptionTradePricer
Calculates the present value sensitivity to the implied volatility of the swaption trade.
presentValueSensitivityRates(ResolvedBondFutureOptionTrade, LegalEntityDiscountingProvider, BondFutureVolatilities) - Method in class com.opengamma.strata.pricer.bond.BlackBondFutureOptionMarginedTradePricer
Calculates the present value sensitivity of the bond future option trade.
presentValueSensitivityRates(ResolvedIborCapFloorLeg, RatesProvider, IborCapletFloorletVolatilities) - Method in class com.opengamma.strata.pricer.capfloor.VolatilityIborCapFloorLegPricer
Calculates the present value rates sensitivity of the Ibor cap/floor leg.
presentValueSensitivityRates(ResolvedIborCapFloor, RatesProvider, IborCapletFloorletVolatilities) - Method in class com.opengamma.strata.pricer.capfloor.VolatilityIborCapFloorProductPricer
Calculates the present value rates sensitivity of the Ibor cap/floor product.
presentValueSensitivityRates(ResolvedIborCapFloorTrade, RatesProvider, IborCapletFloorletVolatilities) - Method in class com.opengamma.strata.pricer.capfloor.VolatilityIborCapFloorTradePricer
Calculates the present value rates sensitivity of the Ibor cap/floor trade.
presentValueSensitivityRates(IborCapletFloorletPeriod, RatesProvider, IborCapletFloorletVolatilities) - Method in class com.opengamma.strata.pricer.capfloor.VolatilityIborCapletFloorletPeriodPricer
Calculates the present value rates sensitivity of the Ibor caplet/floorlet.
presentValueSensitivityRates(ResolvedCmsLeg, RatesProvider, SabrSwaptionVolatilities) - Method in class com.opengamma.strata.pricer.cms.SabrExtrapolationReplicationCmsLegPricer
Calculates the present value curve sensitivity of the CMS leg.
presentValueSensitivityRates(CmsPeriod, RatesProvider, SabrSwaptionVolatilities) - Method in class com.opengamma.strata.pricer.cms.SabrExtrapolationReplicationCmsPeriodPricer
Computes the present value curve sensitivity by replication in SABR framework with extrapolation on the right.
presentValueSensitivityRates(ResolvedCms, RatesProvider, SabrSwaptionVolatilities) - Method in class com.opengamma.strata.pricer.cms.SabrExtrapolationReplicationCmsProductPricer
Calculates the present value curve sensitivity of the CMS product.
presentValueSensitivityRates(ResolvedCmsTrade, RatesProvider, SabrSwaptionVolatilities) - Method in class com.opengamma.strata.pricer.cms.SabrExtrapolationReplicationCmsTradePricer
Calculates the present value curve sensitivity of the CMS trade.
presentValueSensitivityRates(ResolvedFxSingleBarrierOption, RatesProvider, BlackFxOptionVolatilities) - Method in class com.opengamma.strata.pricer.fxopt.ImpliedTrinomialTreeFxSingleBarrierOptionProductPricer
Calculates the present value sensitivity of the FX barrier option product.
presentValueSensitivityRates(ResolvedFxSingleBarrierOption, RatesProvider, BlackFxOptionVolatilities, RecombiningTrinomialTreeData) - Method in class com.opengamma.strata.pricer.fxopt.ImpliedTrinomialTreeFxSingleBarrierOptionProductPricer
Calculates the present value sensitivity of the FX barrier option product.
presentValueSensitivityRates(ResolvedFxSingleBarrierOptionTrade, RatesProvider, BlackFxOptionVolatilities) - Method in class com.opengamma.strata.pricer.fxopt.ImpliedTrinomialTreeFxSingleBarrierOptionTradePricer
Calculates the present value sensitivity of the FX barrier option trade.
presentValueSensitivityRates(ResolvedIborFutureTrade, RatesProvider, HullWhiteOneFactorPiecewiseConstantParametersProvider) - Method in class com.opengamma.strata.pricer.index.HullWhiteIborFutureTradePricer
Calculates the present value sensitivity of the Ibor future trade.
presentValueSensitivityRates(ResolvedIborFutureOptionTrade, RatesProvider, NormalIborFutureOptionVolatilities) - Method in class com.opengamma.strata.pricer.index.NormalIborFutureOptionMarginedTradePricer
Calculates the present value sensitivity of the Ibor future option trade.
presentValueSensitivityRates(ResolvedSwaption, RatesProvider, HullWhiteOneFactorPiecewiseConstantParametersProvider) - Method in class com.opengamma.strata.pricer.swaption.HullWhiteSwaptionPhysicalProductPricer
Calculates the present value sensitivity of the swaption product.
presentValueSensitivityRates(ResolvedSwaptionTrade, RatesProvider, HullWhiteOneFactorPiecewiseConstantParametersProvider) - Method in class com.opengamma.strata.pricer.swaption.HullWhiteSwaptionPhysicalTradePricer
Calculates the present value sensitivity of the swaption product.
presentValueSensitivityRatesStickyModel(ResolvedIborCapFloorLeg, RatesProvider, SabrIborCapletFloorletVolatilities) - Method in class com.opengamma.strata.pricer.capfloor.SabrIborCapFloorLegPricer
Calculates the present value sensitivity of the Ibor cap/floor leg to the rate curves.
presentValueSensitivityRatesStickyModel(ResolvedIborCapFloor, RatesProvider, SabrIborCapletFloorletVolatilities) - Method in class com.opengamma.strata.pricer.capfloor.SabrIborCapFloorProductPricer
Calculates the present value rates sensitivity of the Ibor cap/floor product.
presentValueSensitivityRatesStickyModel(ResolvedIborCapFloorTrade, RatesProvider, SabrIborCapletFloorletVolatilities) - Method in class com.opengamma.strata.pricer.capfloor.SabrIborCapFloorTradePricer
Calculates the present value rates sensitivity of the Ibor cap/floor trade.
presentValueSensitivityRatesStickyModel(IborCapletFloorletPeriod, RatesProvider, SabrIborCapletFloorletVolatilities) - Method in class com.opengamma.strata.pricer.capfloor.SabrIborCapletFloorletPeriodPricer
Calculates the present value sensitivity of the Ibor caplet/floorlet to the rate curves.
presentValueSensitivityRatesStickyModel(ResolvedSwaption, RatesProvider, SabrSwaptionVolatilities) - Method in class com.opengamma.strata.pricer.swaption.SabrSwaptionCashParYieldProductPricer
Calculates the present value sensitivity of the swaption product to the rate curves.
presentValueSensitivityRatesStickyModel(ResolvedSwaption, RatesProvider, SabrSwaptionVolatilities) - Method in class com.opengamma.strata.pricer.swaption.SabrSwaptionPhysicalProductPricer
Calculates the present value sensitivity of the swaption product to the rate curves.
presentValueSensitivityRatesStickyModel(ResolvedSwaptionTrade, RatesProvider, SabrSwaptionVolatilities) - Method in class com.opengamma.strata.pricer.swaption.SabrSwaptionTradePricer
Calculates the present value sensitivity of the swaption trade to the rate curves.
presentValueSensitivityRatesStickyStrike(ResolvedFxSingleBarrierOption, RatesProvider, BlackFxOptionVolatilities) - Method in class com.opengamma.strata.pricer.fxopt.BlackFxSingleBarrierOptionProductPricer
Calculates the present value sensitivity of the FX barrier option product.
presentValueSensitivityRatesStickyStrike(ResolvedFxSingleBarrierOptionTrade, RatesProvider, BlackFxOptionVolatilities) - Method in class com.opengamma.strata.pricer.fxopt.BlackFxSingleBarrierOptionTradePricer
Calculates the present value sensitivity of the FX barrier option trade.
presentValueSensitivityRatesStickyStrike(ResolvedFxVanillaOption, RatesProvider, BlackFxOptionVolatilities) - Method in class com.opengamma.strata.pricer.fxopt.BlackFxVanillaOptionProductPricer
Calculates the present value sensitivity of the foreign exchange vanilla option product.
presentValueSensitivityRatesStickyStrike(ResolvedFxVanillaOptionTrade, RatesProvider, BlackFxOptionVolatilities) - Method in class com.opengamma.strata.pricer.fxopt.BlackFxVanillaOptionTradePricer
Calculates the present value sensitivity of the FX vanilla option trade.
presentValueSensitivityRatesStickyStrike(ResolvedFxVanillaOption, RatesProvider, BlackFxOptionSmileVolatilities) - Method in class com.opengamma.strata.pricer.fxopt.VannaVolgaFxVanillaOptionProductPricer
Calculates the present value sensitivity of the foreign exchange vanilla option product.
presentValueSensitivityRatesStickyStrike(ResolvedFxVanillaOptionTrade, RatesProvider, BlackFxOptionSmileVolatilities) - Method in class com.opengamma.strata.pricer.fxopt.VannaVolgaFxVanillaOptionTradePricer
Calculates the present value sensitivity of the FX vanilla option trade.
presentValueSensitivityRatesStickyStrike(ResolvedSwaptionTrade, RatesProvider, BlackSwaptionVolatilities) - Method in class com.opengamma.strata.pricer.swaption.BlackSwaptionTradePricer
Calculates the present value sensitivity of the swaption trade to the rate curves.
presentValueSensitivityRatesStickyStrike(ResolvedSwaptionTrade, RatesProvider, NormalSwaptionVolatilities) - Method in class com.opengamma.strata.pricer.swaption.NormalSwaptionTradePricer
Calculates the present value sensitivity of the swaption trade to the rate curves.
presentValueSensitivityRatesStickyStrike(ResolvedSwaptionTrade, RatesProvider, SabrSwaptionVolatilities) - Method in class com.opengamma.strata.pricer.swaption.SabrSwaptionTradePricer
Calculates the present value sensitivity of the swaption trade to the rate curves.
presentValueSensitivityRatesStickyStrike(ResolvedSwaption, RatesProvider, SwaptionVolatilities) - Method in class com.opengamma.strata.pricer.swaption.VolatilitySwaptionCashParYieldProductPricer
Calculates the present value sensitivity of the swaption to the rate curves.
presentValueSensitivityRatesStickyStrike(ResolvedSwaption, RatesProvider, SwaptionVolatilities) - Method in class com.opengamma.strata.pricer.swaption.VolatilitySwaptionPhysicalProductPricer
Calculates the present value sensitivity of the swaption to the rate curves.
presentValueSensitivityRatesStickyStrike(ResolvedSwaption, RatesProvider, SwaptionVolatilities) - Method in class com.opengamma.strata.pricer.swaption.VolatilitySwaptionProductPricer
Calculates the present value sensitivity of the swaption to the rate curves.
presentValueSensitivityRatesStickyStrike(ResolvedSwaptionTrade, RatesProvider, SwaptionVolatilities) - Method in class com.opengamma.strata.pricer.swaption.VolatilitySwaptionTradePricer
Calculates the present value sensitivity of the swaption to the rate curves.
presentValueSensitivityStrike(ResolvedCmsLeg, RatesProvider, SabrSwaptionVolatilities) - Method in class com.opengamma.strata.pricer.cms.SabrExtrapolationReplicationCmsLegPricer
Calculates the present value sensitivity to the strike value.
presentValueSensitivityStrike(CmsPeriod, RatesProvider, SabrSwaptionVolatilities) - Method in class com.opengamma.strata.pricer.cms.SabrExtrapolationReplicationCmsPeriodPricer
Computes the present value sensitivity to strike by replication in SABR framework with extrapolation on the right.
presentValueSensitivityStrike(ResolvedCms, RatesProvider, SabrSwaptionVolatilities) - Method in class com.opengamma.strata.pricer.cms.SabrExtrapolationReplicationCmsProductPricer
Calculates the present value sensitivity to the strike value.
presentValueSensitivityStrike(ResolvedCmsTrade, RatesProvider, SabrSwaptionVolatilities) - Method in class com.opengamma.strata.pricer.cms.SabrExtrapolationReplicationCmsTradePricer
Calculates the present value sensitivity to the strike value.
presentValueSensitivityWithSpread(FixedCouponBondPaymentPeriod, IssuerCurveDiscountFactors, double, CompoundedRateType, int) - Method in class com.opengamma.strata.pricer.bond.DiscountingFixedCouponBondPaymentPeriodPricer
Calculates the present value sensitivity of a single fixed coupon payment period with z-spread.
presentValueSensitivityWithSpread(Payment, DiscountFactors, double, CompoundedRateType, int) - Method in class com.opengamma.strata.pricer.DiscountingPaymentPricer
Compute the present value curve sensitivity of the payment with z-spread.
presentValueSensitivityWithZSpread(ResolvedBill, LegalEntityDiscountingProvider, double, CompoundedRateType, int) - Method in class com.opengamma.strata.pricer.bond.DiscountingBillProductPricer
Calculates the present value sensitivity of the bill product with z-spread.
presentValueSensitivityWithZSpread(ResolvedBillTrade, LegalEntityDiscountingProvider, double, CompoundedRateType, int) - Method in class com.opengamma.strata.pricer.bond.DiscountingBillTradePricer
Calculates the present value sensitivity of a bill trade with z-spread.
presentValueSensitivityWithZSpread(ResolvedBondFutureTrade, LegalEntityDiscountingProvider, double, CompoundedRateType, int) - Method in class com.opengamma.strata.pricer.bond.DiscountingBondFutureTradePricer
Calculates the present value sensitivity of the bond future trade with z-spread.
presentValueSensitivityWithZSpread(CapitalIndexedBondPaymentPeriod, RatesProvider, IssuerCurveDiscountFactors, double, CompoundedRateType, int) - Method in class com.opengamma.strata.pricer.bond.DiscountingCapitalIndexedBondPaymentPeriodPricer
Calculates the present value sensitivity of a single payment period with z-spread.
presentValueSensitivityWithZSpread(ResolvedCapitalIndexedBond, RatesProvider, LegalEntityDiscountingProvider, double, CompoundedRateType, int) - Method in class com.opengamma.strata.pricer.bond.DiscountingCapitalIndexedBondProductPricer
Calculates the present value sensitivity of the bond product with z-spread.
presentValueSensitivityWithZSpread(ResolvedCapitalIndexedBondTrade, RatesProvider, LegalEntityDiscountingProvider, double, CompoundedRateType, int) - Method in class com.opengamma.strata.pricer.bond.DiscountingCapitalIndexedBondTradePricer
Calculates the present value sensitivity of the bond trade with z-spread.
presentValueSensitivityWithZSpread(ResolvedFixedCouponBond, LegalEntityDiscountingProvider, double, CompoundedRateType, int) - Method in class com.opengamma.strata.pricer.bond.DiscountingFixedCouponBondProductPricer
Calculates the present value sensitivity of the fixed coupon bond with z-spread.
presentValueSensitivityWithZSpread(ResolvedFixedCouponBondTrade, LegalEntityDiscountingProvider, double, CompoundedRateType, int) - Method in class com.opengamma.strata.pricer.bond.DiscountingFixedCouponBondTradePricer
Calculates the present value sensitivity of the fixed coupon bond trade with z-spread.
presentValueTheta(ResolvedIborCapFloorLeg, RatesProvider, IborCapletFloorletVolatilities) - Method in class com.opengamma.strata.pricer.capfloor.VolatilityIborCapFloorLegPricer
Calculates the present value theta of the Ibor cap/floor leg.
presentValueTheta(ResolvedIborCapFloor, RatesProvider, IborCapletFloorletVolatilities) - Method in class com.opengamma.strata.pricer.capfloor.VolatilityIborCapFloorProductPricer
Calculates the present value theta of the Ibor cap/floor product.
presentValueTheta(IborCapletFloorletPeriod, RatesProvider, IborCapletFloorletVolatilities) - Method in class com.opengamma.strata.pricer.capfloor.VolatilityIborCapletFloorletPeriodPricer
Calculates the present value theta of the Ibor caplet/floorlet period.
presentValueTheta(ResolvedFxSingleBarrierOption, RatesProvider, BlackFxOptionVolatilities) - Method in class com.opengamma.strata.pricer.fxopt.BlackFxSingleBarrierOptionProductPricer
Calculates the present value theta of the FX barrier option product.
presentValueTheta(ResolvedFxVanillaOption, RatesProvider, BlackFxOptionVolatilities) - Method in class com.opengamma.strata.pricer.fxopt.BlackFxVanillaOptionProductPricer
Calculates the present value theta of the foreign exchange vanilla option product.
presentValueTheta(ResolvedSwaption, RatesProvider, SwaptionVolatilities) - Method in class com.opengamma.strata.pricer.swaption.VolatilitySwaptionCashParYieldProductPricer
Calculates the present value of the swaption.
presentValueTheta(ResolvedSwaption, RatesProvider, SwaptionVolatilities) - Method in class com.opengamma.strata.pricer.swaption.VolatilitySwaptionPhysicalProductPricer
Calculates the present value of the swaption.
presentValueTheta(ResolvedSwaption, RatesProvider, SwaptionVolatilities) - Method in class com.opengamma.strata.pricer.swaption.VolatilitySwaptionProductPricer
Calculates the present value of the swaption.
presentValueVega(ResolvedFxVanillaOption, RatesProvider, BlackFxOptionVolatilities) - Method in class com.opengamma.strata.pricer.fxopt.BlackFxVanillaOptionProductPricer
Calculates the present value vega of the foreign exchange vanilla option product.
presentValueWithSpread(FixedCouponBondPaymentPeriod, IssuerCurveDiscountFactors, double, CompoundedRateType, int) - Method in class com.opengamma.strata.pricer.bond.DiscountingFixedCouponBondPaymentPeriodPricer
Calculates the present value of a single fixed coupon payment period with z-spread.
presentValueWithSpread(Payment, DiscountFactors, double, CompoundedRateType, int) - Method in class com.opengamma.strata.pricer.DiscountingPaymentPricer
Computes the present value of the payment with z-spread by discounting.
presentValueWithZSpread(ResolvedBill, LegalEntityDiscountingProvider, double, CompoundedRateType, int) - Method in class com.opengamma.strata.pricer.bond.DiscountingBillProductPricer
Calculates the present value of a bill product with z-spread.
presentValueWithZSpread(ResolvedBillTrade, LegalEntityDiscountingProvider, double, CompoundedRateType, int) - Method in class com.opengamma.strata.pricer.bond.DiscountingBillTradePricer
Calculates the present value of a bill trade with z-spread.
presentValueWithZSpread(ResolvedBondFutureTrade, LegalEntityDiscountingProvider, double, double, CompoundedRateType, int) - Method in class com.opengamma.strata.pricer.bond.DiscountingBondFutureTradePricer
Calculates the present value of the bond future trade with z-spread.
presentValueWithZSpread(CapitalIndexedBondPaymentPeriod, RatesProvider, IssuerCurveDiscountFactors, double, CompoundedRateType, int) - Method in class com.opengamma.strata.pricer.bond.DiscountingCapitalIndexedBondPaymentPeriodPricer
Calculates the present value of a single payment period with z-spread.
presentValueWithZSpread(ResolvedCapitalIndexedBond, RatesProvider, LegalEntityDiscountingProvider, double, CompoundedRateType, int) - Method in class com.opengamma.strata.pricer.bond.DiscountingCapitalIndexedBondProductPricer
Calculates the present value of the bond product with z-spread.
presentValueWithZSpread(ResolvedCapitalIndexedBondTrade, RatesProvider, LegalEntityDiscountingProvider, double, CompoundedRateType, int) - Method in class com.opengamma.strata.pricer.bond.DiscountingCapitalIndexedBondTradePricer
Calculates the present value of the bond trade with z-spread.
presentValueWithZSpread(ResolvedFixedCouponBond, LegalEntityDiscountingProvider, double, CompoundedRateType, int) - Method in class com.opengamma.strata.pricer.bond.DiscountingFixedCouponBondProductPricer
Calculates the present value of the fixed coupon bond product with z-spread.
presentValueWithZSpread(ResolvedFixedCouponBondTrade, LegalEntityDiscountingProvider, double, CompoundedRateType, int) - Method in class com.opengamma.strata.pricer.bond.DiscountingFixedCouponBondTradePricer
Calculates the present value of the fixed coupon bond trade with z-spread.
previous(LocalDate) - Method in interface com.opengamma.strata.basics.date.HolidayCalendar
Finds the previous business day, always returning an earlier date.
previous(LocalDate) - Method in class com.opengamma.strata.basics.date.ImmutableHolidayCalendar
 
previous(LocalDate, Frequency) - Method in interface com.opengamma.strata.basics.schedule.RollConvention
Calculates the previous date in the sequence after the input date.
previousOrSame(LocalDate) - Method in interface com.opengamma.strata.basics.date.HolidayCalendar
Finds the previous business day, returning the input date if it is a business day.
PRICE - Static variable in class com.opengamma.strata.market.ValueType
Type used when each value is a Price - 'Price'.
price(ResolvedBondFutureOption, LegalEntityDiscountingProvider, BlackBondFutureVolatilities) - Method in class com.opengamma.strata.pricer.bond.BlackBondFutureOptionMarginedProductPricer
Calculates the price of the bond future option product.
price(ResolvedBondFutureOption, LegalEntityDiscountingProvider, BlackBondFutureVolatilities, double) - Method in class com.opengamma.strata.pricer.bond.BlackBondFutureOptionMarginedProductPricer
Calculates the price of the bond future option product based on the price of the underlying future.
price(ResolvedBondFutureOptionTrade, LegalEntityDiscountingProvider, BondFutureVolatilities) - Method in class com.opengamma.strata.pricer.bond.BlackBondFutureOptionMarginedTradePricer
Calculates the price of the bond future option trade.
price(ResolvedBondFuture, LegalEntityDiscountingProvider) - Method in class com.opengamma.strata.pricer.bond.DiscountingBondFutureProductPricer
Calculates the price of the bond future product.
price(ResolvedBondFutureTrade, LegalEntityDiscountingProvider) - Method in class com.opengamma.strata.pricer.bond.DiscountingBondFutureTradePricer
Calculates the price of the bond future trade.
price(double, PutCall, double, double, double) - Method in class com.opengamma.strata.pricer.capfloor.BlackIborCapletFloorletExpiryStrikeVolatilities
 
price(double, PutCall, double, double, double) - Method in interface com.opengamma.strata.pricer.capfloor.IborCapletFloorletVolatilities
Calculates the price.
price(double, PutCall, double, double, double) - Method in class com.opengamma.strata.pricer.capfloor.NormalIborCapletFloorletExpiryStrikeVolatilities
 
price(double, PutCall, double, double, double) - Method in class com.opengamma.strata.pricer.capfloor.SabrParametersIborCapletFloorletVolatilities
 
price(double, PutCall, double, double, double) - Method in class com.opengamma.strata.pricer.capfloor.ShiftedBlackIborCapletFloorletExpiryStrikeVolatilities
 
price(ResolvedCds, CreditRatesProvider, LocalDate, PriceType, ReferenceData) - Method in class com.opengamma.strata.pricer.credit.IsdaCdsProductPricer
Calculates the price of the CDS product, which is the present value per unit notional.
price(ResolvedCdsTrade, CreditRatesProvider, PriceType, ReferenceData) - Method in class com.opengamma.strata.pricer.credit.IsdaCdsTradePricer
Calculates the price of the underlying product, which is the present value per unit notional.
price(ResolvedCdsIndex, CreditRatesProvider, LocalDate, PriceType, ReferenceData) - Method in class com.opengamma.strata.pricer.credit.IsdaHomogenousCdsIndexProductPricer
Calculates the price of the CDS index product, which is the minus of the present value per unit notional.
price(ResolvedCdsIndexTrade, CreditRatesProvider, PriceType, ReferenceData) - Method in class com.opengamma.strata.pricer.credit.IsdaHomogenousCdsIndexTradePricer
Calculates the price of the underlying product, which is the present value per unit notional.
price(ResolvedDsf, RatesProvider) - Method in class com.opengamma.strata.pricer.dsf.DiscountingDsfProductPricer
Calculates the price of the deliverable swap futures product.
price(ResolvedDsfTrade, RatesProvider) - Method in class com.opengamma.strata.pricer.dsf.DiscountingDsfTradePricer
Calculates the price of the underlying deliverable swap futures product.
price(double, PutCall, double, double, double) - Method in class com.opengamma.strata.pricer.fxopt.BlackFxOptionFlatVolatilities
 
price(double, PutCall, double, double, double) - Method in class com.opengamma.strata.pricer.fxopt.BlackFxOptionSmileVolatilities
 
price(double, PutCall, double, double, double) - Method in class com.opengamma.strata.pricer.fxopt.BlackFxOptionSurfaceVolatilities
 
price(ResolvedFxSingleBarrierOption, RatesProvider, BlackFxOptionVolatilities) - Method in class com.opengamma.strata.pricer.fxopt.BlackFxSingleBarrierOptionProductPricer
Calculates the price of the FX barrier option product.
price(ResolvedFxVanillaOption, RatesProvider, BlackFxOptionVolatilities) - Method in class com.opengamma.strata.pricer.fxopt.BlackFxVanillaOptionProductPricer
Calculates the price of the foreign exchange vanilla option product.
price(double, PutCall, double, double, double) - Method in interface com.opengamma.strata.pricer.fxopt.FxOptionVolatilities
Calculates the price.
price(ResolvedFxSingleBarrierOption, RatesProvider, BlackFxOptionVolatilities) - Method in class com.opengamma.strata.pricer.fxopt.ImpliedTrinomialTreeFxSingleBarrierOptionProductPricer
Calculates the price of the FX barrier option product.
price(ResolvedFxSingleBarrierOption, RatesProvider, BlackFxOptionVolatilities, RecombiningTrinomialTreeData) - Method in class com.opengamma.strata.pricer.fxopt.ImpliedTrinomialTreeFxSingleBarrierOptionProductPricer
Calculates the price of the FX barrier option product.
price(ResolvedFxVanillaOption, RatesProvider, BlackFxOptionSmileVolatilities) - Method in class com.opengamma.strata.pricer.fxopt.VannaVolgaFxVanillaOptionProductPricer
Calculates the price of the foreign exchange vanilla option product.
price(ResolvedIborFuture, RatesProvider) - Method in class com.opengamma.strata.pricer.index.DiscountingIborFutureProductPricer
Calculates the price of the Ibor future product.
price(ResolvedIborFutureTrade, RatesProvider) - Method in class com.opengamma.strata.pricer.index.DiscountingIborFutureTradePricer
Calculates the price of the Ibor future trade.
price(ResolvedOvernightFuture, RatesProvider) - Method in class com.opengamma.strata.pricer.index.DiscountingOvernightFutureProductPricer
Calculates the price of the Overnight rate future product.
price(ResolvedOvernightFutureTrade, RatesProvider) - Method in class com.opengamma.strata.pricer.index.DiscountingOvernightFutureTradePricer
Calculates the price of the Overnight rate future trade.
price(ResolvedIborFuture, RatesProvider, HullWhiteOneFactorPiecewiseConstantParametersProvider) - Method in class com.opengamma.strata.pricer.index.HullWhiteIborFutureProductPricer
Calculates the price of the Ibor future product.
price(ResolvedIborFutureTrade, RatesProvider, HullWhiteOneFactorPiecewiseConstantParametersProvider) - Method in class com.opengamma.strata.pricer.index.HullWhiteIborFutureTradePricer
Calculates the price of the Ibor future trade.
price(ResolvedIborFutureOption, RatesProvider, NormalIborFutureOptionVolatilities) - Method in class com.opengamma.strata.pricer.index.NormalIborFutureOptionMarginedProductPricer
Calculates the price of the Ibor future option product.
price(ResolvedIborFutureOption, RatesProvider, NormalIborFutureOptionVolatilities, double) - Method in class com.opengamma.strata.pricer.index.NormalIborFutureOptionMarginedProductPricer
Calculates the price of the Ibor future option product based on the price of the underlying future.
price(ResolvedIborFutureOptionTrade, RatesProvider, NormalIborFutureOptionVolatilities) - Method in class com.opengamma.strata.pricer.index.NormalIborFutureOptionMarginedTradePricer
Calculates the price of the Ibor future option trade.
price(double, double, PutCall, double, double, double) - Method in class com.opengamma.strata.pricer.swaption.BlackSwaptionExpiryTenorVolatilities
 
price(double, double, PutCall, double, double, double) - Method in class com.opengamma.strata.pricer.swaption.NormalSwaptionExpirySimpleMoneynessVolatilities
 
price(double, double, PutCall, double, double, double) - Method in class com.opengamma.strata.pricer.swaption.NormalSwaptionExpiryStrikeVolatilities
 
price(double, double, PutCall, double, double, double) - Method in class com.opengamma.strata.pricer.swaption.NormalSwaptionExpiryTenorVolatilities
 
price(double, double, PutCall, double, double, double) - Method in class com.opengamma.strata.pricer.swaption.SabrParametersSwaptionVolatilities
 
price(double, double, PutCall, double, double, double) - Method in interface com.opengamma.strata.pricer.swaption.SwaptionVolatilities
Calculates the price.
price(double) - Method in class com.opengamma.strata.product.bond.BillTrade.Builder
Sets the price at which the bill was traded, in decimal form.
price() - Method in class com.opengamma.strata.product.bond.BillTrade.Meta
The meta-property for the price property.
price(double) - Method in class com.opengamma.strata.product.bond.BondFutureOptionTrade.Builder
Sets the price that was traded, in decimal form.
price() - Method in class com.opengamma.strata.product.bond.BondFutureOptionTrade.Meta
The meta-property for the price property.
price(double) - Method in class com.opengamma.strata.product.bond.BondFutureTrade.Builder
Sets the price that was traded, in decimal form.
price() - Method in class com.opengamma.strata.product.bond.BondFutureTrade.Meta
The meta-property for the price property.
price(double) - Method in class com.opengamma.strata.product.bond.CapitalIndexedBondTrade.Builder
Sets the clean price at which the bond was traded.
price() - Method in class com.opengamma.strata.product.bond.CapitalIndexedBondTrade.Meta
The meta-property for the price property.
price(double) - Method in class com.opengamma.strata.product.bond.FixedCouponBondTrade.Builder
Sets the clean price at which the bond was traded, in decimal form.
price() - Method in class com.opengamma.strata.product.bond.FixedCouponBondTrade.Meta
The meta-property for the price property.
price(double) - Method in class com.opengamma.strata.product.dsf.DsfTrade.Builder
Sets the price that was traded, in decimal form.
price() - Method in class com.opengamma.strata.product.dsf.DsfTrade.Meta
The meta-property for the price property.
price(double) - Method in class com.opengamma.strata.product.etd.EtdFutureTrade.Builder
Sets the price that was traded, in decimal form.
price() - Method in class com.opengamma.strata.product.etd.EtdFutureTrade.Meta
The meta-property for the price property.
price(double) - Method in class com.opengamma.strata.product.etd.EtdOptionTrade.Builder
Sets the price that was traded, in decimal form.
price() - Method in class com.opengamma.strata.product.etd.EtdOptionTrade.Meta
The meta-property for the price property.
price(double) - Method in class com.opengamma.strata.product.GenericSecurityTrade.Builder
Sets the price that was traded, in decimal form.
price() - Method in class com.opengamma.strata.product.GenericSecurityTrade.Meta
The meta-property for the price property.
price(double) - Method in class com.opengamma.strata.product.index.IborFutureOptionTrade.Builder
Sets the price that was traded, in decimal form.
price() - Method in class com.opengamma.strata.product.index.IborFutureOptionTrade.Meta
The meta-property for the price property.
price(double) - Method in class com.opengamma.strata.product.index.IborFutureTrade.Builder
Sets the price that was traded, in decimal form.
price() - Method in class com.opengamma.strata.product.index.IborFutureTrade.Meta
The meta-property for the price property.
price(double) - Method in class com.opengamma.strata.product.index.OvernightFutureTrade.Builder
Sets the price that was traded, in decimal form.
price() - Method in class com.opengamma.strata.product.index.OvernightFutureTrade.Meta
The meta-property for the price property.
price(double) - Method in class com.opengamma.strata.product.SecurityTrade.Builder
Sets the price agreed when the trade occurred.
price() - Method in class com.opengamma.strata.product.SecurityTrade.Meta
The meta-property for the price property.
PRICE_FIELD - Static variable in class com.opengamma.strata.loader.csv.CsvLoaderUtils
The column name for the price.
PRICE_INDEX - Static variable in class com.opengamma.strata.market.ValueType
Type used when each value is a price index, as used for inflation products - 'PriceIndex'.
priceDelta(double, PutCall, double, double, double) - Method in class com.opengamma.strata.pricer.capfloor.BlackIborCapletFloorletExpiryStrikeVolatilities
 
priceDelta(double, PutCall, double, double, double) - Method in interface com.opengamma.strata.pricer.capfloor.IborCapletFloorletVolatilities
Calculates the price delta.
priceDelta(double, PutCall, double, double, double) - Method in class com.opengamma.strata.pricer.capfloor.NormalIborCapletFloorletExpiryStrikeVolatilities
 
priceDelta(double, PutCall, double, double, double) - Method in class com.opengamma.strata.pricer.capfloor.SabrParametersIborCapletFloorletVolatilities
 
priceDelta(double, PutCall, double, double, double) - Method in class com.opengamma.strata.pricer.capfloor.ShiftedBlackIborCapletFloorletExpiryStrikeVolatilities
 
priceDelta(double, double, PutCall, double, double, double) - Method in class com.opengamma.strata.pricer.swaption.BlackSwaptionExpiryTenorVolatilities
 
priceDelta(double, double, PutCall, double, double, double) - Method in class com.opengamma.strata.pricer.swaption.NormalSwaptionExpirySimpleMoneynessVolatilities
 
priceDelta(double, double, PutCall, double, double, double) - Method in class com.opengamma.strata.pricer.swaption.NormalSwaptionExpiryStrikeVolatilities
 
priceDelta(double, double, PutCall, double, double, double) - Method in class com.opengamma.strata.pricer.swaption.NormalSwaptionExpiryTenorVolatilities
 
priceDelta(double, double, PutCall, double, double, double) - Method in class com.opengamma.strata.pricer.swaption.SabrParametersSwaptionVolatilities
 
priceDelta(double, double, PutCall, double, double, double) - Method in interface com.opengamma.strata.pricer.swaption.SwaptionVolatilities
Calculates the price delta.
priceFromCurves(ResolvedBill, LegalEntityDiscountingProvider, LocalDate) - Method in class com.opengamma.strata.pricer.bond.DiscountingBillProductPricer
Calculates the price for settlement at a given settlement date using curves.
priceFromCurvesWithZSpread(ResolvedBill, LegalEntityDiscountingProvider, LocalDate, double, CompoundedRateType, int) - Method in class com.opengamma.strata.pricer.bond.DiscountingBillProductPricer
Calculates the price for settlement at a given settlement date using curves with z-spread.
priceFromYield(double, LocalDate) - Method in class com.opengamma.strata.product.bond.Bill
Computes the price from the yield at a given settlement date.
priceFromYield(double, double) - Method in enum com.opengamma.strata.product.bond.BillYieldConvention
Computes the price from a yield and a accrual factor.
priceFromYield(double, LocalDate) - Method in class com.opengamma.strata.product.bond.ResolvedBill
Computes the price from the yield at a given settlement date.
priceGamma(double, PutCall, double, double, double) - Method in class com.opengamma.strata.pricer.capfloor.BlackIborCapletFloorletExpiryStrikeVolatilities
 
priceGamma(double, PutCall, double, double, double) - Method in interface com.opengamma.strata.pricer.capfloor.IborCapletFloorletVolatilities
Calculates the price gamma.
priceGamma(double, PutCall, double, double, double) - Method in class com.opengamma.strata.pricer.capfloor.NormalIborCapletFloorletExpiryStrikeVolatilities
 
priceGamma(double, PutCall, double, double, double) - Method in class com.opengamma.strata.pricer.capfloor.SabrParametersIborCapletFloorletVolatilities
 
priceGamma(double, PutCall, double, double, double) - Method in class com.opengamma.strata.pricer.capfloor.ShiftedBlackIborCapletFloorletExpiryStrikeVolatilities
 
priceGamma(double, double, PutCall, double, double, double) - Method in class com.opengamma.strata.pricer.swaption.BlackSwaptionExpiryTenorVolatilities
 
priceGamma(double, double, PutCall, double, double, double) - Method in class com.opengamma.strata.pricer.swaption.NormalSwaptionExpirySimpleMoneynessVolatilities
 
priceGamma(double, double, PutCall, double, double, double) - Method in class com.opengamma.strata.pricer.swaption.NormalSwaptionExpiryStrikeVolatilities
 
priceGamma(double, double, PutCall, double, double, double) - Method in class com.opengamma.strata.pricer.swaption.NormalSwaptionExpiryTenorVolatilities
 
priceGamma(double, double, PutCall, double, double, double) - Method in class com.opengamma.strata.pricer.swaption.SabrParametersSwaptionVolatilities
 
priceGamma(double, double, PutCall, double, double, double) - Method in interface com.opengamma.strata.pricer.swaption.SwaptionVolatilities
Calculates the price gamma.
PriceIndex - Interface in com.opengamma.strata.basics.index
An index of prices.
PriceIndexCalculationMethod - Enum in com.opengamma.strata.product.swap
Reference price index calculation method.
priceIndexCurve(PriceIndex, Curve) - Method in class com.opengamma.strata.pricer.rate.ImmutableRatesProviderBuilder
Adds a Price index forward curve to the provider.
priceIndexCurve(PriceIndex, Curve, LocalDateDoubleTimeSeries) - Method in class com.opengamma.strata.pricer.rate.ImmutableRatesProviderBuilder
Adds an index forward curve to the provider with associated time-series.
PriceIndexObservation - Class in com.opengamma.strata.basics.index
Information about a single observation of a Price index.
PriceIndexObservation.Meta - Class in com.opengamma.strata.basics.index
The meta-bean for PriceIndexObservation.
priceIndexValues(PriceIndex) - Method in class com.opengamma.strata.pricer.rate.ImmutableRatesProvider
 
PriceIndexValues - Interface in com.opengamma.strata.pricer.rate
Provides access to the values of a price index.
priceIndexValues(PriceIndex) - Method in interface com.opengamma.strata.pricer.rate.RatesProvider
Gets the values for an Price index.
PriceIndices - Class in com.opengamma.strata.basics.index
Constants and implementations for standard price indices.
priceInfo() - Method in class com.opengamma.strata.product.etd.EtdContractSpec.Meta
The meta-property for the priceInfo property.
priceInfo(SecurityPriceInfo) - Method in class com.opengamma.strata.product.etd.EtdContractSpecBuilder
Sets the information about the security price - currency, tick size, tick value, contract size.
priceInfo() - Method in class com.opengamma.strata.product.SecurityInfo.Meta
The meta-property for the priceInfo property.
priceInfo(SecurityPriceInfo) - Method in class com.opengamma.strata.product.SecurityInfoBuilder
Sets the information about the security price.
prices(String) - Static method in class com.opengamma.strata.market.curve.Curves
Creates curve metadata for a curve providing monthly prices, typically used in inflation.
prices(CurveName) - Static method in class com.opengamma.strata.market.curve.Curves
Creates curve metadata for a curve providing monthly prices, typically used in inflation.
prices(CurveName, List<? extends ParameterMetadata>) - Static method in class com.opengamma.strata.market.curve.Curves
Creates curve metadata for a curve providing monthly prices, typically used in inflation.
priceSensitivity(ResolvedBondFuture, LegalEntityDiscountingProvider) - Method in class com.opengamma.strata.pricer.bond.DiscountingBondFutureProductPricer
Calculates the price sensitivity of the bond future product.
priceSensitivity(ResolvedCds, CreditRatesProvider, LocalDate, ReferenceData) - Method in class com.opengamma.strata.pricer.credit.IsdaCdsProductPricer
Calculates the price sensitivity of the product.
priceSensitivity(ResolvedCdsTrade, CreditRatesProvider, ReferenceData) - Method in class com.opengamma.strata.pricer.credit.IsdaCdsTradePricer
Calculates the price sensitivity of the underlying product.
priceSensitivity(ResolvedCdsIndex, CreditRatesProvider, LocalDate, ReferenceData) - Method in class com.opengamma.strata.pricer.credit.IsdaHomogenousCdsIndexProductPricer
Calculates the price sensitivity of the product.
priceSensitivity(ResolvedCdsIndexTrade, CreditRatesProvider, ReferenceData) - Method in class com.opengamma.strata.pricer.credit.IsdaHomogenousCdsIndexTradePricer
Calculates the price sensitivity of the underlying product.
priceSensitivity(ResolvedDsf, RatesProvider) - Method in class com.opengamma.strata.pricer.dsf.DiscountingDsfProductPricer
Calculates the price sensitivity of the deliverable swap futures product.
priceSensitivity(ResolvedDsfTrade, RatesProvider) - Method in class com.opengamma.strata.pricer.dsf.DiscountingDsfTradePricer
Calculates the price sensitivity of the deliverable swap futures product.
priceSensitivity(ResolvedIborFuture, RatesProvider) - Method in class com.opengamma.strata.pricer.index.DiscountingIborFutureProductPricer
Calculates the price sensitivity of the Ibor future product.
priceSensitivity(ResolvedIborFutureTrade, RatesProvider) - Method in class com.opengamma.strata.pricer.index.DiscountingIborFutureTradePricer
Calculates the price sensitivity of the Ibor future product.
priceSensitivity(ResolvedOvernightFuture, RatesProvider) - Method in class com.opengamma.strata.pricer.index.DiscountingOvernightFutureProductPricer
Calculates the price sensitivity of the Overnight rate future product.
priceSensitivity(ResolvedOvernightFutureTrade, RatesProvider) - Method in class com.opengamma.strata.pricer.index.DiscountingOvernightFutureTradePricer
Calculates the price sensitivity of the Overnight rate future product.
priceSensitivityModelParamsHullWhite(ResolvedIborFuture, RatesProvider, HullWhiteOneFactorPiecewiseConstantParametersProvider) - Method in class com.opengamma.strata.pricer.index.HullWhiteIborFutureProductPricer
Calculates the price sensitivity to piecewise constant volatility parameters of the Hull-White model.
priceSensitivityModelParamsVolatility(ResolvedBondFutureOption, LegalEntityDiscountingProvider, BlackBondFutureVolatilities) - Method in class com.opengamma.strata.pricer.bond.BlackBondFutureOptionMarginedProductPricer
Calculates the price sensitivity to the Black volatility used for the pricing of the bond future option.
priceSensitivityModelParamsVolatility(ResolvedBondFutureOption, LegalEntityDiscountingProvider, BlackBondFutureVolatilities, double) - Method in class com.opengamma.strata.pricer.bond.BlackBondFutureOptionMarginedProductPricer
Calculates the price sensitivity to the Black volatility used for the pricing of the bond future option based on the price of the underlying future.
priceSensitivityModelParamsVolatility(ResolvedIborFutureOption, RatesProvider, NormalIborFutureOptionVolatilities) - Method in class com.opengamma.strata.pricer.index.NormalIborFutureOptionMarginedProductPricer
Calculates the price sensitivity to the normal volatility used for the pricing of the Ibor future option.
priceSensitivityModelParamsVolatility(ResolvedIborFutureOption, RatesProvider, NormalIborFutureOptionVolatilities, double) - Method in class com.opengamma.strata.pricer.index.NormalIborFutureOptionMarginedProductPricer
Calculates the price sensitivity to the normal volatility used for the pricing of the Ibor future option based on the price of the underlying future.
priceSensitivityRates(ResolvedIborFuture, RatesProvider, HullWhiteOneFactorPiecewiseConstantParametersProvider) - Method in class com.opengamma.strata.pricer.index.HullWhiteIborFutureProductPricer
Calculates the price sensitivity of the Ibor future product.
priceSensitivityRates(ResolvedIborFutureTrade, RatesProvider, HullWhiteOneFactorPiecewiseConstantParametersProvider) - Method in class com.opengamma.strata.pricer.index.HullWhiteIborFutureTradePricer
Calculates the price sensitivity of the Ibor future product.
priceSensitivityRatesStickyStrike(ResolvedBondFutureOption, LegalEntityDiscountingProvider, BlackBondFutureVolatilities) - Method in class com.opengamma.strata.pricer.bond.BlackBondFutureOptionMarginedProductPricer
Calculates the price sensitivity of the bond future option product based on curves.
priceSensitivityRatesStickyStrike(ResolvedBondFutureOption, LegalEntityDiscountingProvider, BlackBondFutureVolatilities, double) - Method in class com.opengamma.strata.pricer.bond.BlackBondFutureOptionMarginedProductPricer
Calculates the price sensitivity of the bond future option product based on the price of the underlying future.
priceSensitivityRatesStickyStrike(ResolvedIborFutureOption, RatesProvider, NormalIborFutureOptionVolatilities) - Method in class com.opengamma.strata.pricer.index.NormalIborFutureOptionMarginedProductPricer
Calculates the price sensitivity of the Ibor future option product based on curves.
priceSensitivityRatesStickyStrike(ResolvedIborFutureOption, RatesProvider, NormalIborFutureOptionVolatilities, double) - Method in class com.opengamma.strata.pricer.index.NormalIborFutureOptionMarginedProductPricer
Calculates the price sensitivity of the Ibor future option product based on the price of the underlying future.
priceSensitivityWithZSpread(ResolvedBondFuture, LegalEntityDiscountingProvider, double, CompoundedRateType, int) - Method in class com.opengamma.strata.pricer.bond.DiscountingBondFutureProductPricer
Calculates the price sensitivity of the bond future product with z-spread.
priceTheta(double, PutCall, double, double, double) - Method in class com.opengamma.strata.pricer.capfloor.BlackIborCapletFloorletExpiryStrikeVolatilities
 
priceTheta(double, PutCall, double, double, double) - Method in interface com.opengamma.strata.pricer.capfloor.IborCapletFloorletVolatilities
Calculates the price theta.
priceTheta(double, PutCall, double, double, double) - Method in class com.opengamma.strata.pricer.capfloor.NormalIborCapletFloorletExpiryStrikeVolatilities
 
priceTheta(double, PutCall, double, double, double) - Method in class com.opengamma.strata.pricer.capfloor.SabrParametersIborCapletFloorletVolatilities
 
priceTheta(double, PutCall, double, double, double) - Method in class com.opengamma.strata.pricer.capfloor.ShiftedBlackIborCapletFloorletExpiryStrikeVolatilities
 
priceTheta(double, double, PutCall, double, double, double) - Method in class com.opengamma.strata.pricer.swaption.BlackSwaptionExpiryTenorVolatilities
 
priceTheta(double, double, PutCall, double, double, double) - Method in class com.opengamma.strata.pricer.swaption.NormalSwaptionExpirySimpleMoneynessVolatilities
 
priceTheta(double, double, PutCall, double, double, double) - Method in class com.opengamma.strata.pricer.swaption.NormalSwaptionExpiryStrikeVolatilities
 
priceTheta(double, double, PutCall, double, double, double) - Method in class com.opengamma.strata.pricer.swaption.NormalSwaptionExpiryTenorVolatilities
 
priceTheta(double, double, PutCall, double, double, double) - Method in class com.opengamma.strata.pricer.swaption.SabrParametersSwaptionVolatilities
 
priceTheta(double, double, PutCall, double, double, double) - Method in interface com.opengamma.strata.pricer.swaption.SwaptionVolatilities
Calculates the price theta.
PriceType - Enum in com.opengamma.strata.pricer.common
Enumerates the types of price that can be returned.
priceVega(double, PutCall, double, double, double) - Method in class com.opengamma.strata.pricer.capfloor.BlackIborCapletFloorletExpiryStrikeVolatilities
 
priceVega(double, PutCall, double, double, double) - Method in interface com.opengamma.strata.pricer.capfloor.IborCapletFloorletVolatilities
Calculates the price vega.
priceVega(double, PutCall, double, double, double) - Method in class com.opengamma.strata.pricer.capfloor.NormalIborCapletFloorletExpiryStrikeVolatilities
 
priceVega(double, PutCall, double, double, double) - Method in class com.opengamma.strata.pricer.capfloor.SabrParametersIborCapletFloorletVolatilities
 
priceVega(double, PutCall, double, double, double) - Method in class com.opengamma.strata.pricer.capfloor.ShiftedBlackIborCapletFloorletExpiryStrikeVolatilities
 
priceVega(double, double, PutCall, double, double, double) - Method in class com.opengamma.strata.pricer.swaption.BlackSwaptionExpiryTenorVolatilities
 
priceVega(double, double, PutCall, double, double, double) - Method in class com.opengamma.strata.pricer.swaption.NormalSwaptionExpirySimpleMoneynessVolatilities
 
priceVega(double, double, PutCall, double, double, double) - Method in class com.opengamma.strata.pricer.swaption.NormalSwaptionExpiryStrikeVolatilities
 
priceVega(double, double, PutCall, double, double, double) - Method in class com.opengamma.strata.pricer.swaption.NormalSwaptionExpiryTenorVolatilities
 
priceVega(double, double, PutCall, double, double, double) - Method in class com.opengamma.strata.pricer.swaption.SabrParametersSwaptionVolatilities
 
priceVega(double, double, PutCall, double, double, double) - Method in interface com.opengamma.strata.pricer.swaption.SwaptionVolatilities
Calculates the price vega.
priceWithZSpread(ResolvedBondFuture, LegalEntityDiscountingProvider, double, CompoundedRateType, int) - Method in class com.opengamma.strata.pricer.bond.DiscountingBondFutureProductPricer
Calculates the price of the bond future product with z-spread.
priceWithZSpread(ResolvedBondFutureTrade, LegalEntityDiscountingProvider, double, CompoundedRateType, int) - Method in class com.opengamma.strata.pricer.bond.DiscountingBondFutureTradePricer
Calculates the price of the bond future trade with z-spread.
PricingException - Exception in com.opengamma.strata.pricer
Exception thrown when pricing fails.
PricingException(String) - Constructor for exception com.opengamma.strata.pricer.PricingException
Creates an instance based on a message.
PricingException(String, Throwable) - Constructor for exception com.opengamma.strata.pricer.PricingException
Creates an instance based on a message and cause.
PRINCIPAL - Static variable in class com.opengamma.strata.measure.credit.CreditMeasures
Measure representing the principal.
product(Bill) - Method in class com.opengamma.strata.product.bond.BillPosition.Builder
Sets the bill that was traded.
product() - Method in class com.opengamma.strata.product.bond.BillPosition.Meta
The meta-property for the product property.
product(Bill) - Method in class com.opengamma.strata.product.bond.BillTrade.Builder
Sets the bill that was traded.
product() - Method in class com.opengamma.strata.product.bond.BillTrade.Meta
The meta-property for the product property.
product(BondFutureOption) - Method in class com.opengamma.strata.product.bond.BondFutureOptionPosition.Builder
Sets the option that was traded.
product() - Method in class com.opengamma.strata.product.bond.BondFutureOptionPosition.Meta
The meta-property for the product property.
product(BondFutureOption) - Method in class com.opengamma.strata.product.bond.BondFutureOptionTrade.Builder
Sets the option that was traded.
product() - Method in class com.opengamma.strata.product.bond.BondFutureOptionTrade.Meta
The meta-property for the product property.
product(BondFuture) - Method in class com.opengamma.strata.product.bond.BondFuturePosition.Builder
Sets the future that was traded.
product() - Method in class com.opengamma.strata.product.bond.BondFuturePosition.Meta
The meta-property for the product property.
product(BondFuture) - Method in class com.opengamma.strata.product.bond.BondFutureTrade.Builder
Sets the future that was traded.
product() - Method in class com.opengamma.strata.product.bond.BondFutureTrade.Meta
The meta-property for the product property.
product(CapitalIndexedBond) - Method in class com.opengamma.strata.product.bond.CapitalIndexedBondPosition.Builder
Sets the bond that was traded.
product() - Method in class com.opengamma.strata.product.bond.CapitalIndexedBondPosition.Meta
The meta-property for the product property.
product(CapitalIndexedBond) - Method in class com.opengamma.strata.product.bond.CapitalIndexedBondTrade.Builder
Sets the bond that was traded.
product() - Method in class com.opengamma.strata.product.bond.CapitalIndexedBondTrade.Meta
The meta-property for the product property.
product(FixedCouponBond) - Method in class com.opengamma.strata.product.bond.FixedCouponBondPosition.Builder
Sets the bond that was traded.
product() - Method in class com.opengamma.strata.product.bond.FixedCouponBondPosition.Meta
The meta-property for the product property.
product(FixedCouponBond) - Method in class com.opengamma.strata.product.bond.FixedCouponBondTrade.Builder
Sets the bond that was traded.
product() - Method in class com.opengamma.strata.product.bond.FixedCouponBondTrade.Meta
The meta-property for the product property.
product(ResolvedBill) - Method in class com.opengamma.strata.product.bond.ResolvedBillTrade.Builder
Sets the resolved bill product.
product() - Method in class com.opengamma.strata.product.bond.ResolvedBillTrade.Meta
The meta-property for the product property.
product(ResolvedBondFutureOption) - Method in class com.opengamma.strata.product.bond.ResolvedBondFutureOptionTrade.Builder
Sets the option that was traded.
product() - Method in class com.opengamma.strata.product.bond.ResolvedBondFutureOptionTrade.Meta
The meta-property for the product property.
product(ResolvedBondFuture) - Method in class com.opengamma.strata.product.bond.ResolvedBondFutureTrade.Builder
Sets the future that was traded.
product() - Method in class com.opengamma.strata.product.bond.ResolvedBondFutureTrade.Meta
The meta-property for the product property.
product(ResolvedCapitalIndexedBond) - Method in class com.opengamma.strata.product.bond.ResolvedCapitalIndexedBondTrade.Builder
Sets the resolved capital indexed bond product.
product() - Method in class com.opengamma.strata.product.bond.ResolvedCapitalIndexedBondTrade.Meta
The meta-property for the product property.
product(ResolvedFixedCouponBond) - Method in class com.opengamma.strata.product.bond.ResolvedFixedCouponBondTrade.Builder
Sets the resolved fixed coupon bond product.
product() - Method in class com.opengamma.strata.product.bond.ResolvedFixedCouponBondTrade.Meta
The meta-property for the product property.
product(IborCapFloor) - Method in class com.opengamma.strata.product.capfloor.IborCapFloorTrade.Builder
Sets the cap/floor product that was agreed when the trade occurred.
product() - Method in class com.opengamma.strata.product.capfloor.IborCapFloorTrade.Meta
The meta-property for the product property.
product(ResolvedIborCapFloor) - Method in class com.opengamma.strata.product.capfloor.ResolvedIborCapFloorTrade.Builder
Sets the resolved Ibor cap/floor product.
product() - Method in class com.opengamma.strata.product.capfloor.ResolvedIborCapFloorTrade.Meta
The meta-property for the product property.
product(Cms) - Method in class com.opengamma.strata.product.cms.CmsTrade.Builder
Sets the CMS product that was agreed when the trade occurred.
product() - Method in class com.opengamma.strata.product.cms.CmsTrade.Meta
The meta-property for the product property.
product(ResolvedCms) - Method in class com.opengamma.strata.product.cms.ResolvedCmsTrade.Builder
Sets the resolved CMS product.
product() - Method in class com.opengamma.strata.product.cms.ResolvedCmsTrade.Meta
The meta-property for the product property.
product(CdsIndex) - Method in class com.opengamma.strata.product.credit.CdsIndexTrade.Builder
Sets the CDS index product that was agreed when the trade occurred.
product() - Method in class com.opengamma.strata.product.credit.CdsIndexTrade.Meta
The meta-property for the product property.
product(Cds) - Method in class com.opengamma.strata.product.credit.CdsTrade.Builder
Sets the CDS product that was agreed when the trade occurred.
product() - Method in class com.opengamma.strata.product.credit.CdsTrade.Meta
The meta-property for the product property.
product(ResolvedCdsIndex) - Method in class com.opengamma.strata.product.credit.ResolvedCdsIndexTrade.Builder
Sets the resolved CDS index product.
product() - Method in class com.opengamma.strata.product.credit.ResolvedCdsIndexTrade.Meta
The meta-property for the product property.
product(ResolvedCds) - Method in class com.opengamma.strata.product.credit.ResolvedCdsTrade.Builder
Sets the resolved CDS product.
product() - Method in class com.opengamma.strata.product.credit.ResolvedCdsTrade.Meta
The meta-property for the product property.
product(IborFixingDeposit) - Method in class com.opengamma.strata.product.deposit.IborFixingDepositTrade.Builder
Sets the Ibor fixing deposit product that was agreed when the trade occurred.
product() - Method in class com.opengamma.strata.product.deposit.IborFixingDepositTrade.Meta
The meta-property for the product property.
product(ResolvedIborFixingDeposit) - Method in class com.opengamma.strata.product.deposit.ResolvedIborFixingDepositTrade.Builder
Sets the resolved Ibor Fixing Deposit product.
product() - Method in class com.opengamma.strata.product.deposit.ResolvedIborFixingDepositTrade.Meta
The meta-property for the product property.
product(ResolvedTermDeposit) - Method in class com.opengamma.strata.product.deposit.ResolvedTermDepositTrade.Builder
Sets the resolved Term Deposit product.
product() - Method in class com.opengamma.strata.product.deposit.ResolvedTermDepositTrade.Meta
The meta-property for the product property.
product(TermDeposit) - Method in class com.opengamma.strata.product.deposit.TermDepositTrade.Builder
Sets the term deposit product that was agreed when the trade occurred.
product() - Method in class com.opengamma.strata.product.deposit.TermDepositTrade.Meta
The meta-property for the product property.
product(Dsf) - Method in class com.opengamma.strata.product.dsf.DsfPosition.Builder
Sets the DSF that was traded.
product() - Method in class com.opengamma.strata.product.dsf.DsfPosition.Meta
The meta-property for the product property.
product(Dsf) - Method in class com.opengamma.strata.product.dsf.DsfTrade.Builder
Sets the future that was traded.
product() - Method in class com.opengamma.strata.product.dsf.DsfTrade.Meta
The meta-property for the product property.
product(ResolvedDsf) - Method in class com.opengamma.strata.product.dsf.ResolvedDsfTrade.Builder
Sets the future that was traded.
product() - Method in class com.opengamma.strata.product.dsf.ResolvedDsfTrade.Meta
The meta-property for the product property.
product(Fra) - Method in class com.opengamma.strata.product.fra.FraTrade.Builder
Sets the FRA product that was agreed when the trade occurred.
product() - Method in class com.opengamma.strata.product.fra.FraTrade.Meta
The meta-property for the product property.
product(ResolvedFra) - Method in class com.opengamma.strata.product.fra.ResolvedFraTrade.Builder
Sets the resolved FRA product.
product() - Method in class com.opengamma.strata.product.fra.ResolvedFraTrade.Meta
The meta-property for the product property.
product(FxNdf) - Method in class com.opengamma.strata.product.fx.FxNdfTrade.Builder
Sets the product that was agreed when the trade occurred.
product() - Method in class com.opengamma.strata.product.fx.FxNdfTrade.Meta
The meta-property for the product property.
product(FxSingle) - Method in class com.opengamma.strata.product.fx.FxSingleTrade.Builder
Sets the product that was agreed when the trade occurred.
product() - Method in class com.opengamma.strata.product.fx.FxSingleTrade.Meta
The meta-property for the product property.
product(FxSwap) - Method in class com.opengamma.strata.product.fx.FxSwapTrade.Builder
Sets the FX swap product that was agreed when the trade occurred.
product() - Method in class com.opengamma.strata.product.fx.FxSwapTrade.Meta
The meta-property for the product property.
product(ResolvedFxNdf) - Method in class com.opengamma.strata.product.fx.ResolvedFxNdfTrade.Builder
Sets the resolved Non-Deliverable Forward (NDF) product.
product() - Method in class com.opengamma.strata.product.fx.ResolvedFxNdfTrade.Meta
The meta-property for the product property.
product(ResolvedFxSingle) - Method in class com.opengamma.strata.product.fx.ResolvedFxSingleTrade.Builder
Sets the resolved single FX product.
product() - Method in class com.opengamma.strata.product.fx.ResolvedFxSingleTrade.Meta
The meta-property for the product property.
product(ResolvedFxSwap) - Method in class com.opengamma.strata.product.fx.ResolvedFxSwapTrade.Builder
Sets the resolved FX swap product.
product() - Method in class com.opengamma.strata.product.fx.ResolvedFxSwapTrade.Meta
The meta-property for the product property.
product(FxSingleBarrierOption) - Method in class com.opengamma.strata.product.fxopt.FxSingleBarrierOptionTrade.Builder
Sets the FX option product that was agreed when the trade occurred.
product() - Method in class com.opengamma.strata.product.fxopt.FxSingleBarrierOptionTrade.Meta
The meta-property for the product property.
product(FxVanillaOption) - Method in class com.opengamma.strata.product.fxopt.FxVanillaOptionTrade.Builder
Sets the FX option product that was agreed when the trade occurred.
product() - Method in class com.opengamma.strata.product.fxopt.FxVanillaOptionTrade.Meta
The meta-property for the product property.
product(ResolvedFxSingleBarrierOption) - Method in class com.opengamma.strata.product.fxopt.ResolvedFxSingleBarrierOptionTrade.Builder
Sets the resolved barrier FX option product.
product() - Method in class com.opengamma.strata.product.fxopt.ResolvedFxSingleBarrierOptionTrade.Meta
The meta-property for the product property.
product(ResolvedFxVanillaOption) - Method in class com.opengamma.strata.product.fxopt.ResolvedFxVanillaOptionTrade.Builder
Sets the resolved vanilla FX option product.
product() - Method in class com.opengamma.strata.product.fxopt.ResolvedFxVanillaOptionTrade.Meta
The meta-property for the product property.
product(IborFutureOption) - Method in class com.opengamma.strata.product.index.IborFutureOptionPosition.Builder
Sets the option that was traded.
product() - Method in class com.opengamma.strata.product.index.IborFutureOptionPosition.Meta
The meta-property for the product property.
product(IborFutureOption) - Method in class com.opengamma.strata.product.index.IborFutureOptionTrade.Builder
Sets the option that was traded.
product() - Method in class com.opengamma.strata.product.index.IborFutureOptionTrade.Meta
The meta-property for the product property.
product(IborFuture) - Method in class com.opengamma.strata.product.index.IborFuturePosition.Builder
Sets the future that was traded.
product() - Method in class com.opengamma.strata.product.index.IborFuturePosition.Meta
The meta-property for the product property.
product(IborFuture) - Method in class com.opengamma.strata.product.index.IborFutureTrade.Builder
Sets the future that was traded.
product() - Method in class com.opengamma.strata.product.index.IborFutureTrade.Meta
The meta-property for the product property.
product(OvernightFuture) - Method in class com.opengamma.strata.product.index.OvernightFuturePosition.Builder
Sets the future that was traded.
product() - Method in class com.opengamma.strata.product.index.OvernightFuturePosition.Meta
The meta-property for the product property.
product(OvernightFuture) - Method in class com.opengamma.strata.product.index.OvernightFutureTrade.Builder
Sets the future that was traded.
product() - Method in class com.opengamma.strata.product.index.OvernightFutureTrade.Meta
The meta-property for the product property.
product(ResolvedIborFutureOption) - Method in class com.opengamma.strata.product.index.ResolvedIborFutureOptionTrade.Builder
Sets the option that was traded.
product() - Method in class com.opengamma.strata.product.index.ResolvedIborFutureOptionTrade.Meta
The meta-property for the product property.
product(ResolvedIborFuture) - Method in class com.opengamma.strata.product.index.ResolvedIborFutureTrade.Builder
Sets the future that was traded.
product() - Method in class com.opengamma.strata.product.index.ResolvedIborFutureTrade.Meta
The meta-property for the product property.
product(ResolvedOvernightFuture) - Method in class com.opengamma.strata.product.index.ResolvedOvernightFutureTrade.Builder
Sets the future that was traded.
product() - Method in class com.opengamma.strata.product.index.ResolvedOvernightFutureTrade.Meta
The meta-property for the product property.
product(BulletPayment) - Method in class com.opengamma.strata.product.payment.BulletPaymentTrade.Builder
Sets the product that was agreed when the trade occurred.
product() - Method in class com.opengamma.strata.product.payment.BulletPaymentTrade.Meta
The meta-property for the product property.
product(ResolvedBulletPayment) - Method in class com.opengamma.strata.product.payment.ResolvedBulletPaymentTrade.Builder
Sets the resolved bullet payment product.
product() - Method in class com.opengamma.strata.product.payment.ResolvedBulletPaymentTrade.Meta
The meta-property for the product property.
Product - Interface in com.opengamma.strata.product
The product details of a financial instrument.
product(ResolvedSwap) - Method in class com.opengamma.strata.product.swap.ResolvedSwapTrade.Builder
Sets the resolved Swap product.
product() - Method in class com.opengamma.strata.product.swap.ResolvedSwapTrade.Meta
The meta-property for the product property.
product(Swap) - Method in class com.opengamma.strata.product.swap.SwapTrade.Builder
Sets the swap product that was agreed when the trade occurred.
product() - Method in class com.opengamma.strata.product.swap.SwapTrade.Meta
The meta-property for the product property.
product(ResolvedSwaption) - Method in class com.opengamma.strata.product.swaption.ResolvedSwaptionTrade.Builder
Sets the resolved Swaption product.
product() - Method in class com.opengamma.strata.product.swaption.ResolvedSwaptionTrade.Meta
The meta-property for the product property.
product(Swaption) - Method in class com.opengamma.strata.product.swaption.SwaptionTrade.Builder
Sets the swaption product that was agreed when the trade occurred.
product() - Method in class com.opengamma.strata.product.swaption.SwaptionTrade.Meta
The meta-property for the product property.
PRODUCT_LINEAR - Static variable in class com.opengamma.strata.market.curve.interpolator.CurveExtrapolators
Product linear extrapolator.
PRODUCT_LINEAR - Static variable in class com.opengamma.strata.market.curve.interpolator.CurveInterpolators
Product linear interpolator.
PRODUCT_NATURAL_SPLINE - Static variable in class com.opengamma.strata.market.curve.interpolator.CurveInterpolators
Product natural spline interpolator.
PRODUCT_NATURAL_SPLINE_MONOTONE_CUBIC - Static variable in class com.opengamma.strata.market.curve.interpolator.CurveInterpolators
Product natural spline interpolator with monotonicity filter.
ProductTrade - Interface in com.opengamma.strata.product
A trade that is directly based on a product.
productType(ProductType) - Method in class com.opengamma.strata.product.PortfolioItemSummary.Builder
Sets the type of the product.
ProductType - Class in com.opengamma.strata.product
The type of a portfolio item.
propagate(Throwable) - Static method in class com.opengamma.strata.collect.Unchecked
Propagates throwable as-is if possible, or by wrapping in a RuntimeException if not.
PropertiesFile - Class in com.opengamma.strata.collect.io
A properties file.
property(String) - Method in class com.opengamma.strata.collect.array.DoubleArray
 
property(String) - Method in class com.opengamma.strata.collect.array.IntArray
 
propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.basics.currency.AdjustablePayment.Meta
 
propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.basics.currency.CurrencyAmountArray.Meta
 
propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.basics.currency.FxMatrix.Meta
 
propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.basics.currency.FxRate.Meta
 
propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.basics.currency.MultiCurrencyAmount.Meta
 
propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.basics.currency.MultiCurrencyAmountArray.Meta
 
propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.basics.currency.Payment.Meta
 
propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.basics.date.AdjustableDate.Meta
 
propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.basics.date.BusinessDayAdjustment.Meta
 
propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.basics.date.DaysAdjustment.Meta
 
propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.basics.date.ImmutableHolidayCalendar.Meta
 
propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.basics.date.PeriodAdjustment.Meta
 
propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.basics.date.TenorAdjustment.Meta
 
propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.basics.ImmutableReferenceData.Meta
 
propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.basics.index.FxIndexObservation.Meta
 
propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.basics.index.IborIndexObservation.Meta
 
propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.basics.index.ImmutableFloatingRateName.Meta
 
propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.basics.index.ImmutableFxIndex.Meta
 
propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.basics.index.ImmutableIborIndex.Meta
 
propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.basics.index.ImmutableOvernightIndex.Meta
 
propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.basics.index.ImmutablePriceIndex.Meta
 
propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.basics.index.OvernightIndexObservation.Meta
 
propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.basics.index.PriceIndexObservation.Meta
 
propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.basics.schedule.PeriodicSchedule.Meta
 
propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.basics.schedule.Schedule.Meta
 
propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.basics.schedule.SchedulePeriod.Meta
 
propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.basics.StandardId.Meta
 
propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.basics.value.ValueAdjustment.Meta
 
propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.basics.value.ValueSchedule.Meta
 
propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.basics.value.ValueStep.Meta
 
propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.basics.value.ValueStepSequence.Meta
 
propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.calc.CalculationRules.Meta
 
propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.calc.Column.Meta
 
propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.calc.ColumnHeader.Meta
 
propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.calc.ImmutableMeasure.Meta
 
propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.calc.marketdata.BuiltMarketData.Meta
 
propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.calc.marketdata.BuiltScenarioMarketData.Meta
 
propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.calc.marketdata.MarketDataConfig.Meta
 
propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.calc.marketdata.MarketDataRequirements.Meta
 
propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.calc.marketdata.PerturbationMapping.Meta
 
propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.calc.marketdata.ScenarioDefinition.Meta
 
propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.calc.ReportingCurrency.Meta
 
propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.calc.Results.Meta
 
propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.calc.runner.FunctionRequirements.Meta
 
propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.collect.array.DoubleMatrix.Meta
 
propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.collect.result.Failure.Meta
 
propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.collect.result.FailureItem.Meta
 
propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.collect.result.FailureItems.Meta
 
propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.collect.result.Result.Meta
 
propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.collect.result.ValueWithFailures.Meta
 
propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.collect.tuple.DoublesPair.Meta
 
propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.collect.tuple.IntDoublePair.Meta
 
propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.collect.tuple.LongDoublePair.Meta
 
propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.collect.tuple.ObjDoublePair.Meta
 
propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.collect.tuple.ObjIntPair.Meta
 
propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.collect.tuple.Pair.Meta
 
propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.collect.tuple.Triple.Meta
 
propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.data.ImmutableMarketData.Meta
 
propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.data.scenario.CurrencyScenarioArray.Meta
 
propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.data.scenario.DoubleScenarioArray.Meta
 
propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.data.scenario.FxRateScenarioArray.Meta
 
propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.data.scenario.ImmutableScenarioMarketData.Meta
 
propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.data.scenario.MultiCurrencyScenarioArray.Meta
 
propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.market.amount.CashFlow.Meta
 
propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.market.amount.CashFlows.Meta
 
propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.market.amount.LegAmounts.Meta
 
propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.market.amount.SwapLegAmount.Meta
 
propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.market.curve.AddFixedCurve.Meta
 
propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.market.curve.CombinedCurve.Meta
 
propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.market.curve.ConstantCurve.Meta
 
propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.market.curve.ConstantNodalCurve.Meta
 
propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.market.curve.CurveNodeDate.Meta
 
propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.market.curve.CurveNodeDateOrder.Meta
 
propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.market.curve.CurveParallelShifts.Meta
 
propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.market.curve.CurveParameterSize.Meta
 
propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.market.curve.DefaultCurveMetadata.Meta
 
propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.market.curve.DepositIsdaCreditCurveNode.Meta
 
propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.market.curve.InflationNodalCurve.Meta
 
propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.market.curve.InterpolatedNodalCurve.Meta
 
propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.market.curve.InterpolatedNodalCurveDefinition.Meta
 
propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.market.curve.IsdaCreditCurveDefinition.Meta
 
propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.market.curve.JacobianCalibrationMatrix.Meta
 
propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.market.curve.LegalEntityCurveGroup.Meta
 
propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.market.curve.node.CdsIndexIsdaCreditCurveNode.Meta
 
propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.market.curve.node.CdsIsdaCreditCurveNode.Meta
 
propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.market.curve.node.FixedIborSwapCurveNode.Meta
 
propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.market.curve.node.FixedInflationSwapCurveNode.Meta
 
propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.market.curve.node.FixedOvernightSwapCurveNode.Meta
 
propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.market.curve.node.FraCurveNode.Meta
 
propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.market.curve.node.FxSwapCurveNode.Meta
 
propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.market.curve.node.IborFixingDepositCurveNode.Meta
 
propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.market.curve.node.IborFutureCurveNode.Meta
 
propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.market.curve.node.IborIborSwapCurveNode.Meta
 
propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.market.curve.node.OvernightIborSwapCurveNode.Meta
 
propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.market.curve.node.TermDepositCurveNode.Meta
 
propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.market.curve.node.ThreeLegBasisSwapCurveNode.Meta
 
propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.market.curve.node.XCcyIborIborSwapCurveNode.Meta
 
propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.market.curve.ParallelShiftedCurve.Meta
 
propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.market.curve.ParameterizedFunctionalCurve.Meta
 
propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.market.curve.ParameterizedFunctionalCurveDefinition.Meta
 
propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.market.curve.RatesCurveGroup.Meta
 
propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.market.curve.RatesCurveGroupDefinition.Meta
 
propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.market.curve.RatesCurveGroupEntry.Meta
 
propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.market.curve.RatesCurveInputs.Meta
 
propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.market.curve.SeasonalityDefinition.Meta
 
propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.market.curve.SimpleCurveParameterMetadata.Meta
 
propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.market.curve.SwapIsdaCreditCurveNode.Meta
 
propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.market.explain.ExplainMap.Meta
 
propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.market.FxRateShifts.Meta
 
propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.market.GenericDoubleShifts.Meta
 
propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.market.observable.LegalEntityInformation.Meta
 
propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.market.observable.Quote.Meta
 
propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.market.observable.QuoteScenarioArray.Meta
 
propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.market.observable.QuoteScenarioArrayId.Meta
 
propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.market.option.DeltaStrike.Meta
 
propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.market.option.LogMoneynessStrike.Meta
 
propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.market.option.MoneynessStrike.Meta
 
propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.market.option.SimpleStrike.Meta
 
propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.market.param.CrossGammaParameterSensitivities.Meta
 
propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.market.param.CrossGammaParameterSensitivity.Meta
 
propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.market.param.CurrencyParameterSensitivities.Meta
 
propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.market.param.CurrencyParameterSensitivity.Meta
 
propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.market.param.LabelDateParameterMetadata.Meta
 
propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.market.param.LabelParameterMetadata.Meta
 
propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.market.param.ParameterSize.Meta
 
propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.market.param.PointShifts.Meta
 
propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.market.param.ResolvedTradeParameterMetadata.Meta
 
propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.market.param.TenorDateParameterMetadata.Meta
 
propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.market.param.TenorParameterMetadata.Meta
 
propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.market.param.UnitParameterSensitivities.Meta
 
propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.market.param.UnitParameterSensitivity.Meta
 
propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.market.param.YearMonthDateParameterMetadata.Meta
 
propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.market.sensitivity.PointSensitivities.Meta
 
propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.market.surface.ConstantSurface.Meta
 
propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.market.surface.DefaultSurfaceMetadata.Meta
 
propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.market.surface.DeformedSurface.Meta
 
propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.market.surface.InterpolatedNodalSurface.Meta
 
propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.market.surface.interpolator.GridSurfaceInterpolator.Meta
 
propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.market.surface.SimpleSurfaceParameterMetadata.Meta
 
propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.measure.curve.RootFinderConfig.Meta
 
propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.measure.fx.FxRateConfig.Meta
 
propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.measure.fxopt.BlackFxOptionInterpolatedNodalSurfaceVolatilitiesSpecification.Meta
 
propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.measure.fxopt.BlackFxOptionSmileVolatilitiesSpecification.Meta
 
propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.measure.fxopt.FxOptionVolatilitiesDefinition.Meta
 
propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.measure.fxopt.FxOptionVolatilitiesNode.Meta
 
propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.measure.ValuationZoneTimeDefinition.Meta
 
propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.pricer.bond.BlackBondFutureExpiryLogMoneynessVolatilities.Meta
 
propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.pricer.bond.BondFutureOptionSensitivity.Meta
 
propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.pricer.bond.ImmutableLegalEntityDiscountingProvider.Meta
 
propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.pricer.bond.IssuerCurveDiscountFactors.Meta
 
propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.pricer.bond.IssuerCurveZeroRateSensitivity.Meta
 
propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.pricer.bond.RepoCurveDiscountFactors.Meta
 
propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.pricer.bond.RepoCurveZeroRateSensitivity.Meta
 
propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.pricer.capfloor.BlackIborCapletFloorletExpiryStrikeVolatilities.Meta
 
propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.pricer.capfloor.DirectIborCapletFloorletVolatilityDefinition.Meta
 
propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.pricer.capfloor.IborCapletFloorletSabrSensitivity.Meta
 
propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.pricer.capfloor.IborCapletFloorletSensitivity.Meta
 
propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.pricer.capfloor.IborCapletFloorletVolatilityCalibrationResult.Meta
 
propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.pricer.capfloor.NormalIborCapletFloorletExpiryStrikeVolatilities.Meta
 
propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.pricer.capfloor.SabrIborCapletFloorletVolatilityBootstrapDefinition.Meta
 
propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.pricer.capfloor.SabrIborCapletFloorletVolatilityCalibrationDefinition.Meta
 
propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.pricer.capfloor.SabrParametersIborCapletFloorletVolatilities.Meta
 
propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.pricer.capfloor.ShiftedBlackIborCapletFloorletExpiryStrikeVolatilities.Meta
 
propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.pricer.capfloor.SurfaceIborCapletFloorletVolatilityBootstrapDefinition.Meta
 
propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.pricer.common.GenericVolatilitySurfacePeriodParameterMetadata.Meta
 
propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.pricer.common.GenericVolatilitySurfaceYearFractionParameterMetadata.Meta
 
propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.pricer.credit.ConstantRecoveryRates.Meta
 
propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.pricer.credit.CreditCurveZeroRateSensitivity.Meta
 
propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.pricer.credit.ImmutableCreditRatesProvider.Meta
 
propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.pricer.credit.IsdaCreditDiscountFactors.Meta
 
propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.pricer.credit.JumpToDefault.Meta
 
propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.pricer.credit.LegalEntitySurvivalProbabilities.Meta
 
propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.pricer.fx.DiscountFxForwardRates.Meta
 
propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.pricer.fx.ForwardFxIndexRates.Meta
 
propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.pricer.fx.FxForwardSensitivity.Meta
 
propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.pricer.fx.FxIndexSensitivity.Meta
 
propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.pricer.fxopt.BlackFxOptionFlatVolatilities.Meta
 
propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.pricer.fxopt.BlackFxOptionSmileVolatilities.Meta
 
propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.pricer.fxopt.BlackFxOptionSurfaceVolatilities.Meta
 
propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.pricer.fxopt.FxOptionSensitivity.Meta
 
propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.pricer.fxopt.FxVolatilitySurfaceYearFractionParameterMetadata.Meta
 
propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.pricer.fxopt.InterpolatedStrikeSmileDeltaTermStructure.Meta
 
propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.pricer.fxopt.RecombiningTrinomialTreeData.Meta
 
propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.pricer.fxopt.SmileDeltaParameters.Meta
 
propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.pricer.fxopt.VolatilityAndBucketedSensitivities.Meta
 
propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.pricer.index.IborFutureOptionSensitivity.Meta
 
propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.pricer.index.NormalIborFutureOptionExpirySimpleMoneynessVolatilities.Meta
 
propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.pricer.model.HullWhiteOneFactorPiecewiseConstantParametersProvider.Meta
 
propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.pricer.rate.DiscountIborIndexRates.Meta
 
propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.pricer.rate.DiscountOvernightIndexRates.Meta
 
propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.pricer.rate.IborRateSensitivity.Meta
 
propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.pricer.rate.ImmutableRatesProvider.Meta
 
propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.pricer.rate.InflationRateSensitivity.Meta
 
propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.pricer.rate.OvernightRateSensitivity.Meta
 
propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.pricer.rate.SimpleIborIndexRates.Meta
 
propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.pricer.rate.SimplePriceIndexValues.Meta
 
propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.pricer.SimpleDiscountFactors.Meta
 
propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.pricer.swaption.BlackSwaptionExpiryTenorVolatilities.Meta
 
propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.pricer.swaption.NormalSwaptionExpirySimpleMoneynessVolatilities.Meta
 
propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.pricer.swaption.NormalSwaptionExpiryStrikeVolatilities.Meta
 
propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.pricer.swaption.NormalSwaptionExpiryTenorVolatilities.Meta
 
propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.pricer.swaption.SabrParametersSwaptionVolatilities.Meta
 
propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.pricer.swaption.SabrSwaptionDefinition.Meta
 
propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.pricer.swaption.SwaptionSabrSensitivity.Meta
 
propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.pricer.swaption.SwaptionSensitivity.Meta
 
propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.pricer.swaption.SwaptionSurfaceExpirySimpleMoneynessParameterMetadata.Meta
 
propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.pricer.swaption.SwaptionSurfaceExpiryStrikeParameterMetadata.Meta
 
propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.pricer.swaption.SwaptionSurfaceExpiryTenorParameterMetadata.Meta
 
propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.pricer.ZeroRateDiscountFactors.Meta
 
propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.pricer.ZeroRatePeriodicDiscountFactors.Meta
 
propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.pricer.ZeroRateSensitivity.Meta
 
propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.product.bond.Bill.Meta
 
propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.product.bond.BillPosition.Meta
 
propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.product.bond.BillSecurity.Meta
 
propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.product.bond.BillTrade.Meta
 
propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.product.bond.BondFuture.Meta
 
propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.product.bond.BondFutureOption.Meta
 
propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.product.bond.BondFutureOptionPosition.Meta
 
propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.product.bond.BondFutureOptionSecurity.Meta
 
propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.product.bond.BondFutureOptionTrade.Meta
 
propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.product.bond.BondFuturePosition.Meta
 
propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.product.bond.BondFutureSecurity.Meta
 
propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.product.bond.BondFutureTrade.Meta
 
propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.product.bond.CapitalIndexedBond.Meta
 
propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.product.bond.CapitalIndexedBondPaymentPeriod.Meta
 
propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.product.bond.CapitalIndexedBondPosition.Meta
 
propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.product.bond.CapitalIndexedBondSecurity.Meta
 
propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.product.bond.CapitalIndexedBondTrade.Meta
 
propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.product.bond.FixedCouponBond.Meta
 
propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.product.bond.FixedCouponBondPaymentPeriod.Meta
 
propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.product.bond.FixedCouponBondPosition.Meta
 
propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.product.bond.FixedCouponBondSecurity.Meta
 
propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.product.bond.FixedCouponBondTrade.Meta
 
propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.product.bond.KnownAmountBondPaymentPeriod.Meta
 
propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.product.bond.ResolvedBill.Meta
 
propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.product.bond.ResolvedBillTrade.Meta
 
propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.product.bond.ResolvedBondFuture.Meta
 
propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.product.bond.ResolvedBondFutureOption.Meta
 
propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.product.bond.ResolvedBondFutureOptionTrade.Meta
 
propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.product.bond.ResolvedBondFutureTrade.Meta
 
propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.product.bond.ResolvedCapitalIndexedBond.Meta
 
propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.product.bond.ResolvedCapitalIndexedBondTrade.Meta
 
propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.product.bond.ResolvedFixedCouponBond.Meta
 
propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.product.bond.ResolvedFixedCouponBondTrade.Meta
 
propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.product.capfloor.IborCapFloor.Meta
 
propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.product.capfloor.IborCapFloorLeg.Meta
 
propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.product.capfloor.IborCapFloorTrade.Meta
 
propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.product.capfloor.IborCapletFloorletPeriod.Meta
 
propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.product.capfloor.ResolvedIborCapFloor.Meta
 
propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.product.capfloor.ResolvedIborCapFloorLeg.Meta
 
propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.product.capfloor.ResolvedIborCapFloorTrade.Meta
 
propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.product.cms.Cms.Meta
 
propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.product.cms.CmsLeg.Meta
 
propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.product.cms.CmsPeriod.Meta
 
propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.product.cms.CmsTrade.Meta
 
propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.product.cms.ResolvedCms.Meta
 
propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.product.cms.ResolvedCmsLeg.Meta
 
propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.product.cms.ResolvedCmsTrade.Meta
 
propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.product.credit.Cds.Meta
 
propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.product.credit.CdsCalibrationTrade.Meta
 
propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.product.credit.CdsIndex.Meta
 
propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.product.credit.CdsIndexCalibrationTrade.Meta
 
propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.product.credit.CdsIndexTrade.Meta
 
propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.product.credit.CdsQuote.Meta
 
propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.product.credit.CdsTrade.Meta
 
propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.product.credit.CreditCouponPaymentPeriod.Meta
 
propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.product.credit.ResolvedCds.Meta
 
propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.product.credit.ResolvedCdsIndex.Meta
 
propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.product.credit.ResolvedCdsIndexTrade.Meta
 
propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.product.credit.ResolvedCdsTrade.Meta
 
propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.product.credit.type.DatesCdsTemplate.Meta
 
propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.product.credit.type.ImmutableCdsConvention.Meta
 
propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.product.credit.type.TenorCdsTemplate.Meta
 
propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.product.deposit.IborFixingDeposit.Meta
 
propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.product.deposit.IborFixingDepositTrade.Meta
 
propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.product.deposit.ResolvedIborFixingDeposit.Meta
 
propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.product.deposit.ResolvedIborFixingDepositTrade.Meta
 
propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.product.deposit.ResolvedTermDeposit.Meta
 
propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.product.deposit.ResolvedTermDepositTrade.Meta
 
propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.product.deposit.TermDeposit.Meta
 
propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.product.deposit.TermDepositTrade.Meta
 
propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.product.deposit.type.IborFixingDepositTemplate.Meta
 
propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.product.deposit.type.ImmutableIborFixingDepositConvention.Meta
 
propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.product.deposit.type.ImmutableTermDepositConvention.Meta
 
propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.product.deposit.type.TermDepositTemplate.Meta
 
propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.product.dsf.Dsf.Meta
 
propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.product.dsf.DsfPosition.Meta
 
propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.product.dsf.DsfSecurity.Meta
 
propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.product.dsf.DsfTrade.Meta
 
propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.product.dsf.ResolvedDsf.Meta
 
propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.product.dsf.ResolvedDsfTrade.Meta
 
propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.product.etd.EtdContractSpec.Meta
 
propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.product.etd.EtdFuturePosition.Meta
 
propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.product.etd.EtdFutureSecurity.Meta
 
propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.product.etd.EtdFutureTrade.Meta
 
propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.product.etd.EtdOptionPosition.Meta
 
propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.product.etd.EtdOptionSecurity.Meta
 
propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.product.etd.EtdOptionTrade.Meta
 
propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.product.fra.Fra.Meta
 
propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.product.fra.FraTrade.Meta
 
propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.product.fra.ResolvedFra.Meta
 
propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.product.fra.ResolvedFraTrade.Meta
 
propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.product.fra.type.FraTemplate.Meta
 
propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.product.fra.type.ImmutableFraConvention.Meta
 
propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.product.fx.FxNdf.Meta
 
propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.product.fx.FxNdfTrade.Meta
 
propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.product.fx.FxSingle.Meta
 
propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.product.fx.FxSingleTrade.Meta
 
propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.product.fx.FxSwap.Meta
 
propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.product.fx.FxSwapTrade.Meta
 
propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.product.fx.ResolvedFxNdf.Meta
 
propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.product.fx.ResolvedFxNdfTrade.Meta
 
propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.product.fx.ResolvedFxSingle.Meta
 
propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.product.fx.ResolvedFxSingleTrade.Meta
 
propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.product.fx.ResolvedFxSwap.Meta
 
propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.product.fx.ResolvedFxSwapTrade.Meta
 
propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.product.fx.type.FxSwapTemplate.Meta
 
propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.product.fx.type.ImmutableFxSwapConvention.Meta
 
propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.product.fxopt.FxSingleBarrierOption.Meta
 
propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.product.fxopt.FxSingleBarrierOptionTrade.Meta
 
propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.product.fxopt.FxVanillaOption.Meta
 
propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.product.fxopt.FxVanillaOptionTrade.Meta
 
propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.product.fxopt.ResolvedFxSingleBarrierOption.Meta
 
propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.product.fxopt.ResolvedFxSingleBarrierOptionTrade.Meta
 
propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.product.fxopt.ResolvedFxVanillaOption.Meta
 
propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.product.fxopt.ResolvedFxVanillaOptionTrade.Meta
 
propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.product.GenericSecurity.Meta
 
propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.product.GenericSecurityPosition.Meta
 
propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.product.GenericSecurityTrade.Meta
 
propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.product.index.IborFuture.Meta
 
propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.product.index.IborFutureOption.Meta
 
propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.product.index.IborFutureOptionPosition.Meta
 
propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.product.index.IborFutureOptionSecurity.Meta
 
propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.product.index.IborFutureOptionTrade.Meta
 
propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.product.index.IborFuturePosition.Meta
 
propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.product.index.IborFutureSecurity.Meta
 
propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.product.index.IborFutureTrade.Meta
 
propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.product.index.OvernightFuture.Meta
 
propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.product.index.OvernightFuturePosition.Meta
 
propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.product.index.OvernightFutureSecurity.Meta
 
propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.product.index.OvernightFutureTrade.Meta
 
propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.product.index.ResolvedIborFuture.Meta
 
propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.product.index.ResolvedIborFutureOption.Meta
 
propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.product.index.ResolvedIborFutureOptionTrade.Meta
 
propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.product.index.ResolvedIborFutureTrade.Meta
 
propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.product.index.ResolvedOvernightFuture.Meta
 
propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.product.index.ResolvedOvernightFutureTrade.Meta
 
propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.product.index.type.ImmutableIborFutureConvention.Meta
 
propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.product.option.SimpleConstantContinuousBarrier.Meta
 
propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.product.payment.BulletPayment.Meta
 
propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.product.payment.BulletPaymentTrade.Meta
 
propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.product.payment.ResolvedBulletPayment.Meta
 
propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.product.payment.ResolvedBulletPaymentTrade.Meta
 
propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.product.PositionInfo.Meta
 
propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.product.rate.FixedRateComputation.Meta
 
propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.product.rate.IborAveragedFixing.Meta
 
propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.product.rate.IborAveragedRateComputation.Meta
 
propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.product.rate.IborInterpolatedRateComputation.Meta
 
propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.product.rate.IborRateComputation.Meta
 
propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.product.rate.InflationEndInterpolatedRateComputation.Meta
 
propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.product.rate.InflationEndMonthRateComputation.Meta
 
propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.product.rate.InflationInterpolatedRateComputation.Meta
 
propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.product.rate.InflationMonthlyRateComputation.Meta
 
propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.product.rate.OvernightAveragedDailyRateComputation.Meta
 
propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.product.rate.OvernightAveragedRateComputation.Meta
 
propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.product.rate.OvernightCompoundedRateComputation.Meta
 
propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.product.SecurityInfo.Meta
 
propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.product.SecurityPosition.Meta
 
propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.product.SecurityPriceInfo.Meta
 
propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.product.SecurityTrade.Meta
 
propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.product.swap.FixedRateCalculation.Meta
 
propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.product.swap.FixedRateStubCalculation.Meta
 
propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.product.swap.FxReset.Meta
 
propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.product.swap.FxResetCalculation.Meta
 
propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.product.swap.FxResetNotionalExchange.Meta
 
propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.product.swap.IborRateCalculation.Meta
 
propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.product.swap.IborRateStubCalculation.Meta
 
propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.product.swap.ImmutableSwapIndex.Meta
 
propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.product.swap.InflationRateCalculation.Meta
 
propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.product.swap.KnownAmountNotionalSwapPaymentPeriod.Meta
 
propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.product.swap.KnownAmountSwapLeg.Meta
 
propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.product.swap.KnownAmountSwapPaymentPeriod.Meta
 
propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.product.swap.NotionalExchange.Meta
 
propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.product.swap.NotionalSchedule.Meta
 
propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.product.swap.OvernightRateCalculation.Meta
 
propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.product.swap.PaymentSchedule.Meta
 
propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.product.swap.RateAccrualPeriod.Meta
 
propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.product.swap.RateCalculationSwapLeg.Meta
 
propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.product.swap.RatePaymentPeriod.Meta
 
propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.product.swap.RatePeriodSwapLeg.Meta
 
propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.product.swap.ResetSchedule.Meta
 
propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.product.swap.ResolvedSwap.Meta
 
propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.product.swap.ResolvedSwapLeg.Meta
 
propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.product.swap.ResolvedSwapTrade.Meta
 
propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.product.swap.Swap.Meta
 
propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.product.swap.SwapTrade.Meta
 
propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.product.swap.type.FixedIborSwapTemplate.Meta
 
propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.product.swap.type.FixedInflationSwapTemplate.Meta
 
propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.product.swap.type.FixedOvernightSwapTemplate.Meta
 
propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.product.swap.type.FixedRateSwapLegConvention.Meta
 
propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.product.swap.type.IborIborSwapTemplate.Meta
 
propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.product.swap.type.IborRateSwapLegConvention.Meta
 
propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.product.swap.type.ImmutableFixedIborSwapConvention.Meta
 
propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.product.swap.type.ImmutableFixedInflationSwapConvention.Meta
 
propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.product.swap.type.ImmutableFixedOvernightSwapConvention.Meta
 
propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.product.swap.type.ImmutableIborIborSwapConvention.Meta
 
propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.product.swap.type.ImmutableOvernightIborSwapConvention.Meta
 
propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.product.swap.type.ImmutableThreeLegBasisSwapConvention.Meta
 
propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.product.swap.type.ImmutableXCcyIborIborSwapConvention.Meta
 
propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.product.swap.type.InflationRateSwapLegConvention.Meta
 
propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.product.swap.type.OvernightIborSwapTemplate.Meta
 
propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.product.swap.type.OvernightRateSwapLegConvention.Meta
 
propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.product.swap.type.ThreeLegBasisSwapTemplate.Meta
 
propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.product.swap.type.XCcyIborIborSwapTemplate.Meta
 
propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.product.swaption.CashSwaptionSettlement.Meta
 
propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.product.swaption.ResolvedSwaption.Meta
 
propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.product.swaption.ResolvedSwaptionTrade.Meta
 
propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.product.swaption.Swaption.Meta
 
propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.product.swaption.SwaptionTrade.Meta
 
propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.product.TradeInfo.Meta
 
propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.report.cashflow.CashFlowReport.Meta
 
propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.report.framework.format.FormatSettings.Meta
 
propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.report.ReportCalculationResults.Meta
 
propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.report.ReportRequirements.Meta
 
propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.report.trade.TradeReport.Meta
 
propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.report.trade.TradeReportColumn.Meta
 
propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.report.trade.TradeReportTemplate.Meta
 
propertyNames() - Method in class com.opengamma.strata.collect.array.DoubleArray
 
propertyNames() - Method in class com.opengamma.strata.collect.array.IntArray
 
propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.basics.currency.AdjustablePayment.Meta
 
propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.basics.currency.CurrencyAmountArray.Meta
 
propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.basics.currency.FxMatrix.Meta
 
propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.basics.currency.FxRate.Meta
 
propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.basics.currency.MultiCurrencyAmount.Meta
 
propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.basics.currency.MultiCurrencyAmountArray.Meta
 
propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.basics.currency.Payment.Meta
 
propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.basics.date.AdjustableDate.Meta
 
propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.basics.date.BusinessDayAdjustment.Meta
 
propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.basics.date.DaysAdjustment.Meta
 
propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.basics.date.ImmutableHolidayCalendar.Meta
 
propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.basics.date.PeriodAdjustment.Meta
 
propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.basics.date.TenorAdjustment.Meta
 
propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.basics.ImmutableReferenceData.Meta
 
propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.basics.index.FxIndexObservation.Meta
 
propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.basics.index.IborIndexObservation.Meta
 
propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.basics.index.ImmutableFloatingRateName.Meta
 
propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.basics.index.ImmutableFxIndex.Meta
 
propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.basics.index.ImmutableIborIndex.Meta
 
propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.basics.index.ImmutableOvernightIndex.Meta
 
propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.basics.index.ImmutablePriceIndex.Meta
 
propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.basics.index.OvernightIndexObservation.Meta
 
propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.basics.index.PriceIndexObservation.Meta
 
propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.basics.schedule.PeriodicSchedule.Meta
 
propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.basics.schedule.Schedule.Meta
 
propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.basics.schedule.SchedulePeriod.Meta
 
propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.basics.StandardId.Meta
 
propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.basics.value.ValueAdjustment.Meta
 
propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.basics.value.ValueSchedule.Meta
 
propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.basics.value.ValueStep.Meta
 
propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.basics.value.ValueStepSequence.Meta
 
propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.calc.CalculationRules.Meta
 
propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.calc.Column.Meta
 
propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.calc.ColumnHeader.Meta
 
propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.calc.ImmutableMeasure.Meta
 
propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.calc.marketdata.BuiltMarketData.Meta
 
propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.calc.marketdata.BuiltScenarioMarketData.Meta
 
propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.calc.marketdata.MarketDataConfig.Meta
 
propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.calc.marketdata.MarketDataRequirements.Meta
 
propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.calc.marketdata.PerturbationMapping.Meta
 
propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.calc.marketdata.ScenarioDefinition.Meta
 
propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.calc.ReportingCurrency.Meta
 
propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.calc.Results.Meta
 
propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.calc.runner.FunctionRequirements.Meta
 
propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.collect.array.DoubleMatrix.Meta
 
PropertySet - Class in com.opengamma.strata.collect.io
A map of key-value properties.
propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.collect.result.Failure.Meta
 
propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.collect.result.FailureItem.Meta
 
propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.collect.result.FailureItems.Meta
 
propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.collect.result.Result.Meta
 
propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.collect.result.ValueWithFailures.Meta
 
propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.collect.tuple.DoublesPair.Meta
 
propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.collect.tuple.IntDoublePair.Meta
 
propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.collect.tuple.LongDoublePair.Meta
 
propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.collect.tuple.ObjDoublePair.Meta
 
propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.collect.tuple.ObjIntPair.Meta
 
propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.collect.tuple.Pair.Meta
 
propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.collect.tuple.Triple.Meta
 
propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.data.ImmutableMarketData.Meta
 
propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.data.scenario.CurrencyScenarioArray.Meta
 
propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.data.scenario.DoubleScenarioArray.Meta
 
propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.data.scenario.FxRateScenarioArray.Meta
 
propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.data.scenario.ImmutableScenarioMarketData.Meta
 
propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.data.scenario.MultiCurrencyScenarioArray.Meta
 
propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.market.amount.CashFlow.Meta
 
propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.market.amount.CashFlows.Meta
 
propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.market.amount.LegAmounts.Meta
 
propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.market.amount.SwapLegAmount.Meta
 
propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.market.curve.AddFixedCurve.Meta
 
propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.market.curve.CombinedCurve.Meta
 
propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.market.curve.ConstantCurve.Meta
 
propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.market.curve.ConstantNodalCurve.Meta
 
propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.market.curve.CurveNodeDate.Meta
 
propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.market.curve.CurveNodeDateOrder.Meta
 
propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.market.curve.CurveParallelShifts.Meta
 
propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.market.curve.CurveParameterSize.Meta
 
propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.market.curve.DefaultCurveMetadata.Meta
 
propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.market.curve.DepositIsdaCreditCurveNode.Meta
 
propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.market.curve.InflationNodalCurve.Meta
 
propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.market.curve.InterpolatedNodalCurve.Meta
 
propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.market.curve.InterpolatedNodalCurveDefinition.Meta
 
propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.market.curve.IsdaCreditCurveDefinition.Meta
 
propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.market.curve.JacobianCalibrationMatrix.Meta
 
propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.market.curve.LegalEntityCurveGroup.Meta
 
propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.market.curve.node.CdsIndexIsdaCreditCurveNode.Meta
 
propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.market.curve.node.CdsIsdaCreditCurveNode.Meta
 
propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.market.curve.node.FixedIborSwapCurveNode.Meta
 
propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.market.curve.node.FixedInflationSwapCurveNode.Meta
 
propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.market.curve.node.FixedOvernightSwapCurveNode.Meta
 
propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.market.curve.node.FraCurveNode.Meta
 
propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.market.curve.node.FxSwapCurveNode.Meta
 
propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.market.curve.node.IborFixingDepositCurveNode.Meta
 
propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.market.curve.node.IborFutureCurveNode.Meta
 
propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.market.curve.node.IborIborSwapCurveNode.Meta
 
propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.market.curve.node.OvernightIborSwapCurveNode.Meta
 
propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.market.curve.node.TermDepositCurveNode.Meta
 
propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.market.curve.node.ThreeLegBasisSwapCurveNode.Meta
 
propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.market.curve.node.XCcyIborIborSwapCurveNode.Meta
 
propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.market.curve.ParallelShiftedCurve.Meta
 
propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.market.curve.ParameterizedFunctionalCurve.Meta
 
propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.market.curve.ParameterizedFunctionalCurveDefinition.Meta
 
propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.market.curve.RatesCurveGroup.Meta
 
propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.market.curve.RatesCurveGroupDefinition.Meta
 
propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.market.curve.RatesCurveGroupEntry.Meta
 
propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.market.curve.RatesCurveInputs.Meta
 
propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.market.curve.SeasonalityDefinition.Meta
 
propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.market.curve.SimpleCurveParameterMetadata.Meta
 
propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.market.curve.SwapIsdaCreditCurveNode.Meta
 
propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.market.explain.ExplainMap.Meta
 
propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.market.FxRateShifts.Meta
 
propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.market.GenericDoubleShifts.Meta
 
propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.market.observable.LegalEntityInformation.Meta
 
propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.market.observable.Quote.Meta
 
propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.market.observable.QuoteScenarioArray.Meta
 
propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.market.observable.QuoteScenarioArrayId.Meta
 
propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.market.option.DeltaStrike.Meta
 
propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.market.option.LogMoneynessStrike.Meta
 
propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.market.option.MoneynessStrike.Meta
 
propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.market.option.SimpleStrike.Meta
 
propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.market.param.CrossGammaParameterSensitivities.Meta
 
propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.market.param.CrossGammaParameterSensitivity.Meta
 
propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.market.param.CurrencyParameterSensitivities.Meta
 
propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.market.param.CurrencyParameterSensitivity.Meta
 
propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.market.param.LabelDateParameterMetadata.Meta
 
propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.market.param.LabelParameterMetadata.Meta
 
propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.market.param.ParameterSize.Meta
 
propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.market.param.PointShifts.Meta
 
propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.market.param.ResolvedTradeParameterMetadata.Meta
 
propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.market.param.TenorDateParameterMetadata.Meta
 
propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.market.param.TenorParameterMetadata.Meta
 
propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.market.param.UnitParameterSensitivities.Meta
 
propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.market.param.UnitParameterSensitivity.Meta
 
propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.market.param.YearMonthDateParameterMetadata.Meta
 
propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.market.sensitivity.PointSensitivities.Meta
 
propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.market.surface.ConstantSurface.Meta
 
propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.market.surface.DefaultSurfaceMetadata.Meta
 
propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.market.surface.DeformedSurface.Meta
 
propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.market.surface.InterpolatedNodalSurface.Meta
 
propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.market.surface.interpolator.GridSurfaceInterpolator.Meta
 
propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.market.surface.SimpleSurfaceParameterMetadata.Meta
 
propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.measure.curve.RootFinderConfig.Meta
 
propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.measure.fx.FxRateConfig.Meta
 
propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.measure.fxopt.BlackFxOptionInterpolatedNodalSurfaceVolatilitiesSpecification.Meta
 
propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.measure.fxopt.BlackFxOptionSmileVolatilitiesSpecification.Meta
 
propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.measure.fxopt.FxOptionVolatilitiesDefinition.Meta
 
propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.measure.fxopt.FxOptionVolatilitiesNode.Meta
 
propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.measure.ValuationZoneTimeDefinition.Meta
 
propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.pricer.bond.BlackBondFutureExpiryLogMoneynessVolatilities.Meta
 
propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.pricer.bond.BondFutureOptionSensitivity.Meta
 
propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.pricer.bond.ImmutableLegalEntityDiscountingProvider.Meta
 
propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.pricer.bond.IssuerCurveDiscountFactors.Meta
 
propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.pricer.bond.IssuerCurveZeroRateSensitivity.Meta
 
propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.pricer.bond.RepoCurveDiscountFactors.Meta
 
propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.pricer.bond.RepoCurveZeroRateSensitivity.Meta
 
propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.pricer.capfloor.BlackIborCapletFloorletExpiryStrikeVolatilities.Meta
 
propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.pricer.capfloor.DirectIborCapletFloorletVolatilityDefinition.Meta
 
propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.pricer.capfloor.IborCapletFloorletSabrSensitivity.Meta
 
propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.pricer.capfloor.IborCapletFloorletSensitivity.Meta
 
propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.pricer.capfloor.IborCapletFloorletVolatilityCalibrationResult.Meta
 
propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.pricer.capfloor.NormalIborCapletFloorletExpiryStrikeVolatilities.Meta
 
propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.pricer.capfloor.SabrIborCapletFloorletVolatilityBootstrapDefinition.Meta
 
propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.pricer.capfloor.SabrIborCapletFloorletVolatilityCalibrationDefinition.Meta
 
propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.pricer.capfloor.SabrParametersIborCapletFloorletVolatilities.Meta
 
propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.pricer.capfloor.ShiftedBlackIborCapletFloorletExpiryStrikeVolatilities.Meta
 
propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.pricer.capfloor.SurfaceIborCapletFloorletVolatilityBootstrapDefinition.Meta
 
propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.pricer.common.GenericVolatilitySurfacePeriodParameterMetadata.Meta
 
propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.pricer.common.GenericVolatilitySurfaceYearFractionParameterMetadata.Meta
 
propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.pricer.credit.ConstantRecoveryRates.Meta
 
propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.pricer.credit.CreditCurveZeroRateSensitivity.Meta
 
propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.pricer.credit.ImmutableCreditRatesProvider.Meta
 
propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.pricer.credit.IsdaCreditDiscountFactors.Meta
 
propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.pricer.credit.JumpToDefault.Meta
 
propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.pricer.credit.LegalEntitySurvivalProbabilities.Meta
 
propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.pricer.fx.DiscountFxForwardRates.Meta
 
propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.pricer.fx.ForwardFxIndexRates.Meta
 
propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.pricer.fx.FxForwardSensitivity.Meta
 
propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.pricer.fx.FxIndexSensitivity.Meta
 
propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.pricer.fxopt.BlackFxOptionFlatVolatilities.Meta
 
propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.pricer.fxopt.BlackFxOptionSmileVolatilities.Meta
 
propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.pricer.fxopt.BlackFxOptionSurfaceVolatilities.Meta
 
propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.pricer.fxopt.FxOptionSensitivity.Meta
 
propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.pricer.fxopt.FxVolatilitySurfaceYearFractionParameterMetadata.Meta
 
propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.pricer.fxopt.InterpolatedStrikeSmileDeltaTermStructure.Meta
 
propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.pricer.fxopt.RecombiningTrinomialTreeData.Meta
 
propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.pricer.fxopt.SmileDeltaParameters.Meta
 
propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.pricer.fxopt.VolatilityAndBucketedSensitivities.Meta
 
propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.pricer.index.IborFutureOptionSensitivity.Meta
 
propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.pricer.index.NormalIborFutureOptionExpirySimpleMoneynessVolatilities.Meta
 
propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.pricer.model.HullWhiteOneFactorPiecewiseConstantParametersProvider.Meta
 
propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.pricer.rate.DiscountIborIndexRates.Meta
 
propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.pricer.rate.DiscountOvernightIndexRates.Meta
 
propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.pricer.rate.IborRateSensitivity.Meta
 
propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.pricer.rate.ImmutableRatesProvider.Meta
 
propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.pricer.rate.InflationRateSensitivity.Meta
 
propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.pricer.rate.OvernightRateSensitivity.Meta
 
propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.pricer.rate.SimpleIborIndexRates.Meta
 
propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.pricer.rate.SimplePriceIndexValues.Meta
 
propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.pricer.SimpleDiscountFactors.Meta
 
propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.pricer.swaption.BlackSwaptionExpiryTenorVolatilities.Meta
 
propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.pricer.swaption.NormalSwaptionExpirySimpleMoneynessVolatilities.Meta
 
propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.pricer.swaption.NormalSwaptionExpiryStrikeVolatilities.Meta
 
propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.pricer.swaption.NormalSwaptionExpiryTenorVolatilities.Meta
 
propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.pricer.swaption.SabrParametersSwaptionVolatilities.Meta
 
propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.pricer.swaption.SabrSwaptionDefinition.Meta
 
propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.pricer.swaption.SwaptionSabrSensitivity.Meta
 
propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.pricer.swaption.SwaptionSensitivity.Meta
 
propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.pricer.swaption.SwaptionSurfaceExpirySimpleMoneynessParameterMetadata.Meta
 
propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.pricer.swaption.SwaptionSurfaceExpiryStrikeParameterMetadata.Meta
 
propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.pricer.swaption.SwaptionSurfaceExpiryTenorParameterMetadata.Meta
 
propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.pricer.ZeroRateDiscountFactors.Meta
 
propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.pricer.ZeroRatePeriodicDiscountFactors.Meta
 
propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.pricer.ZeroRateSensitivity.Meta
 
propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.product.bond.Bill.Meta
 
propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.product.bond.BillPosition.Meta
 
propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.product.bond.BillSecurity.Meta
 
propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.product.bond.BillTrade.Meta
 
propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.product.bond.BondFuture.Meta
 
propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.product.bond.BondFutureOption.Meta
 
propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.product.bond.BondFutureOptionPosition.Meta
 
propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.product.bond.BondFutureOptionSecurity.Meta
 
propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.product.bond.BondFutureOptionTrade.Meta
 
propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.product.bond.BondFuturePosition.Meta
 
propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.product.bond.BondFutureSecurity.Meta
 
propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.product.bond.BondFutureTrade.Meta
 
propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.product.bond.CapitalIndexedBond.Meta
 
propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.product.bond.CapitalIndexedBondPaymentPeriod.Meta
 
propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.product.bond.CapitalIndexedBondPosition.Meta
 
propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.product.bond.CapitalIndexedBondSecurity.Meta
 
propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.product.bond.CapitalIndexedBondTrade.Meta
 
propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.product.bond.FixedCouponBond.Meta
 
propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.product.bond.FixedCouponBondPaymentPeriod.Meta
 
propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.product.bond.FixedCouponBondPosition.Meta
 
propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.product.bond.FixedCouponBondSecurity.Meta
 
propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.product.bond.FixedCouponBondTrade.Meta
 
propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.product.bond.KnownAmountBondPaymentPeriod.Meta
 
propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.product.bond.ResolvedBill.Meta
 
propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.product.bond.ResolvedBillTrade.Meta
 
propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.product.bond.ResolvedBondFuture.Meta
 
propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.product.bond.ResolvedBondFutureOption.Meta
 
propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.product.bond.ResolvedBondFutureOptionTrade.Meta
 
propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.product.bond.ResolvedBondFutureTrade.Meta
 
propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.product.bond.ResolvedCapitalIndexedBond.Meta
 
propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.product.bond.ResolvedCapitalIndexedBondTrade.Meta
 
propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.product.bond.ResolvedFixedCouponBond.Meta
 
propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.product.bond.ResolvedFixedCouponBondTrade.Meta
 
propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.product.capfloor.IborCapFloor.Meta
 
propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.product.capfloor.IborCapFloorLeg.Meta
 
propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.product.capfloor.IborCapFloorTrade.Meta
 
propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.product.capfloor.IborCapletFloorletPeriod.Meta
 
propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.product.capfloor.ResolvedIborCapFloor.Meta
 
propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.product.capfloor.ResolvedIborCapFloorLeg.Meta
 
propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.product.capfloor.ResolvedIborCapFloorTrade.Meta
 
propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.product.cms.Cms.Meta
 
propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.product.cms.CmsLeg.Meta
 
propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.product.cms.CmsPeriod.Meta
 
propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.product.cms.CmsTrade.Meta
 
propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.product.cms.ResolvedCms.Meta
 
propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.product.cms.ResolvedCmsLeg.Meta
 
propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.product.cms.ResolvedCmsTrade.Meta
 
propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.product.credit.Cds.Meta
 
propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.product.credit.CdsCalibrationTrade.Meta
 
propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.product.credit.CdsIndex.Meta
 
propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.product.credit.CdsIndexCalibrationTrade.Meta
 
propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.product.credit.CdsIndexTrade.Meta
 
propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.product.credit.CdsQuote.Meta
 
propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.product.credit.CdsTrade.Meta
 
propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.product.credit.CreditCouponPaymentPeriod.Meta
 
propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.product.credit.ResolvedCds.Meta
 
propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.product.credit.ResolvedCdsIndex.Meta
 
propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.product.credit.ResolvedCdsIndexTrade.Meta
 
propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.product.credit.ResolvedCdsTrade.Meta
 
propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.product.credit.type.DatesCdsTemplate.Meta
 
propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.product.credit.type.ImmutableCdsConvention.Meta
 
propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.product.credit.type.TenorCdsTemplate.Meta
 
propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.product.deposit.IborFixingDeposit.Meta
 
propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.product.deposit.IborFixingDepositTrade.Meta
 
propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.product.deposit.ResolvedIborFixingDeposit.Meta
 
propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.product.deposit.ResolvedIborFixingDepositTrade.Meta
 
propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.product.deposit.ResolvedTermDeposit.Meta
 
propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.product.deposit.ResolvedTermDepositTrade.Meta
 
propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.product.deposit.TermDeposit.Meta
 
propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.product.deposit.TermDepositTrade.Meta
 
propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.product.deposit.type.IborFixingDepositTemplate.Meta
 
propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.product.deposit.type.ImmutableIborFixingDepositConvention.Meta
 
propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.product.deposit.type.ImmutableTermDepositConvention.Meta
 
propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.product.deposit.type.TermDepositTemplate.Meta
 
propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.product.dsf.Dsf.Meta
 
propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.product.dsf.DsfPosition.Meta
 
propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.product.dsf.DsfSecurity.Meta
 
propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.product.dsf.DsfTrade.Meta
 
propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.product.dsf.ResolvedDsf.Meta
 
propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.product.dsf.ResolvedDsfTrade.Meta
 
propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.product.etd.EtdContractSpec.Meta
 
propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.product.etd.EtdFuturePosition.Meta
 
propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.product.etd.EtdFutureSecurity.Meta
 
propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.product.etd.EtdFutureTrade.Meta
 
propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.product.etd.EtdOptionPosition.Meta
 
propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.product.etd.EtdOptionSecurity.Meta
 
propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.product.etd.EtdOptionTrade.Meta
 
propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.product.fra.Fra.Meta
 
propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.product.fra.FraTrade.Meta
 
propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.product.fra.ResolvedFra.Meta
 
propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.product.fra.ResolvedFraTrade.Meta
 
propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.product.fra.type.FraTemplate.Meta
 
propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.product.fra.type.ImmutableFraConvention.Meta
 
propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.product.fx.FxNdf.Meta
 
propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.product.fx.FxNdfTrade.Meta
 
propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.product.fx.FxSingle.Meta
 
propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.product.fx.FxSingleTrade.Meta
 
propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.product.fx.FxSwap.Meta
 
propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.product.fx.FxSwapTrade.Meta
 
propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.product.fx.ResolvedFxNdf.Meta
 
propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.product.fx.ResolvedFxNdfTrade.Meta
 
propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.product.fx.ResolvedFxSingle.Meta
 
propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.product.fx.ResolvedFxSingleTrade.Meta
 
propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.product.fx.ResolvedFxSwap.Meta
 
propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.product.fx.ResolvedFxSwapTrade.Meta
 
propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.product.fx.type.FxSwapTemplate.Meta
 
propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.product.fx.type.ImmutableFxSwapConvention.Meta
 
propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.product.fxopt.FxSingleBarrierOption.Meta
 
propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.product.fxopt.FxSingleBarrierOptionTrade.Meta
 
propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.product.fxopt.FxVanillaOption.Meta
 
propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.product.fxopt.FxVanillaOptionTrade.Meta
 
propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.product.fxopt.ResolvedFxSingleBarrierOption.Meta
 
propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.product.fxopt.ResolvedFxSingleBarrierOptionTrade.Meta
 
propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.product.fxopt.ResolvedFxVanillaOption.Meta
 
propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.product.fxopt.ResolvedFxVanillaOptionTrade.Meta
 
propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.product.GenericSecurity.Meta
 
propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.product.GenericSecurityPosition.Meta
 
propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.product.GenericSecurityTrade.Meta
 
propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.product.index.IborFuture.Meta
 
propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.product.index.IborFutureOption.Meta
 
propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.product.index.IborFutureOptionPosition.Meta
 
propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.product.index.IborFutureOptionSecurity.Meta
 
propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.product.index.IborFutureOptionTrade.Meta
 
propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.product.index.IborFuturePosition.Meta
 
propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.product.index.IborFutureSecurity.Meta
 
propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.product.index.IborFutureTrade.Meta
 
propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.product.index.OvernightFuture.Meta
 
propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.product.index.OvernightFuturePosition.Meta
 
propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.product.index.OvernightFutureSecurity.Meta
 
propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.product.index.OvernightFutureTrade.Meta
 
propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.product.index.ResolvedIborFuture.Meta
 
propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.product.index.ResolvedIborFutureOption.Meta
 
propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.product.index.ResolvedIborFutureOptionTrade.Meta
 
propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.product.index.ResolvedIborFutureTrade.Meta
 
propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.product.index.ResolvedOvernightFuture.Meta
 
propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.product.index.ResolvedOvernightFutureTrade.Meta
 
propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.product.index.type.ImmutableIborFutureConvention.Meta
 
propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.product.option.SimpleConstantContinuousBarrier.Meta
 
propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.product.payment.BulletPayment.Meta
 
propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.product.payment.BulletPaymentTrade.Meta
 
propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.product.payment.ResolvedBulletPayment.Meta
 
propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.product.payment.ResolvedBulletPaymentTrade.Meta
 
propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.product.PositionInfo.Meta
 
propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.product.rate.FixedRateComputation.Meta
 
propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.product.rate.IborAveragedFixing.Meta
 
propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.product.rate.IborAveragedRateComputation.Meta
 
propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.product.rate.IborInterpolatedRateComputation.Meta
 
propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.product.rate.IborRateComputation.Meta
 
propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.product.rate.InflationEndInterpolatedRateComputation.Meta
 
propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.product.rate.InflationEndMonthRateComputation.Meta
 
propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.product.rate.InflationInterpolatedRateComputation.Meta
 
propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.product.rate.InflationMonthlyRateComputation.Meta
 
propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.product.rate.OvernightAveragedDailyRateComputation.Meta
 
propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.product.rate.OvernightAveragedRateComputation.Meta
 
propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.product.rate.OvernightCompoundedRateComputation.Meta
 
propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.product.SecurityInfo.Meta
 
propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.product.SecurityPosition.Meta
 
propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.product.SecurityPriceInfo.Meta
 
propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.product.SecurityTrade.Meta
 
propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.product.swap.FixedRateCalculation.Meta
 
propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.product.swap.FixedRateStubCalculation.Meta
 
propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.product.swap.FxReset.Meta
 
propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.product.swap.FxResetCalculation.Meta
 
propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.product.swap.FxResetNotionalExchange.Meta
 
propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.product.swap.IborRateCalculation.Meta
 
propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.product.swap.IborRateStubCalculation.Meta
 
propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.product.swap.ImmutableSwapIndex.Meta
 
propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.product.swap.InflationRateCalculation.Meta
 
propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.product.swap.KnownAmountNotionalSwapPaymentPeriod.Meta
 
propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.product.swap.KnownAmountSwapLeg.Meta
 
propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.product.swap.KnownAmountSwapPaymentPeriod.Meta
 
propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.product.swap.NotionalExchange.Meta
 
propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.product.swap.NotionalSchedule.Meta
 
propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.product.swap.OvernightRateCalculation.Meta
 
propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.product.swap.PaymentSchedule.Meta
 
propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.product.swap.RateAccrualPeriod.Meta
 
propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.product.swap.RateCalculationSwapLeg.Meta
 
propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.product.swap.RatePaymentPeriod.Meta
 
propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.product.swap.RatePeriodSwapLeg.Meta
 
propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.product.swap.ResetSchedule.Meta
 
propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.product.swap.ResolvedSwap.Meta
 
propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.product.swap.ResolvedSwapLeg.Meta
 
propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.product.swap.ResolvedSwapTrade.Meta
 
propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.product.swap.Swap.Meta
 
propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.product.swap.SwapTrade.Meta
 
propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.product.swap.type.FixedIborSwapTemplate.Meta
 
propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.product.swap.type.FixedInflationSwapTemplate.Meta
 
propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.product.swap.type.FixedOvernightSwapTemplate.Meta
 
propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.product.swap.type.FixedRateSwapLegConvention.Meta
 
propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.product.swap.type.IborIborSwapTemplate.Meta
 
propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.product.swap.type.IborRateSwapLegConvention.Meta
 
propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.product.swap.type.ImmutableFixedIborSwapConvention.Meta
 
propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.product.swap.type.ImmutableFixedInflationSwapConvention.Meta
 
propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.product.swap.type.ImmutableFixedOvernightSwapConvention.Meta
 
propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.product.swap.type.ImmutableIborIborSwapConvention.Meta
 
propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.product.swap.type.ImmutableOvernightIborSwapConvention.Meta
 
propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.product.swap.type.ImmutableThreeLegBasisSwapConvention.Meta
 
propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.product.swap.type.ImmutableXCcyIborIborSwapConvention.Meta
 
propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.product.swap.type.InflationRateSwapLegConvention.Meta
 
propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.product.swap.type.OvernightIborSwapTemplate.Meta
 
propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.product.swap.type.OvernightRateSwapLegConvention.Meta
 
propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.product.swap.type.ThreeLegBasisSwapTemplate.Meta
 
propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.product.swap.type.XCcyIborIborSwapTemplate.Meta
 
propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.product.swaption.CashSwaptionSettlement.Meta
 
propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.product.swaption.ResolvedSwaption.Meta
 
propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.product.swaption.ResolvedSwaptionTrade.Meta
 
propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.product.swaption.Swaption.Meta
 
propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.product.swaption.SwaptionTrade.Meta
 
propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.product.TradeInfo.Meta
 
propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.report.cashflow.CashFlowReport.Meta
 
propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.report.framework.format.FormatSettings.Meta
 
propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.report.ReportCalculationResults.Meta
 
propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.report.ReportRequirements.Meta
 
propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.report.trade.TradeReport.Meta
 
propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.report.trade.TradeReportColumn.Meta
 
propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.report.trade.TradeReportTemplate.Meta
 
protectionEndDate(LocalDate) - Method in class com.opengamma.strata.product.credit.ResolvedCds.Builder
Sets the protection end date.
protectionEndDate() - Method in class com.opengamma.strata.product.credit.ResolvedCds.Meta
The meta-property for the protectionEndDate property.
protectionEndDate(LocalDate) - Method in class com.opengamma.strata.product.credit.ResolvedCdsIndex.Builder
Sets the protection end date.
protectionEndDate() - Method in class com.opengamma.strata.product.credit.ResolvedCdsIndex.Meta
The meta-property for the protectionEndDate property.
protectionLeg(ResolvedCds, CreditRatesProvider, LocalDate, ReferenceData) - Method in class com.opengamma.strata.pricer.credit.IsdaCdsProductPricer
Calculates the price of the protection leg, which is the protection leg present value per unit notional.
protectionStart(ProtectionStartOfDay) - Method in class com.opengamma.strata.product.credit.Cds.Builder
Sets the protection start of the day.
protectionStart() - Method in class com.opengamma.strata.product.credit.Cds.Meta
The meta-property for the protectionStart property.
protectionStart(ProtectionStartOfDay) - Method in class com.opengamma.strata.product.credit.CdsIndex.Builder
Sets the protection start of the day.
protectionStart() - Method in class com.opengamma.strata.product.credit.CdsIndex.Meta
The meta-property for the protectionStart property.
protectionStart(ProtectionStartOfDay) - Method in class com.opengamma.strata.product.credit.ResolvedCds.Builder
Sets the protection start of the day.
protectionStart() - Method in class com.opengamma.strata.product.credit.ResolvedCds.Meta
The meta-property for the protectionStart property.
protectionStart(ProtectionStartOfDay) - Method in class com.opengamma.strata.product.credit.ResolvedCdsIndex.Builder
Sets the protection start of the day.
protectionStart() - Method in class com.opengamma.strata.product.credit.ResolvedCdsIndex.Meta
The meta-property for the protectionStart property.
protectionStart(ProtectionStartOfDay) - Method in class com.opengamma.strata.product.credit.type.ImmutableCdsConvention.Builder
Sets the protection start of the day.
protectionStart() - Method in class com.opengamma.strata.product.credit.type.ImmutableCdsConvention.Meta
The meta-property for the protectionStart property.
ProtectionStartOfDay - Enum in com.opengamma.strata.product.credit
The protection start of the day.
provideObservableData(Set<? extends ObservableId>) - Method in interface com.opengamma.strata.calc.marketdata.ObservableDataProvider
Provides market data for the specified identifiers.
provideTimeSeries(ObservableId) - Method in interface com.opengamma.strata.calc.marketdata.TimeSeriesProvider
Provides the time-series for the specified identifier.
PT - Static variable in class com.opengamma.strata.basics.location.Country
The currency 'PT' - Portugal.
publicationDate(LocalDate) - Method in class com.opengamma.strata.basics.index.OvernightIndexObservation.Builder
Sets the date that the rate implied by the fixing date is published.
publicationDate() - Method in class com.opengamma.strata.basics.index.OvernightIndexObservation.Meta
The meta-property for the publicationDate property.
publicationDateOffset(int) - Method in class com.opengamma.strata.basics.index.ImmutableOvernightIndex.Builder
Sets the number of days to add to the fixing date to obtain the publication date.
publicationDateOffset() - Method in class com.opengamma.strata.basics.index.ImmutableOvernightIndex.Meta
The meta-property for the publicationDateOffset property.
publicationFrequency(Frequency) - Method in class com.opengamma.strata.basics.index.ImmutablePriceIndex.Builder
Sets the publication frequency of the index.
publicationFrequency() - Method in class com.opengamma.strata.basics.index.ImmutablePriceIndex.Meta
The meta-property for the publicationFrequency property.
put(LocalDate, double) - Method in class com.opengamma.strata.collect.timeseries.LocalDateDoubleTimeSeriesBuilder
Puts the specified date/value point into this builder.
put(LocalDateDoublePoint) - Method in class com.opengamma.strata.collect.timeseries.LocalDateDoubleTimeSeriesBuilder
Puts the specified date/value point into this builder.
put(ExplainKey<R>, R) - Method in class com.opengamma.strata.market.explain.ExplainMapBuilder
Puts a single value into the map.
PUT_CALL_FIELD - Static variable in class com.opengamma.strata.loader.csv.CsvLoaderUtils
The column name for the put/call flag.
putAll(Collection<LocalDate>, Collection<Double>) - Method in class com.opengamma.strata.collect.timeseries.LocalDateDoubleTimeSeriesBuilder
Puts all the specified dates and values into this builder.
putAll(Collection<LocalDate>, double[]) - Method in class com.opengamma.strata.collect.timeseries.LocalDateDoubleTimeSeriesBuilder
Puts all the specified dates and values into this builder.
putAll(Stream<LocalDateDoublePoint>) - Method in class com.opengamma.strata.collect.timeseries.LocalDateDoubleTimeSeriesBuilder
Puts all the specified points into this builder.
putAll(List<LocalDateDoublePoint>) - Method in class com.opengamma.strata.collect.timeseries.LocalDateDoubleTimeSeriesBuilder
Puts all the specified points into this builder.
putAll(LocalDateDoubleTimeSeriesBuilder) - Method in class com.opengamma.strata.collect.timeseries.LocalDateDoubleTimeSeriesBuilder
Puts the contents of the specified builder into this builder.
putAll(Map<LocalDate, Double>) - Method in class com.opengamma.strata.collect.timeseries.LocalDateDoubleTimeSeriesBuilder
Puts all the entries from the supplied map into this builder.
putCall(PutCall) - Method in class com.opengamma.strata.product.bond.BondFutureOption.Builder
Sets whether the option is put or call.
putCall() - Method in class com.opengamma.strata.product.bond.BondFutureOption.Meta
The meta-property for the putCall property.
putCall(PutCall) - Method in class com.opengamma.strata.product.bond.BondFutureOptionSecurity.Builder
Sets whether the option is put or call.
putCall() - Method in class com.opengamma.strata.product.bond.BondFutureOptionSecurity.Meta
The meta-property for the putCall property.
putCall(PutCall) - Method in class com.opengamma.strata.product.bond.ResolvedBondFutureOption.Builder
Sets whether the option is put or call.
putCall() - Method in class com.opengamma.strata.product.bond.ResolvedBondFutureOption.Meta
The meta-property for the putCall property.
PutCall - Enum in com.opengamma.strata.product.common
Flag indicating whether a trade is "put" or "call".
putCall(PutCall) - Method in class com.opengamma.strata.product.etd.EtdOptionSecurity.Builder
Sets whether the option is a put or call.
putCall() - Method in class com.opengamma.strata.product.etd.EtdOptionSecurity.Meta
The meta-property for the putCall property.
putCall(PutCall) - Method in class com.opengamma.strata.product.index.IborFutureOption.Builder
Sets whether the option is put or call.
putCall() - Method in class com.opengamma.strata.product.index.IborFutureOption.Meta
The meta-property for the putCall property.
putCall(PutCall) - Method in class com.opengamma.strata.product.index.IborFutureOptionSecurity.Builder
Sets whether the option is put or call.
putCall() - Method in class com.opengamma.strata.product.index.IborFutureOptionSecurity.Meta
The meta-property for the putCall property.
putCall(PutCall) - Method in class com.opengamma.strata.product.index.ResolvedIborFutureOption.Builder
Sets whether the option is put or call.
putCall() - Method in class com.opengamma.strata.product.index.ResolvedIborFutureOption.Meta
The meta-property for the putCall property.
PV01_CALIBRATED_BUCKETED - Static variable in class com.opengamma.strata.measure.Measures
Measure representing the calibrated bucketed PV01 on the calculation target.
PV01_CALIBRATED_SUM - Static variable in class com.opengamma.strata.measure.Measures
Measure representing the calibrated sum PV01 on the calculation target.
PV01_MARKET_QUOTE_BUCKETED - Static variable in class com.opengamma.strata.measure.Measures
Measure representing the market quote bucketed PV01 on the calculation target.
PV01_MARKET_QUOTE_SUM - Static variable in class com.opengamma.strata.measure.Measures
Measure representing the market quote sum PV01 on the calculation target.
PV01_SEMI_PARALLEL_GAMMA_BUCKETED - Static variable in class com.opengamma.strata.measure.AdvancedMeasures
Measure representing the semi-parallel bucketed gamma PV01 of the calculation target.
PV01_SINGLE_NODE_GAMMA_BUCKETED - Static variable in class com.opengamma.strata.measure.AdvancedMeasures
Measure representing the single-node bucketed gamma PV01 of the calculation target.
pv01CalibratedBucketed(ResolvedBillTrade, LegalEntityDiscountingMarketDataLookup, ScenarioMarketData) - Method in class com.opengamma.strata.measure.bond.BillTradeCalculations
Calculates present value sensitivity across one or more scenarios.
pv01CalibratedBucketed(ResolvedBillTrade, LegalEntityDiscountingProvider) - Method in class com.opengamma.strata.measure.bond.BillTradeCalculations
Calculates present value sensitivity for a single set of market data.
pv01CalibratedBucketed(ResolvedBondFutureOptionTrade, LegalEntityDiscountingMarketDataLookup, BondFutureOptionMarketDataLookup, ScenarioMarketData) - Method in class com.opengamma.strata.measure.bond.BondFutureOptionTradeCalculations
Calculates present value sensitivity across one or more scenarios.
pv01CalibratedBucketed(ResolvedBondFutureOptionTrade, LegalEntityDiscountingProvider, BondFutureVolatilities) - Method in class com.opengamma.strata.measure.bond.BondFutureOptionTradeCalculations
Calculates present value sensitivity for a single set of market data.
pv01CalibratedBucketed(ResolvedBondFutureTrade, LegalEntityDiscountingMarketDataLookup, ScenarioMarketData) - Method in class com.opengamma.strata.measure.bond.BondFutureTradeCalculations
Calculates present value sensitivity across one or more scenarios.
pv01CalibratedBucketed(ResolvedBondFutureTrade, LegalEntityDiscountingProvider) - Method in class com.opengamma.strata.measure.bond.BondFutureTradeCalculations
Calculates present value sensitivity for a single set of market data.
pv01CalibratedBucketed(ResolvedCapitalIndexedBondTrade, RatesMarketDataLookup, LegalEntityDiscountingMarketDataLookup, ScenarioMarketData) - Method in class com.opengamma.strata.measure.bond.CapitalIndexedBondTradeCalculations
Calculates present value sensitivity across one or more scenarios.
pv01CalibratedBucketed(ResolvedCapitalIndexedBondTrade, RatesProvider, LegalEntityDiscountingProvider) - Method in class com.opengamma.strata.measure.bond.CapitalIndexedBondTradeCalculations
Calculates present value sensitivity for a single set of market data.
pv01CalibratedBucketed(ResolvedFixedCouponBondTrade, LegalEntityDiscountingMarketDataLookup, ScenarioMarketData) - Method in class com.opengamma.strata.measure.bond.FixedCouponBondTradeCalculations
Calculates present value sensitivity across one or more scenarios.
pv01CalibratedBucketed(ResolvedFixedCouponBondTrade, LegalEntityDiscountingProvider) - Method in class com.opengamma.strata.measure.bond.FixedCouponBondTradeCalculations
Calculates present value sensitivity for a single set of market data.
pv01CalibratedBucketed(ResolvedTermDepositTrade, RatesMarketDataLookup, ScenarioMarketData) - Method in class com.opengamma.strata.measure.deposit.TermDepositTradeCalculations
Calculates present value sensitivity across one or more scenarios.
pv01CalibratedBucketed(ResolvedTermDepositTrade, RatesProvider) - Method in class com.opengamma.strata.measure.deposit.TermDepositTradeCalculations
Calculates present value sensitivity for a single set of market data.
pv01CalibratedBucketed(ResolvedDsfTrade, RatesMarketDataLookup, ScenarioMarketData) - Method in class com.opengamma.strata.measure.dsf.DsfTradeCalculations
Calculates present value sensitivity across one or more scenarios.
pv01CalibratedBucketed(ResolvedDsfTrade, RatesProvider) - Method in class com.opengamma.strata.measure.dsf.DsfTradeCalculations
Calculates present value sensitivity for a single set of market data.
pv01CalibratedBucketed(ResolvedFraTrade, RatesMarketDataLookup, ScenarioMarketData) - Method in class com.opengamma.strata.measure.fra.FraTradeCalculations
Calculates present value sensitivity across one or more scenarios.
pv01CalibratedBucketed(ResolvedFraTrade, RatesProvider) - Method in class com.opengamma.strata.measure.fra.FraTradeCalculations
Calculates present value sensitivity for a single set of market data.
pv01CalibratedBucketed(ResolvedFxNdfTrade, RatesMarketDataLookup, ScenarioMarketData) - Method in class com.opengamma.strata.measure.fx.FxNdfTradeCalculations
Calculates present value sensitivity across one or more scenarios.
pv01CalibratedBucketed(ResolvedFxNdfTrade, RatesProvider) - Method in class com.opengamma.strata.measure.fx.FxNdfTradeCalculations
Calculates present value sensitivity for a single set of market data.
pv01CalibratedBucketed(ResolvedFxSingleTrade, RatesMarketDataLookup, ScenarioMarketData) - Method in class com.opengamma.strata.measure.fx.FxSingleTradeCalculations
Calculates present value sensitivity across one or more scenarios.
pv01CalibratedBucketed(ResolvedFxSingleTrade, RatesProvider) - Method in class com.opengamma.strata.measure.fx.FxSingleTradeCalculations
Calculates present value sensitivity for a single set of market data.
pv01CalibratedBucketed(ResolvedFxSwapTrade, RatesMarketDataLookup, ScenarioMarketData) - Method in class com.opengamma.strata.measure.fx.FxSwapTradeCalculations
Calculates present value sensitivity across one or more scenarios.
pv01CalibratedBucketed(ResolvedFxSwapTrade, RatesProvider) - Method in class com.opengamma.strata.measure.fx.FxSwapTradeCalculations
Calculates present value sensitivity for a single set of market data.
pv01CalibratedBucketed(ResolvedIborFutureOptionTrade, RatesMarketDataLookup, IborFutureOptionMarketDataLookup, ScenarioMarketData) - Method in class com.opengamma.strata.measure.index.IborFutureOptionTradeCalculations
Calculates present value sensitivity across one or more scenarios.
pv01CalibratedBucketed(ResolvedIborFutureOptionTrade, RatesProvider, IborFutureOptionVolatilities) - Method in class com.opengamma.strata.measure.index.IborFutureOptionTradeCalculations
Calculates present value sensitivity for a single set of market data.
pv01CalibratedBucketed(ResolvedIborFutureTrade, RatesMarketDataLookup, ScenarioMarketData) - Method in class com.opengamma.strata.measure.index.IborFutureTradeCalculations
Calculates present value sensitivity across one or more scenarios.
pv01CalibratedBucketed(ResolvedIborFutureTrade, RatesProvider) - Method in class com.opengamma.strata.measure.index.IborFutureTradeCalculations
Calculates present value sensitivity for a single set of market data.
pv01CalibratedBucketed(ResolvedOvernightFutureTrade, RatesMarketDataLookup, ScenarioMarketData) - Method in class com.opengamma.strata.measure.index.OvernightFutureTradeCalculations
Calculates present value sensitivity across one or more scenarios.
pv01CalibratedBucketed(ResolvedOvernightFutureTrade, RatesProvider) - Method in class com.opengamma.strata.measure.index.OvernightFutureTradeCalculations
Calculates present value sensitivity for a single set of market data.
pv01CalibratedBucketed(ResolvedBulletPaymentTrade, RatesMarketDataLookup, ScenarioMarketData) - Method in class com.opengamma.strata.measure.payment.BulletPaymentTradeCalculations
Calculates present value sensitivity across one or more scenarios.
pv01CalibratedBucketed(ResolvedBulletPaymentTrade, RatesProvider) - Method in class com.opengamma.strata.measure.payment.BulletPaymentTradeCalculations
Calculates present value sensitivity for a single set of market data.
pv01CalibratedBucketed(ResolvedSwapTrade, RatesMarketDataLookup, ScenarioMarketData) - Method in class com.opengamma.strata.measure.swap.SwapTradeCalculations
Calculates present value sensitivity across one or more scenarios.
pv01CalibratedBucketed(ResolvedSwapTrade, RatesProvider) - Method in class com.opengamma.strata.measure.swap.SwapTradeCalculations
Calculates present value sensitivity for a single set of market data.
pv01CalibratedSum(ResolvedBillTrade, LegalEntityDiscountingMarketDataLookup, ScenarioMarketData) - Method in class com.opengamma.strata.measure.bond.BillTradeCalculations
Calculates present value sensitivity across one or more scenarios.
pv01CalibratedSum(ResolvedBillTrade, LegalEntityDiscountingProvider) - Method in class com.opengamma.strata.measure.bond.BillTradeCalculations
Calculates present value sensitivity for a single set of market data.
pv01CalibratedSum(ResolvedBondFutureOptionTrade, LegalEntityDiscountingMarketDataLookup, BondFutureOptionMarketDataLookup, ScenarioMarketData) - Method in class com.opengamma.strata.measure.bond.BondFutureOptionTradeCalculations
Calculates present value sensitivity across one or more scenarios.
pv01CalibratedSum(ResolvedBondFutureOptionTrade, LegalEntityDiscountingProvider, BondFutureVolatilities) - Method in class com.opengamma.strata.measure.bond.BondFutureOptionTradeCalculations
Calculates present value sensitivity for a single set of market data.
pv01CalibratedSum(ResolvedBondFutureTrade, LegalEntityDiscountingMarketDataLookup, ScenarioMarketData) - Method in class com.opengamma.strata.measure.bond.BondFutureTradeCalculations
Calculates present value sensitivity across one or more scenarios.
pv01CalibratedSum(ResolvedBondFutureTrade, LegalEntityDiscountingProvider) - Method in class com.opengamma.strata.measure.bond.BondFutureTradeCalculations
Calculates present value sensitivity for a single set of market data.
pv01CalibratedSum(ResolvedCapitalIndexedBondTrade, RatesMarketDataLookup, LegalEntityDiscountingMarketDataLookup, ScenarioMarketData) - Method in class com.opengamma.strata.measure.bond.CapitalIndexedBondTradeCalculations
Calculates present value sensitivity across one or more scenarios.
pv01CalibratedSum(ResolvedCapitalIndexedBondTrade, RatesProvider, LegalEntityDiscountingProvider) - Method in class com.opengamma.strata.measure.bond.CapitalIndexedBondTradeCalculations
Calculates present value sensitivity for a single set of market data.
pv01CalibratedSum(ResolvedFixedCouponBondTrade, LegalEntityDiscountingMarketDataLookup, ScenarioMarketData) - Method in class com.opengamma.strata.measure.bond.FixedCouponBondTradeCalculations
Calculates present value sensitivity across one or more scenarios.
pv01CalibratedSum(ResolvedFixedCouponBondTrade, LegalEntityDiscountingProvider) - Method in class com.opengamma.strata.measure.bond.FixedCouponBondTradeCalculations
Calculates present value sensitivity for a single set of market data.
pv01CalibratedSum(ResolvedTermDepositTrade, RatesMarketDataLookup, ScenarioMarketData) - Method in class com.opengamma.strata.measure.deposit.TermDepositTradeCalculations
Calculates present value sensitivity across one or more scenarios.
pv01CalibratedSum(ResolvedTermDepositTrade, RatesProvider) - Method in class com.opengamma.strata.measure.deposit.TermDepositTradeCalculations
Calculates present value sensitivity for a single set of market data.
pv01CalibratedSum(ResolvedDsfTrade, RatesMarketDataLookup, ScenarioMarketData) - Method in class com.opengamma.strata.measure.dsf.DsfTradeCalculations
Calculates present value sensitivity across one or more scenarios.
pv01CalibratedSum(ResolvedDsfTrade, RatesProvider) - Method in class com.opengamma.strata.measure.dsf.DsfTradeCalculations
Calculates present value sensitivity for a single set of market data.
pv01CalibratedSum(ResolvedFraTrade, RatesMarketDataLookup, ScenarioMarketData) - Method in class com.opengamma.strata.measure.fra.FraTradeCalculations
Calculates present value sensitivity across one or more scenarios.
pv01CalibratedSum(ResolvedFraTrade, RatesProvider) - Method in class com.opengamma.strata.measure.fra.FraTradeCalculations
Calculates present value sensitivity for a single set of market data.
pv01CalibratedSum(ResolvedFxNdfTrade, RatesMarketDataLookup, ScenarioMarketData) - Method in class com.opengamma.strata.measure.fx.FxNdfTradeCalculations
Calculates present value sensitivity across one or more scenarios.
pv01CalibratedSum(ResolvedFxNdfTrade, RatesProvider) - Method in class com.opengamma.strata.measure.fx.FxNdfTradeCalculations
Calculates present value sensitivity for a single set of market data.
pv01CalibratedSum(ResolvedFxSingleTrade, RatesMarketDataLookup, ScenarioMarketData) - Method in class com.opengamma.strata.measure.fx.FxSingleTradeCalculations
Calculates present value sensitivity across one or more scenarios.
pv01CalibratedSum(ResolvedFxSingleTrade, RatesProvider) - Method in class com.opengamma.strata.measure.fx.FxSingleTradeCalculations
Calculates present value sensitivity for a single set of market data.
pv01CalibratedSum(ResolvedFxSwapTrade, RatesMarketDataLookup, ScenarioMarketData) - Method in class com.opengamma.strata.measure.fx.FxSwapTradeCalculations
Calculates present value sensitivity across one or more scenarios.
pv01CalibratedSum(ResolvedFxSwapTrade, RatesProvider) - Method in class com.opengamma.strata.measure.fx.FxSwapTradeCalculations
Calculates present value sensitivity for a single set of market data.
pv01CalibratedSum(ResolvedIborFutureOptionTrade, RatesMarketDataLookup, IborFutureOptionMarketDataLookup, ScenarioMarketData) - Method in class com.opengamma.strata.measure.index.IborFutureOptionTradeCalculations
Calculates present value sensitivity across one or more scenarios.
pv01CalibratedSum(ResolvedIborFutureOptionTrade, RatesProvider, IborFutureOptionVolatilities) - Method in class com.opengamma.strata.measure.index.IborFutureOptionTradeCalculations
Calculates present value sensitivity for a single set of market data.
pv01CalibratedSum(ResolvedIborFutureTrade, RatesMarketDataLookup, ScenarioMarketData) - Method in class com.opengamma.strata.measure.index.IborFutureTradeCalculations
Calculates present value sensitivity across one or more scenarios.
pv01CalibratedSum(ResolvedIborFutureTrade, RatesProvider) - Method in class com.opengamma.strata.measure.index.IborFutureTradeCalculations
Calculates present value sensitivity for a single set of market data.
pv01CalibratedSum(ResolvedOvernightFutureTrade, RatesMarketDataLookup, ScenarioMarketData) - Method in class com.opengamma.strata.measure.index.OvernightFutureTradeCalculations
Calculates present value sensitivity across one or more scenarios.
pv01CalibratedSum(ResolvedOvernightFutureTrade, RatesProvider) - Method in class com.opengamma.strata.measure.index.OvernightFutureTradeCalculations
Calculates present value sensitivity for a single set of market data.
pv01CalibratedSum(ResolvedBulletPaymentTrade, RatesMarketDataLookup, ScenarioMarketData) - Method in class com.opengamma.strata.measure.payment.BulletPaymentTradeCalculations
Calculates present value sensitivity across one or more scenarios.
pv01CalibratedSum(ResolvedBulletPaymentTrade, RatesProvider) - Method in class com.opengamma.strata.measure.payment.BulletPaymentTradeCalculations
Calculates present value sensitivity for a single set of market data.
pv01CalibratedSum(ResolvedSwapTrade, RatesMarketDataLookup, ScenarioMarketData) - Method in class com.opengamma.strata.measure.swap.SwapTradeCalculations
Calculates present value sensitivity across one or more scenarios.
pv01CalibratedSum(ResolvedSwapTrade, RatesProvider) - Method in class com.opengamma.strata.measure.swap.SwapTradeCalculations
Calculates present value sensitivity for a single set of market data.
pv01MarketQuoteBucketed(ResolvedTermDepositTrade, RatesMarketDataLookup, ScenarioMarketData) - Method in class com.opengamma.strata.measure.deposit.TermDepositTradeCalculations
Calculates present value sensitivity across one or more scenarios.
pv01MarketQuoteBucketed(ResolvedTermDepositTrade, RatesProvider) - Method in class com.opengamma.strata.measure.deposit.TermDepositTradeCalculations
Calculates present value sensitivity for a single set of market data.
pv01MarketQuoteBucketed(ResolvedDsfTrade, RatesMarketDataLookup, ScenarioMarketData) - Method in class com.opengamma.strata.measure.dsf.DsfTradeCalculations
Calculates present value sensitivity across one or more scenarios.
pv01MarketQuoteBucketed(ResolvedDsfTrade, RatesProvider) - Method in class com.opengamma.strata.measure.dsf.DsfTradeCalculations
Calculates present value sensitivity for a single set of market data.
pv01MarketQuoteBucketed(ResolvedFraTrade, RatesMarketDataLookup, ScenarioMarketData) - Method in class com.opengamma.strata.measure.fra.FraTradeCalculations
Calculates present value sensitivity across one or more scenarios.
pv01MarketQuoteBucketed(ResolvedFraTrade, RatesProvider) - Method in class com.opengamma.strata.measure.fra.FraTradeCalculations
Calculates present value sensitivity for a single set of market data.
pv01MarketQuoteBucketed(ResolvedFxNdfTrade, RatesMarketDataLookup, ScenarioMarketData) - Method in class com.opengamma.strata.measure.fx.FxNdfTradeCalculations
Calculates present value sensitivity across one or more scenarios.
pv01MarketQuoteBucketed(ResolvedFxNdfTrade, RatesProvider) - Method in class com.opengamma.strata.measure.fx.FxNdfTradeCalculations
Calculates present value sensitivity for a single set of market data.
pv01MarketQuoteBucketed(ResolvedFxSingleTrade, RatesMarketDataLookup, ScenarioMarketData) - Method in class com.opengamma.strata.measure.fx.FxSingleTradeCalculations
Calculates present value sensitivity across one or more scenarios.
pv01MarketQuoteBucketed(ResolvedFxSingleTrade, RatesProvider) - Method in class com.opengamma.strata.measure.fx.FxSingleTradeCalculations
Calculates present value sensitivity for a single set of market data.
pv01MarketQuoteBucketed(ResolvedFxSwapTrade, RatesMarketDataLookup, ScenarioMarketData) - Method in class com.opengamma.strata.measure.fx.FxSwapTradeCalculations
Calculates present value sensitivity across one or more scenarios.
pv01MarketQuoteBucketed(ResolvedFxSwapTrade, RatesProvider) - Method in class com.opengamma.strata.measure.fx.FxSwapTradeCalculations
Calculates present value sensitivity for a single set of market data.
pv01MarketQuoteBucketed(ResolvedIborFutureOptionTrade, RatesMarketDataLookup, IborFutureOptionMarketDataLookup, ScenarioMarketData) - Method in class com.opengamma.strata.measure.index.IborFutureOptionTradeCalculations
Calculates present value sensitivity across one or more scenarios.
pv01MarketQuoteBucketed(ResolvedIborFutureOptionTrade, RatesProvider, IborFutureOptionVolatilities) - Method in class com.opengamma.strata.measure.index.IborFutureOptionTradeCalculations
Calculates present value sensitivity for a single set of market data.
pv01MarketQuoteBucketed(ResolvedIborFutureTrade, RatesMarketDataLookup, ScenarioMarketData) - Method in class com.opengamma.strata.measure.index.IborFutureTradeCalculations
Calculates present value sensitivity across one or more scenarios.
pv01MarketQuoteBucketed(ResolvedIborFutureTrade, RatesProvider) - Method in class com.opengamma.strata.measure.index.IborFutureTradeCalculations
Calculates present value sensitivity for a single set of market data.
pv01MarketQuoteBucketed(ResolvedOvernightFutureTrade, RatesMarketDataLookup, ScenarioMarketData) - Method in class com.opengamma.strata.measure.index.OvernightFutureTradeCalculations
Calculates present value sensitivity across one or more scenarios.
pv01MarketQuoteBucketed(ResolvedOvernightFutureTrade, RatesProvider) - Method in class com.opengamma.strata.measure.index.OvernightFutureTradeCalculations
Calculates present value sensitivity for a single set of market data.
pv01MarketQuoteBucketed(ResolvedBulletPaymentTrade, RatesMarketDataLookup, ScenarioMarketData) - Method in class com.opengamma.strata.measure.payment.BulletPaymentTradeCalculations
Calculates present value sensitivity across one or more scenarios.
pv01MarketQuoteBucketed(ResolvedBulletPaymentTrade, RatesProvider) - Method in class com.opengamma.strata.measure.payment.BulletPaymentTradeCalculations
Calculates present value sensitivity for a single set of market data.
pv01MarketQuoteBucketed(ResolvedSwapTrade, RatesMarketDataLookup, ScenarioMarketData) - Method in class com.opengamma.strata.measure.swap.SwapTradeCalculations
Calculates present value sensitivity across one or more scenarios.
pv01MarketQuoteBucketed(ResolvedSwapTrade, RatesProvider) - Method in class com.opengamma.strata.measure.swap.SwapTradeCalculations
Calculates present value sensitivity for a single set of market data.
pv01MarketQuoteSum(ResolvedTermDepositTrade, RatesMarketDataLookup, ScenarioMarketData) - Method in class com.opengamma.strata.measure.deposit.TermDepositTradeCalculations
Calculates present value sensitivity across one or more scenarios.
pv01MarketQuoteSum(ResolvedTermDepositTrade, RatesProvider) - Method in class com.opengamma.strata.measure.deposit.TermDepositTradeCalculations
Calculates present value sensitivity for a single set of market data.
pv01MarketQuoteSum(ResolvedDsfTrade, RatesMarketDataLookup, ScenarioMarketData) - Method in class com.opengamma.strata.measure.dsf.DsfTradeCalculations
Calculates present value sensitivity across one or more scenarios.
pv01MarketQuoteSum(ResolvedDsfTrade, RatesProvider) - Method in class com.opengamma.strata.measure.dsf.DsfTradeCalculations
Calculates present value sensitivity for a single set of market data.
pv01MarketQuoteSum(ResolvedFraTrade, RatesMarketDataLookup, ScenarioMarketData) - Method in class com.opengamma.strata.measure.fra.FraTradeCalculations
Calculates present value sensitivity across one or more scenarios.
pv01MarketQuoteSum(ResolvedFraTrade, RatesProvider) - Method in class com.opengamma.strata.measure.fra.FraTradeCalculations
Calculates present value sensitivity for a single set of market data.
pv01MarketQuoteSum(ResolvedFxNdfTrade, RatesMarketDataLookup, ScenarioMarketData) - Method in class com.opengamma.strata.measure.fx.FxNdfTradeCalculations
Calculates present value sensitivity across one or more scenarios.
pv01MarketQuoteSum(ResolvedFxNdfTrade, RatesProvider) - Method in class com.opengamma.strata.measure.fx.FxNdfTradeCalculations
Calculates present value sensitivity for a single set of market data.
pv01MarketQuoteSum(ResolvedFxSingleTrade, RatesMarketDataLookup, ScenarioMarketData) - Method in class com.opengamma.strata.measure.fx.FxSingleTradeCalculations
Calculates present value sensitivity across one or more scenarios.
pv01MarketQuoteSum(ResolvedFxSingleTrade, RatesProvider) - Method in class com.opengamma.strata.measure.fx.FxSingleTradeCalculations
Calculates present value sensitivity for a single set of market data.
pv01MarketQuoteSum(ResolvedFxSwapTrade, RatesMarketDataLookup, ScenarioMarketData) - Method in class com.opengamma.strata.measure.fx.FxSwapTradeCalculations
Calculates present value sensitivity across one or more scenarios.
pv01MarketQuoteSum(ResolvedFxSwapTrade, RatesProvider) - Method in class com.opengamma.strata.measure.fx.FxSwapTradeCalculations
Calculates present value sensitivity for a single set of market data.
pv01MarketQuoteSum(ResolvedIborFutureOptionTrade, RatesMarketDataLookup, IborFutureOptionMarketDataLookup, ScenarioMarketData) - Method in class com.opengamma.strata.measure.index.IborFutureOptionTradeCalculations
Calculates present value sensitivity across one or more scenarios.
pv01MarketQuoteSum(ResolvedIborFutureOptionTrade, RatesProvider, IborFutureOptionVolatilities) - Method in class com.opengamma.strata.measure.index.IborFutureOptionTradeCalculations
Calculates present value sensitivity for a single set of market data.
pv01MarketQuoteSum(ResolvedIborFutureTrade, RatesMarketDataLookup, ScenarioMarketData) - Method in class com.opengamma.strata.measure.index.IborFutureTradeCalculations
Calculates present value sensitivity across one or more scenarios.
pv01MarketQuoteSum(ResolvedIborFutureTrade, RatesProvider) - Method in class com.opengamma.strata.measure.index.IborFutureTradeCalculations
Calculates present value sensitivity for a single set of market data.
pv01MarketQuoteSum(ResolvedOvernightFutureTrade, RatesMarketDataLookup, ScenarioMarketData) - Method in class com.opengamma.strata.measure.index.OvernightFutureTradeCalculations
Calculates present value sensitivity across one or more scenarios.
pv01MarketQuoteSum(ResolvedOvernightFutureTrade, RatesProvider) - Method in class com.opengamma.strata.measure.index.OvernightFutureTradeCalculations
Calculates present value sensitivity for a single set of market data.
pv01MarketQuoteSum(ResolvedBulletPaymentTrade, RatesMarketDataLookup, ScenarioMarketData) - Method in class com.opengamma.strata.measure.payment.BulletPaymentTradeCalculations
Calculates present value sensitivity across one or more scenarios.
pv01MarketQuoteSum(ResolvedBulletPaymentTrade, RatesProvider) - Method in class com.opengamma.strata.measure.payment.BulletPaymentTradeCalculations
Calculates present value sensitivity for a single set of market data.
pv01MarketQuoteSum(ResolvedSwapTrade, RatesMarketDataLookup, ScenarioMarketData) - Method in class com.opengamma.strata.measure.swap.SwapTradeCalculations
Calculates present value sensitivity across one or more scenarios.
pv01MarketQuoteSum(ResolvedSwapTrade, RatesProvider) - Method in class com.opengamma.strata.measure.swap.SwapTradeCalculations
Calculates present value sensitivity for a single set of market data.
pv01RatesCalibratedBucketed(ResolvedIborCapFloorTrade, RatesMarketDataLookup, IborCapFloorMarketDataLookup, ScenarioMarketData) - Method in class com.opengamma.strata.measure.capfloor.IborCapFloorTradeCalculations
Calculates present value sensitivity across one or more scenarios.
pv01RatesCalibratedBucketed(ResolvedIborCapFloorTrade, RatesProvider, IborCapletFloorletVolatilities) - Method in class com.opengamma.strata.measure.capfloor.IborCapFloorTradeCalculations
Calculates present value sensitivity for a single set of market data.
pv01RatesCalibratedBucketed(ResolvedCmsTrade, RatesMarketDataLookup, SwaptionMarketDataLookup, ScenarioMarketData) - Method in class com.opengamma.strata.measure.cms.CmsTradeCalculations
Calculates present value sensitivity across one or more scenarios.
pv01RatesCalibratedBucketed(ResolvedCmsTrade, RatesProvider, SwaptionVolatilities) - Method in class com.opengamma.strata.measure.cms.CmsTradeCalculations
Calculates present value sensitivity for a single set of market data.
pv01RatesCalibratedBucketed(ResolvedFxSingleBarrierOptionTrade, RatesMarketDataLookup, FxOptionMarketDataLookup, ScenarioMarketData, FxSingleBarrierOptionMethod) - Method in class com.opengamma.strata.measure.fxopt.FxSingleBarrierOptionTradeCalculations
Calculates present value sensitivity across one or more scenarios.
pv01RatesCalibratedBucketed(ResolvedFxSingleBarrierOptionTrade, RatesProvider, FxOptionVolatilities, FxSingleBarrierOptionMethod) - Method in class com.opengamma.strata.measure.fxopt.FxSingleBarrierOptionTradeCalculations
Calculates present value sensitivity for a single set of market data.
pv01RatesCalibratedBucketed(ResolvedFxVanillaOptionTrade, RatesMarketDataLookup, FxOptionMarketDataLookup, ScenarioMarketData, FxVanillaOptionMethod) - Method in class com.opengamma.strata.measure.fxopt.FxVanillaOptionTradeCalculations
Calculates present value sensitivity across one or more scenarios.
pv01RatesCalibratedBucketed(ResolvedFxVanillaOptionTrade, RatesProvider, FxOptionVolatilities, FxVanillaOptionMethod) - Method in class com.opengamma.strata.measure.fxopt.FxVanillaOptionTradeCalculations
Calculates present value sensitivity for a single set of market data.
pv01RatesCalibratedBucketed(ResolvedSwaptionTrade, RatesMarketDataLookup, SwaptionMarketDataLookup, ScenarioMarketData) - Method in class com.opengamma.strata.measure.swaption.SwaptionTradeCalculations
Calculates present value sensitivity across one or more scenarios.
pv01RatesCalibratedBucketed(ResolvedSwaptionTrade, RatesProvider, SwaptionVolatilities) - Method in class com.opengamma.strata.measure.swaption.SwaptionTradeCalculations
Calculates present value sensitivity for a single set of market data.
pv01RatesCalibratedSum(ResolvedIborCapFloorTrade, RatesMarketDataLookup, IborCapFloorMarketDataLookup, ScenarioMarketData) - Method in class com.opengamma.strata.measure.capfloor.IborCapFloorTradeCalculations
Calculates present value sensitivity across one or more scenarios.
pv01RatesCalibratedSum(ResolvedIborCapFloorTrade, RatesProvider, IborCapletFloorletVolatilities) - Method in class com.opengamma.strata.measure.capfloor.IborCapFloorTradeCalculations
Calculates present value sensitivity for a single set of market data.
pv01RatesCalibratedSum(ResolvedCmsTrade, RatesMarketDataLookup, SwaptionMarketDataLookup, ScenarioMarketData) - Method in class com.opengamma.strata.measure.cms.CmsTradeCalculations
Calculates present value sensitivity across one or more scenarios.
pv01RatesCalibratedSum(ResolvedCmsTrade, RatesProvider, SwaptionVolatilities) - Method in class com.opengamma.strata.measure.cms.CmsTradeCalculations
Calculates present value sensitivity for a single set of market data.
pv01RatesCalibratedSum(ResolvedFxSingleBarrierOptionTrade, RatesMarketDataLookup, FxOptionMarketDataLookup, ScenarioMarketData, FxSingleBarrierOptionMethod) - Method in class com.opengamma.strata.measure.fxopt.FxSingleBarrierOptionTradeCalculations
Calculates present value sensitivity across one or more scenarios.
pv01RatesCalibratedSum(ResolvedFxSingleBarrierOptionTrade, RatesProvider, FxOptionVolatilities, FxSingleBarrierOptionMethod) - Method in class com.opengamma.strata.measure.fxopt.FxSingleBarrierOptionTradeCalculations
Calculates present value sensitivity for a single set of market data.
pv01RatesCalibratedSum(ResolvedFxVanillaOptionTrade, RatesMarketDataLookup, FxOptionMarketDataLookup, ScenarioMarketData, FxVanillaOptionMethod) - Method in class com.opengamma.strata.measure.fxopt.FxVanillaOptionTradeCalculations
Calculates present value sensitivity across one or more scenarios.
pv01RatesCalibratedSum(ResolvedFxVanillaOptionTrade, RatesProvider, FxOptionVolatilities, FxVanillaOptionMethod) - Method in class com.opengamma.strata.measure.fxopt.FxVanillaOptionTradeCalculations
Calculates present value sensitivity for a single set of market data.
pv01RatesCalibratedSum(ResolvedSwaptionTrade, RatesMarketDataLookup, SwaptionMarketDataLookup, ScenarioMarketData) - Method in class com.opengamma.strata.measure.swaption.SwaptionTradeCalculations
Calculates present value sensitivity across one or more scenarios.
pv01RatesCalibratedSum(ResolvedSwaptionTrade, RatesProvider, SwaptionVolatilities) - Method in class com.opengamma.strata.measure.swaption.SwaptionTradeCalculations
Calculates present value sensitivity for a single set of market data.
pv01RatesMarketQuoteBucketed(ResolvedIborCapFloorTrade, RatesMarketDataLookup, IborCapFloorMarketDataLookup, ScenarioMarketData) - Method in class com.opengamma.strata.measure.capfloor.IborCapFloorTradeCalculations
Calculates present value sensitivity across one or more scenarios.
pv01RatesMarketQuoteBucketed(ResolvedIborCapFloorTrade, RatesProvider, IborCapletFloorletVolatilities) - Method in class com.opengamma.strata.measure.capfloor.IborCapFloorTradeCalculations
Calculates present value sensitivity for a single set of market data.
pv01RatesMarketQuoteBucketed(ResolvedCmsTrade, RatesMarketDataLookup, SwaptionMarketDataLookup, ScenarioMarketData) - Method in class com.opengamma.strata.measure.cms.CmsTradeCalculations
Calculates present value sensitivity across one or more scenarios.
pv01RatesMarketQuoteBucketed(ResolvedCmsTrade, RatesProvider, SwaptionVolatilities) - Method in class com.opengamma.strata.measure.cms.CmsTradeCalculations
Calculates present value sensitivity for a single set of market data.
pv01RatesMarketQuoteBucketed(ResolvedFxSingleBarrierOptionTrade, RatesMarketDataLookup, FxOptionMarketDataLookup, ScenarioMarketData, FxSingleBarrierOptionMethod) - Method in class com.opengamma.strata.measure.fxopt.FxSingleBarrierOptionTradeCalculations
Calculates present value sensitivity across one or more scenarios.
pv01RatesMarketQuoteBucketed(ResolvedFxSingleBarrierOptionTrade, RatesProvider, FxOptionVolatilities, FxSingleBarrierOptionMethod) - Method in class com.opengamma.strata.measure.fxopt.FxSingleBarrierOptionTradeCalculations
Calculates present value sensitivity for a single set of market data.
pv01RatesMarketQuoteBucketed(ResolvedFxVanillaOptionTrade, RatesMarketDataLookup, FxOptionMarketDataLookup, ScenarioMarketData, FxVanillaOptionMethod) - Method in class com.opengamma.strata.measure.fxopt.FxVanillaOptionTradeCalculations
Calculates present value sensitivity across one or more scenarios.
pv01RatesMarketQuoteBucketed(ResolvedFxVanillaOptionTrade, RatesProvider, FxOptionVolatilities, FxVanillaOptionMethod) - Method in class com.opengamma.strata.measure.fxopt.FxVanillaOptionTradeCalculations
Calculates present value sensitivity for a single set of market data.
pv01RatesMarketQuoteBucketed(ResolvedSwaptionTrade, RatesMarketDataLookup, SwaptionMarketDataLookup, ScenarioMarketData) - Method in class com.opengamma.strata.measure.swaption.SwaptionTradeCalculations
Calculates present value sensitivity across one or more scenarios.
pv01RatesMarketQuoteBucketed(ResolvedSwaptionTrade, RatesProvider, SwaptionVolatilities) - Method in class com.opengamma.strata.measure.swaption.SwaptionTradeCalculations
Calculates present value sensitivity for a single set of market data.
pv01RatesMarketQuoteSum(ResolvedIborCapFloorTrade, RatesMarketDataLookup, IborCapFloorMarketDataLookup, ScenarioMarketData) - Method in class com.opengamma.strata.measure.capfloor.IborCapFloorTradeCalculations
Calculates present value sensitivity across one or more scenarios.
pv01RatesMarketQuoteSum(ResolvedIborCapFloorTrade, RatesProvider, IborCapletFloorletVolatilities) - Method in class com.opengamma.strata.measure.capfloor.IborCapFloorTradeCalculations
Calculates present value sensitivity for a single set of market data.
pv01RatesMarketQuoteSum(ResolvedCmsTrade, RatesMarketDataLookup, SwaptionMarketDataLookup, ScenarioMarketData) - Method in class com.opengamma.strata.measure.cms.CmsTradeCalculations
Calculates present value sensitivity across one or more scenarios.
pv01RatesMarketQuoteSum(ResolvedCmsTrade, RatesProvider, SwaptionVolatilities) - Method in class com.opengamma.strata.measure.cms.CmsTradeCalculations
Calculates present value sensitivity for a single set of market data.
pv01RatesMarketQuoteSum(ResolvedFxSingleBarrierOptionTrade, RatesMarketDataLookup, FxOptionMarketDataLookup, ScenarioMarketData, FxSingleBarrierOptionMethod) - Method in class com.opengamma.strata.measure.fxopt.FxSingleBarrierOptionTradeCalculations
Calculates present value sensitivity across one or more scenarios.
pv01RatesMarketQuoteSum(ResolvedFxSingleBarrierOptionTrade, RatesProvider, FxOptionVolatilities, FxSingleBarrierOptionMethod) - Method in class com.opengamma.strata.measure.fxopt.FxSingleBarrierOptionTradeCalculations
Calculates present value sensitivity for a single set of market data.
pv01RatesMarketQuoteSum(ResolvedFxVanillaOptionTrade, RatesMarketDataLookup, FxOptionMarketDataLookup, ScenarioMarketData, FxVanillaOptionMethod) - Method in class com.opengamma.strata.measure.fxopt.FxVanillaOptionTradeCalculations
Calculates present value sensitivity across one or more scenarios.
pv01RatesMarketQuoteSum(ResolvedFxVanillaOptionTrade, RatesProvider, FxOptionVolatilities, FxVanillaOptionMethod) - Method in class com.opengamma.strata.measure.fxopt.FxVanillaOptionTradeCalculations
Calculates present value sensitivity for a single set of market data.
pv01RatesMarketQuoteSum(ResolvedSwaptionTrade, RatesMarketDataLookup, SwaptionMarketDataLookup, ScenarioMarketData) - Method in class com.opengamma.strata.measure.swaption.SwaptionTradeCalculations
Calculates present value sensitivity across one or more scenarios.
pv01RatesMarketQuoteSum(ResolvedSwaptionTrade, RatesProvider, SwaptionVolatilities) - Method in class com.opengamma.strata.measure.swaption.SwaptionTradeCalculations
Calculates present value sensitivity for a single set of market data.
PV_SENSITIVITY_TO_MARKET_QUOTE - Static variable in class com.opengamma.strata.market.curve.CurveInfoType
Key used to access information about the present value sensitivity to market quote, represented by a DoubleArray.
pvbp(ResolvedSwapLeg, RatesProvider) - Method in class com.opengamma.strata.pricer.swap.DiscountingSwapLegPricer
Computes the Present Value of a Basis Point for a swap leg.
pvbp(T, RatesProvider) - Method in interface com.opengamma.strata.pricer.swap.SwapPaymentPeriodPricer
Calculates the present value of a basis point of a period.
pvbpSensitivity(ResolvedSwapLeg, RatesProvider) - Method in class com.opengamma.strata.pricer.swap.DiscountingSwapLegPricer
Calculates the Present Value of a Basis Point curve sensitivity for a fixed swap leg.
pvbpSensitivity(T, RatesProvider) - Method in interface com.opengamma.strata.pricer.swap.SwapPaymentPeriodPricer
Calculates the present value of a basis point sensitivity of a single payment period.

Q

QUADRATIC_LEFT - Static variable in class com.opengamma.strata.market.curve.interpolator.CurveExtrapolators
Quadratic left extrapolator.
quantity() - Method in class com.opengamma.strata.product.bond.BillPosition.Meta
The meta-property for the quantity property.
quantity(double) - Method in class com.opengamma.strata.product.bond.BillTrade.Builder
Sets the quantity that was traded.
quantity() - Method in class com.opengamma.strata.product.bond.BillTrade.Meta
The meta-property for the quantity property.
quantity() - Method in class com.opengamma.strata.product.bond.BondFutureOptionPosition.Meta
The meta-property for the quantity property.
quantity(double) - Method in class com.opengamma.strata.product.bond.BondFutureOptionTrade.Builder
Sets the quantity that was traded.
quantity() - Method in class com.opengamma.strata.product.bond.BondFutureOptionTrade.Meta
The meta-property for the quantity property.
quantity() - Method in class com.opengamma.strata.product.bond.BondFuturePosition.Meta
The meta-property for the quantity property.
quantity(double) - Method in class com.opengamma.strata.product.bond.BondFutureTrade.Builder
Sets the quantity that was traded.
quantity() - Method in class com.opengamma.strata.product.bond.BondFutureTrade.Meta
The meta-property for the quantity property.
quantity() - Method in class com.opengamma.strata.product.bond.CapitalIndexedBondPosition.Meta
The meta-property for the quantity property.
quantity(double) - Method in class com.opengamma.strata.product.bond.CapitalIndexedBondTrade.Builder
Sets the quantity that was traded.
quantity() - Method in class com.opengamma.strata.product.bond.CapitalIndexedBondTrade.Meta
The meta-property for the quantity property.
quantity() - Method in class com.opengamma.strata.product.bond.FixedCouponBondPosition.Meta
The meta-property for the quantity property.
quantity(double) - Method in class com.opengamma.strata.product.bond.FixedCouponBondTrade.Builder
Sets the quantity that was traded.
quantity() - Method in class com.opengamma.strata.product.bond.FixedCouponBondTrade.Meta
The meta-property for the quantity property.
quantity(double) - Method in class com.opengamma.strata.product.bond.ResolvedBillTrade.Builder
Sets the quantity, indicating the number of bond contracts in the trade.
quantity() - Method in class com.opengamma.strata.product.bond.ResolvedBillTrade.Meta
The meta-property for the quantity property.
quantity(double) - Method in class com.opengamma.strata.product.bond.ResolvedBondFutureOptionTrade.Builder
Sets the quantity that was traded.
quantity() - Method in class com.opengamma.strata.product.bond.ResolvedBondFutureOptionTrade.Meta
The meta-property for the quantity property.
quantity(double) - Method in class com.opengamma.strata.product.bond.ResolvedBondFutureTrade.Builder
Sets the quantity that was traded.
quantity() - Method in class com.opengamma.strata.product.bond.ResolvedBondFutureTrade.Meta
The meta-property for the quantity property.
quantity(double) - Method in class com.opengamma.strata.product.bond.ResolvedCapitalIndexedBondTrade.Builder
Sets the quantity, indicating the number of bond contracts in the trade.
quantity() - Method in class com.opengamma.strata.product.bond.ResolvedCapitalIndexedBondTrade.Meta
The meta-property for the quantity property.
quantity(double) - Method in class com.opengamma.strata.product.bond.ResolvedFixedCouponBondTrade.Builder
Sets the quantity, indicating the number of bond contracts in the trade.
quantity() - Method in class com.opengamma.strata.product.bond.ResolvedFixedCouponBondTrade.Meta
The meta-property for the quantity property.
quantity() - Method in class com.opengamma.strata.product.dsf.DsfPosition.Meta
The meta-property for the quantity property.
quantity(double) - Method in class com.opengamma.strata.product.dsf.DsfTrade.Builder
Sets the quantity that was traded.
quantity() - Method in class com.opengamma.strata.product.dsf.DsfTrade.Meta
The meta-property for the quantity property.
quantity(double) - Method in class com.opengamma.strata.product.dsf.ResolvedDsfTrade.Builder
Sets the quantity that was traded.
quantity() - Method in class com.opengamma.strata.product.dsf.ResolvedDsfTrade.Meta
The meta-property for the quantity property.
quantity() - Method in class com.opengamma.strata.product.etd.EtdFuturePosition.Meta
The meta-property for the quantity property.
quantity(double) - Method in class com.opengamma.strata.product.etd.EtdFutureTrade.Builder
Sets the quantity that was traded.
quantity() - Method in class com.opengamma.strata.product.etd.EtdFutureTrade.Meta
The meta-property for the quantity property.
quantity() - Method in class com.opengamma.strata.product.etd.EtdOptionPosition.Meta
The meta-property for the quantity property.
quantity(double) - Method in class com.opengamma.strata.product.etd.EtdOptionTrade.Builder
Sets the quantity that was traded.
quantity() - Method in class com.opengamma.strata.product.etd.EtdOptionTrade.Meta
The meta-property for the quantity property.
quantity() - Method in class com.opengamma.strata.product.GenericSecurityPosition.Meta
The meta-property for the quantity property.
quantity(double) - Method in class com.opengamma.strata.product.GenericSecurityTrade.Builder
Sets the quantity that was traded.
quantity() - Method in class com.opengamma.strata.product.GenericSecurityTrade.Meta
The meta-property for the quantity property.
quantity() - Method in class com.opengamma.strata.product.index.IborFutureOptionPosition.Meta
The meta-property for the quantity property.
quantity(double) - Method in class com.opengamma.strata.product.index.IborFutureOptionTrade.Builder
Sets the quantity that was traded.
quantity() - Method in class com.opengamma.strata.product.index.IborFutureOptionTrade.Meta
The meta-property for the quantity property.
quantity() - Method in class com.opengamma.strata.product.index.IborFuturePosition.Meta
The meta-property for the quantity property.
quantity(double) - Method in class com.opengamma.strata.product.index.IborFutureTrade.Builder
Sets the quantity that was traded.
quantity() - Method in class com.opengamma.strata.product.index.IborFutureTrade.Meta
The meta-property for the quantity property.
quantity() - Method in class com.opengamma.strata.product.index.OvernightFuturePosition.Meta
The meta-property for the quantity property.
quantity(double) - Method in class com.opengamma.strata.product.index.OvernightFutureTrade.Builder
Sets the quantity that was traded.
quantity() - Method in class com.opengamma.strata.product.index.OvernightFutureTrade.Meta
The meta-property for the quantity property.
quantity(double) - Method in class com.opengamma.strata.product.index.ResolvedIborFutureOptionTrade.Builder
Sets the quantity that was traded.
quantity() - Method in class com.opengamma.strata.product.index.ResolvedIborFutureOptionTrade.Meta
The meta-property for the quantity property.
quantity(double) - Method in class com.opengamma.strata.product.index.ResolvedIborFutureTrade.Builder
Sets the quantity that was traded.
quantity() - Method in class com.opengamma.strata.product.index.ResolvedIborFutureTrade.Meta
The meta-property for the quantity property.
quantity(double) - Method in class com.opengamma.strata.product.index.ResolvedOvernightFutureTrade.Builder
Sets the quantity that was traded.
quantity() - Method in class com.opengamma.strata.product.index.ResolvedOvernightFutureTrade.Meta
The meta-property for the quantity property.
quantity() - Method in class com.opengamma.strata.product.SecurityPosition.Meta
The meta-property for the quantity property.
quantity(double) - Method in class com.opengamma.strata.product.SecurityTrade.Builder
Sets the quantity that was traded.
quantity() - Method in class com.opengamma.strata.product.SecurityTrade.Meta
The meta-property for the quantity property.
QUANTITY_FIELD - Static variable in class com.opengamma.strata.loader.csv.CsvLoaderUtils
The column name for the quantity.
QUARTERLY_10TH - Static variable in class com.opengamma.strata.basics.date.DateSequences
The 'Quarterly-10th' date sequence.
QUARTERLY_IMM - Static variable in class com.opengamma.strata.basics.date.DateSequences
The 'Quarterly-IMM' date sequence.
queryType() - Method in interface com.opengamma.strata.calc.runner.CalculationParameter
Gets the type that the parameter will be queried by.
queryType() - Method in interface com.opengamma.strata.calc.runner.FxRateLookup
 
queryType() - Method in interface com.opengamma.strata.measure.bond.BondFutureOptionMarketDataLookup
Gets the type that the lookup will be queried by.
queryType() - Method in interface com.opengamma.strata.measure.bond.LegalEntityDiscountingMarketDataLookup
Gets the type that the lookup will be queried by.
queryType() - Method in class com.opengamma.strata.measure.calc.TargetTypeCalculationParameter
 
queryType() - Method in class com.opengamma.strata.measure.calc.TradeCounterpartyCalculationParameter
 
queryType() - Method in interface com.opengamma.strata.measure.capfloor.IborCapFloorMarketDataLookup
Gets the type that the lookup will be queried by.
queryType() - Method in interface com.opengamma.strata.measure.credit.CreditRatesMarketDataLookup
Gets the type that the lookup will be queried by.
queryType() - Method in interface com.opengamma.strata.measure.fxopt.FxOptionMarketDataLookup
Gets the type that the lookup will be queried by.
queryType() - Method in interface com.opengamma.strata.measure.index.IborFutureOptionMarketDataLookup
Gets the type that the lookup will be queried by.
queryType() - Method in interface com.opengamma.strata.measure.rate.RatesMarketDataLookup
Gets the type that the lookup will be queried by.
queryType() - Method in interface com.opengamma.strata.measure.swaption.SwaptionMarketDataLookup
Gets the type that the lookup will be queried by.
queryValueOrNull(ReferenceData) - Method in class com.opengamma.strata.basics.date.HolidayCalendarId
 
queryValueOrNull(ReferenceDataId<T>) - Method in class com.opengamma.strata.basics.ImmutableReferenceData
 
queryValueOrNull(ReferenceDataId<T>) - Method in interface com.opengamma.strata.basics.ReferenceData
Low-level method to query the reference data value associated with the specified identifier, returning null if not found.
queryValueOrNull(ReferenceData) - Method in interface com.opengamma.strata.basics.ReferenceDataId
Low-level method to query the reference data value associated with this identifier, returning null if not found.
Quote - Class in com.opengamma.strata.market.observable
A quoted value for a given security, such as an equity or future.
quote() - Method in class com.opengamma.strata.product.credit.CdsCalibrationTrade.Meta
The meta-property for the quote property.
quote() - Method in class com.opengamma.strata.product.credit.CdsIndexCalibrationTrade.Meta
The meta-property for the quote property.
Quote.Meta - Class in com.opengamma.strata.market.observable
The meta-bean for Quote.
quoteConvention(CdsQuoteConvention) - Method in class com.opengamma.strata.market.curve.node.CdsIndexIsdaCreditCurveNode.Builder
Sets the market quote convention.
quoteConvention() - Method in class com.opengamma.strata.market.curve.node.CdsIndexIsdaCreditCurveNode.Meta
The meta-property for the quoteConvention property.
quoteConvention(CdsQuoteConvention) - Method in class com.opengamma.strata.market.curve.node.CdsIsdaCreditCurveNode.Builder
Sets the market quote convention.
quoteConvention() - Method in class com.opengamma.strata.market.curve.node.CdsIsdaCreditCurveNode.Meta
The meta-property for the quoteConvention property.
quoteConvention() - Method in class com.opengamma.strata.product.credit.CdsQuote.Meta
The meta-property for the quoteConvention property.
quotedSpreadFromPointsUpfront(ResolvedCdsTrade, CdsQuote, CreditRatesProvider, ReferenceData) - Method in class com.opengamma.strata.pricer.credit.CdsMarketQuoteConverter
Converts points upfront to quoted spread.
quotedValue() - Method in class com.opengamma.strata.product.credit.CdsQuote.Meta
The meta-property for the quotedValue property.
quoteId() - Method in class com.opengamma.strata.market.observable.Quote.Meta
The meta-property for the quoteId property.
QuoteId - Class in com.opengamma.strata.market.observable
An identifier used to access a market quote.
quoteId(QuoteId) - Method in class com.opengamma.strata.measure.fxopt.FxOptionVolatilitiesNode.Builder
Sets the quote ID.
quoteId() - Method in class com.opengamma.strata.measure.fxopt.FxOptionVolatilitiesNode.Meta
The meta-property for the quoteId property.
quotes() - Method in class com.opengamma.strata.market.observable.QuoteScenarioArray.Meta
The meta-property for the quotes property.
QuoteScenarioArray - Class in com.opengamma.strata.market.observable
Container for values for an item of quoted market data in multiple scenarios.
QuoteScenarioArray.Meta - Class in com.opengamma.strata.market.observable
The meta-bean for QuoteScenarioArray.
QuoteScenarioArrayId - Class in com.opengamma.strata.market.observable
An identifier identifying a QuoteScenarioArray containing values for a piece of quoted market data in multiple scenarios.
QuoteScenarioArrayId.Meta - Class in com.opengamma.strata.market.observable
The meta-bean for QuoteScenarioArrayId.
QuotesCsvLoader - Class in com.opengamma.strata.loader.csv
Loads a set of quotes into memory from CSV resources.
quotesFromParSpread(List<ResolvedCdsTrade>, List<CdsQuote>, CreditRatesProvider, CdsQuoteConvention, ReferenceData) - Method in class com.opengamma.strata.pricer.credit.CdsMarketQuoteConverter
The par spread quotes are converted to points upfronts or quoted spreads.
quoteValueType(ValueType) - Method in class com.opengamma.strata.measure.fxopt.FxOptionVolatilitiesNode.Builder
Sets the value type of the quote.
quoteValueType() - Method in class com.opengamma.strata.measure.fxopt.FxOptionVolatilitiesNode.Meta
The meta-property for the quoteValueType property.

R

rate() - Method in class com.opengamma.strata.basics.currency.FxRate.Meta
The meta-property for the rate property.
rate(Currency, LocalDate) - Method in class com.opengamma.strata.pricer.fx.DiscountFxForwardRates
 
rate(FxIndexObservation, Currency) - Method in class com.opengamma.strata.pricer.fx.ForwardFxIndexRates
 
rate(Currency, LocalDate) - Method in interface com.opengamma.strata.pricer.fx.FxForwardRates
Gets the forward rate at the specified payment date.
rate(FxIndexObservation, Currency) - Method in interface com.opengamma.strata.pricer.fx.FxIndexRates
Gets the historic or forward rate at the specified fixing date.
rate(IborIndexObservation) - Method in class com.opengamma.strata.pricer.rate.DiscountIborIndexRates
 
rate(OvernightIndexObservation) - Method in class com.opengamma.strata.pricer.rate.DiscountOvernightIndexRates
 
rate(IborIndexObservation) - Method in interface com.opengamma.strata.pricer.rate.IborIndexRates
Gets the historic or forward rate at the specified fixing date.
rate(OvernightIndexObservation) - Method in interface com.opengamma.strata.pricer.rate.OvernightIndexRates
Gets the historic or forward rate at the specified fixing date.
rate(T, LocalDate, LocalDate, RatesProvider) - Method in interface com.opengamma.strata.pricer.rate.RateComputationFn
Determines the applicable rate for the computation.
rate(IborIndexObservation) - Method in class com.opengamma.strata.pricer.rate.SimpleIborIndexRates
 
rate(double) - Method in class com.opengamma.strata.product.deposit.ResolvedTermDeposit.Builder
Sets the fixed rate of interest.
rate() - Method in class com.opengamma.strata.product.deposit.ResolvedTermDeposit.Meta
The meta-property for the rate property.
rate(double) - Method in class com.opengamma.strata.product.deposit.TermDeposit.Builder
Sets the fixed interest rate to be paid.
rate() - Method in class com.opengamma.strata.product.deposit.TermDeposit.Meta
The meta-property for the rate property.
rate() - Method in class com.opengamma.strata.product.rate.FixedRateComputation.Meta
The meta-property for the rate property.
rate(ValueSchedule) - Method in class com.opengamma.strata.product.swap.FixedRateCalculation.Builder
Sets the interest rate to be paid.
rate() - Method in class com.opengamma.strata.product.swap.FixedRateCalculation.Meta
The meta-property for the rate property.
RateAccrualPeriod - Class in com.opengamma.strata.product.swap
A period over which a fixed or floating rate is accrued.
RateAccrualPeriod.Builder - Class in com.opengamma.strata.product.swap
The bean-builder for RateAccrualPeriod.
RateAccrualPeriod.Meta - Class in com.opengamma.strata.product.swap
The meta-bean for RateAccrualPeriod.
rateCalculation(InflationRateCalculation) - Method in class com.opengamma.strata.product.bond.CapitalIndexedBond.Builder
Sets the inflation rate calculation.
rateCalculation() - Method in class com.opengamma.strata.product.bond.CapitalIndexedBond.Meta
The meta-property for the rateCalculation property.
rateCalculation(InflationRateCalculation) - Method in class com.opengamma.strata.product.bond.CapitalIndexedBondSecurity.Builder
Sets the inflation rate calculation.
rateCalculation() - Method in class com.opengamma.strata.product.bond.CapitalIndexedBondSecurity.Meta
The meta-property for the rateCalculation property.
rateCalculation(InflationRateCalculation) - Method in class com.opengamma.strata.product.bond.ResolvedCapitalIndexedBond.Builder
Sets the inflation rate calculation.
rateCalculation() - Method in class com.opengamma.strata.product.bond.ResolvedCapitalIndexedBond.Meta
The meta-property for the rateCalculation property.
RateCalculation - Interface in com.opengamma.strata.product.swap
The accrual calculation part of an interest rate swap leg.
RateCalculationSwapLeg - Class in com.opengamma.strata.product.swap
A rate swap leg defined using a parameterized schedule and calculation.
RateCalculationSwapLeg.Builder - Class in com.opengamma.strata.product.swap
The bean-builder for RateCalculationSwapLeg.
RateCalculationSwapLeg.Meta - Class in com.opengamma.strata.product.swap
The meta-bean for RateCalculationSwapLeg.
rateComputation(RateComputation) - Method in class com.opengamma.strata.product.bond.CapitalIndexedBondPaymentPeriod.Builder
Sets the rate to be computed.
rateComputation() - Method in class com.opengamma.strata.product.bond.CapitalIndexedBondPaymentPeriod.Meta
The meta-property for the rateComputation property.
RateComputation - Interface in com.opengamma.strata.product.rate
Defines a mechanism for computing a rate.
rateComputation(RateComputation) - Method in class com.opengamma.strata.product.swap.RateAccrualPeriod.Builder
Sets the rate to be computed.
rateComputation() - Method in class com.opengamma.strata.product.swap.RateAccrualPeriod.Meta
The meta-property for the rateComputation property.
RateComputationFn<T extends RateComputation> - Interface in com.opengamma.strata.pricer.rate
Computes a rate.
rateCutOffDays(int) - Method in class com.opengamma.strata.product.rate.OvernightAveragedRateComputation.Builder
Sets the number of business days before the end of the period that the rate is cut off.
rateCutOffDays() - Method in class com.opengamma.strata.product.rate.OvernightAveragedRateComputation.Meta
The meta-property for the rateCutOffDays property.
rateCutOffDays(int) - Method in class com.opengamma.strata.product.rate.OvernightCompoundedRateComputation.Builder
Sets the number of business days before the end of the period that the rate is cut off.
rateCutOffDays() - Method in class com.opengamma.strata.product.rate.OvernightCompoundedRateComputation.Meta
The meta-property for the rateCutOffDays property.
rateCutOffDays(int) - Method in class com.opengamma.strata.product.swap.OvernightRateCalculation.Builder
Sets the number of business days before the end of the period that the rate is cut off, defaulted to zero.
rateCutOffDays() - Method in class com.opengamma.strata.product.swap.OvernightRateCalculation.Meta
The meta-property for the rateCutOffDays property.
rateCutOffDays(Integer) - Method in class com.opengamma.strata.product.swap.type.OvernightRateSwapLegConvention.Builder
Sets the number of business days before the end of the period that the rate is cut off.
rateCutOffDays() - Method in class com.opengamma.strata.product.swap.type.OvernightRateSwapLegConvention.Meta
The meta-property for the rateCutOffDays property.
rateFxSpotSensitivity(Currency, LocalDate) - Method in class com.opengamma.strata.pricer.fx.DiscountFxForwardRates
 
rateFxSpotSensitivity(Currency, LocalDate) - Method in interface com.opengamma.strata.pricer.fx.FxForwardRates
Calculates the sensitivity of the forward rate to the current FX rate.
rateId(ObservableId) - Method in class com.opengamma.strata.market.curve.node.FixedIborSwapCurveNode.Builder
Sets the identifier of the market data value that provides the rate.
rateId() - Method in class com.opengamma.strata.market.curve.node.FixedIborSwapCurveNode.Meta
The meta-property for the rateId property.
rateId(ObservableId) - Method in class com.opengamma.strata.market.curve.node.FixedInflationSwapCurveNode.Builder
Sets the identifier of the market data value that provides the rate.
rateId() - Method in class com.opengamma.strata.market.curve.node.FixedInflationSwapCurveNode.Meta
The meta-property for the rateId property.
rateId(ObservableId) - Method in class com.opengamma.strata.market.curve.node.FixedOvernightSwapCurveNode.Builder
Sets the identifier of the market data value that provides the rate.
rateId() - Method in class com.opengamma.strata.market.curve.node.FixedOvernightSwapCurveNode.Meta
The meta-property for the rateId property.
rateId(ObservableId) - Method in class com.opengamma.strata.market.curve.node.FraCurveNode.Builder
Sets the identifier of the market data value that provides the rate.
rateId() - Method in class com.opengamma.strata.market.curve.node.FraCurveNode.Meta
The meta-property for the rateId property.
rateId(ObservableId) - Method in class com.opengamma.strata.market.curve.node.IborFixingDepositCurveNode.Builder
Sets the identifier of the market data value that provides the rate.
rateId() - Method in class com.opengamma.strata.market.curve.node.IborFixingDepositCurveNode.Meta
The meta-property for the rateId property.
rateId(QuoteId) - Method in class com.opengamma.strata.market.curve.node.IborFutureCurveNode.Builder
Sets the identifier of the market data value which provides the price.
rateId() - Method in class com.opengamma.strata.market.curve.node.IborFutureCurveNode.Meta
The meta-property for the rateId property.
rateId(ObservableId) - Method in class com.opengamma.strata.market.curve.node.IborIborSwapCurveNode.Builder
Sets the identifier of the market data value that provides the rate.
rateId() - Method in class com.opengamma.strata.market.curve.node.IborIborSwapCurveNode.Meta
The meta-property for the rateId property.
rateId(ObservableId) - Method in class com.opengamma.strata.market.curve.node.OvernightIborSwapCurveNode.Builder
Sets the identifier of the market data value that provides the rate.
rateId() - Method in class com.opengamma.strata.market.curve.node.OvernightIborSwapCurveNode.Meta
The meta-property for the rateId property.
rateId(ObservableId) - Method in class com.opengamma.strata.market.curve.node.TermDepositCurveNode.Builder
Sets the identifier of the market data value that provides the rate.
rateId() - Method in class com.opengamma.strata.market.curve.node.TermDepositCurveNode.Meta
The meta-property for the rateId property.
rateId(ObservableId) - Method in class com.opengamma.strata.market.curve.node.ThreeLegBasisSwapCurveNode.Builder
Sets the identifier of the market data value that provides the rate.
rateId() - Method in class com.opengamma.strata.market.curve.node.ThreeLegBasisSwapCurveNode.Meta
The meta-property for the rateId property.
rateIgnoringFixings(IborIndexObservation) - Method in class com.opengamma.strata.pricer.rate.DiscountIborIndexRates
 
rateIgnoringFixings(OvernightIndexObservation) - Method in class com.opengamma.strata.pricer.rate.DiscountOvernightIndexRates
 
rateIgnoringFixings(IborIndexObservation) - Method in interface com.opengamma.strata.pricer.rate.IborIndexRates
Ignores the time-series of fixings to get the forward rate at the specified fixing date, used in rare and special cases.
rateIgnoringFixings(OvernightIndexObservation) - Method in interface com.opengamma.strata.pricer.rate.OvernightIndexRates
Ignores the time-series of fixings to get the forward rate at the specified fixing date, used in rare and special cases.
rateIgnoringFixings(IborIndexObservation) - Method in class com.opengamma.strata.pricer.rate.SimpleIborIndexRates
 
rateIgnoringFixingsPointSensitivity(IborIndexObservation) - Method in class com.opengamma.strata.pricer.rate.DiscountIborIndexRates
 
rateIgnoringFixingsPointSensitivity(OvernightIndexObservation) - Method in class com.opengamma.strata.pricer.rate.DiscountOvernightIndexRates
 
rateIgnoringFixingsPointSensitivity(IborIndexObservation) - Method in interface com.opengamma.strata.pricer.rate.IborIndexRates
Ignores the time-series of fixings to get the forward rate point sensitivity at the specified fixing date, used in rare and special cases.
rateIgnoringFixingsPointSensitivity(OvernightIndexObservation) - Method in interface com.opengamma.strata.pricer.rate.OvernightIndexRates
Ignores the time-series of fixings to get the forward rate point sensitivity at the specified fixing date, used in rare and special cases.
rateIgnoringFixingsPointSensitivity(IborIndexObservation) - Method in class com.opengamma.strata.pricer.rate.SimpleIborIndexRates
 
RateIndex - Interface in com.opengamma.strata.basics.index
A index of interest rates, such as an Overnight or Inter-Bank rate.
RateIndexSecurity - Interface in com.opengamma.strata.product.index
An instrument representing a security associated with a rate index.
RatePaymentPeriod - Class in com.opengamma.strata.product.swap
A period over which a rate of interest is paid.
RatePaymentPeriod.Builder - Class in com.opengamma.strata.product.swap
The bean-builder for RatePaymentPeriod.
RatePaymentPeriod.Meta - Class in com.opengamma.strata.product.swap
The meta-bean for RatePaymentPeriod.
RatePeriodSwapLeg - Class in com.opengamma.strata.product.swap
A rate swap leg defined using payment and accrual periods.
RatePeriodSwapLeg.Builder - Class in com.opengamma.strata.product.swap
The bean-builder for RatePeriodSwapLeg.
RatePeriodSwapLeg.Meta - Class in com.opengamma.strata.product.swap
The meta-bean for RatePeriodSwapLeg.
ratePointSensitivity(Currency, LocalDate) - Method in class com.opengamma.strata.pricer.fx.DiscountFxForwardRates
 
ratePointSensitivity(FxIndexObservation, Currency) - Method in class com.opengamma.strata.pricer.fx.ForwardFxIndexRates
 
ratePointSensitivity(Currency, LocalDate) - Method in interface com.opengamma.strata.pricer.fx.FxForwardRates
Calculates the point sensitivity of the forward rate at the specified payment date.
ratePointSensitivity(FxIndexObservation, Currency) - Method in interface com.opengamma.strata.pricer.fx.FxIndexRates
Calculates the point sensitivity of the historic or forward rate at the specified fixing date.
ratePointSensitivity(IborIndexObservation) - Method in class com.opengamma.strata.pricer.rate.DiscountIborIndexRates
 
ratePointSensitivity(OvernightIndexObservation) - Method in class com.opengamma.strata.pricer.rate.DiscountOvernightIndexRates
 
ratePointSensitivity(IborIndexObservation) - Method in interface com.opengamma.strata.pricer.rate.IborIndexRates
Calculates the point sensitivity of the historic or forward rate at the specified fixing date.
ratePointSensitivity(OvernightIndexObservation) - Method in interface com.opengamma.strata.pricer.rate.OvernightIndexRates
Calculates the point sensitivity of the historic or forward rate at the specified fixing date.
ratePointSensitivity(IborIndexObservation) - Method in class com.opengamma.strata.pricer.rate.SimpleIborIndexRates
 
rates() - Method in class com.opengamma.strata.basics.currency.FxMatrix.Meta
The meta-property for the rates property.
rates() - Method in class com.opengamma.strata.data.scenario.FxRateScenarioArray.Meta
The meta-property for the rates property.
RatesCalibrationCsvLoader - Class in com.opengamma.strata.loader.csv
Loads a set of definitions to calibrate rates curves by reading from CSV resources.
RatesCurveCalibrator - Class in com.opengamma.strata.pricer.curve
Curve calibrator for rates curves.
RatesCurveGroup - Class in com.opengamma.strata.market.curve
A group of curves.
RatesCurveGroup.Builder - Class in com.opengamma.strata.market.curve
The bean-builder for RatesCurveGroup.
RatesCurveGroup.Meta - Class in com.opengamma.strata.market.curve
The meta-bean for RatesCurveGroup.
RatesCurveGroupDefinition - Class in com.opengamma.strata.market.curve
Provides the definition of how to calibrate a group of curves.
RatesCurveGroupDefinition.Meta - Class in com.opengamma.strata.market.curve
The meta-bean for RatesCurveGroupDefinition.
RatesCurveGroupDefinitionBuilder - Class in com.opengamma.strata.market.curve
A mutable builder for creating instances of CurveGroupDefinition.
RatesCurveGroupDefinitionCsvLoader - Class in com.opengamma.strata.loader.csv
Loads a set of curve group definitions into memory by reading from CSV resources.
RatesCurveGroupEntry - Class in com.opengamma.strata.market.curve
A single entry in the curve group definition.
RatesCurveGroupEntry.Builder - Class in com.opengamma.strata.market.curve
The bean-builder for RatesCurveGroupEntry.
RatesCurveGroupEntry.Meta - Class in com.opengamma.strata.market.curve
The meta-bean for RatesCurveGroupEntry.
RatesCurveGroupId - Class in com.opengamma.strata.market.curve
An identifier used to access a curve group by name.
RatesCurveGroupMarketDataFunction - Class in com.opengamma.strata.measure.rate
Market data function that builds a curve group.
RatesCurveGroupMarketDataFunction() - Constructor for class com.opengamma.strata.measure.rate.RatesCurveGroupMarketDataFunction
Creates a new function for building curve groups using the standard measures.
RatesCurveGroupMarketDataFunction(CalibrationMeasures) - Constructor for class com.opengamma.strata.measure.rate.RatesCurveGroupMarketDataFunction
Creates a new function for building curve groups.
RatesCurveInputs - Class in com.opengamma.strata.market.curve
The input data used when calibrating a curve.
RatesCurveInputs.Builder - Class in com.opengamma.strata.market.curve
The bean-builder for RatesCurveInputs.
RatesCurveInputs.Meta - Class in com.opengamma.strata.market.curve
The meta-bean for RatesCurveInputs.
RatesCurveInputsId - Class in com.opengamma.strata.market.curve
An identifier used to access the inputs to curve calibration.
RatesCurveInputsMarketDataFunction - Class in com.opengamma.strata.measure.rate
Market data function that builds the input data used when calibrating a curve.
RatesCurveInputsMarketDataFunction() - Constructor for class com.opengamma.strata.measure.rate.RatesCurveInputsMarketDataFunction
 
RatesCurvesCsvLoader - Class in com.opengamma.strata.loader.csv
Loads a set of rates curves into memory by reading from CSV resources.
rateSensitivity(T, LocalDate, LocalDate, RatesProvider) - Method in interface com.opengamma.strata.pricer.rate.RateComputationFn
Determines the point sensitivity for the rate computation.
RatesFiniteDifferenceSensitivityCalculator - Class in com.opengamma.strata.pricer.sensitivity
Computes the curve parameter sensitivity by finite difference.
RatesFiniteDifferenceSensitivityCalculator(double) - Constructor for class com.opengamma.strata.pricer.sensitivity.RatesFiniteDifferenceSensitivityCalculator
Create an instance of the finite difference calculator.
RatesMarketData - Interface in com.opengamma.strata.measure.rate
Market data for rates products.
RatesMarketDataLookup - Interface in com.opengamma.strata.measure.rate
The lookup that provides access to rates in market data.
ratesProvider() - Method in interface com.opengamma.strata.measure.rate.RatesMarketData
Gets the rates provider.
ratesProvider(MarketData) - Method in interface com.opengamma.strata.measure.rate.RatesMarketDataLookup
Obtains a rates provider based on the specified market data.
RatesProvider - Interface in com.opengamma.strata.pricer.rate
A provider of rates, such as Ibor and Overnight, used for pricing financial instruments.
RatesProviderGenerator - Interface in com.opengamma.strata.pricer.curve
Generates a RatesProvider from a set of parameters.
RatesScenarioMarketData - Interface in com.opengamma.strata.measure.rate
Market data for rates products, used for calculation across multiple scenarios.
RawOptionData - Class in com.opengamma.strata.pricer.option
Raw data from the volatility market.
read() - Method in class com.opengamma.strata.collect.io.ArrayByteSource
 
read(ByteProcessor<T>) - Method in class com.opengamma.strata.collect.io.ArrayByteSource
 
readUnsafe() - Method in class com.opengamma.strata.collect.io.ArrayByteSource
Returns the underlying array.
readUtf8() - Method in class com.opengamma.strata.collect.io.ArrayByteSource
Reads the source, converting to UTF-8.
readUtf8UsingBom() - Method in class com.opengamma.strata.collect.io.ArrayByteSource
Reads the source, converting to UTF-8 using a Byte-Order Mark if available.
realCoupon(double) - Method in class com.opengamma.strata.product.bond.CapitalIndexedBondPaymentPeriod.Builder
Sets the rate of real coupon.
realCoupon() - Method in class com.opengamma.strata.product.bond.CapitalIndexedBondPaymentPeriod.Meta
The meta-property for the realCoupon property.
realPriceFromNominalPrice(ResolvedCapitalIndexedBond, RatesProvider, LocalDate, double) - Method in class com.opengamma.strata.pricer.bond.DiscountingCapitalIndexedBondProductPricer
Calculates the real price of the bond from its settlement date and nominal price.
realYieldFromCurves(ResolvedCapitalIndexedBond, RatesProvider, LegalEntityDiscountingProvider, ReferenceData) - Method in class com.opengamma.strata.pricer.bond.DiscountingCapitalIndexedBondProductPricer
Computes the conventional real yield from the curves.
realYieldFromDirtyPrice(ResolvedCapitalIndexedBond, RatesProvider, LocalDate, double) - Method in class com.opengamma.strata.pricer.bond.DiscountingCapitalIndexedBondProductPricer
Computes the conventional real yield from the dirty price.
reason() - Method in class com.opengamma.strata.collect.result.Failure.Meta
The meta-property for the reason property.
reason() - Method in class com.opengamma.strata.collect.result.FailureItem.Meta
The meta-property for the reason property.
rebate(CurrencyAmount) - Method in class com.opengamma.strata.product.fxopt.FxSingleBarrierOption.Builder
Sets for a 'out' option, the amount is paid when the barrier is reached; for a 'in' option, the amount is paid at expiry if the barrier is not reached.
rebate() - Method in class com.opengamma.strata.product.fxopt.FxSingleBarrierOption.Meta
The meta-property for the rebate property.
rebate() - Method in class com.opengamma.strata.product.fxopt.ResolvedFxSingleBarrierOption.Meta
The meta-property for the rebate property.
RecombiningTrinomialTreeData - Class in com.opengamma.strata.pricer.fxopt
Recombining trinomial tree data.
RecombiningTrinomialTreeData.Meta - Class in com.opengamma.strata.pricer.fxopt
The meta-bean for RecombiningTrinomialTreeData.
RECOVERY01 - Static variable in class com.opengamma.strata.measure.credit.CreditMeasures
Measure representing the PV change under a 1 bps shift in recovery rate.
recovery01(ResolvedCds, CreditRatesProvider, LocalDate, ReferenceData) - Method in class com.opengamma.strata.pricer.credit.IsdaCdsProductPricer
Calculates the recovery01 of the CDS product.
recovery01(ResolvedCdsIndex, CreditRatesProvider, LocalDate, ReferenceData) - Method in class com.opengamma.strata.pricer.credit.IsdaHomogenousCdsIndexProductPricer
Calculates the recovery01 of the CDS index product.
recovery01OnSettle(ResolvedCdsTrade, CreditRatesProvider, ReferenceData) - Method in class com.opengamma.strata.pricer.credit.IsdaCdsTradePricer
Calculates the recovery01 of the underlying product.
recovery01OnSettle(ResolvedCdsIndexTrade, CreditRatesProvider, ReferenceData) - Method in class com.opengamma.strata.pricer.credit.IsdaHomogenousCdsIndexTradePricer
Calculates the recovery01 of the underlying product.
RECOVERY_RATE - Static variable in class com.opengamma.strata.market.ValueType
Type used when each value is a recovery rate - 'RecoveryRate'.
recoveryRate() - Method in class com.opengamma.strata.pricer.credit.ConstantRecoveryRates.Meta
The meta-property for the recoveryRate property.
recoveryRate(LocalDate) - Method in class com.opengamma.strata.pricer.credit.ConstantRecoveryRates
 
recoveryRate(LocalDate) - Method in interface com.opengamma.strata.pricer.credit.RecoveryRates
Gets the recovery rate for the specified date.
recoveryRateCurves(Map<StandardId, RecoveryRates>) - Method in class com.opengamma.strata.pricer.credit.ImmutableCreditRatesProvider.Builder
Sets the credit rate curves.
recoveryRateCurves() - Method in class com.opengamma.strata.pricer.credit.ImmutableCreditRatesProvider.Meta
The meta-property for the recoveryRateCurves property.
recoveryRates(String, DayCount) - Static method in class com.opengamma.strata.market.curve.Curves
Creates curve metadata for a curve providing recovery rates.
recoveryRates(CurveName, DayCount) - Static method in class com.opengamma.strata.market.curve.Curves
Creates curve metadata for a curve providing recovery rates.
recoveryRates(CurveName, DayCount, List<? extends ParameterMetadata>) - Static method in class com.opengamma.strata.market.curve.Curves
Creates curve metadata for a curve providing recovery rates.
recoveryRates(StandardId) - Method in interface com.opengamma.strata.pricer.credit.CreditRatesProvider
Gets the recovery rates for a standard ID.
recoveryRates(StandardId) - Method in class com.opengamma.strata.pricer.credit.ImmutableCreditRatesProvider
 
RecoveryRates - Interface in com.opengamma.strata.pricer.credit
Recovery rates.
reduce(double, DoubleBinaryOperator) - Method in class com.opengamma.strata.collect.array.DoubleArray
Reduces this array returning a single value.
reduce(double, DoubleBinaryOperator) - Method in class com.opengamma.strata.collect.array.DoubleMatrix
Reduces this matrix returning a single value.
reduce(int, IntBinaryOperator) - Method in class com.opengamma.strata.collect.array.IntArray
Reduces this array returning a single value.
reduce(Map.Entry<K, V>, BinaryOperator<Map.Entry<K, V>>) - Method in class com.opengamma.strata.collect.MapStream
 
reduce(BinaryOperator<Map.Entry<K, V>>) - Method in class com.opengamma.strata.collect.MapStream
 
reduce(U, BiFunction<U, ? super Map.Entry<K, V>, U>, BinaryOperator<U>) - Method in class com.opengamma.strata.collect.MapStream
 
referenceCurrency() - Method in class com.opengamma.strata.pricer.fx.FxForwardSensitivity.Meta
The meta-property for the referenceCurrency property.
referenceCurrency() - Method in class com.opengamma.strata.pricer.fx.FxIndexSensitivity.Meta
The meta-property for the referenceCurrency property.
referenceCurrency() - Method in class com.opengamma.strata.product.swap.FxReset.Meta
The meta-property for the referenceCurrency property.
referenceCurrency(Currency) - Method in class com.opengamma.strata.product.swap.FxResetCalculation.Builder
Sets the currency of the notional amount defined in the contract.
referenceCurrency() - Method in class com.opengamma.strata.product.swap.FxResetCalculation.Meta
The meta-property for the referenceCurrency property.
ReferenceData - Interface in com.opengamma.strata.basics
Provides access to reference data, such as holiday calendars and securities.
referenceData() - Method in class com.opengamma.strata.report.ReportCalculationResults.Meta
The meta-property for the referenceData property.
ReferenceDataId<T> - Interface in com.opengamma.strata.basics
An identifier for a unique item of reference data.
ReferenceDataNotFoundException - Exception in com.opengamma.strata.basics
Exception thrown if reference data cannot be found.
ReferenceDataNotFoundException(String) - Constructor for exception com.opengamma.strata.basics.ReferenceDataNotFoundException
Creates the exception passing the exception message.
referenceDate() - Method in class com.opengamma.strata.pricer.fx.FxForwardSensitivity.Meta
The meta-property for the referenceDate property.
region(Country) - Method in class com.opengamma.strata.basics.index.ImmutablePriceIndex.Builder
Sets the region of the index.
region() - Method in class com.opengamma.strata.basics.index.ImmutablePriceIndex.Meta
The meta-property for the region property.
relative(double...) - Static method in class com.opengamma.strata.market.curve.CurveParallelShifts
Creates a shift that multiplies the values at each curve node by a scaling factor.
relative(Curve, double) - Static method in class com.opengamma.strata.market.curve.ParallelShiftedCurve
Returns a curve based on an underlying curve with a scaling applied to the Y values.
relativeTime(ZonedDateTime) - Method in class com.opengamma.strata.pricer.bond.BlackBondFutureExpiryLogMoneynessVolatilities
 
relativeTime(ZonedDateTime) - Method in interface com.opengamma.strata.pricer.bond.BondFutureVolatilities
Converts a time and date to a relative year fraction.
relativeTime(ZonedDateTime) - Method in class com.opengamma.strata.pricer.capfloor.BlackIborCapletFloorletExpiryStrikeVolatilities
 
relativeTime(ZonedDateTime) - Method in interface com.opengamma.strata.pricer.capfloor.IborCapletFloorletVolatilities
Converts a time and date to a relative year fraction.
relativeTime(ZonedDateTime) - Method in class com.opengamma.strata.pricer.capfloor.NormalIborCapletFloorletExpiryStrikeVolatilities
 
relativeTime(ZonedDateTime) - Method in class com.opengamma.strata.pricer.capfloor.SabrParametersIborCapletFloorletVolatilities
 
relativeTime(ZonedDateTime) - Method in class com.opengamma.strata.pricer.capfloor.ShiftedBlackIborCapletFloorletExpiryStrikeVolatilities
 
relativeTime(ZonedDateTime) - Method in class com.opengamma.strata.pricer.fxopt.BlackFxOptionFlatVolatilities
 
relativeTime(ZonedDateTime) - Method in class com.opengamma.strata.pricer.fxopt.BlackFxOptionSmileVolatilities
 
relativeTime(ZonedDateTime) - Method in class com.opengamma.strata.pricer.fxopt.BlackFxOptionSurfaceVolatilities
 
relativeTime(ZonedDateTime) - Method in interface com.opengamma.strata.pricer.fxopt.FxOptionVolatilities
Converts a time and date to a relative year fraction.
relativeTime(ZonedDateTime) - Method in interface com.opengamma.strata.pricer.index.IborFutureOptionVolatilities
Converts a time and date to a relative year fraction.
relativeTime(ZonedDateTime) - Method in class com.opengamma.strata.pricer.index.NormalIborFutureOptionExpirySimpleMoneynessVolatilities
 
relativeTime(LocalDate) - Method in class com.opengamma.strata.pricer.model.HullWhiteOneFactorPiecewiseConstantParametersProvider
Converts a date to a relative year fraction.
relativeTime(ZonedDateTime) - Method in class com.opengamma.strata.pricer.swaption.BlackSwaptionExpiryTenorVolatilities
 
relativeTime(ZonedDateTime) - Method in class com.opengamma.strata.pricer.swaption.NormalSwaptionExpirySimpleMoneynessVolatilities
 
relativeTime(ZonedDateTime) - Method in class com.opengamma.strata.pricer.swaption.NormalSwaptionExpiryStrikeVolatilities
 
relativeTime(ZonedDateTime) - Method in class com.opengamma.strata.pricer.swaption.NormalSwaptionExpiryTenorVolatilities
 
relativeTime(ZonedDateTime) - Method in class com.opengamma.strata.pricer.swaption.SabrParametersSwaptionVolatilities
 
relativeTime(ZonedDateTime) - Method in interface com.opengamma.strata.pricer.swaption.SwaptionVolatilities
Converts a time and date to a relative year fraction.
relativeTolerance(double) - Method in class com.opengamma.strata.measure.curve.RootFinderConfig.Builder
Sets the relative tolerance for the root finder.
relativeTolerance() - Method in class com.opengamma.strata.measure.curve.RootFinderConfig.Meta
The meta-property for the relativeTolerance property.
relativeYearFraction(LocalDate, LocalDate) - Method in interface com.opengamma.strata.basics.date.DayCount
Gets the relative year fraction between the specified dates.
relativeYearFraction(LocalDate, LocalDate, DayCount.ScheduleInfo) - Method in interface com.opengamma.strata.basics.date.DayCount
Gets the relative year fraction between the specified dates.
relativeYearFraction(LocalDate) - Method in interface com.opengamma.strata.pricer.credit.CreditDiscountFactors
Calculates the relative time between the valuation date and the specified date.
relativeYearFraction(LocalDate) - Method in class com.opengamma.strata.pricer.credit.IsdaCreditDiscountFactors
 
relativeYearFraction(LocalDate) - Method in interface com.opengamma.strata.pricer.DiscountFactors
Calculates the relative time between the valuation date and the specified date.
relativeYearFraction(LocalDate) - Method in class com.opengamma.strata.pricer.SimpleDiscountFactors
 
relativeYearFraction(LocalDate) - Method in class com.opengamma.strata.pricer.ZeroRateDiscountFactors
 
relativeYearFraction(LocalDate) - Method in class com.opengamma.strata.pricer.ZeroRatePeriodicDiscountFactors
 
remove() - Method in class com.opengamma.strata.collect.io.CsvIterator
Throws an exception as remove is not supported.
repoCurveDiscountFactors(SecurityId, LegalEntityId, Currency) - Method in class com.opengamma.strata.pricer.bond.ImmutableLegalEntityDiscountingProvider
 
repoCurveDiscountFactors(LegalEntityId, Currency) - Method in class com.opengamma.strata.pricer.bond.ImmutableLegalEntityDiscountingProvider
 
repoCurveDiscountFactors(SecurityId, LegalEntityId, Currency) - Method in interface com.opengamma.strata.pricer.bond.LegalEntityDiscountingProvider
Gets the discount factors from a repo curve based on the security ID, issuer ID and currency.
repoCurveDiscountFactors(LegalEntityId, Currency) - Method in interface com.opengamma.strata.pricer.bond.LegalEntityDiscountingProvider
Gets the discount factors from a repo curve based on the issuer ID and currency.
RepoCurveDiscountFactors - Class in com.opengamma.strata.pricer.bond
Provides access to discount factors for a repo curve.
RepoCurveDiscountFactors.Meta - Class in com.opengamma.strata.pricer.bond
The meta-bean for RepoCurveDiscountFactors.
repoCurveGroups(Map<LegalEntityId, RepoGroup>) - Method in class com.opengamma.strata.pricer.bond.ImmutableLegalEntityDiscountingProvider.Builder
Sets the groups used to find a repo curve by legal entity.
repoCurveGroups() - Method in class com.opengamma.strata.pricer.bond.ImmutableLegalEntityDiscountingProvider.Meta
The meta-property for the repoCurveGroups property.
RepoCurveInputsId - Class in com.opengamma.strata.market.curve
An identifier used to access the inputs to curve calibration.
repoCurves(Map<Pair<RepoGroup, Currency>, Curve>) - Method in class com.opengamma.strata.market.curve.LegalEntityCurveGroup.Builder
Sets the repo curves in the curve group, keyed by repo group and currency.
repoCurves() - Method in class com.opengamma.strata.market.curve.LegalEntityCurveGroup.Meta
The meta-property for the repoCurves property.
repoCurves(Map<Pair<RepoGroup, Currency>, DiscountFactors>) - Method in class com.opengamma.strata.pricer.bond.ImmutableLegalEntityDiscountingProvider.Builder
Sets the repo curves, keyed by group and currency.
repoCurves() - Method in class com.opengamma.strata.pricer.bond.ImmutableLegalEntityDiscountingProvider.Meta
The meta-property for the repoCurves property.
repoCurveSecurityGroups(Map<SecurityId, RepoGroup>) - Method in class com.opengamma.strata.pricer.bond.ImmutableLegalEntityDiscountingProvider.Builder
Sets the groups used to find a repo curve by security.
repoCurveSecurityGroups() - Method in class com.opengamma.strata.pricer.bond.ImmutableLegalEntityDiscountingProvider.Meta
The meta-property for the repoCurveSecurityGroups property.
repoCurveStream() - Method in class com.opengamma.strata.market.curve.LegalEntityCurveGroup
Returns a stream of all repo curves in the group.
RepoCurveZeroRateSensitivity - Class in com.opengamma.strata.pricer.bond
Point sensitivity to the repo curve.
RepoCurveZeroRateSensitivity.Meta - Class in com.opengamma.strata.pricer.bond
The meta-bean for RepoCurveZeroRateSensitivity.
RepoGroup - Class in com.opengamma.strata.market.curve
Group used to identify a related set of repo curves when pricing bonds.
repoGroup() - Method in class com.opengamma.strata.pricer.bond.RepoCurveDiscountFactors.Meta
The meta-property for the repoGroup property.
repoGroup() - Method in class com.opengamma.strata.pricer.bond.RepoCurveZeroRateSensitivity.Meta
The meta-property for the repoGroup property.
Report - Interface in com.opengamma.strata.report
Represents a business report.
ReportCalculationResults - Class in com.opengamma.strata.report
Stores a set of engine calculation results along with the context required to run reports.
ReportCalculationResults.Meta - Class in com.opengamma.strata.report
The meta-bean for ReportCalculationResults.
ReportFormatter<R extends Report> - Class in com.opengamma.strata.report.framework.format
Common base class for formatting reports into ASCII tables or CSV format.
ReportFormatter(FormatSettings<Object>) - Constructor for class com.opengamma.strata.report.framework.format.ReportFormatter
Creates a new formatter with a set of default format settings.
reportingCurrency() - Method in class com.opengamma.strata.calc.CalculationRules.Meta
The meta-property for the reportingCurrency property.
reportingCurrency(ReportingCurrency) - Method in class com.opengamma.strata.calc.Column.Builder
Sets the reporting currency, used to control currency conversion, optional.
reportingCurrency() - Method in class com.opengamma.strata.calc.Column.Meta
The meta-property for the reportingCurrency property.
ReportingCurrency - Class in com.opengamma.strata.calc
The reporting currency.
ReportingCurrency.Meta - Class in com.opengamma.strata.calc
The meta-bean for ReportingCurrency.
ReportingCurrencyType - Enum in com.opengamma.strata.calc
The available types of reporting currency.
ReportOutputFormat - Enum in com.opengamma.strata.report.framework.format
Enumerates the report output formats.
ReportRequirements - Class in com.opengamma.strata.report
Describes the requirements for a report to be run in terms of trade-level measures that can be separately obtained by the calculation engine.
ReportRequirements.Meta - Class in com.opengamma.strata.report
The meta-bean for ReportRequirements.
ReportRunner<T extends ReportTemplate> - Interface in com.opengamma.strata.report
Runs a report for a specific template type.
ReportTemplate - Interface in com.opengamma.strata.report
Marker interface for report templates.
ReportTemplateIniLoader<T extends ReportTemplate> - Interface in com.opengamma.strata.report
Loads a report template from an ini-based file format.
requiredMeasures() - Method in class com.opengamma.strata.calc.runner.AbstractDerivedCalculationFunction
 
requiredMeasures() - Method in interface com.opengamma.strata.calc.runner.DerivedCalculationFunction
Returns the measures required by this function to calculate its measure.
requirements(I, MarketDataConfig) - Method in interface com.opengamma.strata.calc.marketdata.MarketDataFunction
Returns requirements representing the data needed to build the item of market data identified by the ID.
requirements(T, CalculationParameters, ReferenceData) - Method in class com.opengamma.strata.calc.runner.AbstractDerivedCalculationFunction
 
requirements(T, Set<Measure>, CalculationParameters, ReferenceData) - Method in interface com.opengamma.strata.calc.runner.CalculationFunction
Determines the market data required by this function to perform its calculations.
requirements(ReferenceData) - Method in class com.opengamma.strata.calc.runner.CalculationTask
Returns requirements specifying the market data the function needs to perform its calculations.
requirements(ReferenceData) - Method in class com.opengamma.strata.calc.runner.CalculationTasks
Gets the market data that is required to perform the calculations.
requirements(T, CalculationParameters, ReferenceData) - Method in interface com.opengamma.strata.calc.runner.DerivedCalculationFunction
Returns requirements for the market data required by this function to calculate its measure.
requirements() - Method in interface com.opengamma.strata.market.curve.CurveNode
Determines the market data that is required by the node.
requirements() - Method in class com.opengamma.strata.market.curve.node.FixedIborSwapCurveNode
 
requirements() - Method in class com.opengamma.strata.market.curve.node.FixedInflationSwapCurveNode
 
requirements() - Method in class com.opengamma.strata.market.curve.node.FixedOvernightSwapCurveNode
 
requirements() - Method in class com.opengamma.strata.market.curve.node.FraCurveNode
 
requirements() - Method in class com.opengamma.strata.market.curve.node.FxSwapCurveNode
 
requirements() - Method in class com.opengamma.strata.market.curve.node.IborFixingDepositCurveNode
 
requirements() - Method in class com.opengamma.strata.market.curve.node.IborFutureCurveNode
 
requirements() - Method in class com.opengamma.strata.market.curve.node.IborIborSwapCurveNode
 
requirements() - Method in class com.opengamma.strata.market.curve.node.OvernightIborSwapCurveNode
 
requirements() - Method in class com.opengamma.strata.market.curve.node.TermDepositCurveNode
 
requirements() - Method in class com.opengamma.strata.market.curve.node.ThreeLegBasisSwapCurveNode
 
requirements() - Method in class com.opengamma.strata.market.curve.node.XCcyIborIborSwapCurveNode
 
requirements(T, Set<Measure>, CalculationParameters, ReferenceData) - Method in class com.opengamma.strata.measure.bond.BillTradeCalculationFunction
 
requirements(SecurityId...) - Method in interface com.opengamma.strata.measure.bond.BondFutureOptionMarketDataLookup
Creates market data requirements for the specified security IDs.
requirements(Set<SecurityId>) - Method in interface com.opengamma.strata.measure.bond.BondFutureOptionMarketDataLookup
Creates market data requirements for the specified security IDs.
requirements(T, Set<Measure>, CalculationParameters, ReferenceData) - Method in class com.opengamma.strata.measure.bond.BondFutureOptionTradeCalculationFunction
 
requirements(T, Set<Measure>, CalculationParameters, ReferenceData) - Method in class com.opengamma.strata.measure.bond.BondFutureTradeCalculationFunction
 
requirements(T, Set<Measure>, CalculationParameters, ReferenceData) - Method in class com.opengamma.strata.measure.bond.CapitalIndexedBondTradeCalculationFunction
 
requirements(T, Set<Measure>, CalculationParameters, ReferenceData) - Method in class com.opengamma.strata.measure.bond.FixedCouponBondTradeCalculationFunction
 
requirements(SecurityId, LegalEntityId, Currency) - Method in interface com.opengamma.strata.measure.bond.LegalEntityDiscountingMarketDataLookup
Creates market data requirements for the specified security and issuer.
requirements(LegalEntityId, Currency) - Method in interface com.opengamma.strata.measure.bond.LegalEntityDiscountingMarketDataLookup
Creates market data requirements for the specified issuer.
requirements(IborIndex...) - Method in interface com.opengamma.strata.measure.capfloor.IborCapFloorMarketDataLookup
Creates market data requirements for the specified indices.
requirements(Set<IborIndex>) - Method in interface com.opengamma.strata.measure.capfloor.IborCapFloorMarketDataLookup
Creates market data requirements for the specified indices.
requirements(IborCapFloorTrade, Set<Measure>, CalculationParameters, ReferenceData) - Method in class com.opengamma.strata.measure.capfloor.IborCapFloorTradeCalculationFunction
 
requirements(CmsTrade, Set<Measure>, CalculationParameters, ReferenceData) - Method in class com.opengamma.strata.measure.cms.CmsTradeCalculationFunction
 
requirements(CdsIndexTrade, Set<Measure>, CalculationParameters, ReferenceData) - Method in class com.opengamma.strata.measure.credit.CdsIndexTradeCalculationFunction
 
requirements(CdsTrade, Set<Measure>, CalculationParameters, ReferenceData) - Method in class com.opengamma.strata.measure.credit.CdsTradeCalculationFunction
 
requirements(StandardId, Currency) - Method in interface com.opengamma.strata.measure.credit.CreditRatesMarketDataLookup
Creates market data requirements for the specified standard ID and currency.
requirements(CurveId, MarketDataConfig) - Method in class com.opengamma.strata.measure.curve.CurveMarketDataFunction
 
requirements(TermDepositTrade, Set<Measure>, CalculationParameters, ReferenceData) - Method in class com.opengamma.strata.measure.deposit.TermDepositTradeCalculationFunction
 
requirements(T, Set<Measure>, CalculationParameters, ReferenceData) - Method in class com.opengamma.strata.measure.dsf.DsfTradeCalculationFunction
 
requirements(FraTrade, Set<Measure>, CalculationParameters, ReferenceData) - Method in class com.opengamma.strata.measure.fra.FraTradeCalculationFunction
 
requirements(FxNdfTrade, Set<Measure>, CalculationParameters, ReferenceData) - Method in class com.opengamma.strata.measure.fx.FxNdfTradeCalculationFunction
 
requirements(FxRateId, MarketDataConfig) - Method in class com.opengamma.strata.measure.fx.FxRateMarketDataFunction
 
requirements(FxSingleTrade, Set<Measure>, CalculationParameters, ReferenceData) - Method in class com.opengamma.strata.measure.fx.FxSingleTradeCalculationFunction
 
requirements(FxSwapTrade, Set<Measure>, CalculationParameters, ReferenceData) - Method in class com.opengamma.strata.measure.fx.FxSwapTradeCalculationFunction
 
requirements(CurrencyPair...) - Method in interface com.opengamma.strata.measure.fxopt.FxOptionMarketDataLookup
Creates market data requirements for the specified currency pairs.
requirements(Set<CurrencyPair>) - Method in interface com.opengamma.strata.measure.fxopt.FxOptionMarketDataLookup
Creates market data requirements for the specified currency pairs.
requirements(FxOptionVolatilitiesId, MarketDataConfig) - Method in class com.opengamma.strata.measure.fxopt.FxOptionVolatilitiesMarketDataFunction
 
requirements(FxSingleBarrierOptionTrade, Set<Measure>, CalculationParameters, ReferenceData) - Method in class com.opengamma.strata.measure.fxopt.FxSingleBarrierOptionTradeCalculationFunction
 
requirements(FxVanillaOptionTrade, Set<Measure>, CalculationParameters, ReferenceData) - Method in class com.opengamma.strata.measure.fxopt.FxVanillaOptionTradeCalculationFunction
 
requirements(IborIndex...) - Method in interface com.opengamma.strata.measure.index.IborFutureOptionMarketDataLookup
Creates market data requirements for the specified indices.
requirements(Set<IborIndex>) - Method in interface com.opengamma.strata.measure.index.IborFutureOptionMarketDataLookup
Creates market data requirements for the specified indices.
requirements(T, Set<Measure>, CalculationParameters, ReferenceData) - Method in class com.opengamma.strata.measure.index.IborFutureOptionTradeCalculationFunction
 
requirements(T, Set<Measure>, CalculationParameters, ReferenceData) - Method in class com.opengamma.strata.measure.index.IborFutureTradeCalculationFunction
 
requirements(T, Set<Measure>, CalculationParameters, ReferenceData) - Method in class com.opengamma.strata.measure.index.OvernightFutureTradeCalculationFunction
 
requirements(BulletPaymentTrade, Set<Measure>, CalculationParameters, ReferenceData) - Method in class com.opengamma.strata.measure.payment.BulletPaymentTradeCalculationFunction
 
requirements(RatesCurveGroupId, MarketDataConfig) - Method in class com.opengamma.strata.measure.rate.RatesCurveGroupMarketDataFunction
 
requirements(RatesCurveInputsId, MarketDataConfig) - Method in class com.opengamma.strata.measure.rate.RatesCurveInputsMarketDataFunction
 
requirements(Set<Currency>) - Method in interface com.opengamma.strata.measure.rate.RatesMarketDataLookup
Creates market data requirements for the specified currencies.
requirements(Currency, Index...) - Method in interface com.opengamma.strata.measure.rate.RatesMarketDataLookup
Creates market data requirements for the specified currency and indices.
requirements(Set<Currency>, Set<? extends Index>) - Method in interface com.opengamma.strata.measure.rate.RatesMarketDataLookup
Creates market data requirements for the specified currencies and indices.
requirements(GenericSecurityPosition, Set<Measure>, CalculationParameters, ReferenceData) - Method in class com.opengamma.strata.measure.security.GenericSecurityPositionCalculationFunction
 
requirements(GenericSecurityTrade, Set<Measure>, CalculationParameters, ReferenceData) - Method in class com.opengamma.strata.measure.security.GenericSecurityTradeCalculationFunction
 
requirements(SecurityPosition, Set<Measure>, CalculationParameters, ReferenceData) - Method in class com.opengamma.strata.measure.security.SecurityPositionCalculationFunction
 
requirements(SecurityTrade, Set<Measure>, CalculationParameters, ReferenceData) - Method in class com.opengamma.strata.measure.security.SecurityTradeCalculationFunction
 
requirements(SwapTrade, Set<Measure>, CalculationParameters, ReferenceData) - Method in class com.opengamma.strata.measure.swap.SwapTradeCalculationFunction
 
requirements(IborIndex...) - Method in interface com.opengamma.strata.measure.swaption.SwaptionMarketDataLookup
Creates market data requirements for the specified indices.
requirements(Set<IborIndex>) - Method in interface com.opengamma.strata.measure.swaption.SwaptionMarketDataLookup
Creates market data requirements for the specified indices.
requirements(SwaptionTrade, Set<Measure>, CalculationParameters, ReferenceData) - Method in class com.opengamma.strata.measure.swaption.SwaptionTradeCalculationFunction
 
requirements(CashFlowReportTemplate) - Method in class com.opengamma.strata.report.cashflow.CashFlowReportRunner
 
requirements(T) - Method in interface com.opengamma.strata.report.ReportRunner
Gets a description of the requirements to run a report for the given template.
requirements(TradeReportTemplate) - Method in class com.opengamma.strata.report.trade.TradeReportRunner
 
RESET_PERIODS - Static variable in class com.opengamma.strata.market.explain.ExplainKey
The list of reset periods.
resetFrequency(Frequency) - Method in class com.opengamma.strata.product.swap.ResetSchedule.Builder
Sets the periodic frequency of reset dates.
resetFrequency() - Method in class com.opengamma.strata.product.swap.ResetSchedule.Meta
The meta-property for the resetFrequency property.
resetMethod(IborRateResetMethod) - Method in class com.opengamma.strata.product.swap.ResetSchedule.Builder
Sets the rate reset method, defaulted to 'Unweighted'.
resetMethod() - Method in class com.opengamma.strata.product.swap.ResetSchedule.Meta
The meta-property for the resetMethod property.
resetPeriods(ResetSchedule) - Method in class com.opengamma.strata.product.swap.IborRateCalculation.Builder
Sets the reset schedule, used when averaging rates, optional.
resetPeriods() - Method in class com.opengamma.strata.product.swap.IborRateCalculation.Meta
The meta-property for the resetPeriods property.
ResetSchedule - Class in com.opengamma.strata.product.swap
Defines the schedule of fixing dates relative to the accrual periods.
ResetSchedule.Builder - Class in com.opengamma.strata.product.swap
The bean-builder for ResetSchedule.
ResetSchedule.Meta - Class in com.opengamma.strata.product.swap
The meta-bean for ResetSchedule.
Resolvable<T> - Interface in com.opengamma.strata.basics
An object that can be resolved against reference data.
ResolvableCalculationTarget - Interface in com.opengamma.strata.basics
A calculation target that can be resolved using reference data.
ResolvableSecurityPosition - Interface in com.opengamma.strata.product
A position that has a security identifier that can be resolved using reference data.
ResolvableSecurityTrade - Interface in com.opengamma.strata.product
A trade that has a security identifier that can be resolved using reference data.
ResolvableTrade<T extends ResolvedTrade> - Interface in com.opengamma.strata.product
A trade that can to be resolved using reference data.
resolve(ReferenceData) - Method in class com.opengamma.strata.basics.currency.AdjustablePayment
Resolves the date on this payment, returning a payment with a fixed date.
resolve(ReferenceData) - Method in class com.opengamma.strata.basics.date.BusinessDayAdjustment
Resolves this adjustment using the specified reference data, returning an adjuster.
resolve(ReferenceData) - Method in class com.opengamma.strata.basics.date.DaysAdjustment
Resolves this adjustment using the specified reference data, returning an adjuster.
resolve(ReferenceData) - Method in class com.opengamma.strata.basics.date.HolidayCalendarId
Resolves this identifier to a holiday calendar using the specified reference data.
resolve(ReferenceData) - Method in class com.opengamma.strata.basics.date.PeriodAdjustment
Resolves this adjustment using the specified reference data, returning an adjuster.
resolve(ReferenceData) - Method in class com.opengamma.strata.basics.date.TenorAdjustment
Resolves this adjustment using the specified reference data, returning an adjuster.
resolve(ReferenceData) - Method in interface com.opengamma.strata.basics.index.FxIndex
Resolves this index using the specified reference data, returning a function.
resolve(ReferenceData) - Method in interface com.opengamma.strata.basics.index.IborIndex
Resolves this index using the specified reference data, returning a function.
resolve(ReferenceData) - Method in class com.opengamma.strata.basics.index.ImmutableFxIndex
 
resolve(ReferenceData) - Method in class com.opengamma.strata.basics.index.ImmutableIborIndex
 
resolve(ReferenceData) - Method in interface com.opengamma.strata.basics.Resolvable
Resolves this object using the specified reference data.
resolve(ReferenceData) - Method in class com.opengamma.strata.product.bond.Bill
 
resolve(ReferenceData) - Method in class com.opengamma.strata.product.bond.BillPosition
 
resolve(ReferenceData) - Method in class com.opengamma.strata.product.bond.BillTrade
 
resolve(ReferenceData) - Method in class com.opengamma.strata.product.bond.BondFuture
 
resolve(ReferenceData) - Method in class com.opengamma.strata.product.bond.BondFutureOption
 
resolve(ReferenceData) - Method in class com.opengamma.strata.product.bond.BondFutureOptionPosition
 
resolve(ReferenceData) - Method in class com.opengamma.strata.product.bond.BondFutureOptionTrade
 
resolve(ReferenceData) - Method in class com.opengamma.strata.product.bond.BondFuturePosition
 
resolve(ReferenceData) - Method in class com.opengamma.strata.product.bond.BondFutureTrade
 
resolve(ReferenceData) - Method in class com.opengamma.strata.product.bond.CapitalIndexedBond
 
resolve(ReferenceData) - Method in class com.opengamma.strata.product.bond.CapitalIndexedBondPosition
 
resolve(ReferenceData) - Method in class com.opengamma.strata.product.bond.CapitalIndexedBondTrade
 
resolve(ReferenceData) - Method in class com.opengamma.strata.product.bond.FixedCouponBond
 
resolve(ReferenceData) - Method in class com.opengamma.strata.product.bond.FixedCouponBondPosition
 
resolve(ReferenceData) - Method in class com.opengamma.strata.product.bond.FixedCouponBondTrade
 
resolve(ReferenceData) - Method in class com.opengamma.strata.product.capfloor.IborCapFloor
 
resolve(ReferenceData) - Method in class com.opengamma.strata.product.capfloor.IborCapFloorLeg
 
resolve(ReferenceData) - Method in class com.opengamma.strata.product.capfloor.IborCapFloorTrade
 
resolve(ReferenceData) - Method in class com.opengamma.strata.product.cms.Cms
 
resolve(ReferenceData) - Method in class com.opengamma.strata.product.cms.CmsLeg
 
resolve(ReferenceData) - Method in class com.opengamma.strata.product.cms.CmsTrade
 
resolve(ReferenceData) - Method in class com.opengamma.strata.product.credit.Cds
 
resolve(ReferenceData) - Method in class com.opengamma.strata.product.credit.CdsIndex
 
resolve(ReferenceData) - Method in class com.opengamma.strata.product.credit.CdsIndexTrade
 
resolve(ReferenceData) - Method in class com.opengamma.strata.product.credit.CdsTrade
 
resolve(ReferenceData) - Method in class com.opengamma.strata.product.deposit.IborFixingDeposit
 
resolve(ReferenceData) - Method in class com.opengamma.strata.product.deposit.IborFixingDepositTrade
 
resolve(ReferenceData) - Method in class com.opengamma.strata.product.deposit.TermDeposit
 
resolve(ReferenceData) - Method in class com.opengamma.strata.product.deposit.TermDepositTrade
 
resolve(ReferenceData) - Method in class com.opengamma.strata.product.dsf.Dsf
 
resolve(ReferenceData) - Method in class com.opengamma.strata.product.dsf.DsfPosition
 
resolve(ReferenceData) - Method in class com.opengamma.strata.product.dsf.DsfTrade
 
resolve(ReferenceData) - Method in class com.opengamma.strata.product.fra.Fra
 
resolve(ReferenceData) - Method in class com.opengamma.strata.product.fra.FraTrade
 
resolve(ReferenceData) - Method in class com.opengamma.strata.product.fx.FxNdf
 
resolve(ReferenceData) - Method in class com.opengamma.strata.product.fx.FxNdfTrade
 
resolve(ReferenceData) - Method in class com.opengamma.strata.product.fx.FxSingle
 
resolve(ReferenceData) - Method in class com.opengamma.strata.product.fx.FxSingleTrade
 
resolve(ReferenceData) - Method in class com.opengamma.strata.product.fx.FxSwap
 
resolve(ReferenceData) - Method in class com.opengamma.strata.product.fx.FxSwapTrade
 
resolve(ReferenceData) - Method in class com.opengamma.strata.product.fxopt.FxSingleBarrierOption
 
resolve(ReferenceData) - Method in class com.opengamma.strata.product.fxopt.FxSingleBarrierOptionTrade
 
resolve(ReferenceData) - Method in class com.opengamma.strata.product.fxopt.FxVanillaOption
 
resolve(ReferenceData) - Method in class com.opengamma.strata.product.fxopt.FxVanillaOptionTrade
 
resolve(ReferenceData) - Method in class com.opengamma.strata.product.index.IborFuture
 
resolve(ReferenceData) - Method in class com.opengamma.strata.product.index.IborFutureOption
 
resolve(ReferenceData) - Method in class com.opengamma.strata.product.index.IborFutureOptionPosition
 
resolve(ReferenceData) - Method in class com.opengamma.strata.product.index.IborFutureOptionTrade
 
resolve(ReferenceData) - Method in class com.opengamma.strata.product.index.IborFuturePosition
 
resolve(ReferenceData) - Method in class com.opengamma.strata.product.index.IborFutureTrade
 
resolve(ReferenceData) - Method in class com.opengamma.strata.product.index.OvernightFuture
 
resolve(ReferenceData) - Method in class com.opengamma.strata.product.index.OvernightFuturePosition
 
resolve(ReferenceData) - Method in class com.opengamma.strata.product.index.OvernightFutureTrade
 
resolve(ReferenceData) - Method in class com.opengamma.strata.product.payment.BulletPayment
 
resolve(ReferenceData) - Method in class com.opengamma.strata.product.payment.BulletPaymentTrade
 
resolve(ReferenceData) - Method in interface com.opengamma.strata.product.ResolvableTrade
Resolves this trade using the specified reference data.
resolve(ReferenceData) - Method in class com.opengamma.strata.product.swap.KnownAmountSwapLeg
Converts this swap leg to the equivalent ResolvedSwapLeg.
resolve(ReferenceData) - Method in class com.opengamma.strata.product.swap.RateCalculationSwapLeg
Converts this swap leg to the equivalent ResolvedSwapLeg.
resolve(ReferenceData) - Method in class com.opengamma.strata.product.swap.RatePeriodSwapLeg
Converts this swap leg to the equivalent ResolvedSwapLeg.
resolve(ReferenceData) - Method in class com.opengamma.strata.product.swap.Swap
 
resolve(ReferenceData) - Method in interface com.opengamma.strata.product.swap.SwapLeg
Resolves this swap leg using the specified reference data.
resolve(ReferenceData) - Method in class com.opengamma.strata.product.swap.SwapTrade
 
resolve(ReferenceData) - Method in class com.opengamma.strata.product.swaption.Swaption
 
resolve(ReferenceData) - Method in class com.opengamma.strata.product.swaption.SwaptionTrade
 
RESOLVED_TARGET - Static variable in class com.opengamma.strata.measure.Measures
Measure representing the resolved form of the calculation target.
ResolvedBill - Class in com.opengamma.strata.product.bond
A bill, resolved for pricing.
ResolvedBill(ResolvedBill.Builder) - Constructor for class com.opengamma.strata.product.bond.ResolvedBill
Restricted constructor.
ResolvedBill.Builder - Class in com.opengamma.strata.product.bond
The bean-builder for ResolvedBill.
ResolvedBill.Meta - Class in com.opengamma.strata.product.bond
The meta-bean for ResolvedBill.
ResolvedBillTrade - Class in com.opengamma.strata.product.bond
A trade in a bill, resolved for pricing.
ResolvedBillTrade.Builder - Class in com.opengamma.strata.product.bond
The bean-builder for ResolvedBillTrade.
ResolvedBillTrade.Meta - Class in com.opengamma.strata.product.bond
The meta-bean for ResolvedBillTrade.
ResolvedBondFuture - Class in com.opengamma.strata.product.bond
A futures contract based on a basket of fixed coupon bonds, resolved for pricing.
ResolvedBondFuture.Builder - Class in com.opengamma.strata.product.bond
The bean-builder for ResolvedBondFuture.
ResolvedBondFuture.Meta - Class in com.opengamma.strata.product.bond
The meta-bean for ResolvedBondFuture.
ResolvedBondFutureOption - Class in com.opengamma.strata.product.bond
A futures option contract based on a basket of fixed coupon bonds, resolved for pricing.
ResolvedBondFutureOption.Builder - Class in com.opengamma.strata.product.bond
The bean-builder for ResolvedBondFutureOption.
ResolvedBondFutureOption.Meta - Class in com.opengamma.strata.product.bond
The meta-bean for ResolvedBondFutureOption.
ResolvedBondFutureOptionTrade - Class in com.opengamma.strata.product.bond
A trade in in an option on a futures contract based on a basket of fixed coupon bonds, resolved for pricing.
ResolvedBondFutureOptionTrade.Builder - Class in com.opengamma.strata.product.bond
The bean-builder for ResolvedBondFutureOptionTrade.
ResolvedBondFutureOptionTrade.Meta - Class in com.opengamma.strata.product.bond
The meta-bean for ResolvedBondFutureOptionTrade.
ResolvedBondFutureTrade - Class in com.opengamma.strata.product.bond
A trade in a futures contract based on a basket of fixed coupon bonds, resolved for pricing.
ResolvedBondFutureTrade.Builder - Class in com.opengamma.strata.product.bond
The bean-builder for ResolvedBondFutureTrade.
ResolvedBondFutureTrade.Meta - Class in com.opengamma.strata.product.bond
The meta-bean for ResolvedBondFutureTrade.
ResolvedBulletPayment - Class in com.opengamma.strata.product.payment
A bullet payment, resolved for pricing.
ResolvedBulletPayment.Builder - Class in com.opengamma.strata.product.payment
The bean-builder for ResolvedBulletPayment.
ResolvedBulletPayment.Meta - Class in com.opengamma.strata.product.payment
The meta-bean for ResolvedBulletPayment.
ResolvedBulletPaymentTrade - Class in com.opengamma.strata.product.payment
A bullet payment trade, resolved for pricing.
ResolvedBulletPaymentTrade.Builder - Class in com.opengamma.strata.product.payment
The bean-builder for ResolvedBulletPaymentTrade.
ResolvedBulletPaymentTrade.Meta - Class in com.opengamma.strata.product.payment
The meta-bean for ResolvedBulletPaymentTrade.
ResolvedCapitalIndexedBond - Class in com.opengamma.strata.product.bond
A capital indexed bond.
ResolvedCapitalIndexedBond.Builder - Class in com.opengamma.strata.product.bond
The bean-builder for ResolvedCapitalIndexedBond.
ResolvedCapitalIndexedBond.Meta - Class in com.opengamma.strata.product.bond
The meta-bean for ResolvedCapitalIndexedBond.
ResolvedCapitalIndexedBondSettlement - Class in com.opengamma.strata.product.bond
The settlement details of a capital indexed bond trade.
ResolvedCapitalIndexedBondTrade - Class in com.opengamma.strata.product.bond
A trade in a capital indexed bond, resolved for pricing.
ResolvedCapitalIndexedBondTrade.Builder - Class in com.opengamma.strata.product.bond
The bean-builder for ResolvedCapitalIndexedBondTrade.
ResolvedCapitalIndexedBondTrade.Meta - Class in com.opengamma.strata.product.bond
The meta-bean for ResolvedCapitalIndexedBondTrade.
ResolvedCds - Class in com.opengamma.strata.product.credit
A single-name credit default swap (CDS), resolved for pricing.
ResolvedCds.Builder - Class in com.opengamma.strata.product.credit
The bean-builder for ResolvedCds.
ResolvedCds.Meta - Class in com.opengamma.strata.product.credit
The meta-bean for ResolvedCds.
ResolvedCdsIndex - Class in com.opengamma.strata.product.credit
A CDS (portfolio) index, resolved for pricing.
ResolvedCdsIndex.Builder - Class in com.opengamma.strata.product.credit
The bean-builder for ResolvedCdsIndex.
ResolvedCdsIndex.Meta - Class in com.opengamma.strata.product.credit
The meta-bean for ResolvedCdsIndex.
ResolvedCdsIndexTrade - Class in com.opengamma.strata.product.credit
A trade in a CDS index, resolved for pricing.
ResolvedCdsIndexTrade.Builder - Class in com.opengamma.strata.product.credit
The bean-builder for ResolvedCdsIndexTrade.
ResolvedCdsIndexTrade.Meta - Class in com.opengamma.strata.product.credit
The meta-bean for ResolvedCdsIndexTrade.
ResolvedCdsTrade - Class in com.opengamma.strata.product.credit
A trade in a single-name credit default swap (CDS), resolved for pricing.
ResolvedCdsTrade.Builder - Class in com.opengamma.strata.product.credit
The bean-builder for ResolvedCdsTrade.
ResolvedCdsTrade.Meta - Class in com.opengamma.strata.product.credit
The meta-bean for ResolvedCdsTrade.
ResolvedCms - Class in com.opengamma.strata.product.cms
A constant maturity swap (CMS) or CMS cap/floor, resolved for pricing.
ResolvedCms.Meta - Class in com.opengamma.strata.product.cms
The meta-bean for ResolvedCms.
ResolvedCmsLeg - Class in com.opengamma.strata.product.cms
A CMS leg of a constant maturity swap (CMS) product, resolved for pricing.
ResolvedCmsLeg.Builder - Class in com.opengamma.strata.product.cms
The bean-builder for ResolvedCmsLeg.
ResolvedCmsLeg.Meta - Class in com.opengamma.strata.product.cms
The meta-bean for ResolvedCmsLeg.
ResolvedCmsTrade - Class in com.opengamma.strata.product.cms
A trade in a constant maturity swap (CMS), resolved for pricing.
ResolvedCmsTrade.Builder - Class in com.opengamma.strata.product.cms
The bean-builder for ResolvedCmsTrade.
ResolvedCmsTrade.Meta - Class in com.opengamma.strata.product.cms
The meta-bean for ResolvedCmsTrade.
ResolvedDsf - Class in com.opengamma.strata.product.dsf
A Deliverable Swap Future, resolved for pricing.
ResolvedDsf.Builder - Class in com.opengamma.strata.product.dsf
The bean-builder for ResolvedDsf.
ResolvedDsf.Meta - Class in com.opengamma.strata.product.dsf
The meta-bean for ResolvedDsf.
ResolvedDsfTrade - Class in com.opengamma.strata.product.dsf
A trade in a Deliverable Swap Future, resolved for pricing.
ResolvedDsfTrade.Builder - Class in com.opengamma.strata.product.dsf
The bean-builder for ResolvedDsfTrade.
ResolvedDsfTrade.Meta - Class in com.opengamma.strata.product.dsf
The meta-bean for ResolvedDsfTrade.
ResolvedFixedCouponBond - Class in com.opengamma.strata.product.bond
A fixed coupon bond, resolved for pricing.
ResolvedFixedCouponBond.Builder - Class in com.opengamma.strata.product.bond
The bean-builder for ResolvedFixedCouponBond.
ResolvedFixedCouponBond.Meta - Class in com.opengamma.strata.product.bond
The meta-bean for ResolvedFixedCouponBond.
ResolvedFixedCouponBondSettlement - Class in com.opengamma.strata.product.bond
The settlement details of a fixed coupon bond trade.
ResolvedFixedCouponBondTrade - Class in com.opengamma.strata.product.bond
A trade in a fixed coupon bond, resolved for pricing.
ResolvedFixedCouponBondTrade.Builder - Class in com.opengamma.strata.product.bond
The bean-builder for ResolvedFixedCouponBondTrade.
ResolvedFixedCouponBondTrade.Meta - Class in com.opengamma.strata.product.bond
The meta-bean for ResolvedFixedCouponBondTrade.
ResolvedFra - Class in com.opengamma.strata.product.fra
A forward rate agreement (FRA), resolved for pricing.
ResolvedFra.Builder - Class in com.opengamma.strata.product.fra
The bean-builder for ResolvedFra.
ResolvedFra.Meta - Class in com.opengamma.strata.product.fra
The meta-bean for ResolvedFra.
ResolvedFraTrade - Class in com.opengamma.strata.product.fra
A trade in a forward rate agreement (FRA), resolved for pricing.
ResolvedFraTrade.Builder - Class in com.opengamma.strata.product.fra
The bean-builder for ResolvedFraTrade.
ResolvedFraTrade.Meta - Class in com.opengamma.strata.product.fra
The meta-bean for ResolvedFraTrade.
ResolvedFxNdf - Class in com.opengamma.strata.product.fx
A Non-Deliverable Forward (NDF), resolved for pricing.
ResolvedFxNdf.Builder - Class in com.opengamma.strata.product.fx
The bean-builder for ResolvedFxNdf.
ResolvedFxNdf.Meta - Class in com.opengamma.strata.product.fx
The meta-bean for ResolvedFxNdf.
ResolvedFxNdfTrade - Class in com.opengamma.strata.product.fx
A trade in a Non-Deliverable Forward (NDF), resolved for pricing.
ResolvedFxNdfTrade.Builder - Class in com.opengamma.strata.product.fx
The bean-builder for ResolvedFxNdfTrade.
ResolvedFxNdfTrade.Meta - Class in com.opengamma.strata.product.fx
The meta-bean for ResolvedFxNdfTrade.
ResolvedFxSingle - Class in com.opengamma.strata.product.fx
A single FX transaction, resolved for pricing.
ResolvedFxSingle.Meta - Class in com.opengamma.strata.product.fx
The meta-bean for ResolvedFxSingle.
ResolvedFxSingleBarrierOption - Class in com.opengamma.strata.product.fxopt
Resolved FX (European) single barrier option.
ResolvedFxSingleBarrierOption.Meta - Class in com.opengamma.strata.product.fxopt
The meta-bean for ResolvedFxSingleBarrierOption.
ResolvedFxSingleBarrierOptionTrade - Class in com.opengamma.strata.product.fxopt
A trade in an FX single barrier option, resolved for pricing.
ResolvedFxSingleBarrierOptionTrade.Builder - Class in com.opengamma.strata.product.fxopt
The bean-builder for ResolvedFxSingleBarrierOptionTrade.
ResolvedFxSingleBarrierOptionTrade.Meta - Class in com.opengamma.strata.product.fxopt
The meta-bean for ResolvedFxSingleBarrierOptionTrade.
ResolvedFxSingleTrade - Class in com.opengamma.strata.product.fx
A trade in a single FX transaction, resolved for pricing.
ResolvedFxSingleTrade.Builder - Class in com.opengamma.strata.product.fx
The bean-builder for ResolvedFxSingleTrade.
ResolvedFxSingleTrade.Meta - Class in com.opengamma.strata.product.fx
The meta-bean for ResolvedFxSingleTrade.
ResolvedFxSwap - Class in com.opengamma.strata.product.fx
An FX Swap, resolved for pricing.
ResolvedFxSwap.Meta - Class in com.opengamma.strata.product.fx
The meta-bean for ResolvedFxSwap.
ResolvedFxSwapTrade - Class in com.opengamma.strata.product.fx
A trade in an FX swap, resolved for pricing.
ResolvedFxSwapTrade.Builder - Class in com.opengamma.strata.product.fx
The bean-builder for ResolvedFxSwapTrade.
ResolvedFxSwapTrade.Meta - Class in com.opengamma.strata.product.fx
The meta-bean for ResolvedFxSwapTrade.
ResolvedFxVanillaOption - Class in com.opengamma.strata.product.fxopt
A vanilla FX option, resolved for pricing.
ResolvedFxVanillaOption.Builder - Class in com.opengamma.strata.product.fxopt
The bean-builder for ResolvedFxVanillaOption.
ResolvedFxVanillaOption.Meta - Class in com.opengamma.strata.product.fxopt
The meta-bean for ResolvedFxVanillaOption.
ResolvedFxVanillaOptionTrade - Class in com.opengamma.strata.product.fxopt
A trade in a vanilla FX option, resolved for pricing.
ResolvedFxVanillaOptionTrade.Builder - Class in com.opengamma.strata.product.fxopt
The bean-builder for ResolvedFxVanillaOptionTrade.
ResolvedFxVanillaOptionTrade.Meta - Class in com.opengamma.strata.product.fxopt
The meta-bean for ResolvedFxVanillaOptionTrade.
ResolvedIborCapFloor - Class in com.opengamma.strata.product.capfloor
An Ibor cap/floor, resolved for pricing.
ResolvedIborCapFloor.Meta - Class in com.opengamma.strata.product.capfloor
The meta-bean for ResolvedIborCapFloor.
ResolvedIborCapFloorLeg - Class in com.opengamma.strata.product.capfloor
An Ibor cap/floor leg of an Ibor cap/floor product, resolved for pricing.
ResolvedIborCapFloorLeg.Builder - Class in com.opengamma.strata.product.capfloor
The bean-builder for ResolvedIborCapFloorLeg.
ResolvedIborCapFloorLeg.Meta - Class in com.opengamma.strata.product.capfloor
The meta-bean for ResolvedIborCapFloorLeg.
ResolvedIborCapFloorTrade - Class in com.opengamma.strata.product.capfloor
A trade in an Ibor cap/floor, resolved for pricing.
ResolvedIborCapFloorTrade.Builder - Class in com.opengamma.strata.product.capfloor
The bean-builder for ResolvedIborCapFloorTrade.
ResolvedIborCapFloorTrade.Meta - Class in com.opengamma.strata.product.capfloor
The meta-bean for ResolvedIborCapFloorTrade.
ResolvedIborFixingDeposit - Class in com.opengamma.strata.product.deposit
An Ibor fixing deposit, resolved for pricing.
ResolvedIborFixingDeposit.Builder - Class in com.opengamma.strata.product.deposit
The bean-builder for ResolvedIborFixingDeposit.
ResolvedIborFixingDeposit.Meta - Class in com.opengamma.strata.product.deposit
The meta-bean for ResolvedIborFixingDeposit.
ResolvedIborFixingDepositTrade - Class in com.opengamma.strata.product.deposit
A trade in an Ibor fixing deposit, resolved for pricing.
ResolvedIborFixingDepositTrade.Builder - Class in com.opengamma.strata.product.deposit
The bean-builder for ResolvedIborFixingDepositTrade.
ResolvedIborFixingDepositTrade.Meta - Class in com.opengamma.strata.product.deposit
The meta-bean for ResolvedIborFixingDepositTrade.
ResolvedIborFuture - Class in com.opengamma.strata.product.index
A futures contract based on an Ibor index, resolved for pricing.
ResolvedIborFuture.Builder - Class in com.opengamma.strata.product.index
The bean-builder for ResolvedIborFuture.
ResolvedIborFuture.Meta - Class in com.opengamma.strata.product.index
The meta-bean for ResolvedIborFuture.
ResolvedIborFutureOption - Class in com.opengamma.strata.product.index
A futures option contract based on an Ibor index, resolved for pricing.
ResolvedIborFutureOption.Builder - Class in com.opengamma.strata.product.index
The bean-builder for ResolvedIborFutureOption.
ResolvedIborFutureOption.Meta - Class in com.opengamma.strata.product.index
The meta-bean for ResolvedIborFutureOption.
ResolvedIborFutureOptionTrade - Class in com.opengamma.strata.product.index
A trade in an option on a futures contract based on an Ibor index, resolved for pricing.
ResolvedIborFutureOptionTrade.Builder - Class in com.opengamma.strata.product.index
The bean-builder for ResolvedIborFutureOptionTrade.
ResolvedIborFutureOptionTrade.Meta - Class in com.opengamma.strata.product.index
The meta-bean for ResolvedIborFutureOptionTrade.
ResolvedIborFutureTrade - Class in com.opengamma.strata.product.index
A trade in a futures contract based on an Ibor index, resolved for pricing.
ResolvedIborFutureTrade.Builder - Class in com.opengamma.strata.product.index
The bean-builder for ResolvedIborFutureTrade.
ResolvedIborFutureTrade.Meta - Class in com.opengamma.strata.product.index
The meta-bean for ResolvedIborFutureTrade.
ResolvedOvernightFuture - Class in com.opengamma.strata.product.index
A futures contract based on an Overnight index, resolved for pricing.
ResolvedOvernightFuture.Builder - Class in com.opengamma.strata.product.index
The bean-builder for ResolvedOvernightFuture.
ResolvedOvernightFuture.Meta - Class in com.opengamma.strata.product.index
The meta-bean for ResolvedOvernightFuture.
ResolvedOvernightFutureTrade - Class in com.opengamma.strata.product.index
A trade in a futures contract based on an Overnight index, resolved for pricing.
ResolvedOvernightFutureTrade.Builder - Class in com.opengamma.strata.product.index
The bean-builder for ResolvedOvernightFutureTrade.
ResolvedOvernightFutureTrade.Meta - Class in com.opengamma.strata.product.index
The meta-bean for ResolvedOvernightFutureTrade.
ResolvedProduct - Interface in com.opengamma.strata.product
A product that has been resolved for pricing.
ResolvedSwap - Class in com.opengamma.strata.product.swap
A rate swap, resolved for pricing.
ResolvedSwap.Builder - Class in com.opengamma.strata.product.swap
The bean-builder for ResolvedSwap.
ResolvedSwap.Meta - Class in com.opengamma.strata.product.swap
The meta-bean for ResolvedSwap.
ResolvedSwapLeg - Class in com.opengamma.strata.product.swap
A resolved swap leg, with dates calculated ready for pricing.
ResolvedSwapLeg.Builder - Class in com.opengamma.strata.product.swap
The bean-builder for ResolvedSwapLeg.
ResolvedSwapLeg.Meta - Class in com.opengamma.strata.product.swap
The meta-bean for ResolvedSwapLeg.
ResolvedSwaption - Class in com.opengamma.strata.product.swaption
A swaption, resolved for pricing.
ResolvedSwaption.Builder - Class in com.opengamma.strata.product.swaption
The bean-builder for ResolvedSwaption.
ResolvedSwaption.Meta - Class in com.opengamma.strata.product.swaption
The meta-bean for ResolvedSwaption.
ResolvedSwaptionTrade - Class in com.opengamma.strata.product.swaption
A trade in a swaption, resolved for pricing.
ResolvedSwaptionTrade.Builder - Class in com.opengamma.strata.product.swaption
The bean-builder for ResolvedSwaptionTrade.
ResolvedSwaptionTrade.Meta - Class in com.opengamma.strata.product.swaption
The meta-bean for ResolvedSwaptionTrade.
ResolvedSwapTrade - Class in com.opengamma.strata.product.swap
A trade in a rate swap, resolved for pricing.
ResolvedSwapTrade.Builder - Class in com.opengamma.strata.product.swap
The bean-builder for ResolvedSwapTrade.
ResolvedSwapTrade.Meta - Class in com.opengamma.strata.product.swap
The meta-bean for ResolvedSwapTrade.
ResolvedTermDeposit - Class in com.opengamma.strata.product.deposit
A term deposit, resolved for pricing.
ResolvedTermDeposit.Builder - Class in com.opengamma.strata.product.deposit
The bean-builder for ResolvedTermDeposit.
ResolvedTermDeposit.Meta - Class in com.opengamma.strata.product.deposit
The meta-bean for ResolvedTermDeposit.
ResolvedTermDepositTrade - Class in com.opengamma.strata.product.deposit
A trade in a term deposit, resolved for pricing.
ResolvedTermDepositTrade.Builder - Class in com.opengamma.strata.product.deposit
The bean-builder for ResolvedTermDepositTrade.
ResolvedTermDepositTrade.Meta - Class in com.opengamma.strata.product.deposit
The meta-bean for ResolvedTermDepositTrade.
resolvedTrade(double, MarketData, ReferenceData) - Method in interface com.opengamma.strata.market.curve.CurveNode
Creates a resolved trade representing the instrument at the node.
resolvedTrade(double, MarketData, ReferenceData) - Method in class com.opengamma.strata.market.curve.node.FixedIborSwapCurveNode
 
resolvedTrade(double, MarketData, ReferenceData) - Method in class com.opengamma.strata.market.curve.node.FixedInflationSwapCurveNode
 
resolvedTrade(double, MarketData, ReferenceData) - Method in class com.opengamma.strata.market.curve.node.FixedOvernightSwapCurveNode
 
resolvedTrade(double, MarketData, ReferenceData) - Method in class com.opengamma.strata.market.curve.node.FraCurveNode
 
resolvedTrade(double, MarketData, ReferenceData) - Method in class com.opengamma.strata.market.curve.node.FxSwapCurveNode
 
resolvedTrade(double, MarketData, ReferenceData) - Method in class com.opengamma.strata.market.curve.node.IborFixingDepositCurveNode
 
resolvedTrade(double, MarketData, ReferenceData) - Method in class com.opengamma.strata.market.curve.node.IborFutureCurveNode
 
resolvedTrade(double, MarketData, ReferenceData) - Method in class com.opengamma.strata.market.curve.node.IborIborSwapCurveNode
 
resolvedTrade(double, MarketData, ReferenceData) - Method in class com.opengamma.strata.market.curve.node.OvernightIborSwapCurveNode
 
resolvedTrade(double, MarketData, ReferenceData) - Method in class com.opengamma.strata.market.curve.node.TermDepositCurveNode
 
resolvedTrade(double, MarketData, ReferenceData) - Method in class com.opengamma.strata.market.curve.node.ThreeLegBasisSwapCurveNode
 
resolvedTrade(double, MarketData, ReferenceData) - Method in class com.opengamma.strata.market.curve.node.XCcyIborIborSwapCurveNode
 
ResolvedTrade - Interface in com.opengamma.strata.product
A trade that has been resolved for pricing.
ResolvedTradeParameterMetadata - Class in com.opengamma.strata.market.param
Parameter metadata based on a resolved trade and label.
ResolvedTradeParameterMetadata.Builder - Class in com.opengamma.strata.market.param
The bean-builder for ResolvedTradeParameterMetadata.
ResolvedTradeParameterMetadata.Meta - Class in com.opengamma.strata.market.param
The meta-bean for ResolvedTradeParameterMetadata.
resolvedTrades(MarketData, ReferenceData) - Method in class com.opengamma.strata.market.curve.RatesCurveGroupDefinition
Creates a list of trades representing the instrument at each node.
resolveTarget(ReferenceData) - Method in interface com.opengamma.strata.basics.ResolvableCalculationTarget
Resolves this target, returning the resolved instance.
resolveTarget(ReferenceData) - Method in class com.opengamma.strata.product.etd.EtdFuturePosition
 
resolveTarget(ReferenceData) - Method in class com.opengamma.strata.product.etd.EtdOptionPosition
 
resolveTarget(ReferenceData) - Method in interface com.opengamma.strata.product.ResolvableSecurityPosition
Resolves the security identifier using the specified reference data.
resolveTarget(ReferenceData) - Method in interface com.opengamma.strata.product.ResolvableSecurityTrade
Resolves the security identifier using the specified reference data.
resolveTarget(ReferenceData) - Method in class com.opengamma.strata.product.SecurityPosition
 
resolveValues(Schedule) - Method in class com.opengamma.strata.basics.value.ValueSchedule
Resolves the value and adjustments against a specific schedule.
RESOURCE_DIRS_PROPERTY - Static variable in class com.opengamma.strata.collect.io.ResourceConfig
The system property defining the comma separated list of groups.
ResourceConfig - Class in com.opengamma.strata.collect.io
Provides access to configuration files.
ResourceLocator - Class in com.opengamma.strata.collect.io
A locator for a resource, specified as a file, URL, path or classpath resource.
result() - Method in class com.opengamma.strata.calc.runner.AggregatingCalculationListener
Returns the aggregate result of the calculations, blocking until it is available.
Result<T> - Class in com.opengamma.strata.collect.result
The result of an operation, either success or failure.
Result.Meta<T> - Class in com.opengamma.strata.collect.result
The meta-bean for Result.
resultReceived(CalculationTarget, CalculationResult) - Method in class com.opengamma.strata.calc.runner.AggregatingCalculationListener
 
resultReceived(CalculationTarget, CalculationResult) - Method in interface com.opengamma.strata.calc.runner.CalculationListener
Invoked when a calculation completes.
resultReceived(CalculationTarget, CalculationResult) - Method in class com.opengamma.strata.calc.runner.ResultsListener
 
Results - Class in com.opengamma.strata.calc
Calculation results of performing calculations for a set of targets and columns.
Results.Meta - Class in com.opengamma.strata.calc
The meta-bean for Results.
ResultsListener - Class in com.opengamma.strata.calc.runner
Calculation listener that receives the results of individual calculations and builds a set of Results.
ResultsListener() - Constructor for class com.opengamma.strata.calc.runner.ResultsListener
Creates a new instance.
reverseLookup(T) - Method in class com.opengamma.strata.collect.named.ExtendedEnum.ExternalEnumNames
Looks up the external name given a standard enum instance.
rho(double) - Method in interface com.opengamma.strata.pricer.capfloor.SabrIborCapletFloorletVolatilities
Calculates the rho parameter for a pair of time to expiry.
rho(double) - Method in class com.opengamma.strata.pricer.capfloor.SabrParametersIborCapletFloorletVolatilities
 
rho(double, double) - Method in class com.opengamma.strata.pricer.model.SabrInterestRateParameters
Calculates the rho parameter for a pair of time to expiry and instrument tenor.
rho(double) - Method in class com.opengamma.strata.pricer.model.SabrParameters
Calculates the rho parameter for time to expiry.
rho(double, double) - Method in class com.opengamma.strata.pricer.swaption.SabrParametersSwaptionVolatilities
 
rho(double, double) - Method in interface com.opengamma.strata.pricer.swaption.SabrSwaptionVolatilities
Calculates the rho parameter for a pair of time to expiry and instrument tenor.
rhoCurve(Curve) - Method in class com.opengamma.strata.pricer.capfloor.SabrIborCapletFloorletVolatilityBootstrapDefinition.Builder
Sets the rho (correlation) curve.
rhoCurve() - Method in class com.opengamma.strata.pricer.capfloor.SabrIborCapletFloorletVolatilityBootstrapDefinition.Meta
The meta-property for the rhoCurve property.
rhoCurve(Curve) - Method in class com.opengamma.strata.pricer.capfloor.SabrIborCapletFloorletVolatilityCalibrationDefinition.Builder
Sets the rho (correlation) curve.
rhoCurve() - Method in class com.opengamma.strata.pricer.capfloor.SabrIborCapletFloorletVolatilityCalibrationDefinition.Meta
The meta-property for the rhoCurve property.
rightExtrapolate(double) - Method in interface com.opengamma.strata.market.curve.interpolator.BoundCurveExtrapolator
Right extrapolates the y-value from the specified x-value.
rightExtrapolateFirstDerivative(double) - Method in interface com.opengamma.strata.market.curve.interpolator.BoundCurveExtrapolator
Calculates the first derivative of the right extrapolated y-value at the specified x-value.
rightExtrapolateParameterSensitivity(double) - Method in interface com.opengamma.strata.market.curve.interpolator.BoundCurveExtrapolator
Calculates the parameter sensitivities of the right extrapolated y-value at the specified x-value.
RISK_REVERSAL - Static variable in class com.opengamma.strata.market.ValueType
Type used when each value is a risk reversal - 'RiskReversal'.
riskyAnnuity(ResolvedCds, CreditRatesProvider, LocalDate, PriceType, ReferenceData) - Method in class com.opengamma.strata.pricer.credit.IsdaCdsProductPricer
Calculates the risky annuity, which is RPV01 per unit notional.
rollConvention(RollConvention) - Method in class com.opengamma.strata.basics.schedule.PeriodicSchedule.Builder
Sets the optional convention defining how to roll dates.
rollConvention() - Method in class com.opengamma.strata.basics.schedule.PeriodicSchedule.Meta
The meta-property for the rollConvention property.
RollConvention - Interface in com.opengamma.strata.basics.schedule
A convention defining how to roll dates.
rollConvention(RollConvention) - Method in class com.opengamma.strata.basics.schedule.Schedule.Builder
Sets the roll convention used when building the schedule.
rollConvention() - Method in class com.opengamma.strata.basics.schedule.Schedule.Meta
The meta-property for the rollConvention property.
rollConvention(RollConvention) - Method in class com.opengamma.strata.product.bond.ResolvedCapitalIndexedBond.Builder
Sets the roll convention of the bond payments.
rollConvention() - Method in class com.opengamma.strata.product.bond.ResolvedCapitalIndexedBond.Meta
The meta-property for the rollConvention property.
rollConvention(RollConvention) - Method in class com.opengamma.strata.product.bond.ResolvedFixedCouponBond.Builder
Sets the roll convention of the bond payments.
rollConvention() - Method in class com.opengamma.strata.product.bond.ResolvedFixedCouponBond.Meta
The meta-property for the rollConvention property.
rollConvention(RollConvention) - Method in class com.opengamma.strata.product.credit.type.ImmutableCdsConvention.Builder
Sets the convention defining how to roll dates, optional with defaulting getter.
rollConvention() - Method in class com.opengamma.strata.product.credit.type.ImmutableCdsConvention.Meta
The meta-property for the rollConvention property.
rollConvention(RollConvention) - Method in class com.opengamma.strata.product.swap.type.FixedRateSwapLegConvention.Builder
Sets the convention defining how to roll dates, optional with defaulting getter.
rollConvention() - Method in class com.opengamma.strata.product.swap.type.FixedRateSwapLegConvention.Meta
The meta-property for the rollConvention property.
rollConvention(RollConvention) - Method in class com.opengamma.strata.product.swap.type.IborRateSwapLegConvention.Builder
Sets the convention defining how to roll dates, optional with defaulting getter.
rollConvention() - Method in class com.opengamma.strata.product.swap.type.IborRateSwapLegConvention.Meta
The meta-property for the rollConvention property.
rollConvention(RollConvention) - Method in class com.opengamma.strata.product.swap.type.OvernightRateSwapLegConvention.Builder
Sets the convention defining how to roll dates, optional with defaulting getter.
rollConvention() - Method in class com.opengamma.strata.product.swap.type.OvernightRateSwapLegConvention.Meta
The meta-property for the rollConvention property.
RollConventions - Class in com.opengamma.strata.basics.schedule
Constants and implementations for standard roll conventions.
RON - Static variable in class com.opengamma.strata.basics.currency.Currency
The currency 'RON' - Romanian New Leu.
RootFinderConfig - Class in com.opengamma.strata.measure.curve
Configuration for the root finder used when calibrating curves.
RootFinderConfig.Builder - Class in com.opengamma.strata.measure.curve
The bean-builder for RootFinderConfig.
RootFinderConfig.Meta - Class in com.opengamma.strata.measure.curve
The meta-bean for RootFinderConfig.
round(double) - Method in interface com.opengamma.strata.basics.value.Rounding
Rounds the specified value according to the rules of the convention.
round(BigDecimal) - Method in interface com.opengamma.strata.basics.value.Rounding
Rounds the specified value according to the rules of the convention.
Rounding - Interface in com.opengamma.strata.basics.value
A convention defining how to round a number.
rounding(Rounding) - Method in class com.opengamma.strata.product.bond.BondFuture.Builder
Sets the definition of how to round the futures price, defaulted to no rounding.
rounding() - Method in class com.opengamma.strata.product.bond.BondFuture.Meta
The meta-property for the rounding property.
rounding(Rounding) - Method in class com.opengamma.strata.product.bond.BondFutureOption.Builder
Sets the definition of how to round the option price, defaulted to no rounding.
rounding() - Method in class com.opengamma.strata.product.bond.BondFutureOption.Meta
The meta-property for the rounding property.
rounding(Rounding) - Method in class com.opengamma.strata.product.bond.BondFutureOptionSecurity.Builder
Sets the definition of how to round the option price, defaulted to no rounding.
rounding() - Method in class com.opengamma.strata.product.bond.BondFutureOptionSecurity.Meta
The meta-property for the rounding property.
rounding(Rounding) - Method in class com.opengamma.strata.product.bond.BondFutureSecurity.Builder
Sets the definition of how to round the futures price, defaulted to no rounding.
rounding() - Method in class com.opengamma.strata.product.bond.BondFutureSecurity.Meta
The meta-property for the rounding property.
rounding(Rounding) - Method in class com.opengamma.strata.product.bond.ResolvedBondFuture.Builder
Sets the definition of how to round the futures price, defaulted to no rounding.
rounding() - Method in class com.opengamma.strata.product.bond.ResolvedBondFuture.Meta
The meta-property for the rounding property.
rounding(Rounding) - Method in class com.opengamma.strata.product.bond.ResolvedBondFutureOption.Builder
Sets the definition of how to round the option price, defaulted to no rounding.
rounding() - Method in class com.opengamma.strata.product.bond.ResolvedBondFutureOption.Meta
The meta-property for the rounding property.
rounding(Rounding) - Method in class com.opengamma.strata.product.index.IborFuture.Builder
Sets the definition of how to round the futures price, defaulted to no rounding.
rounding() - Method in class com.opengamma.strata.product.index.IborFuture.Meta
The meta-property for the rounding property.
rounding(Rounding) - Method in class com.opengamma.strata.product.index.IborFutureOption.Builder
Sets the definition of how to round the option price, defaulted to no rounding.
rounding() - Method in class com.opengamma.strata.product.index.IborFutureOption.Meta
The meta-property for the rounding property.
rounding(Rounding) - Method in class com.opengamma.strata.product.index.IborFutureOptionSecurity.Builder
Sets the definition of how to round the option price, defaulted to no rounding.
rounding() - Method in class com.opengamma.strata.product.index.IborFutureOptionSecurity.Meta
The meta-property for the rounding property.
rounding(Rounding) - Method in class com.opengamma.strata.product.index.IborFutureSecurity.Builder
Sets the definition of how to round the futures price, defaulted to no rounding.
rounding() - Method in class com.opengamma.strata.product.index.IborFutureSecurity.Meta
The meta-property for the rounding property.
rounding(Rounding) - Method in class com.opengamma.strata.product.index.OvernightFuture.Builder
Sets the definition of how to round the futures price, defaulted to no rounding.
rounding() - Method in class com.opengamma.strata.product.index.OvernightFuture.Meta
The meta-property for the rounding property.
rounding(Rounding) - Method in class com.opengamma.strata.product.index.OvernightFutureSecurity.Builder
Sets the definition of how to round the futures price, defaulted to no rounding.
rounding() - Method in class com.opengamma.strata.product.index.OvernightFutureSecurity.Meta
The meta-property for the rounding property.
rounding(Rounding) - Method in class com.opengamma.strata.product.index.ResolvedIborFuture.Builder
Sets the definition of how to round the futures price, defaulted to no rounding.
rounding() - Method in class com.opengamma.strata.product.index.ResolvedIborFuture.Meta
The meta-property for the rounding property.
rounding(Rounding) - Method in class com.opengamma.strata.product.index.ResolvedIborFutureOption.Builder
Sets the definition of how to round the option price, defaulted to no rounding.
rounding() - Method in class com.opengamma.strata.product.index.ResolvedIborFutureOption.Meta
The meta-property for the rounding property.
rounding(Rounding) - Method in class com.opengamma.strata.product.index.ResolvedOvernightFuture.Builder
Sets the definition of how to round the futures price, defaulted to no rounding.
rounding() - Method in class com.opengamma.strata.product.index.ResolvedOvernightFuture.Meta
The meta-property for the rounding property.
roundMinorUnits(double) - Method in class com.opengamma.strata.basics.currency.Currency
Rounds the specified amount according to the minor units.
roundMinorUnits(BigDecimal) - Method in class com.opengamma.strata.basics.currency.Currency
Rounds the specified amount according to the minor units.
row(int) - Method in class com.opengamma.strata.collect.array.DoubleMatrix
Gets the row at the specified index.
row(int) - Method in class com.opengamma.strata.collect.io.CsvFile
Gets a single row.
rowArray(int) - Method in class com.opengamma.strata.collect.array.DoubleMatrix
Gets the row at the specified index as an independent array.
rowCount() - Method in class com.opengamma.strata.collect.array.DoubleMatrix
Gets the number of rows of this matrix.
rowCount() - Method in class com.opengamma.strata.collect.io.CsvFile
Gets the number of data rows.
rows() - Method in class com.opengamma.strata.collect.io.CsvFile
Gets all data rows in the file.
rpv01(ResolvedCds, CreditRatesProvider, LocalDate, PriceType, ReferenceData) - Method in class com.opengamma.strata.pricer.credit.IsdaCdsProductPricer
Calculates the risky PV01 of the CDS product.
rpv01(ResolvedCdsIndex, CreditRatesProvider, LocalDate, PriceType, ReferenceData) - Method in class com.opengamma.strata.pricer.credit.IsdaHomogenousCdsIndexProductPricer
Calculates the risky PV01 of the CDS index product.
rpv01OnSettle(ResolvedCdsTrade, CreditRatesProvider, PriceType, ReferenceData) - Method in class com.opengamma.strata.pricer.credit.IsdaCdsTradePricer
Calculates the risky PV01 of the underlying product.
rpv01OnSettle(ResolvedCdsIndexTrade, CreditRatesProvider, PriceType, ReferenceData) - Method in class com.opengamma.strata.pricer.credit.IsdaHomogenousCdsIndexTradePricer
Calculates the risky PV01 of the underlying product.
RU - Static variable in class com.opengamma.strata.basics.location.Country
The currency 'RU' = Russia.
RUB - Static variable in class com.opengamma.strata.basics.currency.Currency
The currency 'RUB' - Russian Ruble.
run() - Method in interface com.opengamma.strata.collect.function.CheckedRunnable
Performs an action.
runInstant(Instant) - Method in class com.opengamma.strata.report.cashflow.CashFlowReport.Builder
Sets the instant at which the report was run.
runInstant() - Method in class com.opengamma.strata.report.cashflow.CashFlowReport.Meta
The meta-property for the runInstant property.
runInstant(Instant) - Method in class com.opengamma.strata.report.trade.TradeReport.Builder
Sets the instant at which the report was run.
runInstant() - Method in class com.opengamma.strata.report.trade.TradeReport.Meta
The meta-property for the runInstant property.
runnable(CheckedRunnable) - Static method in class com.opengamma.strata.collect.Unchecked
Converts checked exceptions to unchecked based on the Runnable interface.
runReport(ReportCalculationResults, CashFlowReportTemplate) - Method in class com.opengamma.strata.report.cashflow.CashFlowReportRunner
 
runReport(ReportCalculationResults, T) - Method in interface com.opengamma.strata.report.ReportRunner
Runs a report from a set of calculation results.
runReport(ReportCalculationResults, TradeReportTemplate) - Method in class com.opengamma.strata.report.trade.TradeReportRunner
 

S

SA - Static variable in class com.opengamma.strata.basics.location.Country
The country 'SA' - Saudi Arabia.
SABR_ALPHA - Static variable in class com.opengamma.strata.market.ValueType
Type used when each value is the SABR alpha parameter - 'SabrAlpha'.
SABR_BETA - Static variable in class com.opengamma.strata.market.ValueType
Type used when each value is the SABR beta parameter - 'SabrBeta'.
SABR_NU - Static variable in class com.opengamma.strata.market.ValueType
Type used when each value is the SABR nu parameter - 'SabrNu'.
SABR_RHO - Static variable in class com.opengamma.strata.market.ValueType
Type used when each value is the SABR rho parameter - 'SabrRho'.
SabrExtrapolationReplicationCmsLegPricer - Class in com.opengamma.strata.pricer.cms
Pricer for CMS legs by swaption replication on a SABR formula with extrapolation.
SabrExtrapolationReplicationCmsLegPricer(SabrExtrapolationReplicationCmsPeriodPricer) - Constructor for class com.opengamma.strata.pricer.cms.SabrExtrapolationReplicationCmsLegPricer
Creates an instance.
SabrExtrapolationReplicationCmsPeriodPricer - Class in com.opengamma.strata.pricer.cms
Computes the price of a CMS coupon/caplet/floorlet by swaption replication on a shifted SABR formula with extrapolation.
SabrExtrapolationReplicationCmsProductPricer - Class in com.opengamma.strata.pricer.cms
Pricer for CMS products by swaption replication on a SABR formula with extrapolation.
SabrExtrapolationReplicationCmsProductPricer(SabrExtrapolationReplicationCmsLegPricer) - Constructor for class com.opengamma.strata.pricer.cms.SabrExtrapolationReplicationCmsProductPricer
Creates an instance using the default pay leg pricer.
SabrExtrapolationReplicationCmsProductPricer(SabrExtrapolationReplicationCmsLegPricer, DiscountingSwapLegPricer) - Constructor for class com.opengamma.strata.pricer.cms.SabrExtrapolationReplicationCmsProductPricer
Creates an instance.
SabrExtrapolationReplicationCmsTradePricer - Class in com.opengamma.strata.pricer.cms
Pricer for CMS trade by swaption replication on a SABR formula with extrapolation.
SabrExtrapolationReplicationCmsTradePricer(SabrExtrapolationReplicationCmsProductPricer) - Constructor for class com.opengamma.strata.pricer.cms.SabrExtrapolationReplicationCmsTradePricer
Creates an instance using the default payment pricer.
SabrExtrapolationReplicationCmsTradePricer(SabrExtrapolationReplicationCmsProductPricer, DiscountingPaymentPricer) - Constructor for class com.opengamma.strata.pricer.cms.SabrExtrapolationReplicationCmsTradePricer
Creates an instance.
SabrIborCapFloorLegPricer - Class in com.opengamma.strata.pricer.capfloor
Pricer for cap/floor legs in SABR model.
SabrIborCapFloorLegPricer(SabrIborCapletFloorletPeriodPricer) - Constructor for class com.opengamma.strata.pricer.capfloor.SabrIborCapFloorLegPricer
Creates an instance.
SabrIborCapFloorProductPricer - Class in com.opengamma.strata.pricer.capfloor
Pricer for cap/floor products in SABR model.
SabrIborCapFloorProductPricer(SabrIborCapFloorLegPricer, DiscountingSwapLegPricer) - Constructor for class com.opengamma.strata.pricer.capfloor.SabrIborCapFloorProductPricer
Creates an instance.
SabrIborCapFloorTradePricer - Class in com.opengamma.strata.pricer.capfloor
Pricer for cap/floor trades in SABR model.
SabrIborCapFloorTradePricer(SabrIborCapFloorProductPricer, DiscountingPaymentPricer) - Constructor for class com.opengamma.strata.pricer.capfloor.SabrIborCapFloorTradePricer
Creates an instance.
SabrIborCapletFloorletPeriodPricer - Class in com.opengamma.strata.pricer.capfloor
Pricer for caplet/floorlet in SABR model.
SabrIborCapletFloorletPeriodPricer() - Constructor for class com.opengamma.strata.pricer.capfloor.SabrIborCapletFloorletPeriodPricer
 
SabrIborCapletFloorletVolatilities - Interface in com.opengamma.strata.pricer.capfloor
Volatility for Ibor caplet/floorlet in SABR model.
SabrIborCapletFloorletVolatilityBootstrapDefinition - Class in com.opengamma.strata.pricer.capfloor
Definition of caplet volatilities calibration.
SabrIborCapletFloorletVolatilityBootstrapDefinition.Builder - Class in com.opengamma.strata.pricer.capfloor
The bean-builder for SabrIborCapletFloorletVolatilityBootstrapDefinition.
SabrIborCapletFloorletVolatilityBootstrapDefinition.Meta - Class in com.opengamma.strata.pricer.capfloor
The meta-bean for SabrIborCapletFloorletVolatilityBootstrapDefinition.
SabrIborCapletFloorletVolatilityBootstrapper - Class in com.opengamma.strata.pricer.capfloor
Caplet volatilities calibration to cap volatilities based on SABR model.
SabrIborCapletFloorletVolatilityCalibrationDefinition - Class in com.opengamma.strata.pricer.capfloor
Definition of caplet volatilities calibration.
SabrIborCapletFloorletVolatilityCalibrationDefinition.Builder - Class in com.opengamma.strata.pricer.capfloor
The bean-builder for SabrIborCapletFloorletVolatilityCalibrationDefinition.
SabrIborCapletFloorletVolatilityCalibrationDefinition.Meta - Class in com.opengamma.strata.pricer.capfloor
The meta-bean for SabrIborCapletFloorletVolatilityCalibrationDefinition.
SabrIborCapletFloorletVolatilityCalibrator - Class in com.opengamma.strata.pricer.capfloor
Caplet volatilities calibration to cap volatilities based on SABR model.
SabrInterestRateParameters - Class in com.opengamma.strata.pricer.model
The volatility surface description under SABR model.
sabrParameterByExpiry(String, DayCount, ValueType) - Static method in class com.opengamma.strata.market.curve.Curves
Creates metadata for a curve providing a SABR parameter.
sabrParameterByExpiry(CurveName, DayCount, ValueType) - Static method in class com.opengamma.strata.market.curve.Curves
Creates metadata for a curve providing a SABR parameter.
sabrParameterByExpiry(CurveName, DayCount, ValueType, List<? extends ParameterMetadata>) - Static method in class com.opengamma.strata.market.curve.Curves
Creates metadata for a curve providing a SABR parameter.
sabrParameterByExpiryTenor(String, DayCount, ValueType) - Static method in class com.opengamma.strata.market.surface.Surfaces
Creates metadata for a surface providing a SABR expiry-tenor parameter.
sabrParameterByExpiryTenor(SurfaceName, DayCount, ValueType) - Static method in class com.opengamma.strata.market.surface.Surfaces
Creates metadata for a surface providing a SABR expiry-tenor parameter.
SabrParameters - Class in com.opengamma.strata.pricer.model
The volatility surface description under SABR model.
SabrParametersIborCapletFloorletVolatilities - Class in com.opengamma.strata.pricer.capfloor
Volatility environment for Ibor caplet/floorlet in the SABR model.
SabrParametersIborCapletFloorletVolatilities.Builder - Class in com.opengamma.strata.pricer.capfloor
The bean-builder for SabrParametersIborCapletFloorletVolatilities.
SabrParametersIborCapletFloorletVolatilities.Meta - Class in com.opengamma.strata.pricer.capfloor
The meta-bean for SabrParametersIborCapletFloorletVolatilities.
SabrParametersSwaptionVolatilities - Class in com.opengamma.strata.pricer.swaption
Volatility environment for swaptions in the SABR model.
SabrParametersSwaptionVolatilities.Builder - Class in com.opengamma.strata.pricer.swaption
The bean-builder for SabrParametersSwaptionVolatilities.
SabrParametersSwaptionVolatilities.Meta - Class in com.opengamma.strata.pricer.swaption
The meta-bean for SabrParametersSwaptionVolatilities.
SabrParameterType - Enum in com.opengamma.strata.market.model
The type of the SABR parameter - Alpha, Beta, Rho, Nu or shift.
SabrSwaptionCalibrator - Class in com.opengamma.strata.pricer.swaption
Swaption SABR calibrator.
SabrSwaptionCashParYieldProductPricer - Class in com.opengamma.strata.pricer.swaption
Pricer for swaption with par yield curve method of cash settlement in SABR model.
SabrSwaptionCashParYieldProductPricer(DiscountingSwapProductPricer) - Constructor for class com.opengamma.strata.pricer.swaption.SabrSwaptionCashParYieldProductPricer
Creates an instance.
SabrSwaptionDefinition - Class in com.opengamma.strata.pricer.swaption
Definition of standard inputs to SABR swaption calibration.
SabrSwaptionDefinition.Meta - Class in com.opengamma.strata.pricer.swaption
The meta-bean for SabrSwaptionDefinition.
SabrSwaptionPhysicalProductPricer - Class in com.opengamma.strata.pricer.swaption
Pricer for swaption with physical settlement in SABR model on the swap rate.
SabrSwaptionPhysicalProductPricer(DiscountingSwapProductPricer) - Constructor for class com.opengamma.strata.pricer.swaption.SabrSwaptionPhysicalProductPricer
Creates an instance.
SabrSwaptionRawDataSensitivityCalculator - Class in com.opengamma.strata.pricer.swaption
Calculator to obtain the raw data sensitivities for swaption related products using calibrated SABR data.
SabrSwaptionRawDataSensitivityCalculator() - Constructor for class com.opengamma.strata.pricer.swaption.SabrSwaptionRawDataSensitivityCalculator
 
SabrSwaptionTradePricer - Class in com.opengamma.strata.pricer.swaption
Pricer for swaption trade in the SABR model on the swap rate.
SabrSwaptionTradePricer(SabrSwaptionCashParYieldProductPricer, SabrSwaptionPhysicalProductPricer, DiscountingPaymentPricer) - Constructor for class com.opengamma.strata.pricer.swaption.SabrSwaptionTradePricer
Creates an instance.
SabrSwaptionVolatilities - Interface in com.opengamma.strata.pricer.swaption
Volatility for swaptions in SABR model.
sabrVolatilityFormula(SabrVolatilityFormula) - Method in class com.opengamma.strata.pricer.capfloor.SabrIborCapletFloorletVolatilityBootstrapDefinition.Builder
Sets the SABR formula.
sabrVolatilityFormula() - Method in class com.opengamma.strata.pricer.capfloor.SabrIborCapletFloorletVolatilityBootstrapDefinition.Meta
The meta-property for the sabrVolatilityFormula property.
sabrVolatilityFormula(SabrVolatilityFormula) - Method in class com.opengamma.strata.pricer.capfloor.SabrIborCapletFloorletVolatilityCalibrationDefinition.Builder
Sets the SABR formula.
sabrVolatilityFormula() - Method in class com.opengamma.strata.pricer.capfloor.SabrIborCapletFloorletVolatilityCalibrationDefinition.Meta
The meta-property for the sabrVolatilityFormula property.
SabrVolatilityFormula - Interface in com.opengamma.strata.pricer.model
Provides volatility and sensitivity in the SABR model.
safe(Appendable) - Static method in class com.opengamma.strata.collect.io.CsvOutput
Creates an instance, using the system default line separator and using a comma separator.
safe(Appendable, String) - Static method in class com.opengamma.strata.collect.io.CsvOutput
Creates an instance, allowing the new line character to be controlled and using a comma separator.
safe(Appendable, String, String) - Static method in class com.opengamma.strata.collect.io.CsvOutput
Creates an instance, allowing the new line character to be controlled, specifying the separator.
SAR - Static variable in class com.opengamma.strata.basics.currency.Currency
The currency 'SAR' - Saudi Riyal.
SAT_SUN - Static variable in class com.opengamma.strata.basics.date.HolidayCalendarIds
An identifier for a calendar declaring all days as business days except Saturday/Sunday weekends, with code 'SatSun'.
SAT_SUN - Static variable in class com.opengamma.strata.basics.date.HolidayCalendars
An instance declaring all days as business days except Saturday/Sunday weekends.
scenario(int) - Method in interface com.opengamma.strata.data.scenario.ScenarioMarketData
Returns market data for a single scenario.
scenario(int) - Method in interface com.opengamma.strata.measure.bond.BondFutureOptionScenarioMarketData
Returns market data for a single scenario.
scenario(int) - Method in interface com.opengamma.strata.measure.bond.LegalEntityDiscountingScenarioMarketData
Returns market data for a single scenario.
scenario(int) - Method in interface com.opengamma.strata.measure.capfloor.IborCapFloorScenarioMarketData
Returns market data for a single scenario.
scenario(int) - Method in interface com.opengamma.strata.measure.credit.CreditRatesScenarioMarketData
Returns market data for a single scenario.
scenario(int) - Method in interface com.opengamma.strata.measure.fxopt.FxOptionScenarioMarketData
Returns market data for a single scenario.
scenario(int) - Method in interface com.opengamma.strata.measure.index.IborFutureOptionScenarioMarketData
Returns market data for a single scenario.
scenario(int) - Method in interface com.opengamma.strata.measure.rate.RatesScenarioMarketData
Returns market data for a single scenario.
scenario(int) - Method in interface com.opengamma.strata.measure.swaption.SwaptionScenarioMarketData
Returns market data for a single scenario.
ScenarioArray<T> - Interface in com.opengamma.strata.data.scenario
An array of values, one for each scenario.
scenarioCount() - Method in class com.opengamma.strata.data.scenario.ImmutableScenarioMarketData.Meta
The meta-property for the scenarioCount property.
ScenarioDefinition - Class in com.opengamma.strata.calc.marketdata
A scenario definition defines how to create multiple sets of market data for running calculations over a set of scenarios.
ScenarioDefinition.Builder - Class in com.opengamma.strata.calc.marketdata
The bean-builder for ScenarioDefinition.
ScenarioDefinition.Meta - Class in com.opengamma.strata.calc.marketdata
The meta-bean for ScenarioDefinition.
ScenarioFxConvertible<R> - Interface in com.opengamma.strata.data.scenario
Provides the ability for objects to be automatically currency converted.
ScenarioFxRateProvider - Interface in com.opengamma.strata.data.scenario
A provider of FX rates for scenarios.
ScenarioMarketData - Interface in com.opengamma.strata.data.scenario
Provides access to market data across one or more scenarios.
ScenarioMarketDataId<T,U extends ScenarioArray<T>> - Interface in com.opengamma.strata.data.scenario
Market data identifier used by functions that need access to objects containing market data for multiple scenarios.
scenarioNames(List<String>) - Method in class com.opengamma.strata.calc.marketdata.ScenarioDefinition.Builder
Sets the names of the scenarios.
scenarioNames(String...) - Method in class com.opengamma.strata.calc.marketdata.ScenarioDefinition.Builder
Sets the scenarioNames property in the builder from an array of objects.
scenarioNames() - Method in class com.opengamma.strata.calc.marketdata.ScenarioDefinition.Meta
The meta-property for the scenarioNames property.
ScenarioPerturbation<T> - Interface in com.opengamma.strata.data.scenario
A perturbation that can be applied to a market data box to create market data for use in one or more scenarios.
scenarios() - Method in interface com.opengamma.strata.data.scenario.ScenarioMarketData
Returns a stream of market data, one for each scenario.
Schedule - Class in com.opengamma.strata.basics.schedule
A complete schedule of periods (date ranges), with both unadjusted and adjusted dates.
Schedule.Builder - Class in com.opengamma.strata.basics.schedule
The bean-builder for Schedule.
Schedule.Meta - Class in com.opengamma.strata.basics.schedule
The meta-bean for Schedule.
ScheduleException - Exception in com.opengamma.strata.basics.schedule
Exception thrown when a schedule cannot be calculated.
ScheduleException(String, Object...) - Constructor for exception com.opengamma.strata.basics.schedule.ScheduleException
Creates an instance.
ScheduleException(PeriodicSchedule, String, Object...) - Constructor for exception com.opengamma.strata.basics.schedule.ScheduleException
Creates an instance, specifying the definition that caused the problem.
SchedulePeriod - Class in com.opengamma.strata.basics.schedule
A period in a schedule.
SchedulePeriod.Builder - Class in com.opengamma.strata.basics.schedule
The bean-builder for SchedulePeriod.
SchedulePeriod.Meta - Class in com.opengamma.strata.basics.schedule
The meta-bean for SchedulePeriod.
scheme() - Method in class com.opengamma.strata.basics.StandardId.Meta
The meta-property for the scheme property.
SE - Static variable in class com.opengamma.strata.basics.location.Country
The currency 'SE' - Sweden.
seasonality() - Method in class com.opengamma.strata.market.curve.InflationNodalCurve.Meta
The meta-property for the seasonality property.
SeasonalityDefinition - Class in com.opengamma.strata.market.curve
Provides the definition of seasonality for a price index curve.
SeasonalityDefinition.Meta - Class in com.opengamma.strata.market.curve
The meta-bean for SeasonalityDefinition.
SeasonalityDefinitionCsvLoader - Class in com.opengamma.strata.loader.csv
Loads a set of seasonality definitions into memory by reading from CSV resources.
seasonalityDefinitions() - Method in class com.opengamma.strata.market.curve.RatesCurveGroupDefinition.Meta
The meta-property for the seasonalityDefinitions property.
seasonalityMonthOnMonth() - Method in class com.opengamma.strata.market.curve.SeasonalityDefinition.Meta
The meta-property for the seasonalityMonthOnMonth property.
second() - Method in class com.opengamma.strata.collect.tuple.DoublesPair.Meta
The meta-property for the second property.
second() - Method in class com.opengamma.strata.collect.tuple.IntDoublePair.Meta
The meta-property for the second property.
second() - Method in class com.opengamma.strata.collect.tuple.LongDoublePair.Meta
The meta-property for the second property.
second() - Method in class com.opengamma.strata.collect.tuple.ObjDoublePair.Meta
The meta-property for the second property.
second() - Method in class com.opengamma.strata.collect.tuple.ObjIntPair.Meta
The meta-property for the second property.
second() - Method in class com.opengamma.strata.collect.tuple.Pair.Meta
The meta-property for the second property.
second() - Method in class com.opengamma.strata.collect.tuple.Triple.Meta
The meta-property for the second property.
section(String) - Method in class com.opengamma.strata.collect.io.IniFile
Gets a single section of this INI file.
sections() - Method in class com.opengamma.strata.collect.io.IniFile
Returns the set of sections of this INI file.
SecuritizedProduct - Interface in com.opengamma.strata.product
The product details of a financial instrument that is traded as a security.
SecuritizedProductPortfolioItem<P extends SecuritizedProduct> - Interface in com.opengamma.strata.product
A trade that is directly based on a securitized product.
SecuritizedProductPosition<P extends SecuritizedProduct> - Interface in com.opengamma.strata.product
A position that is directly based on a securitized product.
SecuritizedProductTrade<P extends SecuritizedProduct> - Interface in com.opengamma.strata.product
A trade that is directly based on a securitized product.
security(EtdFutureSecurity) - Method in class com.opengamma.strata.product.etd.EtdFuturePosition.Builder
Sets the underlying security.
security() - Method in class com.opengamma.strata.product.etd.EtdFuturePosition.Meta
The meta-property for the security property.
security(EtdFutureSecurity) - Method in class com.opengamma.strata.product.etd.EtdFutureTrade.Builder
Sets the security that was traded.
security() - Method in class com.opengamma.strata.product.etd.EtdFutureTrade.Meta
The meta-property for the security property.
security(EtdOptionSecurity) - Method in class com.opengamma.strata.product.etd.EtdOptionPosition.Builder
Sets the underlying security.
security() - Method in class com.opengamma.strata.product.etd.EtdOptionPosition.Meta
The meta-property for the security property.
security(EtdOptionSecurity) - Method in class com.opengamma.strata.product.etd.EtdOptionTrade.Builder
Sets the security that was traded.
security() - Method in class com.opengamma.strata.product.etd.EtdOptionTrade.Meta
The meta-property for the security property.
security(GenericSecurity) - Method in class com.opengamma.strata.product.GenericSecurityPosition.Builder
Sets the underlying security.
security() - Method in class com.opengamma.strata.product.GenericSecurityPosition.Meta
The meta-property for the security property.
security(GenericSecurity) - Method in class com.opengamma.strata.product.GenericSecurityTrade.Builder
Sets the security that was traded.
security() - Method in class com.opengamma.strata.product.GenericSecurityTrade.Meta
The meta-property for the security property.
SECURITY - Static variable in class com.opengamma.strata.product.ProductType
A Security, used where the kind of security is not known.
Security - Interface in com.opengamma.strata.product
A security that can be traded.
SECURITY_ID_FIELD - Static variable in class com.opengamma.strata.loader.csv.CsvLoaderUtils
The column name for the security ID.
SECURITY_ID_SCHEME_FIELD - Static variable in class com.opengamma.strata.loader.csv.CsvLoaderUtils
The column name for the security ID scheme/symbology.
securityId(SecurityId) - Method in class com.opengamma.strata.product.bond.Bill.Builder
Sets the security identifier.
securityId() - Method in class com.opengamma.strata.product.bond.Bill.Meta
The meta-property for the securityId property.
securityId(SecurityId) - Method in class com.opengamma.strata.product.bond.BondFuture.Builder
Sets the security identifier.
securityId() - Method in class com.opengamma.strata.product.bond.BondFuture.Meta
The meta-property for the securityId property.
securityId(SecurityId) - Method in class com.opengamma.strata.product.bond.BondFutureOption.Builder
Sets the security identifier.
securityId() - Method in class com.opengamma.strata.product.bond.BondFutureOption.Meta
The meta-property for the securityId property.
securityId(SecurityId) - Method in class com.opengamma.strata.product.bond.CapitalIndexedBond.Builder
Sets the security identifier.
securityId() - Method in class com.opengamma.strata.product.bond.CapitalIndexedBond.Meta
The meta-property for the securityId property.
securityId(SecurityId) - Method in class com.opengamma.strata.product.bond.FixedCouponBond.Builder
Sets the security identifier.
securityId() - Method in class com.opengamma.strata.product.bond.FixedCouponBond.Meta
The meta-property for the securityId property.
securityId(SecurityId) - Method in class com.opengamma.strata.product.bond.ResolvedBill.Builder
Sets the security identifier.
securityId() - Method in class com.opengamma.strata.product.bond.ResolvedBill.Meta
The meta-property for the securityId property.
securityId(SecurityId) - Method in class com.opengamma.strata.product.bond.ResolvedBondFuture.Builder
Sets the security identifier.
securityId() - Method in class com.opengamma.strata.product.bond.ResolvedBondFuture.Meta
The meta-property for the securityId property.
securityId(SecurityId) - Method in class com.opengamma.strata.product.bond.ResolvedBondFutureOption.Builder
Sets the security identifier.
securityId() - Method in class com.opengamma.strata.product.bond.ResolvedBondFutureOption.Meta
The meta-property for the securityId property.
securityId(SecurityId) - Method in class com.opengamma.strata.product.bond.ResolvedCapitalIndexedBond.Builder
Sets the security identifier.
securityId() - Method in class com.opengamma.strata.product.bond.ResolvedCapitalIndexedBond.Meta
The meta-property for the securityId property.
securityId(SecurityId) - Method in class com.opengamma.strata.product.bond.ResolvedFixedCouponBond.Builder
Sets the security identifier.
securityId() - Method in class com.opengamma.strata.product.bond.ResolvedFixedCouponBond.Meta
The meta-property for the securityId property.
securityId(SecurityId) - Method in class com.opengamma.strata.product.dsf.Dsf.Builder
Sets the security identifier.
securityId() - Method in class com.opengamma.strata.product.dsf.Dsf.Meta
The meta-property for the securityId property.
securityId(SecurityId) - Method in class com.opengamma.strata.product.dsf.ResolvedDsf.Builder
Sets the security identifier.
securityId() - Method in class com.opengamma.strata.product.dsf.ResolvedDsf.Meta
The meta-property for the securityId property.
securityId(SecurityId) - Method in class com.opengamma.strata.product.index.IborFuture.Builder
Sets the security identifier.
securityId() - Method in class com.opengamma.strata.product.index.IborFuture.Meta
The meta-property for the securityId property.
securityId(SecurityId) - Method in class com.opengamma.strata.product.index.IborFutureOption.Builder
Sets the security identifier.
securityId() - Method in class com.opengamma.strata.product.index.IborFutureOption.Meta
The meta-property for the securityId property.
securityId(SecurityId) - Method in class com.opengamma.strata.product.index.OvernightFuture.Builder
Sets the security identifier.
securityId() - Method in class com.opengamma.strata.product.index.OvernightFuture.Meta
The meta-property for the securityId property.
securityId(SecurityId) - Method in class com.opengamma.strata.product.index.ResolvedIborFuture.Builder
Sets the security identifier.
securityId() - Method in class com.opengamma.strata.product.index.ResolvedIborFuture.Meta
The meta-property for the securityId property.
securityId(SecurityId) - Method in class com.opengamma.strata.product.index.ResolvedIborFutureOption.Builder
Sets the security identifier.
securityId() - Method in class com.opengamma.strata.product.index.ResolvedIborFutureOption.Meta
The meta-property for the securityId property.
securityId(SecurityId) - Method in class com.opengamma.strata.product.index.ResolvedOvernightFuture.Builder
Sets the security identifier.
securityId() - Method in class com.opengamma.strata.product.index.ResolvedOvernightFuture.Meta
The meta-property for the securityId property.
SecurityId - Class in com.opengamma.strata.product
An identifier for a security.
securityId(SecurityId) - Method in class com.opengamma.strata.product.SecurityPosition.Builder
Sets the identifier of the underlying security.
securityId() - Method in class com.opengamma.strata.product.SecurityPosition.Meta
The meta-property for the securityId property.
securityId(SecurityId) - Method in class com.opengamma.strata.product.SecurityTrade.Builder
Sets the identifier of the security that was traded.
securityId() - Method in class com.opengamma.strata.product.SecurityTrade.Meta
The meta-property for the securityId property.
SecurityInfo - Class in com.opengamma.strata.product
Information about a security.
SecurityInfo.Meta - Class in com.opengamma.strata.product
The meta-bean for SecurityInfo.
SecurityInfoBuilder - Class in com.opengamma.strata.product
Builder to create SecurityInfo.
SecurityPosition - Class in com.opengamma.strata.product
A position in a security, where the security is referenced by identifier.
SecurityPosition.Builder - Class in com.opengamma.strata.product
The bean-builder for SecurityPosition.
SecurityPosition.Meta - Class in com.opengamma.strata.product
The meta-bean for SecurityPosition.
SecurityPositionCalculationFunction - Class in com.opengamma.strata.measure.security
Perform calculations on a single SecurityPosition for each of a set of scenarios.
SecurityPositionCalculationFunction() - Constructor for class com.opengamma.strata.measure.security.SecurityPositionCalculationFunction
Creates an instance.
SecurityPriceInfo - Class in com.opengamma.strata.product
Defines the meaning of the security price.
SecurityPriceInfo.Meta - Class in com.opengamma.strata.product
The meta-bean for SecurityPriceInfo.
SecurityQuantity - Interface in com.opengamma.strata.product
A quantity of a security.
SecurityQuantityTrade - Interface in com.opengamma.strata.product
A trade that is based on security, quantity and price.
SecurityTokenEvaluator - Class in com.opengamma.strata.report.framework.expression
Evaluates a token against a security to produce another object.
SecurityTokenEvaluator() - Constructor for class com.opengamma.strata.report.framework.expression.SecurityTokenEvaluator
 
SecurityTrade - Class in com.opengamma.strata.product
A trade representing the purchase or sale of a security, where the security is referenced by identifier.
SecurityTrade.Builder - Class in com.opengamma.strata.product
The bean-builder for SecurityTrade.
SecurityTrade.Meta - Class in com.opengamma.strata.product
The meta-bean for SecurityTrade.
SecurityTradeCalculationFunction - Class in com.opengamma.strata.measure.security
Perform calculations on a single SecurityTrade for each of a set of scenarios.
SecurityTradeCalculationFunction() - Constructor for class com.opengamma.strata.measure.security.SecurityTradeCalculationFunction
Creates an instance.
SEK - Static variable in class com.opengamma.strata.basics.currency.Currency
The currency 'SEK' - Swedish Krona.
SEK_SIOR - Static variable in class com.opengamma.strata.basics.index.FloatingRateNames
Constant for SEK-SIOR Overnight index.
SEK_SIOR - Static variable in class com.opengamma.strata.basics.index.OvernightIndices
The SIOR index for SEK.
SEK_STIBOR - Static variable in class com.opengamma.strata.basics.index.FloatingRateNames
Constant for SEK-STIBOR.
SEK_STIBOR_1M - Static variable in class com.opengamma.strata.basics.index.IborIndices
The 1 month STIBOR index.
SEK_STIBOR_1W - Static variable in class com.opengamma.strata.basics.index.IborIndices
The 1 week STIBOR index.
SEK_STIBOR_2M - Static variable in class com.opengamma.strata.basics.index.IborIndices
The 2 month STIBOR index.
SEK_STIBOR_3M - Static variable in class com.opengamma.strata.basics.index.IborIndices
The 3 month STIBOR index.
SEK_STIBOR_6M - Static variable in class com.opengamma.strata.basics.index.IborIndices
The 6 month STIBOR index.
selectParties(ListMultimap<String, String>) - Method in interface com.opengamma.strata.loader.fpml.FpmlPartySelector
Given a map of all parties in the FpML document, extract those that represent "our" side of the trade.
sensitivities() - Method in class com.opengamma.strata.market.param.CrossGammaParameterSensitivities.Meta
The meta-property for the sensitivities property.
sensitivities() - Method in class com.opengamma.strata.market.param.CurrencyParameterSensitivities.Meta
The meta-property for the sensitivities property.
sensitivities() - Method in class com.opengamma.strata.market.param.UnitParameterSensitivities.Meta
The meta-property for the sensitivities property.
sensitivities() - Method in class com.opengamma.strata.market.sensitivity.PointSensitivities.Meta
The meta-property for the sensitivities property.
sensitivities(T, RatesProvider) - Method in interface com.opengamma.strata.pricer.curve.CalibrationMeasure
Calculates the parameter sensitivities that relate to the value.
sensitivities(T, RatesProvider) - Method in class com.opengamma.strata.pricer.curve.MarketQuoteMeasure
 
sensitivities(T, RatesProvider) - Method in class com.opengamma.strata.pricer.curve.PresentValueCalibrationMeasure
 
sensitivities(T, RatesProvider) - Method in class com.opengamma.strata.pricer.curve.TradeCalibrationMeasure
 
sensitivities() - Method in class com.opengamma.strata.pricer.fxopt.VolatilityAndBucketedSensitivities.Meta
The meta-property for the sensitivities property.
SENSITIVITIES - Static variable in class com.opengamma.strata.product.ProductType
A representation based on sensitivities.
sensitivity() - Method in class com.opengamma.strata.market.param.CrossGammaParameterSensitivity.Meta
The meta-property for the sensitivity property.
sensitivity() - Method in class com.opengamma.strata.market.param.CurrencyParameterSensitivity.Meta
The meta-property for the sensitivity property.
sensitivity() - Method in class com.opengamma.strata.market.param.UnitParameterSensitivity.Meta
The meta-property for the sensitivity property.
sensitivity() - Method in class com.opengamma.strata.pricer.bond.BondFutureOptionSensitivity.Meta
The meta-property for the sensitivity property.
sensitivity() - Method in class com.opengamma.strata.pricer.bond.IssuerCurveZeroRateSensitivity.Meta
The meta-property for the sensitivity property.
sensitivity() - Method in class com.opengamma.strata.pricer.bond.RepoCurveZeroRateSensitivity.Meta
The meta-property for the sensitivity property.
sensitivity() - Method in class com.opengamma.strata.pricer.capfloor.IborCapletFloorletSabrSensitivity.Meta
The meta-property for the sensitivity property.
sensitivity() - Method in class com.opengamma.strata.pricer.capfloor.IborCapletFloorletSensitivity.Meta
The meta-property for the sensitivity property.
sensitivity() - Method in class com.opengamma.strata.pricer.fx.FxForwardSensitivity.Meta
The meta-property for the sensitivity property.
sensitivity() - Method in class com.opengamma.strata.pricer.fx.FxIndexSensitivity.Meta
The meta-property for the sensitivity property.
sensitivity() - Method in class com.opengamma.strata.pricer.fxopt.FxOptionSensitivity.Meta
The meta-property for the sensitivity property.
sensitivity() - Method in class com.opengamma.strata.pricer.index.IborFutureOptionSensitivity.Meta
The meta-property for the sensitivity property.
sensitivity() - Method in class com.opengamma.strata.pricer.rate.IborRateSensitivity.Meta
The meta-property for the sensitivity property.
sensitivity() - Method in class com.opengamma.strata.pricer.rate.InflationRateSensitivity.Meta
The meta-property for the sensitivity property.
sensitivity() - Method in class com.opengamma.strata.pricer.rate.OvernightRateSensitivity.Meta
The meta-property for the sensitivity property.
sensitivity(CurrencyParameterSensitivities, RatesProvider) - Method in class com.opengamma.strata.pricer.sensitivity.MarketQuoteSensitivityCalculator
Calculates the market quote sensitivities from parameter sensitivity.
sensitivity(CurrencyParameterSensitivities, LegalEntityDiscountingProvider) - Method in class com.opengamma.strata.pricer.sensitivity.MarketQuoteSensitivityCalculator
Calculates the market quote sensitivities from parameter sensitivity.
sensitivity(CurrencyParameterSensitivities, CreditRatesProvider) - Method in class com.opengamma.strata.pricer.sensitivity.MarketQuoteSensitivityCalculator
Calculates the market quote sensitivities from parameter sensitivity.
sensitivity(RatesProvider, Function<ImmutableRatesProvider, CurrencyAmount>) - Method in class com.opengamma.strata.pricer.sensitivity.RatesFiniteDifferenceSensitivityCalculator
Computes the first order sensitivities of a function of a RatesProvider to a double by finite difference.
sensitivity(LegalEntityDiscountingProvider, Function<ImmutableLegalEntityDiscountingProvider, CurrencyAmount>) - Method in class com.opengamma.strata.pricer.sensitivity.RatesFiniteDifferenceSensitivityCalculator
Computes the first order sensitivities of a function of a LegalEntityDiscountingProvider to a double by finite difference.
sensitivity(CreditRatesProvider, Function<ImmutableCreditRatesProvider, CurrencyAmount>) - Method in class com.opengamma.strata.pricer.sensitivity.RatesFiniteDifferenceSensitivityCalculator
Computes the first order sensitivities of a function of a CreditRatesProvider to a double by finite difference.
sensitivity() - Method in class com.opengamma.strata.pricer.swaption.SwaptionSabrSensitivity.Meta
The meta-property for the sensitivity property.
sensitivity() - Method in class com.opengamma.strata.pricer.swaption.SwaptionSensitivity.Meta
The meta-property for the sensitivity property.
sensitivity() - Method in class com.opengamma.strata.pricer.ZeroRateSensitivity.Meta
The meta-property for the sensitivity property.
sensitivityFunction(BiFunction<DoubleArray, Double, DoubleArray>) - Method in class com.opengamma.strata.market.curve.ParameterizedFunctionalCurve.Builder
Sets the parameter sensitivity function.
sensitivityFunction() - Method in class com.opengamma.strata.market.curve.ParameterizedFunctionalCurve.Meta
The meta-property for the sensitivityFunction property.
sensitivityFunction(BiFunction<DoubleArray, Double, DoubleArray>) - Method in class com.opengamma.strata.market.curve.ParameterizedFunctionalCurveDefinition.Builder
Sets the parameter sensitivity function.
sensitivityFunction() - Method in class com.opengamma.strata.market.curve.ParameterizedFunctionalCurveDefinition.Meta
The meta-property for the sensitivityFunction property.
sensitivityType() - Method in class com.opengamma.strata.pricer.capfloor.IborCapletFloorletSabrSensitivity.Meta
The meta-property for the sensitivityType property.
sensitivityType() - Method in class com.opengamma.strata.pricer.swaption.SwaptionSabrSensitivity.Meta
The meta-property for the sensitivityType property.
sequential() - Method in class com.opengamma.strata.collect.MapStream
 
SEST - Static variable in class com.opengamma.strata.basics.date.HolidayCalendarIds
An identifier for the holiday calendar of Stockholm, Sweden, with code 'SEST'.
set(String, Object) - Method in class com.opengamma.strata.basics.currency.Payment.Builder
 
set(MetaProperty<?>, Object) - Method in class com.opengamma.strata.basics.currency.Payment.Builder
 
set(String, Object) - Method in class com.opengamma.strata.basics.date.BusinessDayAdjustment.Builder
 
set(MetaProperty<?>, Object) - Method in class com.opengamma.strata.basics.date.BusinessDayAdjustment.Builder
 
set(String, Object) - Method in class com.opengamma.strata.basics.date.DaysAdjustment.Builder
 
set(MetaProperty<?>, Object) - Method in class com.opengamma.strata.basics.date.DaysAdjustment.Builder
 
set(String, Object) - Method in class com.opengamma.strata.basics.date.PeriodAdjustment.Builder
 
set(MetaProperty<?>, Object) - Method in class com.opengamma.strata.basics.date.PeriodAdjustment.Builder
 
set(String, Object) - Method in class com.opengamma.strata.basics.date.TenorAdjustment.Builder
 
set(MetaProperty<?>, Object) - Method in class com.opengamma.strata.basics.date.TenorAdjustment.Builder
 
set(String, Object) - Method in class com.opengamma.strata.basics.index.ImmutableFxIndex.Builder
 
set(MetaProperty<?>, Object) - Method in class com.opengamma.strata.basics.index.ImmutableFxIndex.Builder
 
set(String, Object) - Method in class com.opengamma.strata.basics.index.ImmutableIborIndex.Builder
 
set(MetaProperty<?>, Object) - Method in class com.opengamma.strata.basics.index.ImmutableIborIndex.Builder
 
set(String, Object) - Method in class com.opengamma.strata.basics.index.ImmutableOvernightIndex.Builder
 
set(MetaProperty<?>, Object) - Method in class com.opengamma.strata.basics.index.ImmutableOvernightIndex.Builder
 
set(String, Object) - Method in class com.opengamma.strata.basics.index.ImmutablePriceIndex.Builder
 
set(MetaProperty<?>, Object) - Method in class com.opengamma.strata.basics.index.ImmutablePriceIndex.Builder
 
set(String, Object) - Method in class com.opengamma.strata.basics.index.OvernightIndexObservation.Builder
 
set(MetaProperty<?>, Object) - Method in class com.opengamma.strata.basics.index.OvernightIndexObservation.Builder
 
set(String, Object) - Method in class com.opengamma.strata.basics.schedule.PeriodicSchedule.Builder
 
set(MetaProperty<?>, Object) - Method in class com.opengamma.strata.basics.schedule.PeriodicSchedule.Builder
 
set(String, Object) - Method in class com.opengamma.strata.basics.schedule.Schedule.Builder
 
set(MetaProperty<?>, Object) - Method in class com.opengamma.strata.basics.schedule.Schedule.Builder
 
set(String, Object) - Method in class com.opengamma.strata.basics.schedule.SchedulePeriod.Builder
 
set(MetaProperty<?>, Object) - Method in class com.opengamma.strata.basics.schedule.SchedulePeriod.Builder
 
set(String, Object) - Method in class com.opengamma.strata.basics.value.ValueSchedule.Builder
 
set(MetaProperty<?>, Object) - Method in class com.opengamma.strata.basics.value.ValueSchedule.Builder
 
set(String, Object) - Method in class com.opengamma.strata.basics.value.ValueStep.Builder
 
set(MetaProperty<?>, Object) - Method in class com.opengamma.strata.basics.value.ValueStep.Builder
 
set(String, Object) - Method in class com.opengamma.strata.calc.Column.Builder
 
set(MetaProperty<?>, Object) - Method in class com.opengamma.strata.calc.Column.Builder
 
set(String, Object) - Method in class com.opengamma.strata.calc.marketdata.PerturbationMapping.Builder
 
set(MetaProperty<?>, Object) - Method in class com.opengamma.strata.calc.marketdata.PerturbationMapping.Builder
 
set(String, Object) - Method in class com.opengamma.strata.calc.marketdata.ScenarioDefinition.Builder
 
set(MetaProperty<?>, Object) - Method in class com.opengamma.strata.calc.marketdata.ScenarioDefinition.Builder
 
set(String, Object) - Method in class com.opengamma.strata.calc.runner.FunctionRequirements.Builder
 
set(MetaProperty<?>, Object) - Method in class com.opengamma.strata.calc.runner.FunctionRequirements.Builder
 
set(String, Object) - Method in class com.opengamma.strata.market.amount.SwapLegAmount.Builder
 
set(MetaProperty<?>, Object) - Method in class com.opengamma.strata.market.amount.SwapLegAmount.Builder
 
set(String, Object) - Method in class com.opengamma.strata.market.curve.ConstantNodalCurve.Builder
 
set(MetaProperty<?>, Object) - Method in class com.opengamma.strata.market.curve.ConstantNodalCurve.Builder
 
set(String, Object) - Method in class com.opengamma.strata.market.curve.DepositIsdaCreditCurveNode.Builder
 
set(MetaProperty<?>, Object) - Method in class com.opengamma.strata.market.curve.DepositIsdaCreditCurveNode.Builder
 
set(String, Object) - Method in class com.opengamma.strata.market.curve.InterpolatedNodalCurve.Builder
 
set(MetaProperty<?>, Object) - Method in class com.opengamma.strata.market.curve.InterpolatedNodalCurve.Builder
 
set(String, Object) - Method in class com.opengamma.strata.market.curve.InterpolatedNodalCurveDefinition.Builder
 
set(MetaProperty<?>, Object) - Method in class com.opengamma.strata.market.curve.InterpolatedNodalCurveDefinition.Builder
 
set(String, Object) - Method in class com.opengamma.strata.market.curve.LegalEntityCurveGroup.Builder
 
set(MetaProperty<?>, Object) - Method in class com.opengamma.strata.market.curve.LegalEntityCurveGroup.Builder
 
set(String, Object) - Method in class com.opengamma.strata.market.curve.node.CdsIndexIsdaCreditCurveNode.Builder
 
set(MetaProperty<?>, Object) - Method in class com.opengamma.strata.market.curve.node.CdsIndexIsdaCreditCurveNode.Builder
 
set(String, Object) - Method in class com.opengamma.strata.market.curve.node.CdsIsdaCreditCurveNode.Builder
 
set(MetaProperty<?>, Object) - Method in class com.opengamma.strata.market.curve.node.CdsIsdaCreditCurveNode.Builder
 
set(String, Object) - Method in class com.opengamma.strata.market.curve.node.FixedIborSwapCurveNode.Builder
 
set(MetaProperty<?>, Object) - Method in class com.opengamma.strata.market.curve.node.FixedIborSwapCurveNode.Builder
 
set(String, Object) - Method in class com.opengamma.strata.market.curve.node.FixedInflationSwapCurveNode.Builder
 
set(MetaProperty<?>, Object) - Method in class com.opengamma.strata.market.curve.node.FixedInflationSwapCurveNode.Builder
 
set(String, Object) - Method in class com.opengamma.strata.market.curve.node.FixedOvernightSwapCurveNode.Builder
 
set(MetaProperty<?>, Object) - Method in class com.opengamma.strata.market.curve.node.FixedOvernightSwapCurveNode.Builder
 
set(String, Object) - Method in class com.opengamma.strata.market.curve.node.FraCurveNode.Builder
 
set(MetaProperty<?>, Object) - Method in class com.opengamma.strata.market.curve.node.FraCurveNode.Builder
 
set(String, Object) - Method in class com.opengamma.strata.market.curve.node.FxSwapCurveNode.Builder
 
set(MetaProperty<?>, Object) - Method in class com.opengamma.strata.market.curve.node.FxSwapCurveNode.Builder
 
set(String, Object) - Method in class com.opengamma.strata.market.curve.node.IborFixingDepositCurveNode.Builder
 
set(MetaProperty<?>, Object) - Method in class com.opengamma.strata.market.curve.node.IborFixingDepositCurveNode.Builder
 
set(String, Object) - Method in class com.opengamma.strata.market.curve.node.IborFutureCurveNode.Builder
 
set(MetaProperty<?>, Object) - Method in class com.opengamma.strata.market.curve.node.IborFutureCurveNode.Builder
 
set(String, Object) - Method in class com.opengamma.strata.market.curve.node.IborIborSwapCurveNode.Builder
 
set(MetaProperty<?>, Object) - Method in class com.opengamma.strata.market.curve.node.IborIborSwapCurveNode.Builder
 
set(String, Object) - Method in class com.opengamma.strata.market.curve.node.OvernightIborSwapCurveNode.Builder
 
set(MetaProperty<?>, Object) - Method in class com.opengamma.strata.market.curve.node.OvernightIborSwapCurveNode.Builder
 
set(String, Object) - Method in class com.opengamma.strata.market.curve.node.TermDepositCurveNode.Builder
 
set(MetaProperty<?>, Object) - Method in class com.opengamma.strata.market.curve.node.TermDepositCurveNode.Builder
 
set(String, Object) - Method in class com.opengamma.strata.market.curve.node.ThreeLegBasisSwapCurveNode.Builder
 
set(MetaProperty<?>, Object) - Method in class com.opengamma.strata.market.curve.node.ThreeLegBasisSwapCurveNode.Builder
 
set(String, Object) - Method in class com.opengamma.strata.market.curve.node.XCcyIborIborSwapCurveNode.Builder
 
set(MetaProperty<?>, Object) - Method in class com.opengamma.strata.market.curve.node.XCcyIborIborSwapCurveNode.Builder
 
set(String, Object) - Method in class com.opengamma.strata.market.curve.ParameterizedFunctionalCurve.Builder
 
set(MetaProperty<?>, Object) - Method in class com.opengamma.strata.market.curve.ParameterizedFunctionalCurve.Builder
 
set(String, Object) - Method in class com.opengamma.strata.market.curve.ParameterizedFunctionalCurveDefinition.Builder
 
set(MetaProperty<?>, Object) - Method in class com.opengamma.strata.market.curve.ParameterizedFunctionalCurveDefinition.Builder
 
set(String, Object) - Method in class com.opengamma.strata.market.curve.RatesCurveGroup.Builder
 
set(MetaProperty<?>, Object) - Method in class com.opengamma.strata.market.curve.RatesCurveGroup.Builder
 
set(String, Object) - Method in class com.opengamma.strata.market.curve.RatesCurveGroupEntry.Builder
 
set(MetaProperty<?>, Object) - Method in class com.opengamma.strata.market.curve.RatesCurveGroupEntry.Builder
 
set(String, Object) - Method in class com.opengamma.strata.market.curve.RatesCurveInputs.Builder
 
set(MetaProperty<?>, Object) - Method in class com.opengamma.strata.market.curve.RatesCurveInputs.Builder
 
set(String, Object) - Method in class com.opengamma.strata.market.curve.SwapIsdaCreditCurveNode.Builder
 
set(MetaProperty<?>, Object) - Method in class com.opengamma.strata.market.curve.SwapIsdaCreditCurveNode.Builder
 
set(String, Object) - Method in class com.opengamma.strata.market.param.ResolvedTradeParameterMetadata.Builder
 
set(MetaProperty<?>, Object) - Method in class com.opengamma.strata.market.param.ResolvedTradeParameterMetadata.Builder
 
set(String, Object) - Method in class com.opengamma.strata.market.surface.DeformedSurface.Builder
 
set(MetaProperty<?>, Object) - Method in class com.opengamma.strata.market.surface.DeformedSurface.Builder
 
set(String, Object) - Method in class com.opengamma.strata.market.surface.InterpolatedNodalSurface.Builder
 
set(MetaProperty<?>, Object) - Method in class com.opengamma.strata.market.surface.InterpolatedNodalSurface.Builder
 
set(String, Object) - Method in class com.opengamma.strata.measure.curve.RootFinderConfig.Builder
 
set(MetaProperty<?>, Object) - Method in class com.opengamma.strata.measure.curve.RootFinderConfig.Builder
 
set(String, Object) - Method in class com.opengamma.strata.measure.fx.FxRateConfig.Builder
 
set(MetaProperty<?>, Object) - Method in class com.opengamma.strata.measure.fx.FxRateConfig.Builder
 
set(String, Object) - Method in class com.opengamma.strata.measure.fxopt.BlackFxOptionInterpolatedNodalSurfaceVolatilitiesSpecification.Builder
 
set(MetaProperty<?>, Object) - Method in class com.opengamma.strata.measure.fxopt.BlackFxOptionInterpolatedNodalSurfaceVolatilitiesSpecification.Builder
 
set(String, Object) - Method in class com.opengamma.strata.measure.fxopt.BlackFxOptionSmileVolatilitiesSpecification.Builder
 
set(MetaProperty<?>, Object) - Method in class com.opengamma.strata.measure.fxopt.BlackFxOptionSmileVolatilitiesSpecification.Builder
 
set(String, Object) - Method in class com.opengamma.strata.measure.fxopt.FxOptionVolatilitiesNode.Builder
 
set(MetaProperty<?>, Object) - Method in class com.opengamma.strata.measure.fxopt.FxOptionVolatilitiesNode.Builder
 
set(String, Object) - Method in class com.opengamma.strata.pricer.bond.BlackBondFutureExpiryLogMoneynessVolatilities.Builder
 
set(MetaProperty<?>, Object) - Method in class com.opengamma.strata.pricer.bond.BlackBondFutureExpiryLogMoneynessVolatilities.Builder
 
set(String, Object) - Method in class com.opengamma.strata.pricer.bond.ImmutableLegalEntityDiscountingProvider.Builder
 
set(MetaProperty<?>, Object) - Method in class com.opengamma.strata.pricer.bond.ImmutableLegalEntityDiscountingProvider.Builder
 
set(String, Object) - Method in class com.opengamma.strata.pricer.capfloor.DirectIborCapletFloorletVolatilityDefinition.Builder
 
set(MetaProperty<?>, Object) - Method in class com.opengamma.strata.pricer.capfloor.DirectIborCapletFloorletVolatilityDefinition.Builder
 
set(String, Object) - Method in class com.opengamma.strata.pricer.capfloor.SabrIborCapletFloorletVolatilityBootstrapDefinition.Builder
 
set(MetaProperty<?>, Object) - Method in class com.opengamma.strata.pricer.capfloor.SabrIborCapletFloorletVolatilityBootstrapDefinition.Builder
 
set(String, Object) - Method in class com.opengamma.strata.pricer.capfloor.SabrIborCapletFloorletVolatilityCalibrationDefinition.Builder
 
set(MetaProperty<?>, Object) - Method in class com.opengamma.strata.pricer.capfloor.SabrIborCapletFloorletVolatilityCalibrationDefinition.Builder
 
set(String, Object) - Method in class com.opengamma.strata.pricer.capfloor.SabrParametersIborCapletFloorletVolatilities.Builder
 
set(MetaProperty<?>, Object) - Method in class com.opengamma.strata.pricer.capfloor.SabrParametersIborCapletFloorletVolatilities.Builder
 
set(String, Object) - Method in class com.opengamma.strata.pricer.credit.ImmutableCreditRatesProvider.Builder
 
set(MetaProperty<?>, Object) - Method in class com.opengamma.strata.pricer.credit.ImmutableCreditRatesProvider.Builder
 
set(String, Object) - Method in class com.opengamma.strata.pricer.fxopt.BlackFxOptionFlatVolatilities.Builder
 
set(MetaProperty<?>, Object) - Method in class com.opengamma.strata.pricer.fxopt.BlackFxOptionFlatVolatilities.Builder
 
set(String, Object) - Method in class com.opengamma.strata.pricer.fxopt.BlackFxOptionSmileVolatilities.Builder
 
set(MetaProperty<?>, Object) - Method in class com.opengamma.strata.pricer.fxopt.BlackFxOptionSmileVolatilities.Builder
 
set(String, Object) - Method in class com.opengamma.strata.pricer.fxopt.BlackFxOptionSurfaceVolatilities.Builder
 
set(MetaProperty<?>, Object) - Method in class com.opengamma.strata.pricer.fxopt.BlackFxOptionSurfaceVolatilities.Builder
 
set(String, Object) - Method in class com.opengamma.strata.pricer.index.NormalIborFutureOptionExpirySimpleMoneynessVolatilities.Builder
 
set(MetaProperty<?>, Object) - Method in class com.opengamma.strata.pricer.index.NormalIborFutureOptionExpirySimpleMoneynessVolatilities.Builder
 
set(String, Object) - Method in class com.opengamma.strata.pricer.swaption.SabrParametersSwaptionVolatilities.Builder
 
set(MetaProperty<?>, Object) - Method in class com.opengamma.strata.pricer.swaption.SabrParametersSwaptionVolatilities.Builder
 
set(String, Object) - Method in class com.opengamma.strata.product.bond.Bill.Builder
 
set(MetaProperty<?>, Object) - Method in class com.opengamma.strata.product.bond.Bill.Builder
 
set(String, Object) - Method in class com.opengamma.strata.product.bond.BillPosition.Builder
 
set(MetaProperty<?>, Object) - Method in class com.opengamma.strata.product.bond.BillPosition.Builder
 
set(String, Object) - Method in class com.opengamma.strata.product.bond.BillSecurity.Builder
 
set(MetaProperty<?>, Object) - Method in class com.opengamma.strata.product.bond.BillSecurity.Builder
 
set(String, Object) - Method in class com.opengamma.strata.product.bond.BillTrade.Builder
 
set(MetaProperty<?>, Object) - Method in class com.opengamma.strata.product.bond.BillTrade.Builder
 
set(String, Object) - Method in class com.opengamma.strata.product.bond.BondFuture.Builder
 
set(MetaProperty<?>, Object) - Method in class com.opengamma.strata.product.bond.BondFuture.Builder
 
set(String, Object) - Method in class com.opengamma.strata.product.bond.BondFutureOption.Builder
 
set(MetaProperty<?>, Object) - Method in class com.opengamma.strata.product.bond.BondFutureOption.Builder
 
set(String, Object) - Method in class com.opengamma.strata.product.bond.BondFutureOptionPosition.Builder
 
set(MetaProperty<?>, Object) - Method in class com.opengamma.strata.product.bond.BondFutureOptionPosition.Builder
 
set(String, Object) - Method in class com.opengamma.strata.product.bond.BondFutureOptionSecurity.Builder
 
set(MetaProperty<?>, Object) - Method in class com.opengamma.strata.product.bond.BondFutureOptionSecurity.Builder
 
set(String, Object) - Method in class com.opengamma.strata.product.bond.BondFutureOptionTrade.Builder
 
set(MetaProperty<?>, Object) - Method in class com.opengamma.strata.product.bond.BondFutureOptionTrade.Builder
 
set(String, Object) - Method in class com.opengamma.strata.product.bond.BondFuturePosition.Builder
 
set(MetaProperty<?>, Object) - Method in class com.opengamma.strata.product.bond.BondFuturePosition.Builder
 
set(String, Object) - Method in class com.opengamma.strata.product.bond.BondFutureSecurity.Builder
 
set(MetaProperty<?>, Object) - Method in class com.opengamma.strata.product.bond.BondFutureSecurity.Builder
 
set(String, Object) - Method in class com.opengamma.strata.product.bond.BondFutureTrade.Builder
 
set(MetaProperty<?>, Object) - Method in class com.opengamma.strata.product.bond.BondFutureTrade.Builder
 
set(String, Object) - Method in class com.opengamma.strata.product.bond.CapitalIndexedBond.Builder
 
set(MetaProperty<?>, Object) - Method in class com.opengamma.strata.product.bond.CapitalIndexedBond.Builder
 
set(String, Object) - Method in class com.opengamma.strata.product.bond.CapitalIndexedBondPaymentPeriod.Builder
 
set(MetaProperty<?>, Object) - Method in class com.opengamma.strata.product.bond.CapitalIndexedBondPaymentPeriod.Builder
 
set(String, Object) - Method in class com.opengamma.strata.product.bond.CapitalIndexedBondPosition.Builder
 
set(MetaProperty<?>, Object) - Method in class com.opengamma.strata.product.bond.CapitalIndexedBondPosition.Builder
 
set(String, Object) - Method in class com.opengamma.strata.product.bond.CapitalIndexedBondSecurity.Builder
 
set(MetaProperty<?>, Object) - Method in class com.opengamma.strata.product.bond.CapitalIndexedBondSecurity.Builder
 
set(String, Object) - Method in class com.opengamma.strata.product.bond.CapitalIndexedBondTrade.Builder
 
set(MetaProperty<?>, Object) - Method in class com.opengamma.strata.product.bond.CapitalIndexedBondTrade.Builder
 
set(String, Object) - Method in class com.opengamma.strata.product.bond.FixedCouponBond.Builder
 
set(MetaProperty<?>, Object) - Method in class com.opengamma.strata.product.bond.FixedCouponBond.Builder
 
set(String, Object) - Method in class com.opengamma.strata.product.bond.FixedCouponBondPaymentPeriod.Builder
 
set(MetaProperty<?>, Object) - Method in class com.opengamma.strata.product.bond.FixedCouponBondPaymentPeriod.Builder
 
set(String, Object) - Method in class com.opengamma.strata.product.bond.FixedCouponBondPosition.Builder
 
set(MetaProperty<?>, Object) - Method in class com.opengamma.strata.product.bond.FixedCouponBondPosition.Builder
 
set(String, Object) - Method in class com.opengamma.strata.product.bond.FixedCouponBondSecurity.Builder
 
set(MetaProperty<?>, Object) - Method in class com.opengamma.strata.product.bond.FixedCouponBondSecurity.Builder
 
set(String, Object) - Method in class com.opengamma.strata.product.bond.FixedCouponBondTrade.Builder
 
set(MetaProperty<?>, Object) - Method in class com.opengamma.strata.product.bond.FixedCouponBondTrade.Builder
 
set(String, Object) - Method in class com.opengamma.strata.product.bond.KnownAmountBondPaymentPeriod.Builder
 
set(MetaProperty<?>, Object) - Method in class com.opengamma.strata.product.bond.KnownAmountBondPaymentPeriod.Builder
 
set(String, Object) - Method in class com.opengamma.strata.product.bond.ResolvedBill.Builder
 
set(MetaProperty<?>, Object) - Method in class com.opengamma.strata.product.bond.ResolvedBill.Builder
 
set(String, Object) - Method in class com.opengamma.strata.product.bond.ResolvedBillTrade.Builder
 
set(MetaProperty<?>, Object) - Method in class com.opengamma.strata.product.bond.ResolvedBillTrade.Builder
 
set(String, Object) - Method in class com.opengamma.strata.product.bond.ResolvedBondFuture.Builder
 
set(MetaProperty<?>, Object) - Method in class com.opengamma.strata.product.bond.ResolvedBondFuture.Builder
 
set(String, Object) - Method in class com.opengamma.strata.product.bond.ResolvedBondFutureOption.Builder
 
set(MetaProperty<?>, Object) - Method in class com.opengamma.strata.product.bond.ResolvedBondFutureOption.Builder
 
set(String, Object) - Method in class com.opengamma.strata.product.bond.ResolvedBondFutureOptionTrade.Builder
 
set(MetaProperty<?>, Object) - Method in class com.opengamma.strata.product.bond.ResolvedBondFutureOptionTrade.Builder
 
set(String, Object) - Method in class com.opengamma.strata.product.bond.ResolvedBondFutureTrade.Builder
 
set(MetaProperty<?>, Object) - Method in class com.opengamma.strata.product.bond.ResolvedBondFutureTrade.Builder
 
set(String, Object) - Method in class com.opengamma.strata.product.bond.ResolvedCapitalIndexedBond.Builder
 
set(MetaProperty<?>, Object) - Method in class com.opengamma.strata.product.bond.ResolvedCapitalIndexedBond.Builder
 
set(String, Object) - Method in class com.opengamma.strata.product.bond.ResolvedCapitalIndexedBondTrade.Builder
 
set(MetaProperty<?>, Object) - Method in class com.opengamma.strata.product.bond.ResolvedCapitalIndexedBondTrade.Builder
 
set(String, Object) - Method in class com.opengamma.strata.product.bond.ResolvedFixedCouponBond.Builder
 
set(MetaProperty<?>, Object) - Method in class com.opengamma.strata.product.bond.ResolvedFixedCouponBond.Builder
 
set(String, Object) - Method in class com.opengamma.strata.product.bond.ResolvedFixedCouponBondTrade.Builder
 
set(MetaProperty<?>, Object) - Method in class com.opengamma.strata.product.bond.ResolvedFixedCouponBondTrade.Builder
 
set(String, Object) - Method in class com.opengamma.strata.product.capfloor.IborCapFloorLeg.Builder
 
set(MetaProperty<?>, Object) - Method in class com.opengamma.strata.product.capfloor.IborCapFloorLeg.Builder
 
set(String, Object) - Method in class com.opengamma.strata.product.capfloor.IborCapFloorTrade.Builder
 
set(MetaProperty<?>, Object) - Method in class com.opengamma.strata.product.capfloor.IborCapFloorTrade.Builder
 
set(String, Object) - Method in class com.opengamma.strata.product.capfloor.IborCapletFloorletPeriod.Builder
 
set(MetaProperty<?>, Object) - Method in class com.opengamma.strata.product.capfloor.IborCapletFloorletPeriod.Builder
 
set(String, Object) - Method in class com.opengamma.strata.product.capfloor.ResolvedIborCapFloorLeg.Builder
 
set(MetaProperty<?>, Object) - Method in class com.opengamma.strata.product.capfloor.ResolvedIborCapFloorLeg.Builder
 
set(String, Object) - Method in class com.opengamma.strata.product.capfloor.ResolvedIborCapFloorTrade.Builder
 
set(MetaProperty<?>, Object) - Method in class com.opengamma.strata.product.capfloor.ResolvedIborCapFloorTrade.Builder
 
set(String, Object) - Method in class com.opengamma.strata.product.cms.CmsLeg.Builder
 
set(MetaProperty<?>, Object) - Method in class com.opengamma.strata.product.cms.CmsLeg.Builder
 
set(String, Object) - Method in class com.opengamma.strata.product.cms.CmsPeriod.Builder
 
set(MetaProperty<?>, Object) - Method in class com.opengamma.strata.product.cms.CmsPeriod.Builder
 
set(String, Object) - Method in class com.opengamma.strata.product.cms.CmsTrade.Builder
 
set(MetaProperty<?>, Object) - Method in class com.opengamma.strata.product.cms.CmsTrade.Builder
 
set(String, Object) - Method in class com.opengamma.strata.product.cms.ResolvedCmsLeg.Builder
 
set(MetaProperty<?>, Object) - Method in class com.opengamma.strata.product.cms.ResolvedCmsLeg.Builder
 
set(String, Object) - Method in class com.opengamma.strata.product.cms.ResolvedCmsTrade.Builder
 
set(MetaProperty<?>, Object) - Method in class com.opengamma.strata.product.cms.ResolvedCmsTrade.Builder
 
set(String, Object) - Method in class com.opengamma.strata.product.credit.Cds.Builder
 
set(MetaProperty<?>, Object) - Method in class com.opengamma.strata.product.credit.Cds.Builder
 
set(String, Object) - Method in class com.opengamma.strata.product.credit.CdsIndex.Builder
 
set(MetaProperty<?>, Object) - Method in class com.opengamma.strata.product.credit.CdsIndex.Builder
 
set(String, Object) - Method in class com.opengamma.strata.product.credit.CdsIndexTrade.Builder
 
set(MetaProperty<?>, Object) - Method in class com.opengamma.strata.product.credit.CdsIndexTrade.Builder
 
set(String, Object) - Method in class com.opengamma.strata.product.credit.CdsTrade.Builder
 
set(MetaProperty<?>, Object) - Method in class com.opengamma.strata.product.credit.CdsTrade.Builder
 
set(String, Object) - Method in class com.opengamma.strata.product.credit.CreditCouponPaymentPeriod.Builder
 
set(MetaProperty<?>, Object) - Method in class com.opengamma.strata.product.credit.CreditCouponPaymentPeriod.Builder
 
set(String, Object) - Method in class com.opengamma.strata.product.credit.ResolvedCds.Builder
 
set(MetaProperty<?>, Object) - Method in class com.opengamma.strata.product.credit.ResolvedCds.Builder
 
set(String, Object) - Method in class com.opengamma.strata.product.credit.ResolvedCdsIndex.Builder
 
set(MetaProperty<?>, Object) - Method in class com.opengamma.strata.product.credit.ResolvedCdsIndex.Builder
 
set(String, Object) - Method in class com.opengamma.strata.product.credit.ResolvedCdsIndexTrade.Builder
 
set(MetaProperty<?>, Object) - Method in class com.opengamma.strata.product.credit.ResolvedCdsIndexTrade.Builder
 
set(String, Object) - Method in class com.opengamma.strata.product.credit.ResolvedCdsTrade.Builder
 
set(MetaProperty<?>, Object) - Method in class com.opengamma.strata.product.credit.ResolvedCdsTrade.Builder
 
set(String, Object) - Method in class com.opengamma.strata.product.credit.type.ImmutableCdsConvention.Builder
 
set(MetaProperty<?>, Object) - Method in class com.opengamma.strata.product.credit.type.ImmutableCdsConvention.Builder
 
set(String, Object) - Method in class com.opengamma.strata.product.deposit.IborFixingDeposit.Builder
 
set(MetaProperty<?>, Object) - Method in class com.opengamma.strata.product.deposit.IborFixingDeposit.Builder
 
set(String, Object) - Method in class com.opengamma.strata.product.deposit.IborFixingDepositTrade.Builder
 
set(MetaProperty<?>, Object) - Method in class com.opengamma.strata.product.deposit.IborFixingDepositTrade.Builder
 
set(String, Object) - Method in class com.opengamma.strata.product.deposit.ResolvedIborFixingDeposit.Builder
 
set(MetaProperty<?>, Object) - Method in class com.opengamma.strata.product.deposit.ResolvedIborFixingDeposit.Builder
 
set(String, Object) - Method in class com.opengamma.strata.product.deposit.ResolvedIborFixingDepositTrade.Builder
 
set(MetaProperty<?>, Object) - Method in class com.opengamma.strata.product.deposit.ResolvedIborFixingDepositTrade.Builder
 
set(String, Object) - Method in class com.opengamma.strata.product.deposit.ResolvedTermDeposit.Builder
 
set(MetaProperty<?>, Object) - Method in class com.opengamma.strata.product.deposit.ResolvedTermDeposit.Builder
 
set(String, Object) - Method in class com.opengamma.strata.product.deposit.ResolvedTermDepositTrade.Builder
 
set(MetaProperty<?>, Object) - Method in class com.opengamma.strata.product.deposit.ResolvedTermDepositTrade.Builder
 
set(String, Object) - Method in class com.opengamma.strata.product.deposit.TermDeposit.Builder
 
set(MetaProperty<?>, Object) - Method in class com.opengamma.strata.product.deposit.TermDeposit.Builder
 
set(String, Object) - Method in class com.opengamma.strata.product.deposit.TermDepositTrade.Builder
 
set(MetaProperty<?>, Object) - Method in class com.opengamma.strata.product.deposit.TermDepositTrade.Builder
 
set(String, Object) - Method in class com.opengamma.strata.product.deposit.type.IborFixingDepositTemplate.Builder
 
set(MetaProperty<?>, Object) - Method in class com.opengamma.strata.product.deposit.type.IborFixingDepositTemplate.Builder
 
set(String, Object) - Method in class com.opengamma.strata.product.deposit.type.ImmutableIborFixingDepositConvention.Builder
 
set(MetaProperty<?>, Object) - Method in class com.opengamma.strata.product.deposit.type.ImmutableIborFixingDepositConvention.Builder
 
set(String, Object) - Method in class com.opengamma.strata.product.deposit.type.ImmutableTermDepositConvention.Builder
 
set(MetaProperty<?>, Object) - Method in class com.opengamma.strata.product.deposit.type.ImmutableTermDepositConvention.Builder
 
set(String, Object) - Method in class com.opengamma.strata.product.deposit.type.TermDepositTemplate.Builder
 
set(MetaProperty<?>, Object) - Method in class com.opengamma.strata.product.deposit.type.TermDepositTemplate.Builder
 
set(String, Object) - Method in class com.opengamma.strata.product.dsf.Dsf.Builder
 
set(MetaProperty<?>, Object) - Method in class com.opengamma.strata.product.dsf.Dsf.Builder
 
set(String, Object) - Method in class com.opengamma.strata.product.dsf.DsfPosition.Builder
 
set(MetaProperty<?>, Object) - Method in class com.opengamma.strata.product.dsf.DsfPosition.Builder
 
set(String, Object) - Method in class com.opengamma.strata.product.dsf.DsfSecurity.Builder
 
set(MetaProperty<?>, Object) - Method in class com.opengamma.strata.product.dsf.DsfSecurity.Builder
 
set(String, Object) - Method in class com.opengamma.strata.product.dsf.DsfTrade.Builder
 
set(MetaProperty<?>, Object) - Method in class com.opengamma.strata.product.dsf.DsfTrade.Builder
 
set(String, Object) - Method in class com.opengamma.strata.product.dsf.ResolvedDsf.Builder
 
set(MetaProperty<?>, Object) - Method in class com.opengamma.strata.product.dsf.ResolvedDsf.Builder
 
set(String, Object) - Method in class com.opengamma.strata.product.dsf.ResolvedDsfTrade.Builder
 
set(MetaProperty<?>, Object) - Method in class com.opengamma.strata.product.dsf.ResolvedDsfTrade.Builder
 
set(String, Object) - Method in class com.opengamma.strata.product.etd.EtdFuturePosition.Builder
 
set(MetaProperty<?>, Object) - Method in class com.opengamma.strata.product.etd.EtdFuturePosition.Builder
 
set(String, Object) - Method in class com.opengamma.strata.product.etd.EtdFutureSecurity.Builder
 
set(MetaProperty<?>, Object) - Method in class com.opengamma.strata.product.etd.EtdFutureSecurity.Builder
 
set(String, Object) - Method in class com.opengamma.strata.product.etd.EtdFutureTrade.Builder
 
set(MetaProperty<?>, Object) - Method in class com.opengamma.strata.product.etd.EtdFutureTrade.Builder
 
set(String, Object) - Method in class com.opengamma.strata.product.etd.EtdOptionPosition.Builder
 
set(MetaProperty<?>, Object) - Method in class com.opengamma.strata.product.etd.EtdOptionPosition.Builder
 
set(String, Object) - Method in class com.opengamma.strata.product.etd.EtdOptionSecurity.Builder
 
set(MetaProperty<?>, Object) - Method in class com.opengamma.strata.product.etd.EtdOptionSecurity.Builder
 
set(String, Object) - Method in class com.opengamma.strata.product.etd.EtdOptionTrade.Builder
 
set(MetaProperty<?>, Object) - Method in class com.opengamma.strata.product.etd.EtdOptionTrade.Builder
 
set(String, Object) - Method in class com.opengamma.strata.product.fra.Fra.Builder
 
set(MetaProperty<?>, Object) - Method in class com.opengamma.strata.product.fra.Fra.Builder
 
set(String, Object) - Method in class com.opengamma.strata.product.fra.FraTrade.Builder
 
set(MetaProperty<?>, Object) - Method in class com.opengamma.strata.product.fra.FraTrade.Builder
 
set(String, Object) - Method in class com.opengamma.strata.product.fra.ResolvedFra.Builder
 
set(MetaProperty<?>, Object) - Method in class com.opengamma.strata.product.fra.ResolvedFra.Builder
 
set(String, Object) - Method in class com.opengamma.strata.product.fra.ResolvedFraTrade.Builder
 
set(MetaProperty<?>, Object) - Method in class com.opengamma.strata.product.fra.ResolvedFraTrade.Builder
 
set(String, Object) - Method in class com.opengamma.strata.product.fra.type.FraTemplate.Builder
 
set(MetaProperty<?>, Object) - Method in class com.opengamma.strata.product.fra.type.FraTemplate.Builder
 
set(String, Object) - Method in class com.opengamma.strata.product.fra.type.ImmutableFraConvention.Builder
 
set(MetaProperty<?>, Object) - Method in class com.opengamma.strata.product.fra.type.ImmutableFraConvention.Builder
 
set(String, Object) - Method in class com.opengamma.strata.product.fx.FxNdf.Builder
 
set(MetaProperty<?>, Object) - Method in class com.opengamma.strata.product.fx.FxNdf.Builder
 
set(String, Object) - Method in class com.opengamma.strata.product.fx.FxNdfTrade.Builder
 
set(MetaProperty<?>, Object) - Method in class com.opengamma.strata.product.fx.FxNdfTrade.Builder
 
set(String, Object) - Method in class com.opengamma.strata.product.fx.FxSingleTrade.Builder
 
set(MetaProperty<?>, Object) - Method in class com.opengamma.strata.product.fx.FxSingleTrade.Builder
 
set(String, Object) - Method in class com.opengamma.strata.product.fx.FxSwapTrade.Builder
 
set(MetaProperty<?>, Object) - Method in class com.opengamma.strata.product.fx.FxSwapTrade.Builder
 
set(String, Object) - Method in class com.opengamma.strata.product.fx.ResolvedFxNdf.Builder
 
set(MetaProperty<?>, Object) - Method in class com.opengamma.strata.product.fx.ResolvedFxNdf.Builder
 
set(String, Object) - Method in class com.opengamma.strata.product.fx.ResolvedFxNdfTrade.Builder
 
set(MetaProperty<?>, Object) - Method in class com.opengamma.strata.product.fx.ResolvedFxNdfTrade.Builder
 
set(String, Object) - Method in class com.opengamma.strata.product.fx.ResolvedFxSingleTrade.Builder
 
set(MetaProperty<?>, Object) - Method in class com.opengamma.strata.product.fx.ResolvedFxSingleTrade.Builder
 
set(String, Object) - Method in class com.opengamma.strata.product.fx.ResolvedFxSwapTrade.Builder
 
set(MetaProperty<?>, Object) - Method in class com.opengamma.strata.product.fx.ResolvedFxSwapTrade.Builder
 
set(String, Object) - Method in class com.opengamma.strata.product.fx.type.FxSwapTemplate.Builder
 
set(MetaProperty<?>, Object) - Method in class com.opengamma.strata.product.fx.type.FxSwapTemplate.Builder
 
set(String, Object) - Method in class com.opengamma.strata.product.fx.type.ImmutableFxSwapConvention.Builder
 
set(MetaProperty<?>, Object) - Method in class com.opengamma.strata.product.fx.type.ImmutableFxSwapConvention.Builder
 
set(String, Object) - Method in class com.opengamma.strata.product.fxopt.FxSingleBarrierOption.Builder
 
set(MetaProperty<?>, Object) - Method in class com.opengamma.strata.product.fxopt.FxSingleBarrierOption.Builder
 
set(String, Object) - Method in class com.opengamma.strata.product.fxopt.FxSingleBarrierOptionTrade.Builder
 
set(MetaProperty<?>, Object) - Method in class com.opengamma.strata.product.fxopt.FxSingleBarrierOptionTrade.Builder
 
set(String, Object) - Method in class com.opengamma.strata.product.fxopt.FxVanillaOption.Builder
 
set(MetaProperty<?>, Object) - Method in class com.opengamma.strata.product.fxopt.FxVanillaOption.Builder
 
set(String, Object) - Method in class com.opengamma.strata.product.fxopt.FxVanillaOptionTrade.Builder
 
set(MetaProperty<?>, Object) - Method in class com.opengamma.strata.product.fxopt.FxVanillaOptionTrade.Builder
 
set(String, Object) - Method in class com.opengamma.strata.product.fxopt.ResolvedFxSingleBarrierOptionTrade.Builder
 
set(MetaProperty<?>, Object) - Method in class com.opengamma.strata.product.fxopt.ResolvedFxSingleBarrierOptionTrade.Builder
 
set(String, Object) - Method in class com.opengamma.strata.product.fxopt.ResolvedFxVanillaOption.Builder
 
set(MetaProperty<?>, Object) - Method in class com.opengamma.strata.product.fxopt.ResolvedFxVanillaOption.Builder
 
set(String, Object) - Method in class com.opengamma.strata.product.fxopt.ResolvedFxVanillaOptionTrade.Builder
 
set(MetaProperty<?>, Object) - Method in class com.opengamma.strata.product.fxopt.ResolvedFxVanillaOptionTrade.Builder
 
set(String, Object) - Method in class com.opengamma.strata.product.GenericSecurityPosition.Builder
 
set(MetaProperty<?>, Object) - Method in class com.opengamma.strata.product.GenericSecurityPosition.Builder
 
set(String, Object) - Method in class com.opengamma.strata.product.GenericSecurityTrade.Builder
 
set(MetaProperty<?>, Object) - Method in class com.opengamma.strata.product.GenericSecurityTrade.Builder
 
set(String, Object) - Method in class com.opengamma.strata.product.index.IborFuture.Builder
 
set(MetaProperty<?>, Object) - Method in class com.opengamma.strata.product.index.IborFuture.Builder
 
set(String, Object) - Method in class com.opengamma.strata.product.index.IborFutureOption.Builder
 
set(MetaProperty<?>, Object) - Method in class com.opengamma.strata.product.index.IborFutureOption.Builder
 
set(String, Object) - Method in class com.opengamma.strata.product.index.IborFutureOptionPosition.Builder
 
set(MetaProperty<?>, Object) - Method in class com.opengamma.strata.product.index.IborFutureOptionPosition.Builder
 
set(String, Object) - Method in class com.opengamma.strata.product.index.IborFutureOptionSecurity.Builder
 
set(MetaProperty<?>, Object) - Method in class com.opengamma.strata.product.index.IborFutureOptionSecurity.Builder
 
set(String, Object) - Method in class com.opengamma.strata.product.index.IborFutureOptionTrade.Builder
 
set(MetaProperty<?>, Object) - Method in class com.opengamma.strata.product.index.IborFutureOptionTrade.Builder
 
set(String, Object) - Method in class com.opengamma.strata.product.index.IborFuturePosition.Builder
 
set(MetaProperty<?>, Object) - Method in class com.opengamma.strata.product.index.IborFuturePosition.Builder
 
set(String, Object) - Method in class com.opengamma.strata.product.index.IborFutureSecurity.Builder
 
set(MetaProperty<?>, Object) - Method in class com.opengamma.strata.product.index.IborFutureSecurity.Builder
 
set(String, Object) - Method in class com.opengamma.strata.product.index.IborFutureTrade.Builder
 
set(MetaProperty<?>, Object) - Method in class com.opengamma.strata.product.index.IborFutureTrade.Builder
 
set(String, Object) - Method in class com.opengamma.strata.product.index.OvernightFuture.Builder
 
set(MetaProperty<?>, Object) - Method in class com.opengamma.strata.product.index.OvernightFuture.Builder
 
set(String, Object) - Method in class com.opengamma.strata.product.index.OvernightFuturePosition.Builder
 
set(MetaProperty<?>, Object) - Method in class com.opengamma.strata.product.index.OvernightFuturePosition.Builder
 
set(String, Object) - Method in class com.opengamma.strata.product.index.OvernightFutureSecurity.Builder
 
set(MetaProperty<?>, Object) - Method in class com.opengamma.strata.product.index.OvernightFutureSecurity.Builder
 
set(String, Object) - Method in class com.opengamma.strata.product.index.OvernightFutureTrade.Builder
 
set(MetaProperty<?>, Object) - Method in class com.opengamma.strata.product.index.OvernightFutureTrade.Builder
 
set(String, Object) - Method in class com.opengamma.strata.product.index.ResolvedIborFuture.Builder
 
set(MetaProperty<?>, Object) - Method in class com.opengamma.strata.product.index.ResolvedIborFuture.Builder
 
set(String, Object) - Method in class com.opengamma.strata.product.index.ResolvedIborFutureOption.Builder
 
set(MetaProperty<?>, Object) - Method in class com.opengamma.strata.product.index.ResolvedIborFutureOption.Builder
 
set(String, Object) - Method in class com.opengamma.strata.product.index.ResolvedIborFutureOptionTrade.Builder
 
set(MetaProperty<?>, Object) - Method in class com.opengamma.strata.product.index.ResolvedIborFutureOptionTrade.Builder
 
set(String, Object) - Method in class com.opengamma.strata.product.index.ResolvedIborFutureTrade.Builder
 
set(MetaProperty<?>, Object) - Method in class com.opengamma.strata.product.index.ResolvedIborFutureTrade.Builder
 
set(String, Object) - Method in class com.opengamma.strata.product.index.ResolvedOvernightFuture.Builder
 
set(MetaProperty<?>, Object) - Method in class com.opengamma.strata.product.index.ResolvedOvernightFuture.Builder
 
set(String, Object) - Method in class com.opengamma.strata.product.index.ResolvedOvernightFutureTrade.Builder
 
set(MetaProperty<?>, Object) - Method in class com.opengamma.strata.product.index.ResolvedOvernightFutureTrade.Builder
 
set(String, Object) - Method in class com.opengamma.strata.product.index.type.ImmutableIborFutureConvention.Builder
 
set(MetaProperty<?>, Object) - Method in class com.opengamma.strata.product.index.type.ImmutableIborFutureConvention.Builder
 
set(String, Object) - Method in class com.opengamma.strata.product.payment.BulletPayment.Builder
 
set(MetaProperty<?>, Object) - Method in class com.opengamma.strata.product.payment.BulletPayment.Builder
 
set(String, Object) - Method in class com.opengamma.strata.product.payment.BulletPaymentTrade.Builder
 
set(MetaProperty<?>, Object) - Method in class com.opengamma.strata.product.payment.BulletPaymentTrade.Builder
 
set(String, Object) - Method in class com.opengamma.strata.product.payment.ResolvedBulletPayment.Builder
 
set(MetaProperty<?>, Object) - Method in class com.opengamma.strata.product.payment.ResolvedBulletPayment.Builder
 
set(String, Object) - Method in class com.opengamma.strata.product.payment.ResolvedBulletPaymentTrade.Builder
 
set(MetaProperty<?>, Object) - Method in class com.opengamma.strata.product.payment.ResolvedBulletPaymentTrade.Builder
 
set(String, Object) - Method in class com.opengamma.strata.product.PortfolioItemSummary.Builder
 
set(MetaProperty<?>, Object) - Method in class com.opengamma.strata.product.PortfolioItemSummary.Builder
 
set(String, Object) - Method in class com.opengamma.strata.product.rate.IborAveragedFixing.Builder
 
set(MetaProperty<?>, Object) - Method in class com.opengamma.strata.product.rate.IborAveragedFixing.Builder
 
set(String, Object) - Method in class com.opengamma.strata.product.rate.OvernightAveragedDailyRateComputation.Builder
 
set(MetaProperty<?>, Object) - Method in class com.opengamma.strata.product.rate.OvernightAveragedDailyRateComputation.Builder
 
set(String, Object) - Method in class com.opengamma.strata.product.rate.OvernightAveragedRateComputation.Builder
 
set(MetaProperty<?>, Object) - Method in class com.opengamma.strata.product.rate.OvernightAveragedRateComputation.Builder
 
set(String, Object) - Method in class com.opengamma.strata.product.rate.OvernightCompoundedRateComputation.Builder
 
set(MetaProperty<?>, Object) - Method in class com.opengamma.strata.product.rate.OvernightCompoundedRateComputation.Builder
 
set(String, Object) - Method in class com.opengamma.strata.product.SecurityPosition.Builder
 
set(MetaProperty<?>, Object) - Method in class com.opengamma.strata.product.SecurityPosition.Builder
 
set(String, Object) - Method in class com.opengamma.strata.product.SecurityTrade.Builder
 
set(MetaProperty<?>, Object) - Method in class com.opengamma.strata.product.SecurityTrade.Builder
 
set(String, Object) - Method in class com.opengamma.strata.product.swap.FixedRateCalculation.Builder
 
set(MetaProperty<?>, Object) - Method in class com.opengamma.strata.product.swap.FixedRateCalculation.Builder
 
set(String, Object) - Method in class com.opengamma.strata.product.swap.FxResetCalculation.Builder
 
set(MetaProperty<?>, Object) - Method in class com.opengamma.strata.product.swap.FxResetCalculation.Builder
 
set(String, Object) - Method in class com.opengamma.strata.product.swap.IborRateCalculation.Builder
 
set(MetaProperty<?>, Object) - Method in class com.opengamma.strata.product.swap.IborRateCalculation.Builder
 
set(String, Object) - Method in class com.opengamma.strata.product.swap.IborRateStubCalculation.Builder
 
set(MetaProperty<?>, Object) - Method in class com.opengamma.strata.product.swap.IborRateStubCalculation.Builder
 
set(String, Object) - Method in class com.opengamma.strata.product.swap.ImmutableSwapIndex.Builder
 
set(MetaProperty<?>, Object) - Method in class com.opengamma.strata.product.swap.ImmutableSwapIndex.Builder
 
set(String, Object) - Method in class com.opengamma.strata.product.swap.InflationRateCalculation.Builder
 
set(MetaProperty<?>, Object) - Method in class com.opengamma.strata.product.swap.InflationRateCalculation.Builder
 
set(String, Object) - Method in class com.opengamma.strata.product.swap.KnownAmountNotionalSwapPaymentPeriod.Builder
 
set(MetaProperty<?>, Object) - Method in class com.opengamma.strata.product.swap.KnownAmountNotionalSwapPaymentPeriod.Builder
 
set(String, Object) - Method in class com.opengamma.strata.product.swap.KnownAmountSwapLeg.Builder
 
set(MetaProperty<?>, Object) - Method in class com.opengamma.strata.product.swap.KnownAmountSwapLeg.Builder
 
set(String, Object) - Method in class com.opengamma.strata.product.swap.KnownAmountSwapPaymentPeriod.Builder
 
set(MetaProperty<?>, Object) - Method in class com.opengamma.strata.product.swap.KnownAmountSwapPaymentPeriod.Builder
 
set(String, Object) - Method in class com.opengamma.strata.product.swap.NotionalSchedule.Builder
 
set(MetaProperty<?>, Object) - Method in class com.opengamma.strata.product.swap.NotionalSchedule.Builder
 
set(String, Object) - Method in class com.opengamma.strata.product.swap.OvernightRateCalculation.Builder
 
set(MetaProperty<?>, Object) - Method in class com.opengamma.strata.product.swap.OvernightRateCalculation.Builder
 
set(String, Object) - Method in class com.opengamma.strata.product.swap.PaymentSchedule.Builder
 
set(MetaProperty<?>, Object) - Method in class com.opengamma.strata.product.swap.PaymentSchedule.Builder
 
set(String, Object) - Method in class com.opengamma.strata.product.swap.RateAccrualPeriod.Builder
 
set(MetaProperty<?>, Object) - Method in class com.opengamma.strata.product.swap.RateAccrualPeriod.Builder
 
set(String, Object) - Method in class com.opengamma.strata.product.swap.RateCalculationSwapLeg.Builder
 
set(MetaProperty<?>, Object) - Method in class com.opengamma.strata.product.swap.RateCalculationSwapLeg.Builder
 
set(String, Object) - Method in class com.opengamma.strata.product.swap.RatePaymentPeriod.Builder
 
set(MetaProperty<?>, Object) - Method in class com.opengamma.strata.product.swap.RatePaymentPeriod.Builder
 
set(String, Object) - Method in class com.opengamma.strata.product.swap.RatePeriodSwapLeg.Builder
 
set(MetaProperty<?>, Object) - Method in class com.opengamma.strata.product.swap.RatePeriodSwapLeg.Builder
 
set(String, Object) - Method in class com.opengamma.strata.product.swap.ResetSchedule.Builder
 
set(MetaProperty<?>, Object) - Method in class com.opengamma.strata.product.swap.ResetSchedule.Builder
 
set(String, Object) - Method in class com.opengamma.strata.product.swap.ResolvedSwap.Builder
 
set(MetaProperty<?>, Object) - Method in class com.opengamma.strata.product.swap.ResolvedSwap.Builder
 
set(String, Object) - Method in class com.opengamma.strata.product.swap.ResolvedSwapLeg.Builder
 
set(MetaProperty<?>, Object) - Method in class com.opengamma.strata.product.swap.ResolvedSwapLeg.Builder
 
set(String, Object) - Method in class com.opengamma.strata.product.swap.ResolvedSwapTrade.Builder
 
set(MetaProperty<?>, Object) - Method in class com.opengamma.strata.product.swap.ResolvedSwapTrade.Builder
 
set(String, Object) - Method in class com.opengamma.strata.product.swap.Swap.Builder
 
set(MetaProperty<?>, Object) - Method in class com.opengamma.strata.product.swap.Swap.Builder
 
set(String, Object) - Method in class com.opengamma.strata.product.swap.SwapTrade.Builder
 
set(MetaProperty<?>, Object) - Method in class com.opengamma.strata.product.swap.SwapTrade.Builder
 
set(String, Object) - Method in class com.opengamma.strata.product.swap.type.FixedIborSwapTemplate.Builder
 
set(MetaProperty<?>, Object) - Method in class com.opengamma.strata.product.swap.type.FixedIborSwapTemplate.Builder
 
set(String, Object) - Method in class com.opengamma.strata.product.swap.type.FixedInflationSwapTemplate.Builder
 
set(MetaProperty<?>, Object) - Method in class com.opengamma.strata.product.swap.type.FixedInflationSwapTemplate.Builder
 
set(String, Object) - Method in class com.opengamma.strata.product.swap.type.FixedOvernightSwapTemplate.Builder
 
set(MetaProperty<?>, Object) - Method in class com.opengamma.strata.product.swap.type.FixedOvernightSwapTemplate.Builder
 
set(String, Object) - Method in class com.opengamma.strata.product.swap.type.FixedRateSwapLegConvention.Builder
 
set(MetaProperty<?>, Object) - Method in class com.opengamma.strata.product.swap.type.FixedRateSwapLegConvention.Builder
 
set(String, Object) - Method in class com.opengamma.strata.product.swap.type.IborIborSwapTemplate.Builder
 
set(MetaProperty<?>, Object) - Method in class com.opengamma.strata.product.swap.type.IborIborSwapTemplate.Builder
 
set(String, Object) - Method in class com.opengamma.strata.product.swap.type.IborRateSwapLegConvention.Builder
 
set(MetaProperty<?>, Object) - Method in class com.opengamma.strata.product.swap.type.IborRateSwapLegConvention.Builder
 
set(String, Object) - Method in class com.opengamma.strata.product.swap.type.ImmutableFixedIborSwapConvention.Builder
 
set(MetaProperty<?>, Object) - Method in class com.opengamma.strata.product.swap.type.ImmutableFixedIborSwapConvention.Builder
 
set(String, Object) - Method in class com.opengamma.strata.product.swap.type.ImmutableFixedInflationSwapConvention.Builder
 
set(MetaProperty<?>, Object) - Method in class com.opengamma.strata.product.swap.type.ImmutableFixedInflationSwapConvention.Builder
 
set(String, Object) - Method in class com.opengamma.strata.product.swap.type.ImmutableFixedOvernightSwapConvention.Builder
 
set(MetaProperty<?>, Object) - Method in class com.opengamma.strata.product.swap.type.ImmutableFixedOvernightSwapConvention.Builder
 
set(String, Object) - Method in class com.opengamma.strata.product.swap.type.ImmutableIborIborSwapConvention.Builder
 
set(MetaProperty<?>, Object) - Method in class com.opengamma.strata.product.swap.type.ImmutableIborIborSwapConvention.Builder
 
set(String, Object) - Method in class com.opengamma.strata.product.swap.type.ImmutableOvernightIborSwapConvention.Builder
 
set(MetaProperty<?>, Object) - Method in class com.opengamma.strata.product.swap.type.ImmutableOvernightIborSwapConvention.Builder
 
set(String, Object) - Method in class com.opengamma.strata.product.swap.type.ImmutableThreeLegBasisSwapConvention.Builder
 
set(MetaProperty<?>, Object) - Method in class com.opengamma.strata.product.swap.type.ImmutableThreeLegBasisSwapConvention.Builder
 
set(String, Object) - Method in class com.opengamma.strata.product.swap.type.ImmutableXCcyIborIborSwapConvention.Builder
 
set(MetaProperty<?>, Object) - Method in class com.opengamma.strata.product.swap.type.ImmutableXCcyIborIborSwapConvention.Builder
 
set(String, Object) - Method in class com.opengamma.strata.product.swap.type.InflationRateSwapLegConvention.Builder
 
set(MetaProperty<?>, Object) - Method in class com.opengamma.strata.product.swap.type.InflationRateSwapLegConvention.Builder
 
set(String, Object) - Method in class com.opengamma.strata.product.swap.type.OvernightIborSwapTemplate.Builder
 
set(MetaProperty<?>, Object) - Method in class com.opengamma.strata.product.swap.type.OvernightIborSwapTemplate.Builder
 
set(String, Object) - Method in class com.opengamma.strata.product.swap.type.OvernightRateSwapLegConvention.Builder
 
set(MetaProperty<?>, Object) - Method in class com.opengamma.strata.product.swap.type.OvernightRateSwapLegConvention.Builder
 
set(String, Object) - Method in class com.opengamma.strata.product.swap.type.ThreeLegBasisSwapTemplate.Builder
 
set(MetaProperty<?>, Object) - Method in class com.opengamma.strata.product.swap.type.ThreeLegBasisSwapTemplate.Builder
 
set(String, Object) - Method in class com.opengamma.strata.product.swap.type.XCcyIborIborSwapTemplate.Builder
 
set(MetaProperty<?>, Object) - Method in class com.opengamma.strata.product.swap.type.XCcyIborIborSwapTemplate.Builder
 
set(String, Object) - Method in class com.opengamma.strata.product.swaption.ResolvedSwaption.Builder
 
set(MetaProperty<?>, Object) - Method in class com.opengamma.strata.product.swaption.ResolvedSwaption.Builder
 
set(String, Object) - Method in class com.opengamma.strata.product.swaption.ResolvedSwaptionTrade.Builder
 
set(MetaProperty<?>, Object) - Method in class com.opengamma.strata.product.swaption.ResolvedSwaptionTrade.Builder
 
set(String, Object) - Method in class com.opengamma.strata.product.swaption.Swaption.Builder
 
set(MetaProperty<?>, Object) - Method in class com.opengamma.strata.product.swaption.Swaption.Builder
 
set(String, Object) - Method in class com.opengamma.strata.product.swaption.SwaptionTrade.Builder
 
set(MetaProperty<?>, Object) - Method in class com.opengamma.strata.product.swaption.SwaptionTrade.Builder
 
set(String, Object) - Method in class com.opengamma.strata.report.cashflow.CashFlowReport.Builder
 
set(MetaProperty<?>, Object) - Method in class com.opengamma.strata.report.cashflow.CashFlowReport.Builder
 
set(String, Object) - Method in class com.opengamma.strata.report.trade.TradeReport.Builder
 
set(MetaProperty<?>, Object) - Method in class com.opengamma.strata.report.trade.TradeReport.Builder
 
set(String, Object) - Method in class com.opengamma.strata.report.trade.TradeReportColumn.Builder
 
set(MetaProperty<?>, Object) - Method in class com.opengamma.strata.report.trade.TradeReportColumn.Builder
 
set(String, Object) - Method in class com.opengamma.strata.report.trade.TradeReportTemplate.Builder
 
set(MetaProperty<?>, Object) - Method in class com.opengamma.strata.report.trade.TradeReportTemplate.Builder
 
settings(Class<? extends T>, FormatSettings<Object>) - Method in class com.opengamma.strata.report.framework.format.FormatSettingsProvider
Obtains the format settings for a given type.
SETTINGS_REPORT_TYPE - Static variable in interface com.opengamma.strata.report.ReportTemplateIniLoader
The report type property name, in the settings section.
SETTINGS_SECTION - Static variable in interface com.opengamma.strata.report.ReportTemplateIniLoader
The settings section name.
settlement(Payment) - Method in class com.opengamma.strata.product.bond.ResolvedBillTrade.Builder
Sets the settlement details of the bill trade.
settlement() - Method in class com.opengamma.strata.product.bond.ResolvedBillTrade.Meta
The meta-property for the settlement property.
settlement(ResolvedCapitalIndexedBondSettlement) - Method in class com.opengamma.strata.product.bond.ResolvedCapitalIndexedBondTrade.Builder
Sets the settlement details of the bond trade.
settlement() - Method in class com.opengamma.strata.product.bond.ResolvedCapitalIndexedBondTrade.Meta
The meta-property for the settlement property.
settlement(ResolvedFixedCouponBondSettlement) - Method in class com.opengamma.strata.product.bond.ResolvedFixedCouponBondTrade.Builder
Sets the settlement details of the bond trade.
settlement() - Method in class com.opengamma.strata.product.bond.ResolvedFixedCouponBondTrade.Meta
The meta-property for the settlement property.
SETTLEMENT_BY_CODE - Static variable in class com.opengamma.strata.loader.csv.CsvLoaderUtils
Lookup settlement by code.
SETTLEMENT_PRICE - Static variable in class com.opengamma.strata.data.FieldName
The field name for the settlement price - 'SettlementPrice'.
SETTLEMENT_TYPE_FIELD - Static variable in class com.opengamma.strata.loader.csv.CsvLoaderUtils
The column name for the settlement type.
settlementCurrencyNotional(CurrencyAmount) - Method in class com.opengamma.strata.product.fx.FxNdf.Builder
Sets the notional amount in the settlement currency, positive if receiving, negative if paying.
settlementCurrencyNotional() - Method in class com.opengamma.strata.product.fx.FxNdf.Meta
The meta-property for the settlementCurrencyNotional property.
settlementCurrencyNotional(CurrencyAmount) - Method in class com.opengamma.strata.product.fx.ResolvedFxNdf.Builder
Sets the notional amount in the settlement currency, positive if receiving, negative if paying.
settlementCurrencyNotional() - Method in class com.opengamma.strata.product.fx.ResolvedFxNdf.Meta
The meta-property for the settlementCurrencyNotional property.
settlementDate() - Method in class com.opengamma.strata.product.swaption.CashSwaptionSettlement.Meta
The meta-property for the settlementDate property.
settlementDate() - Method in class com.opengamma.strata.product.TradeInfo.Meta
The meta-property for the settlementDate property.
settlementDate(LocalDate) - Method in class com.opengamma.strata.product.TradeInfoBuilder
Sets the settlement date, optional.
settlementDateOffset(DaysAdjustment) - Method in class com.opengamma.strata.product.bond.Bill.Builder
Sets the number of days between valuation date and settlement date.
settlementDateOffset() - Method in class com.opengamma.strata.product.bond.Bill.Meta
The meta-property for the settlementDateOffset property.
settlementDateOffset(DaysAdjustment) - Method in class com.opengamma.strata.product.bond.BillSecurity.Builder
Sets the number of days between valuation date and settlement date.
settlementDateOffset() - Method in class com.opengamma.strata.product.bond.BillSecurity.Meta
The meta-property for the settlementDateOffset property.
settlementDateOffset(DaysAdjustment) - Method in class com.opengamma.strata.product.bond.CapitalIndexedBond.Builder
Sets the number of days between valuation date and settlement date.
settlementDateOffset() - Method in class com.opengamma.strata.product.bond.CapitalIndexedBond.Meta
The meta-property for the settlementDateOffset property.
settlementDateOffset(DaysAdjustment) - Method in class com.opengamma.strata.product.bond.CapitalIndexedBondSecurity.Builder
Sets the number of days between valuation date and settlement date.
settlementDateOffset() - Method in class com.opengamma.strata.product.bond.CapitalIndexedBondSecurity.Meta
The meta-property for the settlementDateOffset property.
settlementDateOffset(DaysAdjustment) - Method in class com.opengamma.strata.product.bond.FixedCouponBond.Builder
Sets the number of days between valuation date and settlement date.
settlementDateOffset() - Method in class com.opengamma.strata.product.bond.FixedCouponBond.Meta
The meta-property for the settlementDateOffset property.
settlementDateOffset(DaysAdjustment) - Method in class com.opengamma.strata.product.bond.FixedCouponBondSecurity.Builder
Sets the number of days between valuation date and settlement date.
settlementDateOffset() - Method in class com.opengamma.strata.product.bond.FixedCouponBondSecurity.Meta
The meta-property for the settlementDateOffset property.
settlementDateOffset(DaysAdjustment) - Method in class com.opengamma.strata.product.bond.ResolvedBill.Builder
Sets the number of days between valuation date and settlement date.
settlementDateOffset() - Method in class com.opengamma.strata.product.bond.ResolvedBill.Meta
The meta-property for the settlementDateOffset property.
settlementDateOffset(DaysAdjustment) - Method in class com.opengamma.strata.product.bond.ResolvedCapitalIndexedBond.Builder
Sets the number of days between valuation date and settlement date.
settlementDateOffset() - Method in class com.opengamma.strata.product.bond.ResolvedCapitalIndexedBond.Meta
The meta-property for the settlementDateOffset property.
settlementDateOffset(DaysAdjustment) - Method in class com.opengamma.strata.product.bond.ResolvedFixedCouponBond.Builder
Sets the number of days between valuation date and settlement date.
settlementDateOffset() - Method in class com.opengamma.strata.product.bond.ResolvedFixedCouponBond.Meta
The meta-property for the settlementDateOffset property.
settlementDateOffset(DaysAdjustment) - Method in class com.opengamma.strata.product.credit.Cds.Builder
Sets the number of days between valuation date and settlement date.
settlementDateOffset() - Method in class com.opengamma.strata.product.credit.Cds.Meta
The meta-property for the settlementDateOffset property.
settlementDateOffset(DaysAdjustment) - Method in class com.opengamma.strata.product.credit.CdsIndex.Builder
Sets the number of days between valuation date and settlement date.
settlementDateOffset() - Method in class com.opengamma.strata.product.credit.CdsIndex.Meta
The meta-property for the settlementDateOffset property.
settlementDateOffset(DaysAdjustment) - Method in class com.opengamma.strata.product.credit.ResolvedCds.Builder
Sets the number of days between valuation date and settlement date.
settlementDateOffset() - Method in class com.opengamma.strata.product.credit.ResolvedCds.Meta
The meta-property for the settlementDateOffset property.
settlementDateOffset(DaysAdjustment) - Method in class com.opengamma.strata.product.credit.ResolvedCdsIndex.Builder
Sets the number of days between valuation date and settlement date.
settlementDateOffset() - Method in class com.opengamma.strata.product.credit.ResolvedCdsIndex.Meta
The meta-property for the settlementDateOffset property.
settlementDateOffset(DaysAdjustment) - Method in class com.opengamma.strata.product.credit.type.ImmutableCdsConvention.Builder
Sets the number of days between valuation date and settlement date.
settlementDateOffset() - Method in class com.opengamma.strata.product.credit.type.ImmutableCdsConvention.Meta
The meta-property for the settlementDateOffset property.
SettlementType - Enum in com.opengamma.strata.product.common
Flag indicating how a financial instrument is to be settled.
SFE - Static variable in class com.opengamma.strata.basics.schedule.RollConventions
The 'SFE' roll convention which adjusts the date to the second Friday.
SG - Static variable in class com.opengamma.strata.basics.location.Country
The country 'SG' - Singapore.
SGD - Static variable in class com.opengamma.strata.basics.currency.Currency
The currency 'SGD' - Singapore Dollar.
shift(LocalDate, int) - Method in interface com.opengamma.strata.basics.date.HolidayCalendar
Shifts the date by the specified number of business days.
shift(LocalDate, int) - Method in class com.opengamma.strata.basics.date.ImmutableHolidayCalendar
 
shift(double) - Method in interface com.opengamma.strata.pricer.capfloor.SabrIborCapletFloorletVolatilities
Calculates the shift parameter for the specified time to expiry.
shift(double) - Method in class com.opengamma.strata.pricer.capfloor.SabrParametersIborCapletFloorletVolatilities
 
shift(double, double) - Method in class com.opengamma.strata.pricer.model.SabrInterestRateParameters
Calculates the shift parameter for a pair of time to expiry and instrument tenor.
shift(double) - Method in class com.opengamma.strata.pricer.model.SabrParameters
Calculates the shift parameter for time to expiry.
shift(double, double) - Method in class com.opengamma.strata.pricer.swaption.SabrParametersSwaptionVolatilities
 
shift(double, double) - Method in interface com.opengamma.strata.pricer.swaption.SabrSwaptionVolatilities
Calculates the shift parameter for the specified time to expiry and instrument tenor.
shiftAmount() - Method in class com.opengamma.strata.market.curve.ParallelShiftedCurve.Meta
The meta-property for the shiftAmount property.
shiftAmount() - Method in class com.opengamma.strata.market.FxRateShifts.Meta
The meta-property for the shiftAmount property.
shiftAmount() - Method in class com.opengamma.strata.market.GenericDoubleShifts.Meta
The meta-property for the shiftAmount property.
shiftAmounts() - Method in class com.opengamma.strata.market.curve.CurveParallelShifts.Meta
The meta-property for the shiftAmounts property.
shiftCurve(Curve) - Method in class com.opengamma.strata.pricer.capfloor.DirectIborCapletFloorletVolatilityDefinition.Builder
Sets the shift parameter of shifted Black model.
shiftCurve() - Method in class com.opengamma.strata.pricer.capfloor.DirectIborCapletFloorletVolatilityDefinition.Meta
The meta-property for the shiftCurve property.
shiftCurve(Curve) - Method in class com.opengamma.strata.pricer.capfloor.SabrIborCapletFloorletVolatilityBootstrapDefinition.Builder
Sets the shift curve.
shiftCurve() - Method in class com.opengamma.strata.pricer.capfloor.SabrIborCapletFloorletVolatilityBootstrapDefinition.Meta
The meta-property for the shiftCurve property.
shiftCurve(Curve) - Method in class com.opengamma.strata.pricer.capfloor.SabrIborCapletFloorletVolatilityCalibrationDefinition.Builder
Sets the shift curve.
shiftCurve() - Method in class com.opengamma.strata.pricer.capfloor.SabrIborCapletFloorletVolatilityCalibrationDefinition.Meta
The meta-property for the shiftCurve property.
shiftCurve() - Method in class com.opengamma.strata.pricer.capfloor.ShiftedBlackIborCapletFloorletExpiryStrikeVolatilities.Meta
The meta-property for the shiftCurve property.
shiftCurve() - Method in class com.opengamma.strata.pricer.capfloor.SurfaceIborCapletFloorletVolatilityBootstrapDefinition.Meta
The meta-property for the shiftCurve property.
ShiftedBlackIborCapletFloorletExpiryStrikeVolatilities - Class in com.opengamma.strata.pricer.capfloor
Volatility for Ibor caplet/floorlet in the shifted log-normal or shifted Black model based on a surface.
ShiftedBlackIborCapletFloorletExpiryStrikeVolatilities.Meta - Class in com.opengamma.strata.pricer.capfloor
The meta-bean for ShiftedBlackIborCapletFloorletExpiryStrikeVolatilities.
shifts() - Method in class com.opengamma.strata.market.param.PointShifts.Meta
The meta-property for the shifts property.
shiftType() - Method in class com.opengamma.strata.market.curve.CurveParallelShifts.Meta
The meta-property for the shiftType property.
shiftType() - Method in class com.opengamma.strata.market.curve.ParallelShiftedCurve.Meta
The meta-property for the shiftType property.
shiftType() - Method in class com.opengamma.strata.market.FxRateShifts.Meta
The meta-property for the shiftType property.
shiftType() - Method in class com.opengamma.strata.market.GenericDoubleShifts.Meta
The meta-property for the shiftType property.
shiftType() - Method in class com.opengamma.strata.market.param.PointShifts.Meta
The meta-property for the shiftType property.
ShiftType - Enum in com.opengamma.strata.market
Enum representing alternative ways to apply a shift which modifies the value of a piece of market data.
SHORT_QUANTITY_FIELD - Static variable in class com.opengamma.strata.loader.csv.CsvLoaderUtils
The column name for the short quantity.
shortObservation() - Method in class com.opengamma.strata.product.rate.IborInterpolatedRateComputation.Meta
The meta-property for the shortObservation property.
shortQuantity(double) - Method in class com.opengamma.strata.product.bond.BillPosition.Builder
Sets the short quantity of the security.
shortQuantity() - Method in class com.opengamma.strata.product.bond.BillPosition.Meta
The meta-property for the shortQuantity property.
shortQuantity(double) - Method in class com.opengamma.strata.product.bond.BondFutureOptionPosition.Builder
Sets the short quantity of the security.
shortQuantity() - Method in class com.opengamma.strata.product.bond.BondFutureOptionPosition.Meta
The meta-property for the shortQuantity property.
shortQuantity(double) - Method in class com.opengamma.strata.product.bond.BondFuturePosition.Builder
Sets the short quantity of the security.
shortQuantity() - Method in class com.opengamma.strata.product.bond.BondFuturePosition.Meta
The meta-property for the shortQuantity property.
shortQuantity(double) - Method in class com.opengamma.strata.product.bond.CapitalIndexedBondPosition.Builder
Sets the short quantity of the security.
shortQuantity() - Method in class com.opengamma.strata.product.bond.CapitalIndexedBondPosition.Meta
The meta-property for the shortQuantity property.
shortQuantity(double) - Method in class com.opengamma.strata.product.bond.FixedCouponBondPosition.Builder
Sets the short quantity of the security.
shortQuantity() - Method in class com.opengamma.strata.product.bond.FixedCouponBondPosition.Meta
The meta-property for the shortQuantity property.
shortQuantity(double) - Method in class com.opengamma.strata.product.dsf.DsfPosition.Builder
Sets the short quantity of the security.
shortQuantity() - Method in class com.opengamma.strata.product.dsf.DsfPosition.Meta
The meta-property for the shortQuantity property.
shortQuantity(double) - Method in class com.opengamma.strata.product.etd.EtdFuturePosition.Builder
Sets the short quantity of the security.
shortQuantity() - Method in class com.opengamma.strata.product.etd.EtdFuturePosition.Meta
The meta-property for the shortQuantity property.
shortQuantity(double) - Method in class com.opengamma.strata.product.etd.EtdOptionPosition.Builder
Sets the short quantity of the security.
shortQuantity() - Method in class com.opengamma.strata.product.etd.EtdOptionPosition.Meta
The meta-property for the shortQuantity property.
shortQuantity(double) - Method in class com.opengamma.strata.product.GenericSecurityPosition.Builder
Sets the short quantity of the security.
shortQuantity() - Method in class com.opengamma.strata.product.GenericSecurityPosition.Meta
The meta-property for the shortQuantity property.
shortQuantity(double) - Method in class com.opengamma.strata.product.index.IborFutureOptionPosition.Builder
Sets the short quantity of the security.
shortQuantity() - Method in class com.opengamma.strata.product.index.IborFutureOptionPosition.Meta
The meta-property for the shortQuantity property.
shortQuantity(double) - Method in class com.opengamma.strata.product.index.IborFuturePosition.Builder
Sets the short quantity of the security.
shortQuantity() - Method in class com.opengamma.strata.product.index.IborFuturePosition.Meta
The meta-property for the shortQuantity property.
shortQuantity(double) - Method in class com.opengamma.strata.product.index.OvernightFuturePosition.Builder
Sets the short quantity of the security.
shortQuantity() - Method in class com.opengamma.strata.product.index.OvernightFuturePosition.Meta
The meta-property for the shortQuantity property.
shortQuantity(double) - Method in class com.opengamma.strata.product.SecurityPosition.Builder
Sets the quantity that was traded.
shortQuantity() - Method in class com.opengamma.strata.product.SecurityPosition.Meta
The meta-property for the shortQuantity property.
sign() - Method in enum com.opengamma.strata.product.common.LongShort
Returns the sign, where 'Long' returns 1 and 'Short' returns -1.
SIMPLE_MONEYNESS - Static variable in class com.opengamma.strata.market.ValueType
Type used when each value is simple-moneyness, i.e.
SimpleConstantContinuousBarrier - Class in com.opengamma.strata.product.option
Continuous barrier with constant barrier level.
SimpleConstantContinuousBarrier.Meta - Class in com.opengamma.strata.product.option
The meta-bean for SimpleConstantContinuousBarrier.
SimpleCreditCurveCalibrator - Class in com.opengamma.strata.pricer.credit
Simple credit curve calibrator.
SimpleCreditCurveCalibrator(AccrualOnDefaultFormula) - Constructor for class com.opengamma.strata.pricer.credit.SimpleCreditCurveCalibrator
Constructors a credit curve calibrator with the accrual-on-default formula specified.
SimpleCurveParameterMetadata - Class in com.opengamma.strata.market.curve
Simple parameter metadata containing the x value and type.
SimpleCurveParameterMetadata.Meta - Class in com.opengamma.strata.market.curve
The meta-bean for SimpleCurveParameterMetadata.
SimpleDiscountFactors - Class in com.opengamma.strata.pricer
Provides access to discount factors for a currency based on a discount factor curve.
SimpleDiscountFactors.Meta - Class in com.opengamma.strata.pricer
The meta-bean for SimpleDiscountFactors.
SimpleIborIndexRates - Class in com.opengamma.strata.pricer.rate
An Ibor index curve providing rates directly from a forward rates curve.
SimpleIborIndexRates.Meta - Class in com.opengamma.strata.pricer.rate
The meta-bean for SimpleIborIndexRates.
simpleMoneyness() - Method in class com.opengamma.strata.pricer.swaption.SwaptionSurfaceExpirySimpleMoneynessParameterMetadata.Meta
The meta-property for the simpleMoneyness property.
SimplePriceIndexValues - Class in com.opengamma.strata.pricer.rate
Provides values for a Price index from a forward curve.
SimplePriceIndexValues.Meta - Class in com.opengamma.strata.pricer.rate
The meta-bean for SimplePriceIndexValues.
SimpleStrike - Class in com.opengamma.strata.market.option
A simple strike value.
SimpleStrike.Meta - Class in com.opengamma.strata.market.option
The meta-bean for SimpleStrike.
SimpleSurfaceParameterMetadata - Class in com.opengamma.strata.market.surface
Simple parameter metadata containing the x and y values and type.
SimpleSurfaceParameterMetadata.Meta - Class in com.opengamma.strata.market.surface
The meta-bean for SimpleSurfaceParameterMetadata.
singleCreditCurveParameterSensitivity(PointSensitivities, StandardId, Currency) - Method in interface com.opengamma.strata.pricer.credit.CreditRatesProvider
Computes the parameter sensitivity for a specific credit curve.
singleCreditCurveParameterSensitivity(PointSensitivities, StandardId, Currency) - Method in class com.opengamma.strata.pricer.credit.ImmutableCreditRatesProvider
 
SingleCurrencySwapConvention - Interface in com.opengamma.strata.product.swap.type
A market convention for swap trades.
singleDiscountCurveParameterSensitivity(PointSensitivities, Currency) - Method in interface com.opengamma.strata.pricer.credit.CreditRatesProvider
Computes the parameter sensitivity for a specific discount curve.
singleDiscountCurveParameterSensitivity(PointSensitivities, Currency) - Method in class com.opengamma.strata.pricer.credit.ImmutableCreditRatesProvider
 
size() - Method in class com.opengamma.strata.basics.currency.CurrencyAmountArray
Gets the size of the array.
size() - Method in class com.opengamma.strata.basics.currency.MultiCurrencyAmount
Gets the number of stored amounts.
size() - Method in class com.opengamma.strata.basics.currency.MultiCurrencyAmountArray.Meta
The meta-property for the size property.
size() - Method in class com.opengamma.strata.basics.currency.MultiCurrencyAmountArray
Gets the size of the array.
size() - Method in class com.opengamma.strata.basics.schedule.Schedule
Gets the number of periods in the schedule.
size() - Method in class com.opengamma.strata.collect.array.DoubleArray
Gets the size of this array.
size() - Method in class com.opengamma.strata.collect.array.DoubleMatrix
Gets the size of this matrix.
size() - Method in class com.opengamma.strata.collect.array.IntArray
Gets the size of this array.
size() - Method in interface com.opengamma.strata.collect.array.Matrix
Gets the size of the matrix.
size() - Method in class com.opengamma.strata.collect.io.ArrayByteSource
 
size() - Method in interface com.opengamma.strata.collect.timeseries.LocalDateDoubleTimeSeries
Return the size of this time-series.
size() - Method in class com.opengamma.strata.collect.tuple.DoublesPair
Gets the number of elements held by this pair.
size() - Method in class com.opengamma.strata.collect.tuple.IntDoublePair
Gets the number of elements held by this pair.
size() - Method in class com.opengamma.strata.collect.tuple.LongDoublePair
Gets the number of elements held by this pair.
size() - Method in class com.opengamma.strata.collect.tuple.ObjDoublePair
Gets the number of elements held by this pair.
size() - Method in class com.opengamma.strata.collect.tuple.ObjIntPair
Gets the number of elements held by this pair.
size() - Method in class com.opengamma.strata.collect.tuple.Pair
Gets the number of elements held by this pair.
size() - Method in class com.opengamma.strata.collect.tuple.Triple
Gets the number of elements held by this triple.
size() - Method in interface com.opengamma.strata.collect.tuple.Tuple
Gets the number of elements held by this tuple.
size() - Method in class com.opengamma.strata.market.param.CrossGammaParameterSensitivities
Gets the number of sensitivity entries.
size() - Method in class com.opengamma.strata.market.param.CurrencyParameterSensitivities
Gets the number of sensitivity entries.
size() - Method in class com.opengamma.strata.market.param.UnitParameterSensitivities
Gets the number of sensitivity entries.
size() - Method in class com.opengamma.strata.market.sensitivity.MutablePointSensitivities
Gets the number of sensitivity entries.
size() - Method in class com.opengamma.strata.market.sensitivity.PointSensitivities
Gets the number of sensitivity entries.
sizeIfKnown() - Method in class com.opengamma.strata.collect.io.ArrayByteSource
Gets the size, which is always known.
SK - Static variable in class com.opengamma.strata.basics.location.Country
The currency 'SK' - Slovakia.
skip(long) - Method in class com.opengamma.strata.collect.MapStream
 
smile(SmileDeltaTermStructure) - Method in class com.opengamma.strata.pricer.fxopt.BlackFxOptionSmileVolatilities.Builder
Sets the volatility model.
smile() - Method in class com.opengamma.strata.pricer.fxopt.BlackFxOptionSmileVolatilities.Meta
The meta-property for the smile property.
SmileAndBucketedSensitivities - Class in com.opengamma.strata.pricer.fxopt
Combines information about a volatility smile expressed in delta form and its sensitivities.
smileAndSensitivitiesForExpiry(double, DoubleArray) - Method in class com.opengamma.strata.pricer.fxopt.InterpolatedStrikeSmileDeltaTermStructure
 
smileAndSensitivitiesForExpiry(double, DoubleArray) - Method in interface com.opengamma.strata.pricer.fxopt.SmileDeltaTermStructure
Calculates the smile at a given time and the sensitivities with respect to the volatility data points.
SmileDeltaParameters - Class in com.opengamma.strata.pricer.fxopt
A delta dependent smile as used in Forex market.
SmileDeltaParameters.Meta - Class in com.opengamma.strata.pricer.fxopt
The meta-bean for SmileDeltaParameters.
SmileDeltaTermStructure - Interface in com.opengamma.strata.pricer.fxopt
A term structure of smile as used in Forex market.
smileForExpiry(double) - Method in class com.opengamma.strata.pricer.fxopt.InterpolatedStrikeSmileDeltaTermStructure
 
smileForExpiry(double) - Method in interface com.opengamma.strata.pricer.fxopt.SmileDeltaTermStructure
Calculates the smile at a given time.
solve(DoubleArray) - Method in interface com.opengamma.strata.math.linearalgebra.DecompositionResult
Solves $\mathbf{A}x = b$ where $\mathbf{A}$ is a (decomposed) matrix and $b$ is a vector.
solve(double[]) - Method in interface com.opengamma.strata.math.linearalgebra.DecompositionResult
Solves $\mathbf{A}x = b$ where $\mathbf{A}$ is a (decomposed) matrix and $b$ is a vector.
solve(DoubleMatrix) - Method in interface com.opengamma.strata.math.linearalgebra.DecompositionResult
Solves $\mathbf{A}x = \mathbf{B}$ where $\mathbf{A}$ is a (decomposed) matrix and $\mathbf{B}$ is a matrix.
sort() - Method in class com.opengamma.strata.market.sensitivity.MutablePointSensitivities
Sorts the mutable list of point sensitivities.
sorted() - Method in class com.opengamma.strata.collect.array.DoubleArray
Returns a sorted copy of this array.
sorted() - Method in class com.opengamma.strata.collect.array.IntArray
Returns a sorted copy of this array.
sorted() - Method in class com.opengamma.strata.collect.MapStream
 
sorted(Comparator<? super Map.Entry<K, V>>) - Method in class com.opengamma.strata.collect.MapStream
 
sorted() - Method in class com.opengamma.strata.market.amount.CashFlows
Returns an instance that is sorted.
sortPairs(double[], double[]) - Static method in class com.opengamma.strata.collect.DoubleArrayMath
Sorts the two arrays, retaining the associated values with the sorted keys.
sortPairs(double[], V[]) - Static method in class com.opengamma.strata.collect.DoubleArrayMath
Sorts the two arrays, retaining the associated values with the sorted keys.
specification() - Method in class com.opengamma.strata.measure.fxopt.FxOptionVolatilitiesDefinition.Meta
The meta-property for the specification property.
split() - Method in class com.opengamma.strata.market.curve.AddFixedCurve
 
split() - Method in class com.opengamma.strata.market.curve.CombinedCurve
 
split() - Method in interface com.opengamma.strata.market.curve.Curve
Obtains a list of underlying curves.
split() - Method in class com.opengamma.strata.market.param.CurrencyParameterSensitivities
Splits this sensitivity instance.
split() - Method in class com.opengamma.strata.market.param.CurrencyParameterSensitivity
Splits this sensitivity instance.
split() - Method in class com.opengamma.strata.market.param.UnitParameterSensitivities
Splits this sensitivity instance.
split() - Method in class com.opengamma.strata.market.param.UnitParameterSensitivity
Splits this sensitivity instance.
spliterator() - Method in class com.opengamma.strata.collect.MapStream
 
splitValues(DoubleArray) - Method in class com.opengamma.strata.market.curve.JacobianCalibrationMatrix
Splits the array according to the curve order.
spotDateOffset(DaysAdjustment) - Method in class com.opengamma.strata.market.curve.DepositIsdaCreditCurveNode.Builder
Sets the offset of the start date from the trade date.
spotDateOffset() - Method in class com.opengamma.strata.market.curve.DepositIsdaCreditCurveNode.Meta
The meta-property for the spotDateOffset property.
spotDateOffset(DaysAdjustment) - Method in class com.opengamma.strata.market.curve.SwapIsdaCreditCurveNode.Builder
Sets the offset of the start date from the trade date.
spotDateOffset() - Method in class com.opengamma.strata.market.curve.SwapIsdaCreditCurveNode.Meta
The meta-property for the spotDateOffset property.
spotDateOffset(DaysAdjustment) - Method in class com.opengamma.strata.measure.fxopt.FxOptionVolatilitiesNode.Builder
Sets the offset of the spot value date from the valuation date.
spotDateOffset() - Method in class com.opengamma.strata.measure.fxopt.FxOptionVolatilitiesNode.Meta
The meta-property for the spotDateOffset property.
spotDateOffset(DaysAdjustment) - Method in class com.opengamma.strata.product.deposit.type.ImmutableIborFixingDepositConvention.Builder
Sets the offset of the spot value date from the trade date, optional with defaulting getter.
spotDateOffset() - Method in class com.opengamma.strata.product.deposit.type.ImmutableIborFixingDepositConvention.Meta
The meta-property for the spotDateOffset property.
spotDateOffset(DaysAdjustment) - Method in class com.opengamma.strata.product.deposit.type.ImmutableTermDepositConvention.Builder
Sets the offset of the spot value date from the trade date.
spotDateOffset() - Method in class com.opengamma.strata.product.deposit.type.ImmutableTermDepositConvention.Meta
The meta-property for the spotDateOffset property.
spotDateOffset(DaysAdjustment) - Method in class com.opengamma.strata.product.fra.type.ImmutableFraConvention.Builder
Sets the offset of the spot value date from the trade date, optional with defaulting getter.
spotDateOffset() - Method in class com.opengamma.strata.product.fra.type.ImmutableFraConvention.Meta
The meta-property for the spotDateOffset property.
spotDateOffset(DaysAdjustment) - Method in class com.opengamma.strata.product.fx.type.ImmutableFxSwapConvention.Builder
Sets the offset of the spot value date from the trade date.
spotDateOffset() - Method in class com.opengamma.strata.product.fx.type.ImmutableFxSwapConvention.Meta
The meta-property for the spotDateOffset property.
spotDateOffset(DaysAdjustment) - Method in class com.opengamma.strata.product.swap.type.ImmutableFixedIborSwapConvention.Builder
Sets the offset of the spot value date from the trade date.
spotDateOffset() - Method in class com.opengamma.strata.product.swap.type.ImmutableFixedIborSwapConvention.Meta
The meta-property for the spotDateOffset property.
spotDateOffset(DaysAdjustment) - Method in class com.opengamma.strata.product.swap.type.ImmutableFixedInflationSwapConvention.Builder
Sets the offset of the spot value date from the trade date.
spotDateOffset() - Method in class com.opengamma.strata.product.swap.type.ImmutableFixedInflationSwapConvention.Meta
The meta-property for the spotDateOffset property.
spotDateOffset(DaysAdjustment) - Method in class com.opengamma.strata.product.swap.type.ImmutableFixedOvernightSwapConvention.Builder
Sets the offset of the spot value date from the trade date.
spotDateOffset() - Method in class com.opengamma.strata.product.swap.type.ImmutableFixedOvernightSwapConvention.Meta
The meta-property for the spotDateOffset property.
spotDateOffset(DaysAdjustment) - Method in class com.opengamma.strata.product.swap.type.ImmutableIborIborSwapConvention.Builder
Sets the offset of the spot value date from the trade date.
spotDateOffset() - Method in class com.opengamma.strata.product.swap.type.ImmutableIborIborSwapConvention.Meta
The meta-property for the spotDateOffset property.
spotDateOffset(DaysAdjustment) - Method in class com.opengamma.strata.product.swap.type.ImmutableOvernightIborSwapConvention.Builder
Sets the offset of the spot value date from the trade date.
spotDateOffset() - Method in class com.opengamma.strata.product.swap.type.ImmutableOvernightIborSwapConvention.Meta
The meta-property for the spotDateOffset property.
spotDateOffset(DaysAdjustment) - Method in class com.opengamma.strata.product.swap.type.ImmutableThreeLegBasisSwapConvention.Builder
Sets the offset of the spot value date from the trade date.
spotDateOffset() - Method in class com.opengamma.strata.product.swap.type.ImmutableThreeLegBasisSwapConvention.Meta
The meta-property for the spotDateOffset property.
spotDateOffset(DaysAdjustment) - Method in class com.opengamma.strata.product.swap.type.ImmutableXCcyIborIborSwapConvention.Builder
Sets the offset of the spot value date from the trade date.
spotDateOffset() - Method in class com.opengamma.strata.product.swap.type.ImmutableXCcyIborIborSwapConvention.Meta
The meta-property for the spotDateOffset property.
SPREAD - Static variable in class com.opengamma.strata.market.explain.ExplainKey
The spread, added to the forward rate.
spread() - Method in class com.opengamma.strata.market.GenericDoubleShifts.Meta
The meta-property for the spread property.
spread(ValueSchedule) - Method in class com.opengamma.strata.product.swap.IborRateCalculation.Builder
Sets the spread rate, with a 5% rate expressed as 0.05, optional.
spread() - Method in class com.opengamma.strata.product.swap.IborRateCalculation.Meta
The meta-property for the spread property.
spread(ValueSchedule) - Method in class com.opengamma.strata.product.swap.OvernightRateCalculation.Builder
Sets the spread rate, optional.
spread() - Method in class com.opengamma.strata.product.swap.OvernightRateCalculation.Meta
The meta-property for the spread property.
spread(double) - Method in class com.opengamma.strata.product.swap.RateAccrualPeriod.Builder
Sets the spread rate, defaulted to 0.
spread() - Method in class com.opengamma.strata.product.swap.RateAccrualPeriod.Meta
The meta-property for the spread property.
spreadCurve() - Method in class com.opengamma.strata.market.curve.AddFixedCurve.Meta
The meta-property for the spreadCurve property.
spreadCurve() - Method in class com.opengamma.strata.market.curve.CombinedCurve.Meta
The meta-property for the spreadCurve property.
spreadFloatingLeg(IborRateSwapLegConvention) - Method in class com.opengamma.strata.product.swap.type.ImmutableThreeLegBasisSwapConvention.Builder
Sets the market convention of the floating leg to which the spread leg is added.
spreadFloatingLeg() - Method in class com.opengamma.strata.product.swap.type.ImmutableThreeLegBasisSwapConvention.Meta
The meta-property for the spreadFloatingLeg property.
spreadId(ObservableId) - Method in class com.opengamma.strata.market.curve.node.XCcyIborIborSwapCurveNode.Builder
Sets the identifier of the market data value which provides the spread.
spreadId() - Method in class com.opengamma.strata.market.curve.node.XCcyIborIborSwapCurveNode.Meta
The meta-property for the spreadId property.
spreadLeg(IborRateSwapLegConvention) - Method in class com.opengamma.strata.product.swap.type.ImmutableIborIborSwapConvention.Builder
Sets the market convention of the floating leg that has the spread applied.
spreadLeg() - Method in class com.opengamma.strata.product.swap.type.ImmutableIborIborSwapConvention.Meta
The meta-property for the spreadLeg property.
spreadLeg(FixedRateSwapLegConvention) - Method in class com.opengamma.strata.product.swap.type.ImmutableThreeLegBasisSwapConvention.Builder
Sets the market convention of the fixed leg for the spread.
spreadLeg() - Method in class com.opengamma.strata.product.swap.type.ImmutableThreeLegBasisSwapConvention.Meta
The meta-property for the spreadLeg property.
spreadLeg(IborRateSwapLegConvention) - Method in class com.opengamma.strata.product.swap.type.ImmutableXCcyIborIborSwapConvention.Builder
Sets the market convention of the floating leg that has the spread applied.
spreadLeg() - Method in class com.opengamma.strata.product.swap.type.ImmutableXCcyIborIborSwapConvention.Meta
The meta-property for the spreadLeg property.
SpreadSensitivityCalculator - Class in com.opengamma.strata.pricer.credit
The spread sensitivity calculator.
SpreadSensitivityCalculator(AccrualOnDefaultFormula) - Constructor for class com.opengamma.strata.pricer.credit.SpreadSensitivityCalculator
Constructor with accrual-on-default formula.
SQUARE_LINEAR - Static variable in class com.opengamma.strata.market.curve.interpolator.CurveInterpolators
Square linear interpolator.
stackTrace() - Method in class com.opengamma.strata.collect.result.FailureItem.Meta
The meta-property for the stackTrace property.
standard() - Static method in interface com.opengamma.strata.basics.ReferenceData
Obtains an instance of standard reference data.
standard(Appendable) - Static method in class com.opengamma.strata.collect.io.CsvOutput
Creates an instance, using the system default line separator and using a comma separator.
standard(Appendable, String) - Static method in class com.opengamma.strata.collect.io.CsvOutput
Creates an instance, allowing the new line character to be controlled and using a comma separator.
standard(Appendable, String, String) - Static method in class com.opengamma.strata.collect.io.CsvOutput
Creates an instance, allowing the new line character to be controlled, specifying the separator.
standard() - Static method in class com.opengamma.strata.data.FxMatrixId
Obtains an instance representing an FX matrix.
standard() - Static method in interface com.opengamma.strata.loader.csv.PositionCsvInfoResolver
Obtains an instance that uses the standard set of reference data.
standard() - Static method in class com.opengamma.strata.loader.csv.PositionCsvLoader
Obtains an instance that uses the standard set of reference data.
standard() - Static method in interface com.opengamma.strata.loader.csv.TradeCsvInfoResolver
Obtains an instance that uses the standard set of reference data.
standard() - Static method in class com.opengamma.strata.loader.csv.TradeCsvLoader
Obtains an instance that uses the standard set of reference data.
standard() - Static method in interface com.opengamma.strata.loader.fpml.FpmlTradeInfoParserPlugin
Returns the standard parser plugin that parses the trade date and the first identifier of "our" party.
standard() - Static method in class com.opengamma.strata.measure.curve.RootFinderConfig
Returns standard root finder configuration, using the DEFAULT constants from this class.
standard() - Static method in class com.opengamma.strata.pricer.capfloor.DirectIborCapletFloorletVolatilityCalibrator
Obtains the standard instance.
standard() - Static method in class com.opengamma.strata.pricer.credit.FastCreditCurveCalibrator
Obtains the standard calibrator.
STANDARD - Static variable in class com.opengamma.strata.pricer.credit.IsdaCompliantDiscountCurveCalibrator
Default implementation.
standard() - Static method in class com.opengamma.strata.pricer.credit.IsdaCompliantDiscountCurveCalibrator
Obtains the standard curve calibrator.
standard() - Static method in class com.opengamma.strata.pricer.credit.IsdaCompliantIndexCurveCalibrator
Obtains the standard curve calibrator.
standard() - Static method in class com.opengamma.strata.pricer.credit.SimpleCreditCurveCalibrator
Obtains the standard calibrator.
standard() - Static method in class com.opengamma.strata.pricer.curve.RatesCurveCalibrator
The standard curve calibrator.
standard() - Static method in class com.opengamma.strata.pricer.curve.SyntheticRatesCurveCalibrator
The standard synthetic curve calibrator.
standard() - Static method in interface com.opengamma.strata.pricer.rate.RateComputationFn
Returns the standard instance of the function.
standard() - Static method in interface com.opengamma.strata.pricer.swap.SwapPaymentEventPricer
Returns the standard instance of the function.
standard() - Static method in interface com.opengamma.strata.pricer.swap.SwapPaymentPeriodPricer
Returns the standard instance of the function.
StandardComponents - Class in com.opengamma.strata.measure
Factory methods for creating standard Strata components.
StandardFxSwapConventions - Class in com.opengamma.strata.product.fx.type
Market standard FX swap conventions.
StandardId - Class in com.opengamma.strata.basics
An immutable standard identifier for an item.
StandardId.Meta - Class in com.opengamma.strata.basics
The meta-bean for StandardId.
START_DATE - Static variable in class com.opengamma.strata.market.explain.ExplainKey
The accrual start date, adjusted to be a valid business day if necessary.
startDate(LocalDate) - Method in class com.opengamma.strata.basics.schedule.PeriodicSchedule.Builder
Sets the start date, which is the start of the first schedule period.
startDate() - Method in class com.opengamma.strata.basics.schedule.PeriodicSchedule.Meta
The meta-property for the startDate property.
startDate(LocalDate) - Method in class com.opengamma.strata.basics.schedule.SchedulePeriod.Builder
Sets the start date of this period, used for financial calculations such as interest accrual.
startDate() - Method in class com.opengamma.strata.basics.schedule.SchedulePeriod.Meta
The meta-property for the startDate property.
startDate(LocalDate) - Method in class com.opengamma.strata.product.bond.CapitalIndexedBondPaymentPeriod.Builder
Sets the start date of the payment period.
startDate() - Method in class com.opengamma.strata.product.bond.CapitalIndexedBondPaymentPeriod.Meta
The meta-property for the startDate property.
startDate(LocalDate) - Method in class com.opengamma.strata.product.bond.FixedCouponBondPaymentPeriod.Builder
Sets the start date of the payment period.
startDate() - Method in class com.opengamma.strata.product.bond.FixedCouponBondPaymentPeriod.Meta
The meta-property for the startDate property.
startDate(LocalDate) - Method in class com.opengamma.strata.product.bond.KnownAmountBondPaymentPeriod.Builder
Sets the start date of the payment period.
startDate() - Method in class com.opengamma.strata.product.bond.KnownAmountBondPaymentPeriod.Meta
The meta-property for the startDate property.
startDate(LocalDate) - Method in class com.opengamma.strata.product.capfloor.IborCapletFloorletPeriod.Builder
Sets the start date of the payment period.
startDate() - Method in class com.opengamma.strata.product.capfloor.IborCapletFloorletPeriod.Meta
The meta-property for the startDate property.
startDate(LocalDate) - Method in class com.opengamma.strata.product.cms.CmsPeriod.Builder
Sets the start date of the payment period.
startDate() - Method in class com.opengamma.strata.product.cms.CmsPeriod.Meta
The meta-property for the startDate property.
startDate(LocalDate) - Method in class com.opengamma.strata.product.credit.CreditCouponPaymentPeriod.Builder
Sets the start date of the accrual period.
startDate() - Method in class com.opengamma.strata.product.credit.CreditCouponPaymentPeriod.Meta
The meta-property for the startDate property.
startDate() - Method in class com.opengamma.strata.product.credit.type.DatesCdsTemplate.Meta
The meta-property for the startDate property.
startDate(LocalDate) - Method in class com.opengamma.strata.product.deposit.IborFixingDeposit.Builder
Sets the start date of the deposit.
startDate() - Method in class com.opengamma.strata.product.deposit.IborFixingDeposit.Meta
The meta-property for the startDate property.
startDate(LocalDate) - Method in class com.opengamma.strata.product.deposit.ResolvedIborFixingDeposit.Builder
Sets the start date of the deposit.
startDate() - Method in class com.opengamma.strata.product.deposit.ResolvedIborFixingDeposit.Meta
The meta-property for the startDate property.
startDate(LocalDate) - Method in class com.opengamma.strata.product.deposit.ResolvedTermDeposit.Builder
Sets the start date of the deposit.
startDate() - Method in class com.opengamma.strata.product.deposit.ResolvedTermDeposit.Meta
The meta-property for the startDate property.
startDate(LocalDate) - Method in class com.opengamma.strata.product.deposit.TermDeposit.Builder
Sets the start date of the deposit.
startDate() - Method in class com.opengamma.strata.product.deposit.TermDeposit.Meta
The meta-property for the startDate property.
startDate(LocalDate) - Method in class com.opengamma.strata.product.fra.Fra.Builder
Sets the start date, which is the effective date of the FRA.
startDate() - Method in class com.opengamma.strata.product.fra.Fra.Meta
The meta-property for the startDate property.
startDate(LocalDate) - Method in class com.opengamma.strata.product.fra.ResolvedFra.Builder
Sets the start date, which is the effective date of the FRA.
startDate() - Method in class com.opengamma.strata.product.fra.ResolvedFra.Meta
The meta-property for the startDate property.
startDate(LocalDate) - Method in class com.opengamma.strata.product.index.OvernightFuture.Builder
Sets the first date of the rate calculation period.
startDate() - Method in class com.opengamma.strata.product.index.OvernightFuture.Meta
The meta-property for the startDate property.
startDate(LocalDate) - Method in class com.opengamma.strata.product.index.OvernightFutureSecurity.Builder
Sets the first date of the rate calculation period.
startDate() - Method in class com.opengamma.strata.product.index.OvernightFutureSecurity.Meta
The meta-property for the startDate property.
startDate(LocalDate) - Method in class com.opengamma.strata.product.rate.OvernightAveragedDailyRateComputation.Builder
Sets the start date of the accrual period.
startDate() - Method in class com.opengamma.strata.product.rate.OvernightAveragedDailyRateComputation.Meta
The meta-property for the startDate property.
startDate(LocalDate) - Method in class com.opengamma.strata.product.rate.OvernightAveragedRateComputation.Builder
Sets the fixing date associated with the start date of the accrual period.
startDate() - Method in class com.opengamma.strata.product.rate.OvernightAveragedRateComputation.Meta
The meta-property for the startDate property.
startDate(LocalDate) - Method in class com.opengamma.strata.product.rate.OvernightCompoundedRateComputation.Builder
Sets the fixing date associated with the start date of the accrual period.
startDate() - Method in class com.opengamma.strata.product.rate.OvernightCompoundedRateComputation.Meta
The meta-property for the startDate property.
startDate(LocalDate) - Method in class com.opengamma.strata.product.swap.KnownAmountNotionalSwapPaymentPeriod.Builder
Sets the start date of the payment period.
startDate() - Method in class com.opengamma.strata.product.swap.KnownAmountNotionalSwapPaymentPeriod.Meta
The meta-property for the startDate property.
startDate() - Method in class com.opengamma.strata.product.swap.KnownAmountSwapLeg.Meta
The meta-property for the startDate property.
startDate(LocalDate) - Method in class com.opengamma.strata.product.swap.KnownAmountSwapPaymentPeriod.Builder
Sets the start date of the payment period.
startDate() - Method in class com.opengamma.strata.product.swap.KnownAmountSwapPaymentPeriod.Meta
The meta-property for the startDate property.
startDate(LocalDate) - Method in class com.opengamma.strata.product.swap.RateAccrualPeriod.Builder
Sets the start date of the accrual period.
startDate() - Method in class com.opengamma.strata.product.swap.RateAccrualPeriod.Meta
The meta-property for the startDate property.
startDate() - Method in class com.opengamma.strata.product.swap.RateCalculationSwapLeg.Meta
The meta-property for the startDate property.
startDate() - Method in class com.opengamma.strata.product.swap.ResolvedSwap.Meta
The meta-property for the startDate property.
startDate() - Method in class com.opengamma.strata.product.swap.Swap.Meta
The meta-property for the startDate property.
startDateBusinessDayAdjustment(BusinessDayAdjustment) - Method in class com.opengamma.strata.basics.schedule.PeriodicSchedule.Builder
Sets the optional business day adjustment to apply to the start date.
startDateBusinessDayAdjustment() - Method in class com.opengamma.strata.basics.schedule.PeriodicSchedule.Meta
The meta-property for the startDateBusinessDayAdjustment property.
startDateBusinessDayAdjustment(BusinessDayAdjustment) - Method in class com.opengamma.strata.product.credit.type.ImmutableCdsConvention.Builder
Sets the business day adjustment to apply to the start date, optional with defaulting getter.
startDateBusinessDayAdjustment() - Method in class com.opengamma.strata.product.credit.type.ImmutableCdsConvention.Meta
The meta-property for the startDateBusinessDayAdjustment property.
startDateBusinessDayAdjustment(BusinessDayAdjustment) - Method in class com.opengamma.strata.product.swap.type.FixedRateSwapLegConvention.Builder
Sets the business day adjustment to apply to the start date, optional with defaulting getter.
startDateBusinessDayAdjustment() - Method in class com.opengamma.strata.product.swap.type.FixedRateSwapLegConvention.Meta
The meta-property for the startDateBusinessDayAdjustment property.
startDateBusinessDayAdjustment(BusinessDayAdjustment) - Method in class com.opengamma.strata.product.swap.type.IborRateSwapLegConvention.Builder
Sets the business day adjustment to apply to the start date, optional with defaulting getter.
startDateBusinessDayAdjustment() - Method in class com.opengamma.strata.product.swap.type.IborRateSwapLegConvention.Meta
The meta-property for the startDateBusinessDayAdjustment property.
startDateBusinessDayAdjustment(BusinessDayAdjustment) - Method in class com.opengamma.strata.product.swap.type.OvernightRateSwapLegConvention.Builder
Sets the business day adjustment to apply to the start date, optional with defaulting getter.
startDateBusinessDayAdjustment() - Method in class com.opengamma.strata.product.swap.type.OvernightRateSwapLegConvention.Meta
The meta-property for the startDateBusinessDayAdjustment property.
startIndexValue() - Method in class com.opengamma.strata.product.rate.InflationEndInterpolatedRateComputation.Meta
The meta-property for the startIndexValue property.
startIndexValue() - Method in class com.opengamma.strata.product.rate.InflationEndMonthRateComputation.Meta
The meta-property for the startIndexValue property.
startObservation() - Method in class com.opengamma.strata.product.rate.InflationInterpolatedRateComputation.Meta
The meta-property for the startObservation property.
startObservation() - Method in class com.opengamma.strata.product.rate.InflationMonthlyRateComputation.Meta
The meta-property for the startObservation property.
startSecondObservation() - Method in class com.opengamma.strata.product.rate.InflationInterpolatedRateComputation.Meta
The meta-property for the startSecondObservation property.
startYear() - Method in class com.opengamma.strata.basics.date.ImmutableHolidayCalendar.Meta
The meta-property for the startYear property.
stateValue() - Method in class com.opengamma.strata.pricer.fxopt.RecombiningTrinomialTreeData.Meta
The meta-property for the stateValue property.
STEP_UPPER - Static variable in class com.opengamma.strata.market.curve.interpolator.CurveInterpolators
Step upper interpolator.
stepinDateOffset(DaysAdjustment) - Method in class com.opengamma.strata.product.credit.Cds.Builder
Sets the number of days between valuation date and step-in date.
stepinDateOffset() - Method in class com.opengamma.strata.product.credit.Cds.Meta
The meta-property for the stepinDateOffset property.
stepinDateOffset(DaysAdjustment) - Method in class com.opengamma.strata.product.credit.CdsIndex.Builder
Sets the number of days between valuation date and step-in date.
stepinDateOffset() - Method in class com.opengamma.strata.product.credit.CdsIndex.Meta
The meta-property for the stepinDateOffset property.
stepinDateOffset(DaysAdjustment) - Method in class com.opengamma.strata.product.credit.ResolvedCds.Builder
Sets the number of days between valuation date and step-in date.
stepinDateOffset() - Method in class com.opengamma.strata.product.credit.ResolvedCds.Meta
The meta-property for the stepinDateOffset property.
stepinDateOffset(DaysAdjustment) - Method in class com.opengamma.strata.product.credit.ResolvedCdsIndex.Builder
Sets the number of days between valuation date and step-in date.
stepinDateOffset() - Method in class com.opengamma.strata.product.credit.ResolvedCdsIndex.Meta
The meta-property for the stepinDateOffset property.
stepinDateOffset(DaysAdjustment) - Method in class com.opengamma.strata.product.credit.type.ImmutableCdsConvention.Builder
Sets the number of days between valuation date and step-in date.
stepinDateOffset() - Method in class com.opengamma.strata.product.credit.type.ImmutableCdsConvention.Meta
The meta-property for the stepinDateOffset property.
steps(List<ValueStep>) - Method in class com.opengamma.strata.basics.value.ValueSchedule.Builder
Sets the steps defining the change in the value.
steps(ValueStep...) - Method in class com.opengamma.strata.basics.value.ValueSchedule.Builder
Sets the steps property in the builder from an array of objects.
steps() - Method in class com.opengamma.strata.basics.value.ValueSchedule.Meta
The meta-property for the steps property.
stepSequence(ValueStepSequence) - Method in class com.opengamma.strata.basics.value.ValueSchedule.Builder
Sets the sequence of steps changing the value.
stepSequence() - Method in class com.opengamma.strata.basics.value.ValueSchedule.Meta
The meta-property for the stepSequence property.
storeNodeTrade() - Method in class com.opengamma.strata.market.curve.IsdaCreditCurveDefinition.Meta
The meta-property for the storeNodeTrade property.
STRANGLE - Static variable in class com.opengamma.strata.market.ValueType
Type used when each value is a strangle - 'Strangle'.
stream() - Method in class com.opengamma.strata.basics.currency.CurrencyAmountArray
Returns a stream of the amounts.
stream() - Method in class com.opengamma.strata.basics.currency.MultiCurrencyAmount
Returns a stream over the currency amounts.
stream() - Method in class com.opengamma.strata.basics.currency.MultiCurrencyAmountArray
Returns a stream of the amounts.
stream() - Method in class com.opengamma.strata.collect.array.DoubleArray
Returns a stream over the array values.
stream() - Method in class com.opengamma.strata.collect.array.IntArray
Returns a stream over the array values.
stream(Iterable<T>) - Static method in class com.opengamma.strata.collect.Guavate
Converts an iterable to a serial stream.
stream(Optional<T>) - Static method in class com.opengamma.strata.collect.Guavate
Converts an optional to a stream with zero or one elements.
stream() - Method in class com.opengamma.strata.collect.result.Result
Converts this result to a stream.
stream() - Method in interface com.opengamma.strata.collect.timeseries.LocalDateDoubleTimeSeries
Returns a stream over the points of this time-series.
stream() - Method in class com.opengamma.strata.data.scenario.CurrencyScenarioArray
 
stream() - Method in class com.opengamma.strata.data.scenario.DoubleScenarioArray
 
stream() - Method in class com.opengamma.strata.data.scenario.FxRateScenarioArray
 
stream() - Method in interface com.opengamma.strata.data.scenario.MarketDataBox
Returns a stream over the contents of the box.
stream() - Method in class com.opengamma.strata.data.scenario.MultiCurrencyScenarioArray
Returns a stream of MultiCurrencyAmount instances containing the values from this object.
stream() - Method in interface com.opengamma.strata.data.scenario.ScenarioArray
Returns a stream of the values.
stream() - Method in interface com.opengamma.strata.market.curve.CurveGroup
Returns a stream of all curves in the group.
stream() - Method in class com.opengamma.strata.market.curve.LegalEntityCurveGroup
Returns a stream of all curves in the group.
stream() - Method in class com.opengamma.strata.market.curve.RatesCurveGroup
Returns a stream of all curves in the group.
stream() - Method in class com.opengamma.strata.market.observable.QuoteScenarioArray
 
streamChildren(String) - Method in class com.opengamma.strata.collect.io.XmlElement
Gets the child elements matching the specified name.
Strike - Interface in com.opengamma.strata.market.option
The strike of an option, describing both type and value.
STRIKE - Static variable in class com.opengamma.strata.market.option.StrikeType
The type of a simple strike.
STRIKE - Static variable in class com.opengamma.strata.market.ValueType
Type used when each value is a strike - 'Strike'.
strike(Strike) - Method in class com.opengamma.strata.measure.fxopt.FxOptionVolatilitiesNode.Builder
Sets the strike.
strike() - Method in class com.opengamma.strata.measure.fxopt.FxOptionVolatilitiesNode.Meta
The meta-property for the strike property.
strike() - Method in class com.opengamma.strata.pricer.capfloor.IborCapletFloorletSensitivity.Meta
The meta-property for the strike property.
strike() - Method in class com.opengamma.strata.pricer.common.GenericVolatilitySurfacePeriodParameterMetadata.Meta
The meta-property for the strike property.
strike() - Method in class com.opengamma.strata.pricer.common.GenericVolatilitySurfaceYearFractionParameterMetadata.Meta
The meta-property for the strike property.
strike() - Method in class com.opengamma.strata.pricer.fxopt.FxOptionSensitivity.Meta
The meta-property for the strike property.
strike() - Method in class com.opengamma.strata.pricer.fxopt.FxVolatilitySurfaceYearFractionParameterMetadata.Meta
The meta-property for the strike property.
strike(double) - Method in class com.opengamma.strata.pricer.fxopt.SmileDeltaParameters
Calculates the strikes in ascending order.
strike() - Method in class com.opengamma.strata.pricer.swaption.SwaptionSensitivity.Meta
The meta-property for the strike property.
strike() - Method in class com.opengamma.strata.pricer.swaption.SwaptionSurfaceExpiryStrikeParameterMetadata.Meta
The meta-property for the strike property.
STRIKE_VALUE - Static variable in class com.opengamma.strata.market.explain.ExplainKey
The strike value.
strikeExtrapolatorLeft(CurveExtrapolator) - Method in class com.opengamma.strata.measure.fxopt.BlackFxOptionInterpolatedNodalSurfaceVolatilitiesSpecification.Builder
Sets the left extrapolator used in the strike dimension.
strikeExtrapolatorLeft() - Method in class com.opengamma.strata.measure.fxopt.BlackFxOptionInterpolatedNodalSurfaceVolatilitiesSpecification.Meta
The meta-property for the strikeExtrapolatorLeft property.
strikeExtrapolatorLeft(CurveExtrapolator) - Method in class com.opengamma.strata.measure.fxopt.BlackFxOptionSmileVolatilitiesSpecification.Builder
Sets the left extrapolator used in the strike dimension.
strikeExtrapolatorLeft() - Method in class com.opengamma.strata.measure.fxopt.BlackFxOptionSmileVolatilitiesSpecification.Meta
The meta-property for the strikeExtrapolatorLeft property.
strikeExtrapolatorLeft() - Method in class com.opengamma.strata.pricer.fxopt.InterpolatedStrikeSmileDeltaTermStructure.Meta
The meta-property for the strikeExtrapolatorLeft property.
strikeExtrapolatorRight(CurveExtrapolator) - Method in class com.opengamma.strata.measure.fxopt.BlackFxOptionInterpolatedNodalSurfaceVolatilitiesSpecification.Builder
Sets the right extrapolator used in the strike dimension.
strikeExtrapolatorRight() - Method in class com.opengamma.strata.measure.fxopt.BlackFxOptionInterpolatedNodalSurfaceVolatilitiesSpecification.Meta
The meta-property for the strikeExtrapolatorRight property.
strikeExtrapolatorRight(CurveExtrapolator) - Method in class com.opengamma.strata.measure.fxopt.BlackFxOptionSmileVolatilitiesSpecification.Builder
Sets the right extrapolator used in the strike dimension.
strikeExtrapolatorRight() - Method in class com.opengamma.strata.measure.fxopt.BlackFxOptionSmileVolatilitiesSpecification.Meta
The meta-property for the strikeExtrapolatorRight property.
strikeExtrapolatorRight() - Method in class com.opengamma.strata.pricer.fxopt.InterpolatedStrikeSmileDeltaTermStructure.Meta
The meta-property for the strikeExtrapolatorRight property.
strikeInterpolator(CurveInterpolator) - Method in class com.opengamma.strata.measure.fxopt.BlackFxOptionInterpolatedNodalSurfaceVolatilitiesSpecification.Builder
Sets the interpolator used in the strike dimension.
strikeInterpolator() - Method in class com.opengamma.strata.measure.fxopt.BlackFxOptionInterpolatedNodalSurfaceVolatilitiesSpecification.Meta
The meta-property for the strikeInterpolator property.
strikeInterpolator(CurveInterpolator) - Method in class com.opengamma.strata.measure.fxopt.BlackFxOptionSmileVolatilitiesSpecification.Builder
Sets the interpolator used in the strike dimension.
strikeInterpolator() - Method in class com.opengamma.strata.measure.fxopt.BlackFxOptionSmileVolatilitiesSpecification.Meta
The meta-property for the strikeInterpolator property.
strikeInterpolator() - Method in class com.opengamma.strata.pricer.fxopt.InterpolatedStrikeSmileDeltaTermStructure.Meta
The meta-property for the strikeInterpolator property.
strikePrice() - Method in class com.opengamma.strata.pricer.bond.BondFutureOptionSensitivity.Meta
The meta-property for the strikePrice property.
strikePrice() - Method in class com.opengamma.strata.pricer.index.IborFutureOptionSensitivity.Meta
The meta-property for the strikePrice property.
strikePrice(double) - Method in class com.opengamma.strata.product.bond.BondFutureOption.Builder
Sets the strike price, represented in decimal form.
strikePrice() - Method in class com.opengamma.strata.product.bond.BondFutureOption.Meta
The meta-property for the strikePrice property.
strikePrice(double) - Method in class com.opengamma.strata.product.bond.BondFutureOptionSecurity.Builder
Sets the strike price, represented in decimal form.
strikePrice() - Method in class com.opengamma.strata.product.bond.BondFutureOptionSecurity.Meta
The meta-property for the strikePrice property.
strikePrice(double) - Method in class com.opengamma.strata.product.bond.ResolvedBondFutureOption.Builder
Sets the strike price, represented in decimal form.
strikePrice() - Method in class com.opengamma.strata.product.bond.ResolvedBondFutureOption.Meta
The meta-property for the strikePrice property.
strikePrice(double) - Method in class com.opengamma.strata.product.etd.EtdOptionSecurity.Builder
Sets the strike price, in decimal form, may be negative.
strikePrice() - Method in class com.opengamma.strata.product.etd.EtdOptionSecurity.Meta
The meta-property for the strikePrice property.
strikePrice(double) - Method in class com.opengamma.strata.product.index.IborFutureOption.Builder
Sets the strike price, in decimal form.
strikePrice() - Method in class com.opengamma.strata.product.index.IborFutureOption.Meta
The meta-property for the strikePrice property.
strikePrice(double) - Method in class com.opengamma.strata.product.index.IborFutureOptionSecurity.Builder
Sets the strike price, in decimal form.
strikePrice() - Method in class com.opengamma.strata.product.index.IborFutureOptionSecurity.Meta
The meta-property for the strikePrice property.
strikePrice(double) - Method in class com.opengamma.strata.product.index.ResolvedIborFutureOption.Builder
Sets the strike price, in decimal form.
strikePrice() - Method in class com.opengamma.strata.product.index.ResolvedIborFutureOption.Meta
The meta-property for the strikePrice property.
StrikeType - Class in com.opengamma.strata.market.option
The type of a strike.
stubConvention(StubConvention) - Method in class com.opengamma.strata.basics.schedule.PeriodicSchedule.Builder
Sets the optional convention defining how to handle stubs.
stubConvention() - Method in class com.opengamma.strata.basics.schedule.PeriodicSchedule.Meta
The meta-property for the stubConvention property.
StubConvention - Enum in com.opengamma.strata.basics.schedule
A convention defining how to calculate stub periods.
stubConvention(StubConvention) - Method in class com.opengamma.strata.product.credit.type.ImmutableCdsConvention.Builder
Sets the convention defining how to handle stubs, optional with defaulting getter.
stubConvention() - Method in class com.opengamma.strata.product.credit.type.ImmutableCdsConvention.Meta
The meta-property for the stubConvention property.
stubConvention(StubConvention) - Method in class com.opengamma.strata.product.swap.type.FixedRateSwapLegConvention.Builder
Sets the convention defining how to handle stubs, optional with defaulting getter.
stubConvention() - Method in class com.opengamma.strata.product.swap.type.FixedRateSwapLegConvention.Meta
The meta-property for the stubConvention property.
stubConvention(StubConvention) - Method in class com.opengamma.strata.product.swap.type.IborRateSwapLegConvention.Builder
Sets the convention defining how to handle stubs, optional with defaulting getter.
stubConvention() - Method in class com.opengamma.strata.product.swap.type.IborRateSwapLegConvention.Meta
The meta-property for the stubConvention property.
stubConvention(StubConvention) - Method in class com.opengamma.strata.product.swap.type.OvernightRateSwapLegConvention.Builder
Sets the convention defining how to handle stubs, optional with defaulting getter.
stubConvention() - Method in class com.opengamma.strata.product.swap.type.OvernightRateSwapLegConvention.Meta
The meta-property for the stubConvention property.
subArray(int) - Method in class com.opengamma.strata.collect.array.DoubleArray
Returns an array holding the values from the specified index onwards.
subArray(int, int) - Method in class com.opengamma.strata.collect.array.DoubleArray
Returns an array holding the values between the specified from and to indices.
subArray(int) - Method in class com.opengamma.strata.collect.array.IntArray
Returns an array holding the values from the specified index onwards.
subArray(int, int) - Method in class com.opengamma.strata.collect.array.IntArray
Returns an array holding the values between the specified from and to indices.
subRow(int) - Method in class com.opengamma.strata.collect.io.CsvRow
Obtains a sub-row, containing a selection of fields by index.
subRow(int, int) - Method in class com.opengamma.strata.collect.io.CsvRow
Obtains a sub-row, containing a selection of fields by index.
subSchedule(Frequency, RollConvention, StubConvention, BusinessDayAdjustment) - Method in class com.opengamma.strata.basics.schedule.SchedulePeriod
Creates a sub-schedule within this period.
subSeries(LocalDate, LocalDate) - Method in interface com.opengamma.strata.collect.timeseries.LocalDateDoubleTimeSeries
Gets part of this series as a sub-series between two dates.
subtractFrom(Temporal) - Method in class com.opengamma.strata.basics.date.Tenor
Subtracts this tenor from the specified date.
subtractFrom(Temporal) - Method in class com.opengamma.strata.basics.schedule.Frequency
Subtracts the period of this frequency from the specified date.
success(R) - Static method in class com.opengamma.strata.collect.result.Result
Creates a successful result wrapping a value.
success(Object, List<String>) - Static method in class com.opengamma.strata.report.framework.expression.EvaluationResult
Creates the result of successfully evaluating a token against an object.
sum() - Method in class com.opengamma.strata.collect.array.DoubleArray
Returns the sum of all the values in the array.
sum() - Method in class com.opengamma.strata.collect.array.IntArray
Returns the sum of all the values in the array.
sum(double[]) - Static method in class com.opengamma.strata.collect.DoubleArrayMath
Calculates the sum total of all the elements in the array.
summarize() - Method in class com.opengamma.strata.product.bond.BillPosition
 
summarize() - Method in class com.opengamma.strata.product.bond.BillTrade
 
summarize() - Method in class com.opengamma.strata.product.bond.BondFutureOptionPosition
 
summarize() - Method in class com.opengamma.strata.product.bond.BondFutureOptionTrade
 
summarize() - Method in class com.opengamma.strata.product.bond.BondFuturePosition
 
summarize() - Method in class com.opengamma.strata.product.bond.BondFutureTrade
 
summarize() - Method in class com.opengamma.strata.product.bond.CapitalIndexedBondPosition
 
summarize() - Method in class com.opengamma.strata.product.bond.CapitalIndexedBondTrade
 
summarize() - Method in class com.opengamma.strata.product.bond.FixedCouponBondPosition
 
summarize() - Method in class com.opengamma.strata.product.bond.FixedCouponBondTrade
 
summarize() - Method in class com.opengamma.strata.product.capfloor.IborCapFloorTrade
 
summarize() - Method in class com.opengamma.strata.product.cms.CmsTrade
 
summarize() - Method in class com.opengamma.strata.product.credit.CdsCalibrationTrade
 
summarize() - Method in class com.opengamma.strata.product.credit.CdsIndexCalibrationTrade
 
summarize() - Method in class com.opengamma.strata.product.credit.CdsIndexTrade
 
summarize() - Method in class com.opengamma.strata.product.credit.CdsTrade
 
summarize() - Method in class com.opengamma.strata.product.deposit.IborFixingDepositTrade
 
summarize() - Method in class com.opengamma.strata.product.deposit.TermDepositTrade
 
summarize() - Method in class com.opengamma.strata.product.dsf.DsfPosition
 
summarize() - Method in class com.opengamma.strata.product.dsf.DsfTrade
 
summarize() - Method in class com.opengamma.strata.product.etd.EtdFuturePosition
 
summarize() - Method in class com.opengamma.strata.product.etd.EtdFutureTrade
 
summarize() - Method in class com.opengamma.strata.product.etd.EtdOptionPosition
 
summarize() - Method in class com.opengamma.strata.product.etd.EtdOptionTrade
 
summarize() - Method in class com.opengamma.strata.product.fra.FraTrade
 
summarize() - Method in class com.opengamma.strata.product.fx.FxNdfTrade
 
summarize() - Method in class com.opengamma.strata.product.fx.FxSingleTrade
 
summarize() - Method in class com.opengamma.strata.product.fx.FxSwapTrade
 
summarize() - Method in class com.opengamma.strata.product.fxopt.FxSingleBarrierOptionTrade
 
summarize() - Method in class com.opengamma.strata.product.fxopt.FxVanillaOptionTrade
 
summarize() - Method in class com.opengamma.strata.product.GenericSecurityPosition
 
summarize() - Method in class com.opengamma.strata.product.GenericSecurityTrade
 
summarize() - Method in class com.opengamma.strata.product.index.IborFutureOptionPosition
 
summarize() - Method in class com.opengamma.strata.product.index.IborFutureOptionTrade
 
summarize() - Method in class com.opengamma.strata.product.index.IborFuturePosition
 
summarize() - Method in class com.opengamma.strata.product.index.IborFutureTrade
 
summarize() - Method in class com.opengamma.strata.product.index.OvernightFuturePosition
 
summarize() - Method in class com.opengamma.strata.product.index.OvernightFutureTrade
 
summarize() - Method in class com.opengamma.strata.product.payment.BulletPaymentTrade
 
summarize() - Method in interface com.opengamma.strata.product.PortfolioItem
Summarizes the portfolio item.
summarize() - Method in interface com.opengamma.strata.product.Position
 
summarize() - Method in class com.opengamma.strata.product.SecurityTrade
 
summarize() - Method in class com.opengamma.strata.product.swap.SwapTrade
 
summarize() - Method in class com.opengamma.strata.product.swaption.SwaptionTrade
 
summarize() - Method in interface com.opengamma.strata.product.Trade
 
SummarizerUtils - Class in com.opengamma.strata.product.common
Utilities to support summarizing portfolio items.
summary(Position, ProductType, String, Currency...) - Static method in class com.opengamma.strata.product.common.SummarizerUtils
Creates a summary instance for a position.
summary(Trade, ProductType, String, Currency...) - Static method in class com.opengamma.strata.product.common.SummarizerUtils
Creates a summary instance for a trade.
summaryDescription() - Method in class com.opengamma.strata.product.etd.EtdFutureSecurity
Summarizes this ETD future into string form.
summaryDescription() - Method in class com.opengamma.strata.product.etd.EtdOptionSecurity
Summarizes this ETD option into string form.
summaryDescription() - Method in class com.opengamma.strata.product.swap.Swap
Summarizes this swap into string form.
supplier(CheckedSupplier<R>) - Static method in class com.opengamma.strata.collect.Unchecked
Converts checked exceptions to unchecked based on the Supplier interface.
supportedMeasures() - Method in interface com.opengamma.strata.calc.runner.CalculationFunction
Returns the set of measures that the function can calculate.
supportedMeasures() - Method in class com.opengamma.strata.measure.bond.BillTradeCalculationFunction
 
supportedMeasures() - Method in class com.opengamma.strata.measure.bond.BondFutureOptionTradeCalculationFunction
 
supportedMeasures() - Method in class com.opengamma.strata.measure.bond.BondFutureTradeCalculationFunction
 
supportedMeasures() - Method in class com.opengamma.strata.measure.bond.CapitalIndexedBondTradeCalculationFunction
 
supportedMeasures() - Method in class com.opengamma.strata.measure.bond.FixedCouponBondTradeCalculationFunction
 
supportedMeasures() - Method in class com.opengamma.strata.measure.capfloor.IborCapFloorTradeCalculationFunction
 
supportedMeasures() - Method in class com.opengamma.strata.measure.cms.CmsTradeCalculationFunction
 
supportedMeasures() - Method in class com.opengamma.strata.measure.credit.CdsIndexTradeCalculationFunction
 
supportedMeasures() - Method in class com.opengamma.strata.measure.credit.CdsTradeCalculationFunction
 
supportedMeasures() - Method in class com.opengamma.strata.measure.deposit.TermDepositTradeCalculationFunction
 
supportedMeasures() - Method in class com.opengamma.strata.measure.dsf.DsfTradeCalculationFunction
 
supportedMeasures() - Method in class com.opengamma.strata.measure.fra.FraTradeCalculationFunction
 
supportedMeasures() - Method in class com.opengamma.strata.measure.fx.FxNdfTradeCalculationFunction
 
supportedMeasures() - Method in class com.opengamma.strata.measure.fx.FxSingleTradeCalculationFunction
 
supportedMeasures() - Method in class com.opengamma.strata.measure.fx.FxSwapTradeCalculationFunction
 
supportedMeasures() - Method in class com.opengamma.strata.measure.fxopt.FxSingleBarrierOptionTradeCalculationFunction
 
supportedMeasures() - Method in class com.opengamma.strata.measure.fxopt.FxVanillaOptionTradeCalculationFunction
 
supportedMeasures() - Method in class com.opengamma.strata.measure.index.IborFutureOptionTradeCalculationFunction
 
supportedMeasures() - Method in class com.opengamma.strata.measure.index.IborFutureTradeCalculationFunction
 
supportedMeasures() - Method in class com.opengamma.strata.measure.index.OvernightFutureTradeCalculationFunction
 
supportedMeasures() - Method in class com.opengamma.strata.measure.payment.BulletPaymentTradeCalculationFunction
 
supportedMeasures() - Method in class com.opengamma.strata.measure.security.GenericSecurityPositionCalculationFunction
 
supportedMeasures() - Method in class com.opengamma.strata.measure.security.GenericSecurityTradeCalculationFunction
 
supportedMeasures() - Method in class com.opengamma.strata.measure.security.SecurityPositionCalculationFunction
 
supportedMeasures() - Method in class com.opengamma.strata.measure.security.SecurityTradeCalculationFunction
 
supportedMeasures() - Method in class com.opengamma.strata.measure.swap.SwapTradeCalculationFunction
 
supportedMeasures() - Method in class com.opengamma.strata.measure.swaption.SwaptionTradeCalculationFunction
 
Surface - Interface in com.opengamma.strata.market.surface
A surface that maps a double x-value and y-value to a double z-value.
surface(Surface) - Method in class com.opengamma.strata.pricer.bond.BlackBondFutureExpiryLogMoneynessVolatilities.Builder
Sets the Black volatility surface.
surface() - Method in class com.opengamma.strata.pricer.bond.BlackBondFutureExpiryLogMoneynessVolatilities.Meta
The meta-property for the surface property.
surface() - Method in class com.opengamma.strata.pricer.capfloor.BlackIborCapletFloorletExpiryStrikeVolatilities.Meta
The meta-property for the surface property.
surface() - Method in class com.opengamma.strata.pricer.capfloor.NormalIborCapletFloorletExpiryStrikeVolatilities.Meta
The meta-property for the surface property.
surface() - Method in class com.opengamma.strata.pricer.capfloor.ShiftedBlackIborCapletFloorletExpiryStrikeVolatilities.Meta
The meta-property for the surface property.
surface(Surface) - Method in class com.opengamma.strata.pricer.fxopt.BlackFxOptionSurfaceVolatilities.Builder
Sets the Black volatility surface.
surface() - Method in class com.opengamma.strata.pricer.fxopt.BlackFxOptionSurfaceVolatilities.Meta
The meta-property for the surface property.
surface(Surface) - Method in class com.opengamma.strata.pricer.index.NormalIborFutureOptionExpirySimpleMoneynessVolatilities.Builder
Sets the normal volatility surface.
surface() - Method in class com.opengamma.strata.pricer.index.NormalIborFutureOptionExpirySimpleMoneynessVolatilities.Meta
The meta-property for the surface property.
surface() - Method in class com.opengamma.strata.pricer.swaption.BlackSwaptionExpiryTenorVolatilities.Meta
The meta-property for the surface property.
surface() - Method in class com.opengamma.strata.pricer.swaption.NormalSwaptionExpirySimpleMoneynessVolatilities.Meta
The meta-property for the surface property.
surface() - Method in class com.opengamma.strata.pricer.swaption.NormalSwaptionExpiryStrikeVolatilities.Meta
The meta-property for the surface property.
surface() - Method in class com.opengamma.strata.pricer.swaption.NormalSwaptionExpiryTenorVolatilities.Meta
The meta-property for the surface property.
SurfaceIborCapletFloorletVolatilityBootstrapDefinition - Class in com.opengamma.strata.pricer.capfloor
Definition of caplet volatilities calibration.
SurfaceIborCapletFloorletVolatilityBootstrapDefinition.Meta - Class in com.opengamma.strata.pricer.capfloor
The meta-bean for SurfaceIborCapletFloorletVolatilityBootstrapDefinition.
SurfaceIborCapletFloorletVolatilityBootstrapper - Class in com.opengamma.strata.pricer.capfloor
Caplet volatilities calibration to cap volatilities based on interpolated surface.
SurfaceInfoType<T> - Class in com.opengamma.strata.market.surface
The type that provides meaning to additional surface information.
SurfaceInterpolator - Interface in com.opengamma.strata.market.surface.interpolator
Interface for interpolators that interpolate a surface.
SurfaceMetadata - Interface in com.opengamma.strata.market.surface
Metadata about a surface and surface parameters.
surfaceName() - Method in class com.opengamma.strata.market.surface.DefaultSurfaceMetadata.Meta
The meta-property for the surfaceName property.
surfaceName(String) - Method in class com.opengamma.strata.market.surface.DefaultSurfaceMetadataBuilder
Sets the surface name.
surfaceName(SurfaceName) - Method in class com.opengamma.strata.market.surface.DefaultSurfaceMetadataBuilder
Sets the surface name.
SurfaceName - Class in com.opengamma.strata.market.surface
The name of a surface.
Surfaces - Class in com.opengamma.strata.market.surface
Helper for creating common types of surfaces.
survivalProbabilities(StandardId, Currency) - Method in interface com.opengamma.strata.pricer.credit.CreditRatesProvider
Gets the survival probabilities for a standard ID and a currency.
survivalProbabilities(StandardId, Currency) - Method in class com.opengamma.strata.pricer.credit.ImmutableCreditRatesProvider
 
survivalProbabilities() - Method in class com.opengamma.strata.pricer.credit.LegalEntitySurvivalProbabilities.Meta
The meta-property for the survivalProbabilities property.
survivalProbability(LocalDate) - Method in class com.opengamma.strata.pricer.credit.LegalEntitySurvivalProbabilities
Gets the survival probability for the specified date.
SWAP - Static variable in class com.opengamma.strata.product.ProductType
A Swap.
Swap - Class in com.opengamma.strata.product.swap
A rate swap.
Swap.Builder - Class in com.opengamma.strata.product.swap
The bean-builder for Swap.
Swap.Meta - Class in com.opengamma.strata.product.swap
The meta-bean for Swap.
SWAP_MQ - Static variable in class com.opengamma.strata.pricer.curve.MarketQuoteMeasure
The measure for ResolvedSwapTrade using par rate discounting.
SWAP_PAR_SPREAD - Static variable in class com.opengamma.strata.pricer.curve.TradeCalibrationMeasure
The calibrator for ResolvedSwapTrade using par spread discounting.
SWAP_PV - Static variable in class com.opengamma.strata.pricer.curve.PresentValueCalibrationMeasure
The calibrator for SwapTrade using par spread discounting.
SwapIndex - Interface in com.opengamma.strata.product.swap
A swap index.
SwapIndices - Class in com.opengamma.strata.product.swap
Constants and implementations for standard swap indices.
SwapIsdaCreditCurveNode - Class in com.opengamma.strata.market.curve
An ISDA compliant curve node whose instrument is a standard Fixed-Ibor interest rate swap.
SwapIsdaCreditCurveNode.Builder - Class in com.opengamma.strata.market.curve
The bean-builder for SwapIsdaCreditCurveNode.
SwapIsdaCreditCurveNode.Meta - Class in com.opengamma.strata.market.curve
The meta-bean for SwapIsdaCreditCurveNode.
SwapLeg - Interface in com.opengamma.strata.product.swap
A single leg of a swap.
SwapLegAmount - Class in com.opengamma.strata.market.amount
Represents an amount associated with one leg of a swap.
SwapLegAmount.Builder - Class in com.opengamma.strata.market.amount
The bean-builder for SwapLegAmount.
SwapLegAmount.Meta - Class in com.opengamma.strata.market.amount
The meta-bean for SwapLegAmount.
SwapLegConvention - Interface in com.opengamma.strata.product.swap.type
A market convention for swap legs.
SwapLegType - Enum in com.opengamma.strata.product.swap
The type of a swap leg.
SwapPaymentEvent - Interface in com.opengamma.strata.product.swap
A payment event, where a single payment is made between two counterparties.
SwapPaymentEventPricer<T extends SwapPaymentEvent> - Interface in com.opengamma.strata.pricer.swap
Pricer for payment events.
SwapPaymentPeriod - Interface in com.opengamma.strata.product.swap
A period over which interest is accrued with a single payment.
SwapPaymentPeriodPricer<T extends SwapPaymentPeriod> - Interface in com.opengamma.strata.pricer.swap
Pricer for payment periods.
SWAPTION - Static variable in class com.opengamma.strata.product.ProductType
Swaption - Class in com.opengamma.strata.product.swaption
An option on an underlying swap.
Swaption.Builder - Class in com.opengamma.strata.product.swaption
The bean-builder for Swaption.
Swaption.Meta - Class in com.opengamma.strata.product.swaption
The meta-bean for Swaption.
SwaptionMarketData - Interface in com.opengamma.strata.measure.swaption
Market data for swaptions.
SwaptionMarketDataLookup - Interface in com.opengamma.strata.measure.swaption
The lookup that provides access to swaption volatilities in market data.
SwaptionSabrSensitivity - Class in com.opengamma.strata.pricer.swaption
Sensitivity of a swaption to SABR model parameters.
SwaptionSabrSensitivity.Meta - Class in com.opengamma.strata.pricer.swaption
The meta-bean for SwaptionSabrSensitivity.
SwaptionScenarioMarketData - Interface in com.opengamma.strata.measure.swaption
Market data for swaptions, used for calculation across multiple scenarios.
SwaptionSensitivity - Class in com.opengamma.strata.pricer.swaption
Point sensitivity to a swaption implied parameter point.
SwaptionSensitivity.Meta - Class in com.opengamma.strata.pricer.swaption
The meta-bean for SwaptionSensitivity.
swaptionSettlement(SwaptionSettlement) - Method in class com.opengamma.strata.product.swaption.ResolvedSwaption.Builder
Sets settlement method.
swaptionSettlement() - Method in class com.opengamma.strata.product.swaption.ResolvedSwaption.Meta
The meta-property for the swaptionSettlement property.
swaptionSettlement(SwaptionSettlement) - Method in class com.opengamma.strata.product.swaption.Swaption.Builder
Sets settlement method.
swaptionSettlement() - Method in class com.opengamma.strata.product.swaption.Swaption.Meta
The meta-property for the swaptionSettlement property.
SwaptionSettlement - Interface in com.opengamma.strata.product.swaption
Defines how the swaption will be settled.
SwaptionSurfaceExpirySimpleMoneynessParameterMetadata - Class in com.opengamma.strata.pricer.swaption
Surface node metadata for a surface node for swaptions with a specific time to expiry and simple moneyness.
SwaptionSurfaceExpirySimpleMoneynessParameterMetadata.Meta - Class in com.opengamma.strata.pricer.swaption
The meta-bean for SwaptionSurfaceExpirySimpleMoneynessParameterMetadata.
SwaptionSurfaceExpiryStrikeParameterMetadata - Class in com.opengamma.strata.pricer.swaption
Surface node metadata for a surface node for swaptions with a specific time to expiry and strike.
SwaptionSurfaceExpiryStrikeParameterMetadata.Meta - Class in com.opengamma.strata.pricer.swaption
The meta-bean for SwaptionSurfaceExpiryStrikeParameterMetadata.
SwaptionSurfaceExpiryTenorParameterMetadata - Class in com.opengamma.strata.pricer.swaption
Surface node metadata for a surface node for swaptions with a specific time to expiry and underlying swap tenor.
SwaptionSurfaceExpiryTenorParameterMetadata.Meta - Class in com.opengamma.strata.pricer.swaption
The meta-bean for SwaptionSurfaceExpiryTenorParameterMetadata.
SwaptionTrade - Class in com.opengamma.strata.product.swaption
A trade in an option on an underlying swap.
SwaptionTrade.Builder - Class in com.opengamma.strata.product.swaption
The bean-builder for SwaptionTrade.
SwaptionTrade.Meta - Class in com.opengamma.strata.product.swaption
The meta-bean for SwaptionTrade.
SwaptionTradeCalculationFunction - Class in com.opengamma.strata.measure.swaption
Perform calculations on a single SwaptionTrade for each of a set of scenarios.
SwaptionTradeCalculationFunction() - Constructor for class com.opengamma.strata.measure.swaption.SwaptionTradeCalculationFunction
Creates an instance.
SwaptionTradeCalculations - Class in com.opengamma.strata.measure.swaption
Calculates pricing and risk measures for swaption trades.
SwaptionTradeCalculations(VolatilitySwaptionTradePricer, SabrSwaptionTradePricer) - Constructor for class com.opengamma.strata.measure.swaption.SwaptionTradeCalculations
Creates an instance.
SwaptionVolatilities - Interface in com.opengamma.strata.pricer.swaption
Volatilities for pricing swaptions.
SwaptionVolatilitiesId - Class in com.opengamma.strata.pricer.swaption
An identifier used to access swaption volatilities by name.
SwaptionVolatilitiesName - Class in com.opengamma.strata.pricer.swaption
The name of a set of swaption volatilities.
SwapTrade - Class in com.opengamma.strata.product.swap
A trade in a rate swap.
SwapTrade.Builder - Class in com.opengamma.strata.product.swap
The bean-builder for SwapTrade.
SwapTrade.Meta - Class in com.opengamma.strata.product.swap
The meta-bean for SwapTrade.
SwapTradeCalculationFunction - Class in com.opengamma.strata.measure.swap
Perform calculations on a single SwapTrade for each of a set of scenarios.
SwapTradeCalculationFunction() - Constructor for class com.opengamma.strata.measure.swap.SwapTradeCalculationFunction
Creates an instance.
SwapTradeCalculations - Class in com.opengamma.strata.measure.swap
Calculates pricing and risk measures for swap trades.
SwapTradeCalculations(DiscountingSwapTradePricer) - Constructor for class com.opengamma.strata.measure.swap.SwapTradeCalculations
Creates an instance.
SyntheticRatesCurveCalibrator - Class in com.opengamma.strata.pricer.curve
Synthetic curve calibrator.

T

tailSeries(int) - Method in interface com.opengamma.strata.collect.timeseries.LocalDateDoubleTimeSeries
Gets part of this series as a sub-series, choosing the latest entries.
targets() - Method in class com.opengamma.strata.report.ReportCalculationResults.Meta
The meta-property for the targets property.
targetType() - Method in class com.opengamma.strata.calc.runner.AbstractDerivedCalculationFunction
 
targetType() - Method in interface com.opengamma.strata.calc.runner.CalculationFunction
Gets the target type that this function applies to.
targetType() - Method in interface com.opengamma.strata.calc.runner.DerivedCalculationFunction
Returns the type of calculation target handled by the function.
targetType() - Method in class com.opengamma.strata.measure.bond.BillTradeCalculationFunction
 
targetType() - Method in class com.opengamma.strata.measure.bond.BondFutureOptionTradeCalculationFunction
 
targetType() - Method in class com.opengamma.strata.measure.bond.BondFutureTradeCalculationFunction
 
targetType() - Method in class com.opengamma.strata.measure.bond.CapitalIndexedBondTradeCalculationFunction
 
targetType() - Method in class com.opengamma.strata.measure.bond.FixedCouponBondTradeCalculationFunction
 
targetType() - Method in class com.opengamma.strata.measure.capfloor.IborCapFloorTradeCalculationFunction
 
targetType() - Method in class com.opengamma.strata.measure.cms.CmsTradeCalculationFunction
 
targetType() - Method in class com.opengamma.strata.measure.credit.CdsIndexTradeCalculationFunction
 
targetType() - Method in class com.opengamma.strata.measure.credit.CdsTradeCalculationFunction
 
targetType() - Method in class com.opengamma.strata.measure.deposit.TermDepositTradeCalculationFunction
 
targetType() - Method in class com.opengamma.strata.measure.dsf.DsfTradeCalculationFunction
 
targetType() - Method in class com.opengamma.strata.measure.fra.FraTradeCalculationFunction
 
targetType() - Method in class com.opengamma.strata.measure.fx.FxNdfTradeCalculationFunction
 
targetType() - Method in class com.opengamma.strata.measure.fx.FxSingleTradeCalculationFunction
 
targetType() - Method in class com.opengamma.strata.measure.fx.FxSwapTradeCalculationFunction
 
targetType() - Method in class com.opengamma.strata.measure.fxopt.FxSingleBarrierOptionTradeCalculationFunction
 
targetType() - Method in class com.opengamma.strata.measure.fxopt.FxVanillaOptionTradeCalculationFunction
 
targetType() - Method in class com.opengamma.strata.measure.index.IborFutureOptionTradeCalculationFunction
 
targetType() - Method in class com.opengamma.strata.measure.index.IborFutureTradeCalculationFunction
 
targetType() - Method in class com.opengamma.strata.measure.index.OvernightFutureTradeCalculationFunction
 
targetType() - Method in class com.opengamma.strata.measure.payment.BulletPaymentTradeCalculationFunction
 
targetType() - Method in class com.opengamma.strata.measure.security.GenericSecurityPositionCalculationFunction
 
targetType() - Method in class com.opengamma.strata.measure.security.GenericSecurityTradeCalculationFunction
 
targetType() - Method in class com.opengamma.strata.measure.security.SecurityPositionCalculationFunction
 
targetType() - Method in class com.opengamma.strata.measure.security.SecurityTradeCalculationFunction
 
targetType() - Method in class com.opengamma.strata.measure.swap.SwapTradeCalculationFunction
 
targetType() - Method in class com.opengamma.strata.measure.swaption.SwaptionTradeCalculationFunction
 
TargetTypeCalculationParameter - Class in com.opengamma.strata.measure.calc
A calculation parameter that selects the parameter based on the type of the target.
TBILL - Static variable in class com.opengamma.strata.basics.schedule.RollConventions
The 'TBILL' roll convention which adjusts the date to next Monday.
template(CdsTemplate) - Method in class com.opengamma.strata.market.curve.node.CdsIndexIsdaCreditCurveNode.Builder
Sets the template for the single names associated with this node.
template() - Method in class com.opengamma.strata.market.curve.node.CdsIndexIsdaCreditCurveNode.Meta
The meta-property for the template property.
template(CdsTemplate) - Method in class com.opengamma.strata.market.curve.node.CdsIsdaCreditCurveNode.Builder
Sets the template for the CDS associated with this node.
template() - Method in class com.opengamma.strata.market.curve.node.CdsIsdaCreditCurveNode.Meta
The meta-property for the template property.
template(FixedIborSwapTemplate) - Method in class com.opengamma.strata.market.curve.node.FixedIborSwapCurveNode.Builder
Sets the template for the swap associated with this node.
template() - Method in class com.opengamma.strata.market.curve.node.FixedIborSwapCurveNode.Meta
The meta-property for the template property.
template(FixedInflationSwapTemplate) - Method in class com.opengamma.strata.market.curve.node.FixedInflationSwapCurveNode.Builder
Sets the template for the swap associated with this node.
template() - Method in class com.opengamma.strata.market.curve.node.FixedInflationSwapCurveNode.Meta
The meta-property for the template property.
template(FixedOvernightSwapTemplate) - Method in class com.opengamma.strata.market.curve.node.FixedOvernightSwapCurveNode.Builder
Sets the template for the swap associated with this node.
template() - Method in class com.opengamma.strata.market.curve.node.FixedOvernightSwapCurveNode.Meta
The meta-property for the template property.
template(FraTemplate) - Method in class com.opengamma.strata.market.curve.node.FraCurveNode.Builder
Sets the template for the FRA associated with this node.
template() - Method in class com.opengamma.strata.market.curve.node.FraCurveNode.Meta
The meta-property for the template property.
template(FxSwapTemplate) - Method in class com.opengamma.strata.market.curve.node.FxSwapCurveNode.Builder
Sets the template for the FX Swap associated with this node.
template() - Method in class com.opengamma.strata.market.curve.node.FxSwapCurveNode.Meta
The meta-property for the template property.
template(IborFixingDepositTemplate) - Method in class com.opengamma.strata.market.curve.node.IborFixingDepositCurveNode.Builder
Sets the template for the Ibor fixing deposit associated with this node.
template() - Method in class com.opengamma.strata.market.curve.node.IborFixingDepositCurveNode.Meta
The meta-property for the template property.
template(IborFutureTemplate) - Method in class com.opengamma.strata.market.curve.node.IborFutureCurveNode.Builder
Sets the template for the Ibor Futures associated with this node.
template() - Method in class com.opengamma.strata.market.curve.node.IborFutureCurveNode.Meta
The meta-property for the template property.
template(IborIborSwapTemplate) - Method in class com.opengamma.strata.market.curve.node.IborIborSwapCurveNode.Builder
Sets the template for the swap associated with this node.
template() - Method in class com.opengamma.strata.market.curve.node.IborIborSwapCurveNode.Meta
The meta-property for the template property.
template(OvernightIborSwapTemplate) - Method in class com.opengamma.strata.market.curve.node.OvernightIborSwapCurveNode.Builder
Sets the template for the swap associated with this node.
template() - Method in class com.opengamma.strata.market.curve.node.OvernightIborSwapCurveNode.Meta
The meta-property for the template property.
template(TermDepositTemplate) - Method in class com.opengamma.strata.market.curve.node.TermDepositCurveNode.Builder
Sets the template for the term deposit associated with this node.
template() - Method in class com.opengamma.strata.market.curve.node.TermDepositCurveNode.Meta
The meta-property for the template property.
template(ThreeLegBasisSwapTemplate) - Method in class com.opengamma.strata.market.curve.node.ThreeLegBasisSwapCurveNode.Builder
Sets the template for the swap associated with this node.
template() - Method in class com.opengamma.strata.market.curve.node.ThreeLegBasisSwapCurveNode.Meta
The meta-property for the template property.
template(XCcyIborIborSwapTemplate) - Method in class com.opengamma.strata.market.curve.node.XCcyIborIborSwapCurveNode.Builder
Sets the template for the swap associated with this node.
template() - Method in class com.opengamma.strata.market.curve.node.XCcyIborIborSwapCurveNode.Meta
The meta-property for the template property.
template(FixedIborSwapTemplate) - Method in class com.opengamma.strata.product.swap.ImmutableSwapIndex.Builder
Sets the template for creating Fixed-Ibor swap.
template() - Method in class com.opengamma.strata.product.swap.ImmutableSwapIndex.Meta
The meta-property for the template property.
Tenor - Class in com.opengamma.strata.basics.date
A tenor indicating how long it will take for a financial instrument to reach maturity.
tenor(Tenor) - Method in class com.opengamma.strata.basics.date.TenorAdjustment.Builder
Sets the tenor to be added.
tenor() - Method in class com.opengamma.strata.basics.date.TenorAdjustment.Meta
The meta-property for the tenor property.
tenor(Tenor) - Method in class com.opengamma.strata.market.curve.DepositIsdaCreditCurveNode.Builder
Sets the period between the start date and the end date.
tenor() - Method in class com.opengamma.strata.market.curve.DepositIsdaCreditCurveNode.Meta
The meta-property for the tenor property.
tenor(Tenor) - Method in class com.opengamma.strata.market.curve.SwapIsdaCreditCurveNode.Builder
Sets the tenor of the swap.
tenor() - Method in class com.opengamma.strata.market.curve.SwapIsdaCreditCurveNode.Meta
The meta-property for the tenor property.
tenor() - Method in class com.opengamma.strata.market.param.TenorDateParameterMetadata.Meta
The meta-property for the tenor property.
tenor() - Method in class com.opengamma.strata.market.param.TenorParameterMetadata.Meta
The meta-property for the tenor property.
tenor(Tenor) - Method in class com.opengamma.strata.measure.fxopt.FxOptionVolatilitiesNode.Builder
Sets the tenor.
tenor() - Method in class com.opengamma.strata.measure.fxopt.FxOptionVolatilitiesNode.Meta
The meta-property for the tenor property.
tenor(LocalDate, LocalDate) - Method in class com.opengamma.strata.pricer.swaption.BlackSwaptionExpiryTenorVolatilities
 
tenor(LocalDate, LocalDate) - Method in class com.opengamma.strata.pricer.swaption.NormalSwaptionExpirySimpleMoneynessVolatilities
 
tenor(LocalDate, LocalDate) - Method in class com.opengamma.strata.pricer.swaption.NormalSwaptionExpiryStrikeVolatilities
 
tenor(LocalDate, LocalDate) - Method in class com.opengamma.strata.pricer.swaption.NormalSwaptionExpiryTenorVolatilities
 
tenor(LocalDate, LocalDate) - Method in class com.opengamma.strata.pricer.swaption.SabrParametersSwaptionVolatilities
 
tenor() - Method in class com.opengamma.strata.pricer.swaption.SwaptionSabrSensitivity.Meta
The meta-property for the tenor property.
tenor() - Method in class com.opengamma.strata.pricer.swaption.SwaptionSensitivity.Meta
The meta-property for the tenor property.
tenor() - Method in class com.opengamma.strata.pricer.swaption.SwaptionSurfaceExpiryTenorParameterMetadata.Meta
The meta-property for the tenor property.
tenor(LocalDate, LocalDate) - Method in interface com.opengamma.strata.pricer.swaption.SwaptionVolatilities
Calculates the tenor of the swap based on its start date and end date.
tenor() - Method in class com.opengamma.strata.product.credit.type.TenorCdsTemplate.Meta
The meta-property for the tenor property.
tenor(Tenor) - Method in class com.opengamma.strata.product.swap.type.FixedIborSwapTemplate.Builder
Sets the tenor of the swap.
tenor() - Method in class com.opengamma.strata.product.swap.type.FixedIborSwapTemplate.Meta
The meta-property for the tenor property.
tenor(Tenor) - Method in class com.opengamma.strata.product.swap.type.FixedInflationSwapTemplate.Builder
Sets the tenor of the swap.
tenor() - Method in class com.opengamma.strata.product.swap.type.FixedInflationSwapTemplate.Meta
The meta-property for the tenor property.
tenor(Tenor) - Method in class com.opengamma.strata.product.swap.type.FixedOvernightSwapTemplate.Builder
Sets the tenor of the swap.
tenor() - Method in class com.opengamma.strata.product.swap.type.FixedOvernightSwapTemplate.Meta
The meta-property for the tenor property.
tenor(Tenor) - Method in class com.opengamma.strata.product.swap.type.IborIborSwapTemplate.Builder
Sets the tenor of the swap.
tenor() - Method in class com.opengamma.strata.product.swap.type.IborIborSwapTemplate.Meta
The meta-property for the tenor property.
tenor(Tenor) - Method in class com.opengamma.strata.product.swap.type.OvernightIborSwapTemplate.Builder
Sets the tenor of the swap.
tenor() - Method in class com.opengamma.strata.product.swap.type.OvernightIborSwapTemplate.Meta
The meta-property for the tenor property.
tenor(Tenor) - Method in class com.opengamma.strata.product.swap.type.ThreeLegBasisSwapTemplate.Builder
Sets the tenor of the swap.
tenor() - Method in class com.opengamma.strata.product.swap.type.ThreeLegBasisSwapTemplate.Meta
The meta-property for the tenor property.
tenor(Tenor) - Method in class com.opengamma.strata.product.swap.type.XCcyIborIborSwapTemplate.Builder
Sets the tenor of the swap.
tenor() - Method in class com.opengamma.strata.product.swap.type.XCcyIborIborSwapTemplate.Meta
The meta-property for the tenor property.
TENOR_10M - Static variable in class com.opengamma.strata.basics.date.Tenor
A tenor of 10 months.
TENOR_10Y - Static variable in class com.opengamma.strata.basics.date.Tenor
A tenor of 10 years.
TENOR_11M - Static variable in class com.opengamma.strata.basics.date.Tenor
A tenor of 11 months.
TENOR_11Y - Static variable in class com.opengamma.strata.basics.date.Tenor
A tenor of 11 years.
TENOR_12M - Static variable in class com.opengamma.strata.basics.date.Tenor
A tenor of 12 months.
TENOR_12Y - Static variable in class com.opengamma.strata.basics.date.Tenor
A tenor of 12 years.
TENOR_13W - Static variable in class com.opengamma.strata.basics.date.Tenor
A tenor of 13 weeks.
TENOR_13Y - Static variable in class com.opengamma.strata.basics.date.Tenor
A tenor of 13 years.
TENOR_14Y - Static variable in class com.opengamma.strata.basics.date.Tenor
A tenor of 14 years.
TENOR_15M - Static variable in class com.opengamma.strata.basics.date.Tenor
A tenor of 15 months.
TENOR_15Y - Static variable in class com.opengamma.strata.basics.date.Tenor
A tenor of 15 years.
TENOR_18M - Static variable in class com.opengamma.strata.basics.date.Tenor
A tenor of 18 months.
TENOR_1D - Static variable in class com.opengamma.strata.basics.date.Tenor
A tenor of one day.
TENOR_1M - Static variable in class com.opengamma.strata.basics.date.Tenor
A tenor of 1 month.
TENOR_1W - Static variable in class com.opengamma.strata.basics.date.Tenor
A tenor of 1 week.
TENOR_1Y - Static variable in class com.opengamma.strata.basics.date.Tenor
A tenor of 1 year.
TENOR_20Y - Static variable in class com.opengamma.strata.basics.date.Tenor
A tenor of 20 years.
TENOR_21M - Static variable in class com.opengamma.strata.basics.date.Tenor
A tenor of 21 months.
TENOR_25Y - Static variable in class com.opengamma.strata.basics.date.Tenor
A tenor of 25 years.
TENOR_26W - Static variable in class com.opengamma.strata.basics.date.Tenor
A tenor of 26 weeks.
TENOR_2D - Static variable in class com.opengamma.strata.basics.date.Tenor
A tenor of two days.
TENOR_2M - Static variable in class com.opengamma.strata.basics.date.Tenor
A tenor of 2 months.
TENOR_2W - Static variable in class com.opengamma.strata.basics.date.Tenor
A tenor of 2 weeks.
TENOR_2Y - Static variable in class com.opengamma.strata.basics.date.Tenor
A tenor of 2 years.
TENOR_30Y - Static variable in class com.opengamma.strata.basics.date.Tenor
A tenor of 30 years.
TENOR_35Y - Static variable in class com.opengamma.strata.basics.date.Tenor
A tenor of 35 years.
TENOR_3D - Static variable in class com.opengamma.strata.basics.date.Tenor
A tenor of three days.
TENOR_3M - Static variable in class com.opengamma.strata.basics.date.Tenor
A tenor of 3 months.
TENOR_3W - Static variable in class com.opengamma.strata.basics.date.Tenor
A tenor of 3 weeks.
TENOR_3Y - Static variable in class com.opengamma.strata.basics.date.Tenor
A tenor of 3 years.
TENOR_40Y - Static variable in class com.opengamma.strata.basics.date.Tenor
A tenor of 40 years.
TENOR_45Y - Static variable in class com.opengamma.strata.basics.date.Tenor
A tenor of 45 years.
TENOR_4M - Static variable in class com.opengamma.strata.basics.date.Tenor
A tenor of 4 months.
TENOR_4W - Static variable in class com.opengamma.strata.basics.date.Tenor
A tenor of 4 weeks.
TENOR_4Y - Static variable in class com.opengamma.strata.basics.date.Tenor
A tenor of 4 years.
TENOR_50Y - Static variable in class com.opengamma.strata.basics.date.Tenor
A tenor of 50 years.
TENOR_52W - Static variable in class com.opengamma.strata.basics.date.Tenor
A tenor of 52 weeks.
TENOR_5M - Static variable in class com.opengamma.strata.basics.date.Tenor
A tenor of 5 months.
TENOR_5Y - Static variable in class com.opengamma.strata.basics.date.Tenor
A tenor of 5 years.
TENOR_6M - Static variable in class com.opengamma.strata.basics.date.Tenor
A tenor of 6 months.
TENOR_6W - Static variable in class com.opengamma.strata.basics.date.Tenor
A tenor of 6 weeks.
TENOR_6Y - Static variable in class com.opengamma.strata.basics.date.Tenor
A tenor of 6 years.
TENOR_7M - Static variable in class com.opengamma.strata.basics.date.Tenor
A tenor of 7 months.
TENOR_7Y - Static variable in class com.opengamma.strata.basics.date.Tenor
A tenor of 7 years.
TENOR_8M - Static variable in class com.opengamma.strata.basics.date.Tenor
A tenor of 8 months.
TENOR_8Y - Static variable in class com.opengamma.strata.basics.date.Tenor
A tenor of 8 years.
TENOR_9M - Static variable in class com.opengamma.strata.basics.date.Tenor
A tenor of 9 months.
TENOR_9Y - Static variable in class com.opengamma.strata.basics.date.Tenor
A tenor of 9 years.
TenorAdjustment - Class in com.opengamma.strata.basics.date
An adjustment that alters a date by adding a tenor.
TenorAdjustment.Builder - Class in com.opengamma.strata.basics.date
The bean-builder for TenorAdjustment.
TenorAdjustment.Meta - Class in com.opengamma.strata.basics.date
The meta-bean for TenorAdjustment.
TenorCdsTemplate - Class in com.opengamma.strata.product.credit.type
A template for creating credit default swap trades.
TenorCdsTemplate.Meta - Class in com.opengamma.strata.product.credit.type
The meta-bean for TenorCdsTemplate.
TenorDateParameterMetadata - Class in com.opengamma.strata.market.param
Parameter metadata based on a date and tenor.
TenorDateParameterMetadata.Meta - Class in com.opengamma.strata.market.param
The meta-bean for TenorDateParameterMetadata.
TenorParameterMetadata - Class in com.opengamma.strata.market.param
Parameter metadata based on a tenor.
TenorParameterMetadata.Meta - Class in com.opengamma.strata.market.param
The meta-bean for TenorParameterMetadata.
TenorRawOptionData - Class in com.opengamma.strata.pricer.option
Raw data from the volatility market for a set of tenors.
TERM - Static variable in class com.opengamma.strata.basics.schedule.Frequency
A periodic frequency matching the term.
TERM_DEPOSIT - Static variable in class com.opengamma.strata.product.ProductType
TERM_DEPOSIT_MQ - Static variable in class com.opengamma.strata.pricer.curve.MarketQuoteMeasure
The measure for ResolvedTermDepositTrade using par rate discounting.
TERM_DEPOSIT_PAR_SPREAD - Static variable in class com.opengamma.strata.pricer.curve.TradeCalibrationMeasure
The calibrator for ResolvedTermDepositTrade using par spread discounting.
TERM_DEPOSIT_PV - Static variable in class com.opengamma.strata.pricer.curve.PresentValueCalibrationMeasure
The calibrator for TermDepositTrade using par spread discounting.
TermDeposit - Class in com.opengamma.strata.product.deposit
A term deposit.
TermDeposit.Builder - Class in com.opengamma.strata.product.deposit
The bean-builder for TermDeposit.
TermDeposit.Meta - Class in com.opengamma.strata.product.deposit
The meta-bean for TermDeposit.
TermDepositConvention - Interface in com.opengamma.strata.product.deposit.type
A market convention for term deposit trades.
TermDepositConventions - Class in com.opengamma.strata.product.deposit.type
Market standard term deposit conventions.
TermDepositCurveNode - Class in com.opengamma.strata.market.curve.node
A curve node whose instrument is a term deposit.
TermDepositCurveNode.Builder - Class in com.opengamma.strata.market.curve.node
The bean-builder for TermDepositCurveNode.
TermDepositCurveNode.Meta - Class in com.opengamma.strata.market.curve.node
The meta-bean for TermDepositCurveNode.
TermDepositTemplate - Class in com.opengamma.strata.product.deposit.type
A template for creating a term deposit trade.
TermDepositTemplate.Builder - Class in com.opengamma.strata.product.deposit.type
The bean-builder for TermDepositTemplate.
TermDepositTemplate.Meta - Class in com.opengamma.strata.product.deposit.type
The meta-bean for TermDepositTemplate.
TermDepositTrade - Class in com.opengamma.strata.product.deposit
A trade in a term deposit.
TermDepositTrade.Builder - Class in com.opengamma.strata.product.deposit
The bean-builder for TermDepositTrade.
TermDepositTrade.Meta - Class in com.opengamma.strata.product.deposit
The meta-bean for TermDepositTrade.
TermDepositTradeCalculationFunction - Class in com.opengamma.strata.measure.deposit
Perform calculations on a single TermDepositTrade for each of a set of scenarios.
TermDepositTradeCalculationFunction() - Constructor for class com.opengamma.strata.measure.deposit.TermDepositTradeCalculationFunction
Creates an instance.
TermDepositTradeCalculations - Class in com.opengamma.strata.measure.deposit
Calculates pricing and risk measures for term deposit trades.
TermDepositTradeCalculations(DiscountingTermDepositTradePricer) - Constructor for class com.opengamma.strata.measure.deposit.TermDepositTradeCalculations
Creates an instance.
test(T, U) - Method in interface com.opengamma.strata.collect.function.CheckedBiPredicate
Evaluates this predicate on the given arguments.
test(T) - Method in interface com.opengamma.strata.collect.function.CheckedPredicate
Evaluates this predicate on the given argument.
test(int, double) - Method in interface com.opengamma.strata.collect.function.IntDoublePredicate
Evaluates the predicate.
test(int, int, double) - Method in interface com.opengamma.strata.collect.function.IntIntDoublePredicate
Evaluates the predicate.
test(T, double) - Method in interface com.opengamma.strata.collect.function.ObjDoublePredicate
Evaluates the predicate.
test(T, int) - Method in interface com.opengamma.strata.collect.function.ObjIntPredicate
Evaluates the predicate.
test(T, long) - Method in interface com.opengamma.strata.collect.function.ObjLongPredicate
Evaluates the predicate.
TH - Static variable in class com.opengamma.strata.basics.location.Country
The country 'TH' - Thailand.
THB - Static variable in class com.opengamma.strata.basics.currency.Currency
The currency 'THB' - Thai Baht.
theta(ResolvedBondFutureOption, LegalEntityDiscountingProvider, BlackBondFutureVolatilities) - Method in class com.opengamma.strata.pricer.bond.BlackBondFutureOptionMarginedProductPricer
Calculates the theta of the bond future option product.
theta(ResolvedBondFutureOption, LegalEntityDiscountingProvider, BlackBondFutureVolatilities, double) - Method in class com.opengamma.strata.pricer.bond.BlackBondFutureOptionMarginedProductPricer
Calculates the theta of the bond future option product based on the price of the underlying future.
theta(ResolvedFxSingleBarrierOption, RatesProvider, BlackFxOptionVolatilities) - Method in class com.opengamma.strata.pricer.fxopt.BlackFxSingleBarrierOptionProductPricer
Calculates the theta of the FX barrier option product.
theta(ResolvedFxVanillaOption, RatesProvider, BlackFxOptionVolatilities) - Method in class com.opengamma.strata.pricer.fxopt.BlackFxVanillaOptionProductPricer
Calculates the Black theta of the foreign exchange vanilla option product.
third() - Method in class com.opengamma.strata.collect.tuple.Triple.Meta
The meta-property for the third property.
THIRTY_360_ISDA - Static variable in class com.opengamma.strata.basics.date.DayCounts
The '30/360 ISDA' day count, which treats input day-of-month 31 specially.
THIRTY_360_PSA - Static variable in class com.opengamma.strata.basics.date.DayCounts
The '30/360 PSA' day count, which treats input day-of-month 31 and end of February specially.
THIRTY_E_360 - Static variable in class com.opengamma.strata.basics.date.DayCounts
The '30E/360' day count, which treats input day-of-month 31 specially.
THIRTY_E_360_ISDA - Static variable in class com.opengamma.strata.basics.date.DayCounts
The '30E/360 ISDA' day count, which treats input day-of-month 31 and end of February specially.
THIRTY_EPLUS_360 - Static variable in class com.opengamma.strata.basics.date.DayCounts
The '30E+/360' day count, which treats input day-of-month 31 specially.
THIRTY_U_360 - Static variable in class com.opengamma.strata.basics.date.DayCounts
The '30U/360' day count, which treats input day-of-month 31 and end of February specially.
THIRTY_U_360_EOM - Static variable in class com.opengamma.strata.basics.date.DayCounts
The '30U/360 EOM' day count, which treats input day-of-month 31 and end of February specially.
ThreeLegBasisSwapConvention - Interface in com.opengamma.strata.product.swap.type
A market convention for three leg basis swap trades.
ThreeLegBasisSwapConventions - Class in com.opengamma.strata.product.swap.type
Market standard three leg basis swap conventions.
ThreeLegBasisSwapCurveNode - Class in com.opengamma.strata.market.curve.node
A curve node whose instrument is a three leg basis swap.
ThreeLegBasisSwapCurveNode.Builder - Class in com.opengamma.strata.market.curve.node
The bean-builder for ThreeLegBasisSwapCurveNode.
ThreeLegBasisSwapCurveNode.Meta - Class in com.opengamma.strata.market.curve.node
The meta-bean for ThreeLegBasisSwapCurveNode.
ThreeLegBasisSwapTemplate - Class in com.opengamma.strata.product.swap.type
A template for creating Fixed-Ibor-Ibor swap trades.
ThreeLegBasisSwapTemplate.Builder - Class in com.opengamma.strata.product.swap.type
The bean-builder for ThreeLegBasisSwapTemplate.
ThreeLegBasisSwapTemplate.Meta - Class in com.opengamma.strata.product.swap.type
The meta-bean for ThreeLegBasisSwapTemplate.
THU_FRI - Static variable in class com.opengamma.strata.basics.date.HolidayCalendarIds
An identifier for a calendar declaring all days as business days except Thursday/Friday weekends, with code 'ThuFri'.
THU_FRI - Static variable in class com.opengamma.strata.basics.date.HolidayCalendars
An instance declaring all days as business days except Thursday/Friday weekends.
TICK_SIZE - Static variable in class com.opengamma.strata.loader.csv.CsvLoaderUtils
The column name for the tick size.
TICK_VALUE - Static variable in class com.opengamma.strata.loader.csv.CsvLoaderUtils
The column name for the tick value.
tickSize() - Method in class com.opengamma.strata.product.SecurityPriceInfo.Meta
The meta-property for the tickSize property.
tickValue() - Method in class com.opengamma.strata.product.SecurityPriceInfo.Meta
The meta-property for the tickValue property.
time() - Method in class com.opengamma.strata.pricer.fxopt.RecombiningTrinomialTreeData.Meta
The meta-property for the time property.
TIME_SQUARE - Static variable in class com.opengamma.strata.market.curve.interpolator.CurveInterpolators
Time square interpolator.
timeExtrapolatorLeft(CurveExtrapolator) - Method in class com.opengamma.strata.measure.fxopt.BlackFxOptionInterpolatedNodalSurfaceVolatilitiesSpecification.Builder
Sets the left extrapolator used in the time dimension.
timeExtrapolatorLeft() - Method in class com.opengamma.strata.measure.fxopt.BlackFxOptionInterpolatedNodalSurfaceVolatilitiesSpecification.Meta
The meta-property for the timeExtrapolatorLeft property.
timeExtrapolatorLeft(CurveExtrapolator) - Method in class com.opengamma.strata.measure.fxopt.BlackFxOptionSmileVolatilitiesSpecification.Builder
Sets the left extrapolator used in the time dimension.
timeExtrapolatorLeft() - Method in class com.opengamma.strata.measure.fxopt.BlackFxOptionSmileVolatilitiesSpecification.Meta
The meta-property for the timeExtrapolatorLeft property.
timeExtrapolatorLeft() - Method in class com.opengamma.strata.pricer.fxopt.InterpolatedStrikeSmileDeltaTermStructure.Meta
The meta-property for the timeExtrapolatorLeft property.
timeExtrapolatorRight(CurveExtrapolator) - Method in class com.opengamma.strata.measure.fxopt.BlackFxOptionInterpolatedNodalSurfaceVolatilitiesSpecification.Builder
Sets the right extrapolator used in the time dimension.
timeExtrapolatorRight() - Method in class com.opengamma.strata.measure.fxopt.BlackFxOptionInterpolatedNodalSurfaceVolatilitiesSpecification.Meta
The meta-property for the timeExtrapolatorRight property.
timeExtrapolatorRight(CurveExtrapolator) - Method in class com.opengamma.strata.measure.fxopt.BlackFxOptionSmileVolatilitiesSpecification.Builder
Sets the right extrapolator used in the time dimension.
timeExtrapolatorRight() - Method in class com.opengamma.strata.measure.fxopt.BlackFxOptionSmileVolatilitiesSpecification.Meta
The meta-property for the timeExtrapolatorRight property.
timeExtrapolatorRight() - Method in class com.opengamma.strata.pricer.fxopt.InterpolatedStrikeSmileDeltaTermStructure.Meta
The meta-property for the timeExtrapolatorRight property.
timeInterpolator(CurveInterpolator) - Method in class com.opengamma.strata.measure.fxopt.BlackFxOptionInterpolatedNodalSurfaceVolatilitiesSpecification.Builder
Sets the interpolator used in the time dimension.
timeInterpolator() - Method in class com.opengamma.strata.measure.fxopt.BlackFxOptionInterpolatedNodalSurfaceVolatilitiesSpecification.Meta
The meta-property for the timeInterpolator property.
timeInterpolator(CurveInterpolator) - Method in class com.opengamma.strata.measure.fxopt.BlackFxOptionSmileVolatilitiesSpecification.Builder
Sets the interpolator used in the time dimension.
timeInterpolator() - Method in class com.opengamma.strata.measure.fxopt.BlackFxOptionSmileVolatilitiesSpecification.Meta
The meta-property for the timeInterpolator property.
timeInterpolator() - Method in class com.opengamma.strata.pricer.fxopt.InterpolatedStrikeSmileDeltaTermStructure.Meta
The meta-property for the timeInterpolator property.
timeSeries() - Method in class com.opengamma.strata.calc.marketdata.MarketDataRequirements.Meta
The meta-property for the timeSeries property.
timeSeries() - Method in class com.opengamma.strata.data.ImmutableMarketData.Meta
The meta-property for the timeSeries property.
timeSeries(Map<? extends ObservableId, LocalDateDoubleTimeSeries>) - Method in class com.opengamma.strata.data.ImmutableMarketDataBuilder
Sets the time-series in the builder, replacing any existing values.
timeSeries() - Method in class com.opengamma.strata.data.scenario.ImmutableScenarioMarketData.Meta
The meta-property for the timeSeries property.
timeSeries(Map<? extends ObservableId, LocalDateDoubleTimeSeries>) - Method in class com.opengamma.strata.data.scenario.ImmutableScenarioMarketDataBuilder
Sets the time-series in the builder, replacing any existing values.
timeSeries() - Method in class com.opengamma.strata.pricer.rate.ImmutableRatesProvider.Meta
The meta-property for the timeSeries property.
timeSeries(Index) - Method in class com.opengamma.strata.pricer.rate.ImmutableRatesProvider
 
timeSeries(Index, LocalDateDoubleTimeSeries) - Method in class com.opengamma.strata.pricer.rate.ImmutableRatesProviderBuilder
Adds a time-series to the provider.
timeSeries(Map<? extends Index, LocalDateDoubleTimeSeries>) - Method in class com.opengamma.strata.pricer.rate.ImmutableRatesProviderBuilder
Adds time-series to the provider.
timeSeries(Index) - Method in interface com.opengamma.strata.pricer.rate.RatesProvider
Gets the time series.
timeSeriesFailures() - Method in class com.opengamma.strata.calc.marketdata.BuiltScenarioMarketData.Meta
The meta-property for the timeSeriesFailures property.
TimeSeriesProvider - Interface in com.opengamma.strata.calc.marketdata
A provider of time-series.
timeSeriesRequirements(Set<ObservableId>) - Method in class com.opengamma.strata.calc.runner.FunctionRequirements.Builder
Sets the market data identifiers of the time-series of required for the calculation.
timeSeriesRequirements(ObservableId...) - Method in class com.opengamma.strata.calc.runner.FunctionRequirements.Builder
Sets the timeSeriesRequirements property in the builder from an array of objects.
timeSeriesRequirements() - Method in class com.opengamma.strata.calc.runner.FunctionRequirements.Meta
The meta-property for the timeSeriesRequirements property.
timeToExpiry(ZonedDateTime, DayCount, ReferenceData) - Method in class com.opengamma.strata.measure.fxopt.FxOptionVolatilitiesNode
Calculates the time to expiry for the valuation date time.
TO_STRING - Static variable in class com.opengamma.strata.report.framework.format.ValueFormatters
The default formatter that returns the value of the toString() method.
toAdjusted(DateAdjuster) - Method in class com.opengamma.strata.basics.schedule.Schedule
Converts this schedule to a schedule where all the start and end dates are adjusted using the specified adjuster.
toAdjusted(DateAdjuster) - Method in class com.opengamma.strata.basics.schedule.SchedulePeriod
Converts this period to one where the start and end dates are adjusted using the specified adjuster.
toArray() - Method in class com.opengamma.strata.collect.array.DoubleArray
Converts this instance to an independent double[].
toArray() - Method in class com.opengamma.strata.collect.array.DoubleMatrix
Converts this instance to an independent double[][].
toArray() - Method in class com.opengamma.strata.collect.array.IntArray
Converts this instance to an independent int[].
toArray() - Method in class com.opengamma.strata.collect.MapStream
 
toArray(IntFunction<A[]>) - Method in class com.opengamma.strata.collect.MapStream
 
toArrayUnsafe() - Method in class com.opengamma.strata.collect.array.DoubleArray
Returns the underlying array.
toArrayUnsafe() - Method in class com.opengamma.strata.collect.array.DoubleMatrix
Returns the underlying array.
toArrayUnsafe() - Method in class com.opengamma.strata.collect.array.IntArray
Returns the underlying array.
toAsciiTableString() - Method in interface com.opengamma.strata.report.Report
Gets this report as an ASCII table string.
toBuilder() - Method in class com.opengamma.strata.basics.currency.FxMatrix
Creates a new builder using the data from this matrix to create a set of initial entries.
toBuilder() - Method in class com.opengamma.strata.basics.currency.Payment
Returns a builder that allows this bean to be mutated.
toBuilder() - Method in class com.opengamma.strata.basics.date.BusinessDayAdjustment
Returns a builder that allows this bean to be mutated.
toBuilder() - Method in class com.opengamma.strata.basics.date.DaysAdjustment
Returns a builder that allows this bean to be mutated.
toBuilder() - Method in class com.opengamma.strata.basics.date.PeriodAdjustment
Returns a builder that allows this bean to be mutated.
toBuilder() - Method in class com.opengamma.strata.basics.date.TenorAdjustment
Returns a builder that allows this bean to be mutated.
toBuilder() - Method in class com.opengamma.strata.basics.index.ImmutableFxIndex
Returns a builder that allows this bean to be mutated.
toBuilder() - Method in class com.opengamma.strata.basics.index.ImmutableIborIndex
Returns a builder that allows this bean to be mutated.
toBuilder() - Method in class com.opengamma.strata.basics.index.ImmutableOvernightIndex
Returns a builder that allows this bean to be mutated.
toBuilder() - Method in class com.opengamma.strata.basics.index.ImmutablePriceIndex
Returns a builder that allows this bean to be mutated.
toBuilder() - Method in class com.opengamma.strata.basics.index.OvernightIndexObservation
Returns a builder that allows this bean to be mutated.
toBuilder() - Method in class com.opengamma.strata.basics.schedule.PeriodicSchedule
Returns a builder that allows this bean to be mutated.
toBuilder() - Method in class com.opengamma.strata.basics.schedule.Schedule
Returns a builder that allows this bean to be mutated.
toBuilder() - Method in class com.opengamma.strata.basics.schedule.SchedulePeriod
Returns a builder that allows this bean to be mutated.
toBuilder() - Method in class com.opengamma.strata.basics.value.ValueSchedule
Returns a builder that allows this bean to be mutated.
toBuilder() - Method in class com.opengamma.strata.basics.value.ValueStep
Returns a builder that allows this bean to be mutated.
toBuilder() - Method in class com.opengamma.strata.calc.Column
Returns a builder that allows this bean to be mutated.
toBuilder() - Method in class com.opengamma.strata.calc.marketdata.PerturbationMapping
Returns a builder that allows this bean to be mutated.
toBuilder() - Method in class com.opengamma.strata.calc.marketdata.ScenarioDefinition
Returns a builder that allows this bean to be mutated.
toBuilder() - Method in class com.opengamma.strata.calc.runner.FunctionRequirements
Returns a builder that allows this bean to be mutated.
toBuilder() - Method in interface com.opengamma.strata.collect.timeseries.LocalDateDoubleTimeSeries
Return a builder populated with the values from this series.
toBuilder() - Method in class com.opengamma.strata.data.ImmutableMarketData
Returns a builder populated with the same data as this instance.
toBuilder() - Method in class com.opengamma.strata.market.amount.SwapLegAmount
Returns a builder that allows this bean to be mutated.
toBuilder() - Method in class com.opengamma.strata.market.curve.ConstantNodalCurve
Returns a builder that allows this bean to be mutated.
toBuilder() - Method in class com.opengamma.strata.market.curve.DefaultCurveMetadata
Returns a mutable builder initialized with the state of this bean.
toBuilder() - Method in class com.opengamma.strata.market.curve.DepositIsdaCreditCurveNode
Returns a builder that allows this bean to be mutated.
toBuilder() - Method in class com.opengamma.strata.market.curve.InterpolatedNodalCurve
Returns a builder that allows this bean to be mutated.
toBuilder() - Method in class com.opengamma.strata.market.curve.InterpolatedNodalCurveDefinition
Returns a builder that allows this bean to be mutated.
toBuilder() - Method in class com.opengamma.strata.market.curve.LegalEntityCurveGroup
Returns a builder that allows this bean to be mutated.
toBuilder() - Method in class com.opengamma.strata.market.curve.node.CdsIndexIsdaCreditCurveNode
Returns a builder that allows this bean to be mutated.
toBuilder() - Method in class com.opengamma.strata.market.curve.node.CdsIsdaCreditCurveNode
Returns a builder that allows this bean to be mutated.
toBuilder() - Method in class com.opengamma.strata.market.curve.node.FixedIborSwapCurveNode
Returns a builder that allows this bean to be mutated.
toBuilder() - Method in class com.opengamma.strata.market.curve.node.FixedInflationSwapCurveNode
Returns a builder that allows this bean to be mutated.
toBuilder() - Method in class com.opengamma.strata.market.curve.node.FixedOvernightSwapCurveNode
Returns a builder that allows this bean to be mutated.
toBuilder() - Method in class com.opengamma.strata.market.curve.node.FraCurveNode
Returns a builder that allows this bean to be mutated.
toBuilder() - Method in class com.opengamma.strata.market.curve.node.FxSwapCurveNode
Returns a builder that allows this bean to be mutated.
toBuilder() - Method in class com.opengamma.strata.market.curve.node.IborFixingDepositCurveNode
Returns a builder that allows this bean to be mutated.
toBuilder() - Method in class com.opengamma.strata.market.curve.node.IborFutureCurveNode
Returns a builder that allows this bean to be mutated.
toBuilder() - Method in class com.opengamma.strata.market.curve.node.IborIborSwapCurveNode
Returns a builder that allows this bean to be mutated.
toBuilder() - Method in class com.opengamma.strata.market.curve.node.OvernightIborSwapCurveNode
Returns a builder that allows this bean to be mutated.
toBuilder() - Method in class com.opengamma.strata.market.curve.node.TermDepositCurveNode
Returns a builder that allows this bean to be mutated.
toBuilder() - Method in class com.opengamma.strata.market.curve.node.ThreeLegBasisSwapCurveNode
Returns a builder that allows this bean to be mutated.
toBuilder() - Method in class com.opengamma.strata.market.curve.node.XCcyIborIborSwapCurveNode
Returns a builder that allows this bean to be mutated.
toBuilder() - Method in class com.opengamma.strata.market.curve.ParameterizedFunctionalCurve
Returns a builder that allows this bean to be mutated.
toBuilder() - Method in class com.opengamma.strata.market.curve.ParameterizedFunctionalCurveDefinition
Returns a builder that allows this bean to be mutated.
toBuilder() - Method in class com.opengamma.strata.market.curve.RatesCurveGroup
Returns a builder that allows this bean to be mutated.
toBuilder() - Method in class com.opengamma.strata.market.curve.RatesCurveGroupDefinition
Converts to builder.
toBuilder() - Method in class com.opengamma.strata.market.curve.RatesCurveGroupEntry
Returns a builder that allows this bean to be mutated.
toBuilder() - Method in class com.opengamma.strata.market.curve.RatesCurveInputs
Returns a builder that allows this bean to be mutated.
toBuilder() - Method in class com.opengamma.strata.market.curve.SwapIsdaCreditCurveNode
Returns a builder that allows this bean to be mutated.
toBuilder() - Method in class com.opengamma.strata.market.param.ResolvedTradeParameterMetadata
Returns a builder that allows this bean to be mutated.
toBuilder() - Method in class com.opengamma.strata.market.surface.DefaultSurfaceMetadata
Returns a mutable builder initialized with the state of this bean.
toBuilder() - Method in class com.opengamma.strata.market.surface.DeformedSurface
Returns a builder that allows this bean to be mutated.
toBuilder() - Method in class com.opengamma.strata.market.surface.InterpolatedNodalSurface
Returns a builder that allows this bean to be mutated.
toBuilder() - Method in class com.opengamma.strata.measure.curve.RootFinderConfig
Returns a builder that allows this bean to be mutated.
toBuilder() - Method in class com.opengamma.strata.measure.fx.FxRateConfig
Returns a builder that allows this bean to be mutated.
toBuilder() - Method in class com.opengamma.strata.measure.fxopt.BlackFxOptionInterpolatedNodalSurfaceVolatilitiesSpecification
Returns a builder that allows this bean to be mutated.
toBuilder() - Method in class com.opengamma.strata.measure.fxopt.BlackFxOptionSmileVolatilitiesSpecification
Returns a builder that allows this bean to be mutated.
toBuilder() - Method in class com.opengamma.strata.measure.fxopt.FxOptionVolatilitiesNode
Returns a builder that allows this bean to be mutated.
toBuilder() - Method in class com.opengamma.strata.pricer.bond.BlackBondFutureExpiryLogMoneynessVolatilities
Returns a builder that allows this bean to be mutated.
toBuilder() - Method in class com.opengamma.strata.pricer.bond.ImmutableLegalEntityDiscountingProvider
Returns a builder that allows this bean to be mutated.
toBuilder() - Method in class com.opengamma.strata.pricer.capfloor.DirectIborCapletFloorletVolatilityDefinition
Returns a builder that allows this bean to be mutated.
toBuilder() - Method in class com.opengamma.strata.pricer.capfloor.SabrIborCapletFloorletVolatilityBootstrapDefinition
Returns a builder that allows this bean to be mutated.
toBuilder() - Method in class com.opengamma.strata.pricer.capfloor.SabrIborCapletFloorletVolatilityCalibrationDefinition
Returns a builder that allows this bean to be mutated.
toBuilder() - Method in class com.opengamma.strata.pricer.capfloor.SabrParametersIborCapletFloorletVolatilities
Returns a builder that allows this bean to be mutated.
toBuilder() - Method in class com.opengamma.strata.pricer.credit.ImmutableCreditRatesProvider
Returns a builder that allows this bean to be mutated.
toBuilder() - Method in class com.opengamma.strata.pricer.fxopt.BlackFxOptionFlatVolatilities
Returns a builder that allows this bean to be mutated.
toBuilder() - Method in class com.opengamma.strata.pricer.fxopt.BlackFxOptionSmileVolatilities
Returns a builder that allows this bean to be mutated.
toBuilder() - Method in class com.opengamma.strata.pricer.fxopt.BlackFxOptionSurfaceVolatilities
Returns a builder that allows this bean to be mutated.
toBuilder() - Method in class com.opengamma.strata.pricer.index.NormalIborFutureOptionExpirySimpleMoneynessVolatilities
Returns a builder that allows this bean to be mutated.
toBuilder() - Method in class com.opengamma.strata.pricer.rate.ImmutableRatesProvider
Converts this instance to a builder allowing changes to be made.
toBuilder() - Method in class com.opengamma.strata.pricer.swaption.SabrParametersSwaptionVolatilities
Returns a builder that allows this bean to be mutated.
toBuilder() - Method in class com.opengamma.strata.product.bond.Bill
Returns a builder that allows this bean to be mutated.
toBuilder() - Method in class com.opengamma.strata.product.bond.BillPosition
Returns a builder that allows this bean to be mutated.
toBuilder() - Method in class com.opengamma.strata.product.bond.BillSecurity
Returns a builder that allows this bean to be mutated.
toBuilder() - Method in class com.opengamma.strata.product.bond.BillTrade
Returns a builder that allows this bean to be mutated.
toBuilder() - Method in class com.opengamma.strata.product.bond.BondFuture
Returns a builder that allows this bean to be mutated.
toBuilder() - Method in class com.opengamma.strata.product.bond.BondFutureOption
Returns a builder that allows this bean to be mutated.
toBuilder() - Method in class com.opengamma.strata.product.bond.BondFutureOptionPosition
Returns a builder that allows this bean to be mutated.
toBuilder() - Method in class com.opengamma.strata.product.bond.BondFutureOptionSecurity
Returns a builder that allows this bean to be mutated.
toBuilder() - Method in class com.opengamma.strata.product.bond.BondFutureOptionTrade
Returns a builder that allows this bean to be mutated.
toBuilder() - Method in class com.opengamma.strata.product.bond.BondFuturePosition
Returns a builder that allows this bean to be mutated.
toBuilder() - Method in class com.opengamma.strata.product.bond.BondFutureSecurity
Returns a builder that allows this bean to be mutated.
toBuilder() - Method in class com.opengamma.strata.product.bond.BondFutureTrade
Returns a builder that allows this bean to be mutated.
toBuilder() - Method in class com.opengamma.strata.product.bond.CapitalIndexedBond
Returns a builder that allows this bean to be mutated.
toBuilder() - Method in class com.opengamma.strata.product.bond.CapitalIndexedBondPaymentPeriod
Returns a builder that allows this bean to be mutated.
toBuilder() - Method in class com.opengamma.strata.product.bond.CapitalIndexedBondPosition
Returns a builder that allows this bean to be mutated.
toBuilder() - Method in class com.opengamma.strata.product.bond.CapitalIndexedBondSecurity
Returns a builder that allows this bean to be mutated.
toBuilder() - Method in class com.opengamma.strata.product.bond.CapitalIndexedBondTrade
Returns a builder that allows this bean to be mutated.
toBuilder() - Method in class com.opengamma.strata.product.bond.FixedCouponBond
Returns a builder that allows this bean to be mutated.
toBuilder() - Method in class com.opengamma.strata.product.bond.FixedCouponBondPaymentPeriod
Returns a builder that allows this bean to be mutated.
toBuilder() - Method in class com.opengamma.strata.product.bond.FixedCouponBondPosition
Returns a builder that allows this bean to be mutated.
toBuilder() - Method in class com.opengamma.strata.product.bond.FixedCouponBondSecurity
Returns a builder that allows this bean to be mutated.
toBuilder() - Method in class com.opengamma.strata.product.bond.FixedCouponBondTrade
Returns a builder that allows this bean to be mutated.
toBuilder() - Method in class com.opengamma.strata.product.bond.KnownAmountBondPaymentPeriod
Returns a builder that allows this bean to be mutated.
toBuilder() - Method in class com.opengamma.strata.product.bond.ResolvedBill
Returns a builder that allows this bean to be mutated.
toBuilder() - Method in class com.opengamma.strata.product.bond.ResolvedBillTrade
Returns a builder that allows this bean to be mutated.
toBuilder() - Method in class com.opengamma.strata.product.bond.ResolvedBondFuture
Returns a builder that allows this bean to be mutated.
toBuilder() - Method in class com.opengamma.strata.product.bond.ResolvedBondFutureOption
Returns a builder that allows this bean to be mutated.
toBuilder() - Method in class com.opengamma.strata.product.bond.ResolvedBondFutureOptionTrade
Returns a builder that allows this bean to be mutated.
toBuilder() - Method in class com.opengamma.strata.product.bond.ResolvedBondFutureTrade
Returns a builder that allows this bean to be mutated.
toBuilder() - Method in class com.opengamma.strata.product.bond.ResolvedCapitalIndexedBond
Returns a builder that allows this bean to be mutated.
toBuilder() - Method in class com.opengamma.strata.product.bond.ResolvedCapitalIndexedBondTrade
Returns a builder that allows this bean to be mutated.
toBuilder() - Method in class com.opengamma.strata.product.bond.ResolvedFixedCouponBond
Returns a builder that allows this bean to be mutated.
toBuilder() - Method in class com.opengamma.strata.product.bond.ResolvedFixedCouponBondTrade
Returns a builder that allows this bean to be mutated.
toBuilder() - Method in class com.opengamma.strata.product.capfloor.IborCapFloorLeg
Returns a builder that allows this bean to be mutated.
toBuilder() - Method in class com.opengamma.strata.product.capfloor.IborCapFloorTrade
Returns a builder that allows this bean to be mutated.
toBuilder() - Method in class com.opengamma.strata.product.capfloor.IborCapletFloorletPeriod
Returns a builder that allows this bean to be mutated.
toBuilder() - Method in class com.opengamma.strata.product.capfloor.ResolvedIborCapFloorLeg
Returns a builder that allows this bean to be mutated.
toBuilder() - Method in class com.opengamma.strata.product.capfloor.ResolvedIborCapFloorTrade
Returns a builder that allows this bean to be mutated.
toBuilder() - Method in class com.opengamma.strata.product.cms.CmsLeg
Returns a builder that allows this bean to be mutated.
toBuilder() - Method in class com.opengamma.strata.product.cms.CmsPeriod
Returns a builder that allows this bean to be mutated.
toBuilder() - Method in class com.opengamma.strata.product.cms.CmsTrade
Returns a builder that allows this bean to be mutated.
toBuilder() - Method in class com.opengamma.strata.product.cms.ResolvedCmsLeg
Returns a builder that allows this bean to be mutated.
toBuilder() - Method in class com.opengamma.strata.product.cms.ResolvedCmsTrade
Returns a builder that allows this bean to be mutated.
toBuilder() - Method in class com.opengamma.strata.product.credit.Cds
Returns a builder that allows this bean to be mutated.
toBuilder() - Method in class com.opengamma.strata.product.credit.CdsIndex
Returns a builder that allows this bean to be mutated.
toBuilder() - Method in class com.opengamma.strata.product.credit.CdsIndexTrade
Returns a builder that allows this bean to be mutated.
toBuilder() - Method in class com.opengamma.strata.product.credit.CdsTrade
Returns a builder that allows this bean to be mutated.
toBuilder() - Method in class com.opengamma.strata.product.credit.CreditCouponPaymentPeriod
Returns a builder that allows this bean to be mutated.
toBuilder() - Method in class com.opengamma.strata.product.credit.ResolvedCds
Returns a builder that allows this bean to be mutated.
toBuilder() - Method in class com.opengamma.strata.product.credit.ResolvedCdsIndex
Returns a builder that allows this bean to be mutated.
toBuilder() - Method in class com.opengamma.strata.product.credit.ResolvedCdsIndexTrade
Returns a builder that allows this bean to be mutated.
toBuilder() - Method in class com.opengamma.strata.product.credit.ResolvedCdsTrade
Returns a builder that allows this bean to be mutated.
toBuilder() - Method in class com.opengamma.strata.product.credit.type.ImmutableCdsConvention
Returns a builder that allows this bean to be mutated.
toBuilder() - Method in class com.opengamma.strata.product.deposit.IborFixingDeposit
Returns a builder that allows this bean to be mutated.
toBuilder() - Method in class com.opengamma.strata.product.deposit.IborFixingDepositTrade
Returns a builder that allows this bean to be mutated.
toBuilder() - Method in class com.opengamma.strata.product.deposit.ResolvedIborFixingDeposit
Returns a builder that allows this bean to be mutated.
toBuilder() - Method in class com.opengamma.strata.product.deposit.ResolvedIborFixingDepositTrade
Returns a builder that allows this bean to be mutated.
toBuilder() - Method in class com.opengamma.strata.product.deposit.ResolvedTermDeposit
Returns a builder that allows this bean to be mutated.
toBuilder() - Method in class com.opengamma.strata.product.deposit.ResolvedTermDepositTrade
Returns a builder that allows this bean to be mutated.
toBuilder() - Method in class com.opengamma.strata.product.deposit.TermDeposit
Returns a builder that allows this bean to be mutated.
toBuilder() - Method in class com.opengamma.strata.product.deposit.TermDepositTrade
Returns a builder that allows this bean to be mutated.
toBuilder() - Method in class com.opengamma.strata.product.deposit.type.IborFixingDepositTemplate
Returns a builder that allows this bean to be mutated.
toBuilder() - Method in class com.opengamma.strata.product.deposit.type.ImmutableIborFixingDepositConvention
Returns a builder that allows this bean to be mutated.
toBuilder() - Method in class com.opengamma.strata.product.deposit.type.ImmutableTermDepositConvention
Returns a builder that allows this bean to be mutated.
toBuilder() - Method in class com.opengamma.strata.product.deposit.type.TermDepositTemplate
Returns a builder that allows this bean to be mutated.
toBuilder() - Method in class com.opengamma.strata.product.dsf.Dsf
Returns a builder that allows this bean to be mutated.
toBuilder() - Method in class com.opengamma.strata.product.dsf.DsfPosition
Returns a builder that allows this bean to be mutated.
toBuilder() - Method in class com.opengamma.strata.product.dsf.DsfSecurity
Returns a builder that allows this bean to be mutated.
toBuilder() - Method in class com.opengamma.strata.product.dsf.DsfTrade
Returns a builder that allows this bean to be mutated.
toBuilder() - Method in class com.opengamma.strata.product.dsf.ResolvedDsf
Returns a builder that allows this bean to be mutated.
toBuilder() - Method in class com.opengamma.strata.product.dsf.ResolvedDsfTrade
Returns a builder that allows this bean to be mutated.
toBuilder() - Method in class com.opengamma.strata.product.etd.EtdFuturePosition
Returns a builder that allows this bean to be mutated.
toBuilder() - Method in class com.opengamma.strata.product.etd.EtdFutureSecurity
Returns a builder that allows this bean to be mutated.
toBuilder() - Method in class com.opengamma.strata.product.etd.EtdFutureTrade
Returns a builder that allows this bean to be mutated.
toBuilder() - Method in class com.opengamma.strata.product.etd.EtdOptionPosition
Returns a builder that allows this bean to be mutated.
toBuilder() - Method in class com.opengamma.strata.product.etd.EtdOptionSecurity
Returns a builder that allows this bean to be mutated.
toBuilder() - Method in class com.opengamma.strata.product.etd.EtdOptionTrade
Returns a builder that allows this bean to be mutated.
toBuilder() - Method in class com.opengamma.strata.product.fra.Fra
Returns a builder that allows this bean to be mutated.
toBuilder() - Method in class com.opengamma.strata.product.fra.FraTrade
Returns a builder that allows this bean to be mutated.
toBuilder() - Method in class com.opengamma.strata.product.fra.ResolvedFra
Returns a builder that allows this bean to be mutated.
toBuilder() - Method in class com.opengamma.strata.product.fra.ResolvedFraTrade
Returns a builder that allows this bean to be mutated.
toBuilder() - Method in class com.opengamma.strata.product.fra.type.FraTemplate
Returns a builder that allows this bean to be mutated.
toBuilder() - Method in class com.opengamma.strata.product.fra.type.ImmutableFraConvention
Returns a builder that allows this bean to be mutated.
toBuilder() - Method in class com.opengamma.strata.product.fx.FxNdf
Returns a builder that allows this bean to be mutated.
toBuilder() - Method in class com.opengamma.strata.product.fx.FxNdfTrade
Returns a builder that allows this bean to be mutated.
toBuilder() - Method in class com.opengamma.strata.product.fx.FxSingleTrade
Returns a builder that allows this bean to be mutated.
toBuilder() - Method in class com.opengamma.strata.product.fx.FxSwapTrade
Returns a builder that allows this bean to be mutated.
toBuilder() - Method in class com.opengamma.strata.product.fx.ResolvedFxNdf
Returns a builder that allows this bean to be mutated.
toBuilder() - Method in class com.opengamma.strata.product.fx.ResolvedFxNdfTrade
Returns a builder that allows this bean to be mutated.
toBuilder() - Method in class com.opengamma.strata.product.fx.ResolvedFxSingleTrade
Returns a builder that allows this bean to be mutated.
toBuilder() - Method in class com.opengamma.strata.product.fx.ResolvedFxSwapTrade
Returns a builder that allows this bean to be mutated.
toBuilder() - Method in class com.opengamma.strata.product.fx.type.FxSwapTemplate
Returns a builder that allows this bean to be mutated.
toBuilder() - Method in class com.opengamma.strata.product.fx.type.ImmutableFxSwapConvention
Returns a builder that allows this bean to be mutated.
toBuilder() - Method in class com.opengamma.strata.product.fxopt.FxSingleBarrierOption
Returns a builder that allows this bean to be mutated.
toBuilder() - Method in class com.opengamma.strata.product.fxopt.FxSingleBarrierOptionTrade
Returns a builder that allows this bean to be mutated.
toBuilder() - Method in class com.opengamma.strata.product.fxopt.FxVanillaOption
Returns a builder that allows this bean to be mutated.
toBuilder() - Method in class com.opengamma.strata.product.fxopt.FxVanillaOptionTrade
Returns a builder that allows this bean to be mutated.
toBuilder() - Method in class com.opengamma.strata.product.fxopt.ResolvedFxSingleBarrierOptionTrade
Returns a builder that allows this bean to be mutated.
toBuilder() - Method in class com.opengamma.strata.product.fxopt.ResolvedFxVanillaOption
Returns a builder that allows this bean to be mutated.
toBuilder() - Method in class com.opengamma.strata.product.fxopt.ResolvedFxVanillaOptionTrade
Returns a builder that allows this bean to be mutated.
toBuilder() - Method in class com.opengamma.strata.product.GenericSecurityPosition
Returns a builder that allows this bean to be mutated.
toBuilder() - Method in class com.opengamma.strata.product.GenericSecurityTrade
Returns a builder that allows this bean to be mutated.
toBuilder() - Method in class com.opengamma.strata.product.index.IborFuture
Returns a builder that allows this bean to be mutated.
toBuilder() - Method in class com.opengamma.strata.product.index.IborFutureOption
Returns a builder that allows this bean to be mutated.
toBuilder() - Method in class com.opengamma.strata.product.index.IborFutureOptionPosition
Returns a builder that allows this bean to be mutated.
toBuilder() - Method in class com.opengamma.strata.product.index.IborFutureOptionSecurity
Returns a builder that allows this bean to be mutated.
toBuilder() - Method in class com.opengamma.strata.product.index.IborFutureOptionTrade
Returns a builder that allows this bean to be mutated.
toBuilder() - Method in class com.opengamma.strata.product.index.IborFuturePosition
Returns a builder that allows this bean to be mutated.
toBuilder() - Method in class com.opengamma.strata.product.index.IborFutureSecurity
Returns a builder that allows this bean to be mutated.
toBuilder() - Method in class com.opengamma.strata.product.index.IborFutureTrade
Returns a builder that allows this bean to be mutated.
toBuilder() - Method in class com.opengamma.strata.product.index.OvernightFuture
Returns a builder that allows this bean to be mutated.
toBuilder() - Method in class com.opengamma.strata.product.index.OvernightFuturePosition
Returns a builder that allows this bean to be mutated.
toBuilder() - Method in class com.opengamma.strata.product.index.OvernightFutureSecurity
Returns a builder that allows this bean to be mutated.
toBuilder() - Method in class com.opengamma.strata.product.index.OvernightFutureTrade
Returns a builder that allows this bean to be mutated.
toBuilder() - Method in class com.opengamma.strata.product.index.ResolvedIborFuture
Returns a builder that allows this bean to be mutated.
toBuilder() - Method in class com.opengamma.strata.product.index.ResolvedIborFutureOption
Returns a builder that allows this bean to be mutated.
toBuilder() - Method in class com.opengamma.strata.product.index.ResolvedIborFutureOptionTrade
Returns a builder that allows this bean to be mutated.
toBuilder() - Method in class com.opengamma.strata.product.index.ResolvedIborFutureTrade
Returns a builder that allows this bean to be mutated.
toBuilder() - Method in class com.opengamma.strata.product.index.ResolvedOvernightFuture
Returns a builder that allows this bean to be mutated.
toBuilder() - Method in class com.opengamma.strata.product.index.ResolvedOvernightFutureTrade
Returns a builder that allows this bean to be mutated.
toBuilder() - Method in class com.opengamma.strata.product.index.type.ImmutableIborFutureConvention
Returns a builder that allows this bean to be mutated.
toBuilder() - Method in class com.opengamma.strata.product.payment.BulletPayment
Returns a builder that allows this bean to be mutated.
toBuilder() - Method in class com.opengamma.strata.product.payment.BulletPaymentTrade
Returns a builder that allows this bean to be mutated.
toBuilder() - Method in class com.opengamma.strata.product.payment.ResolvedBulletPayment
Returns a builder that allows this bean to be mutated.
toBuilder() - Method in class com.opengamma.strata.product.payment.ResolvedBulletPaymentTrade
Returns a builder that allows this bean to be mutated.
toBuilder() - Method in class com.opengamma.strata.product.PortfolioItemSummary
Returns a builder that allows this bean to be mutated.
toBuilder() - Method in class com.opengamma.strata.product.PositionInfo
Returns a builder populated with the values of this instance.
toBuilder() - Method in class com.opengamma.strata.product.rate.IborAveragedFixing
Returns a builder that allows this bean to be mutated.
toBuilder() - Method in class com.opengamma.strata.product.rate.OvernightAveragedDailyRateComputation
Returns a builder that allows this bean to be mutated.
toBuilder() - Method in class com.opengamma.strata.product.rate.OvernightAveragedRateComputation
Returns a builder that allows this bean to be mutated.
toBuilder() - Method in class com.opengamma.strata.product.rate.OvernightCompoundedRateComputation
Returns a builder that allows this bean to be mutated.
toBuilder() - Method in class com.opengamma.strata.product.SecurityInfo
Returns a builder populated with the values of this instance.
toBuilder() - Method in class com.opengamma.strata.product.SecurityPosition
Returns a builder that allows this bean to be mutated.
toBuilder() - Method in class com.opengamma.strata.product.SecurityTrade
Returns a builder that allows this bean to be mutated.
toBuilder() - Method in class com.opengamma.strata.product.swap.FixedRateCalculation
Returns a builder that allows this bean to be mutated.
toBuilder() - Method in class com.opengamma.strata.product.swap.FxResetCalculation
Returns a builder that allows this bean to be mutated.
toBuilder() - Method in class com.opengamma.strata.product.swap.IborRateCalculation
Returns a builder that allows this bean to be mutated.
toBuilder() - Method in class com.opengamma.strata.product.swap.IborRateStubCalculation
Returns a builder that allows this bean to be mutated.
toBuilder() - Method in class com.opengamma.strata.product.swap.ImmutableSwapIndex
Returns a builder that allows this bean to be mutated.
toBuilder() - Method in class com.opengamma.strata.product.swap.InflationRateCalculation
Returns a builder that allows this bean to be mutated.
toBuilder() - Method in class com.opengamma.strata.product.swap.KnownAmountNotionalSwapPaymentPeriod
Returns a builder that allows this bean to be mutated.
toBuilder() - Method in class com.opengamma.strata.product.swap.KnownAmountSwapLeg
Returns a builder that allows this bean to be mutated.
toBuilder() - Method in class com.opengamma.strata.product.swap.KnownAmountSwapPaymentPeriod
Returns a builder that allows this bean to be mutated.
toBuilder() - Method in class com.opengamma.strata.product.swap.NotionalSchedule
Returns a builder that allows this bean to be mutated.
toBuilder() - Method in class com.opengamma.strata.product.swap.OvernightRateCalculation
Returns a builder that allows this bean to be mutated.
toBuilder() - Method in class com.opengamma.strata.product.swap.PaymentSchedule
Returns a builder that allows this bean to be mutated.
toBuilder() - Method in class com.opengamma.strata.product.swap.RateAccrualPeriod
Returns a builder that allows this bean to be mutated.
toBuilder() - Method in class com.opengamma.strata.product.swap.RateCalculationSwapLeg
Returns a builder that allows this bean to be mutated.
toBuilder() - Method in class com.opengamma.strata.product.swap.RatePaymentPeriod
Returns a builder that allows this bean to be mutated.
toBuilder() - Method in class com.opengamma.strata.product.swap.RatePeriodSwapLeg
Returns a builder that allows this bean to be mutated.
toBuilder() - Method in class com.opengamma.strata.product.swap.ResetSchedule
Returns a builder that allows this bean to be mutated.
toBuilder() - Method in class com.opengamma.strata.product.swap.ResolvedSwap
Returns a builder that allows this bean to be mutated.
toBuilder() - Method in class com.opengamma.strata.product.swap.ResolvedSwapLeg
Returns a builder that allows this bean to be mutated.
toBuilder() - Method in class com.opengamma.strata.product.swap.ResolvedSwapTrade
Returns a builder that allows this bean to be mutated.
toBuilder() - Method in class com.opengamma.strata.product.swap.Swap
Returns a builder that allows this bean to be mutated.
toBuilder() - Method in class com.opengamma.strata.product.swap.SwapTrade
Returns a builder that allows this bean to be mutated.
toBuilder() - Method in class com.opengamma.strata.product.swap.type.FixedIborSwapTemplate
Returns a builder that allows this bean to be mutated.
toBuilder() - Method in class com.opengamma.strata.product.swap.type.FixedInflationSwapTemplate
Returns a builder that allows this bean to be mutated.
toBuilder() - Method in class com.opengamma.strata.product.swap.type.FixedOvernightSwapTemplate
Returns a builder that allows this bean to be mutated.
toBuilder() - Method in class com.opengamma.strata.product.swap.type.FixedRateSwapLegConvention
Returns a builder that allows this bean to be mutated.
toBuilder() - Method in class com.opengamma.strata.product.swap.type.IborIborSwapTemplate
Returns a builder that allows this bean to be mutated.
toBuilder() - Method in class com.opengamma.strata.product.swap.type.IborRateSwapLegConvention
Returns a builder that allows this bean to be mutated.
toBuilder() - Method in class com.opengamma.strata.product.swap.type.ImmutableFixedIborSwapConvention
Returns a builder that allows this bean to be mutated.
toBuilder() - Method in class com.opengamma.strata.product.swap.type.ImmutableFixedInflationSwapConvention
Returns a builder that allows this bean to be mutated.
toBuilder() - Method in class com.opengamma.strata.product.swap.type.ImmutableFixedOvernightSwapConvention
Returns a builder that allows this bean to be mutated.
toBuilder() - Method in class com.opengamma.strata.product.swap.type.ImmutableIborIborSwapConvention
Returns a builder that allows this bean to be mutated.
toBuilder() - Method in class com.opengamma.strata.product.swap.type.ImmutableOvernightIborSwapConvention
Returns a builder that allows this bean to be mutated.
toBuilder() - Method in class com.opengamma.strata.product.swap.type.ImmutableThreeLegBasisSwapConvention
Returns a builder that allows this bean to be mutated.
toBuilder() - Method in class com.opengamma.strata.product.swap.type.ImmutableXCcyIborIborSwapConvention
Returns a builder that allows this bean to be mutated.
toBuilder() - Method in class com.opengamma.strata.product.swap.type.InflationRateSwapLegConvention
Returns a builder that allows this bean to be mutated.
toBuilder() - Method in class com.opengamma.strata.product.swap.type.OvernightIborSwapTemplate
Returns a builder that allows this bean to be mutated.
toBuilder() - Method in class com.opengamma.strata.product.swap.type.OvernightRateSwapLegConvention
Returns a builder that allows this bean to be mutated.
toBuilder() - Method in class com.opengamma.strata.product.swap.type.ThreeLegBasisSwapTemplate
Returns a builder that allows this bean to be mutated.
toBuilder() - Method in class com.opengamma.strata.product.swap.type.XCcyIborIborSwapTemplate
Returns a builder that allows this bean to be mutated.
toBuilder() - Method in class com.opengamma.strata.product.swaption.ResolvedSwaption
Returns a builder that allows this bean to be mutated.
toBuilder() - Method in class com.opengamma.strata.product.swaption.ResolvedSwaptionTrade
Returns a builder that allows this bean to be mutated.
toBuilder() - Method in class com.opengamma.strata.product.swaption.Swaption
Returns a builder that allows this bean to be mutated.
toBuilder() - Method in class com.opengamma.strata.product.swaption.SwaptionTrade
Returns a builder that allows this bean to be mutated.
toBuilder() - Method in class com.opengamma.strata.product.TradeInfo
Returns a builder populated with the values of this instance.
toBuilder() - Method in class com.opengamma.strata.report.cashflow.CashFlowReport
Returns a builder that allows this bean to be mutated.
toBuilder() - Method in class com.opengamma.strata.report.trade.TradeReport
Returns a builder that allows this bean to be mutated.
toBuilder() - Method in class com.opengamma.strata.report.trade.TradeReportColumn
Returns a builder that allows this bean to be mutated.
toBuilder() - Method in class com.opengamma.strata.report.trade.TradeReportTemplate
Returns a builder that allows this bean to be mutated.
toCharSource(ByteSource) - Static method in class com.opengamma.strata.collect.io.UnicodeBom
Converts a ByteSource to a CharSource.
toCombinedFuture() - Static method in class com.opengamma.strata.collect.Guavate
Collector used at the end of a stream to convert a list of futures to a single future, combining the values into a list.
toCombinedFutureMap() - Static method in class com.opengamma.strata.collect.Guavate
Collector used at the end of a stream to convert a map of futures to a single future, combining the values into a map.
toConventional() - Method in class com.opengamma.strata.basics.currency.CurrencyPair
Returns the market convention currency pair for the currencies in the pair.
toConventional() - Method in class com.opengamma.strata.basics.currency.FxRate
Returns an FX rate object representing the market convention rate between the two currencies.
toCouponEquivalent() - Method in class com.opengamma.strata.product.cms.CmsPeriod
Return the CMS coupon equivalent to the period.
toCurrencyValuesArray() - Static method in class com.opengamma.strata.calc.runner.FunctionUtils
Returns a collector that builds a single-currency scenerio result.
toCurveParameterSize() - Method in interface com.opengamma.strata.market.curve.CurveDefinition
Converts this definition to the summary form.
toDiscountFactors() - Method in interface com.opengamma.strata.pricer.credit.CreditDiscountFactors
Creates an instance of DiscountFactors.
toDiscountFactors() - Method in class com.opengamma.strata.pricer.credit.IsdaCreditDiscountFactors
 
toFloatingRateIndex() - Method in interface com.opengamma.strata.basics.index.FloatingRateName
Returns a floating rate index.
toFloatingRateIndex(Tenor) - Method in interface com.opengamma.strata.basics.index.FloatingRateName
Returns a floating rate index.
toFxForwardSensitivity() - Method in class com.opengamma.strata.pricer.fx.FxIndexSensitivity
Converts this sensitivity to an FxForwardSensitivity.
toHeader() - Method in class com.opengamma.strata.calc.Column
Converts this column to a column header.
toIborIndex(Tenor) - Method in interface com.opengamma.strata.basics.index.FloatingRateName
Checks and returns an Ibor index.
toIborIndex(Tenor) - Method in class com.opengamma.strata.basics.index.ImmutableFloatingRateName
 
toIborIndexFixingOffset() - Method in interface com.opengamma.strata.basics.index.FloatingRateName
Checks and returns the fixing offset associated with the Ibor index.
toIborIndexFixingOffset() - Method in class com.opengamma.strata.basics.index.ImmutableFloatingRateName
 
toImmutable() - Method in class com.opengamma.strata.market.sensitivity.MutablePointSensitivities
Returns an immutable version of this object.
toImmutableCreditRatesProvider() - Method in interface com.opengamma.strata.pricer.credit.CreditRatesProvider
Converts this provider to an equivalent ImmutableCreditRatesProvider.
toImmutableCreditRatesProvider() - Method in class com.opengamma.strata.pricer.credit.ImmutableCreditRatesProvider
 
toImmutableLegalEntityDiscountingProvider() - Method in class com.opengamma.strata.pricer.bond.ImmutableLegalEntityDiscountingProvider
 
toImmutableLegalEntityDiscountingProvider() - Method in interface com.opengamma.strata.pricer.bond.LegalEntityDiscountingProvider
Converts this provider to an equivalent ImmutableLegalEntityDiscountingProvider.
toImmutableList() - Static method in class com.opengamma.strata.collect.Guavate
Collector used at the end of a stream to build an immutable list.
toImmutableListMultimap(Function<? super T, ? extends K>) - Static method in class com.opengamma.strata.collect.Guavate
Collector used at the end of a stream to build an immutable multimap.
toImmutableListMultimap(Function<? super T, ? extends K>, Function<? super T, ? extends V>) - Static method in class com.opengamma.strata.collect.Guavate
Collector used at the end of a stream to build an immutable multimap.
toImmutableMap(Function<? super T, ? extends K>) - Static method in class com.opengamma.strata.collect.Guavate
Collector used at the end of a stream to build an immutable map.
toImmutableMap(Function<? super T, ? extends K>, Function<? super T, ? extends V>) - Static method in class com.opengamma.strata.collect.Guavate
Collector used at the end of a stream to build an immutable map.
toImmutableMap(Function<? super T, ? extends K>, Function<? super T, ? extends V>, BiFunction<? super V, ? super V, ? extends V>) - Static method in class com.opengamma.strata.collect.Guavate
Collector used at the end of a stream to build an immutable map.
toImmutableMultiset() - Static method in class com.opengamma.strata.collect.Guavate
Collector used at the end of a stream to build an immutable multiset.
toImmutableRatesProvider() - Method in class com.opengamma.strata.pricer.rate.ImmutableRatesProvider
 
toImmutableRatesProvider() - Method in interface com.opengamma.strata.pricer.rate.RatesProvider
Converts this provider to an equivalent ImmutableRatesProvider.
toImmutableSet() - Static method in class com.opengamma.strata.collect.Guavate
Collector used at the end of a stream to build an immutable set.
toImmutableSetMultimap(Function<? super T, ? extends K>) - Static method in class com.opengamma.strata.collect.Guavate
Collector used at the end of a stream to build an immutable multimap.
toImmutableSetMultimap(Function<? super T, ? extends K>, Function<? super T, ? extends V>) - Static method in class com.opengamma.strata.collect.Guavate
Collector used at the end of a stream to build an immutable multimap.
toImmutableSortedMap(Function<? super T, ? extends K>) - Static method in class com.opengamma.strata.collect.Guavate
Collector used at the end of a stream to build an immutable sorted map.
toImmutableSortedMap(Function<? super T, ? extends K>, Function<? super T, ? extends V>) - Static method in class com.opengamma.strata.collect.Guavate
Collector used at the end of a stream to build an immutable sorted map.
toImmutableSortedSet() - Static method in class com.opengamma.strata.collect.Guavate
Collector used at the end of a stream to build an immutable sorted set.
toImmutableSortedSet(Comparator<? super T>) - Static method in class com.opengamma.strata.collect.Guavate
Collector used at the end of a stream to build an immutable sorted set.
token() - Method in enum com.opengamma.strata.report.framework.expression.ValueRootType
Gets the token that the root type corresponds to.
TokenEvaluator<T> - Class in com.opengamma.strata.report.framework.expression
Evaluates a token against an object to produce another object.
TokenEvaluator() - Constructor for class com.opengamma.strata.report.framework.expression.TokenEvaluator
 
tokens(Bean) - Method in class com.opengamma.strata.report.framework.expression.BeanTokenEvaluator
 
tokens(CurrencyAmount) - Method in class com.opengamma.strata.report.framework.expression.CurrencyAmountTokenEvaluator
 
tokens(CurrencyParameterSensitivities) - Method in class com.opengamma.strata.report.framework.expression.CurrencyParameterSensitivitiesTokenEvaluator
 
tokens(CurrencyParameterSensitivity) - Method in class com.opengamma.strata.report.framework.expression.CurrencyParameterSensitivityTokenEvaluator
 
tokens(Iterable<?>) - Method in class com.opengamma.strata.report.framework.expression.IterableTokenEvaluator
 
tokens(Map<?, ?>) - Method in class com.opengamma.strata.report.framework.expression.MapTokenEvaluator
 
tokens(Position) - Method in class com.opengamma.strata.report.framework.expression.PositionTokenEvaluator
 
tokens(Security) - Method in class com.opengamma.strata.report.framework.expression.SecurityTokenEvaluator
 
tokens(T) - Method in class com.opengamma.strata.report.framework.expression.TokenEvaluator
Gets the set of supported token for the given object.
tokens(Trade) - Method in class com.opengamma.strata.report.framework.expression.TradeTokenEvaluator
 
tokens(Object) - Static method in class com.opengamma.strata.report.framework.expression.ValuePathEvaluator
Gets the supported tokens on the given object.
toLeg(LocalDate, LocalDate, PayReceive, double, double) - Method in class com.opengamma.strata.product.swap.type.FixedRateSwapLegConvention
Creates a leg based on this convention.
toLeg(LocalDate, LocalDate, PayReceive, double) - Method in class com.opengamma.strata.product.swap.type.IborRateSwapLegConvention
Creates a leg based on this convention.
toLeg(LocalDate, LocalDate, PayReceive, double, double) - Method in class com.opengamma.strata.product.swap.type.IborRateSwapLegConvention
Creates a leg based on this convention.
toLeg(LocalDate, LocalDate, PayReceive, double) - Method in class com.opengamma.strata.product.swap.type.InflationRateSwapLegConvention
Creates a leg based on this convention.
toLeg(LocalDate, LocalDate, PayReceive, double) - Method in class com.opengamma.strata.product.swap.type.OvernightRateSwapLegConvention
Creates a leg based on this convention.
toLeg(LocalDate, LocalDate, PayReceive, double, double) - Method in class com.opengamma.strata.product.swap.type.OvernightRateSwapLegConvention
Creates a leg based on this convention.
toList() - Method in class com.opengamma.strata.collect.array.DoubleArray
Returns a list equivalent to this array.
toList() - Method in class com.opengamma.strata.collect.array.IntArray
Returns a list equivalent to this array.
toListMultimap() - Method in class com.opengamma.strata.collect.MapStream
Returns an immutable list multimap built from the entries in the stream.
toMap() - Method in class com.opengamma.strata.basics.currency.MultiCurrencyAmount
Converts this MultiCurrencyAmount to a map keyed by currency.
toMap() - Method in class com.opengamma.strata.collect.MapStream
Returns an immutable map built from the entries in the stream.
toMap(BiFunction<? super V, ? super V, ? extends V>) - Method in class com.opengamma.strata.collect.MapStream
Returns an immutable map built from the entries in the stream.
toMoney() - Method in class com.opengamma.strata.basics.currency.CurrencyAmount
Converts the current instance of CurrencyAmount to the equivalent Money instance.
toMultiCurrencyAmount() - Static method in class com.opengamma.strata.basics.currency.MultiCurrencyAmount
Returns a collector that can be used to create a multi-currency amount from a stream of amounts.
toMultiCurrencyAmountArray() - Static method in class com.opengamma.strata.basics.currency.MultiCurrencyAmountArray
Returns a collector which creates a multi currency amount array by combining a stream of currency amount arrays.
toMultiCurrencyScenarioArray() - Static method in class com.opengamma.strata.data.scenario.MultiCurrencyScenarioArray
Returns a collector which creates a multi currency scenario array by combining a stream of currency scenario arrays.
toMultiCurrencyValuesArray() - Static method in class com.opengamma.strata.calc.runner.FunctionUtils
Returns a collector that builds a multi-currency scenerio result.
toMutable() - Method in class com.opengamma.strata.market.sensitivity.PointSensitivities
Returns a mutable version of this object.
toObject(double[]) - Static method in class com.opengamma.strata.collect.DoubleArrayMath
Converts a double array to a Double array.
toOvernightIndex() - Method in interface com.opengamma.strata.basics.index.FloatingRateName
Converts to an OvernightIndex.
toOvernightIndex() - Method in class com.opengamma.strata.basics.index.ImmutableFloatingRateName
 
toPair() - Method in class com.opengamma.strata.collect.tuple.DoublesPair
Converts this pair to an object-based Pair.
toPair() - Method in class com.opengamma.strata.collect.tuple.IntDoublePair
Converts this pair to an object-based Pair.
toPair() - Method in class com.opengamma.strata.collect.tuple.LongDoublePair
Converts this pair to an object-based Pair.
toPair() - Method in class com.opengamma.strata.collect.tuple.ObjDoublePair
Converts this pair to an object-based Pair.
toPair() - Method in class com.opengamma.strata.collect.tuple.ObjIntPair
Converts this pair to an object-based Pair.
toPriceIndex() - Method in interface com.opengamma.strata.basics.index.FloatingRateName
Converts to an PriceIndex.
toPriceIndex() - Method in class com.opengamma.strata.basics.index.ImmutableFloatingRateName
 
toPrimitive(Double[]) - Static method in class com.opengamma.strata.collect.DoubleArrayMath
Converts a Double array to a double array.
toReader(InputStream) - Static method in class com.opengamma.strata.collect.io.UnicodeBom
Converts an InputStream to a Reader.
toRollConvention(LocalDate, LocalDate, Frequency, boolean) - Method in enum com.opengamma.strata.basics.schedule.StubConvention
Converts this stub convention to the appropriate roll convention.
toScenarioArray() - Static method in class com.opengamma.strata.calc.runner.FunctionUtils
Returns a collector which can be used at the end of a stream of results to build a ScenarioArray.
toSet() - Method in class com.opengamma.strata.basics.currency.CurrencyPair
Returns the set of currencies contains in the pair.
toSingleNameCds() - Method in class com.opengamma.strata.product.credit.ResolvedCdsIndex
Reduce this instance to ResolvedCds.
toSingleNameCds() - Method in class com.opengamma.strata.product.credit.ResolvedCdsIndexTrade
Reduce this instance to ResolvedCdsTrade.
toString() - Method in class com.opengamma.strata.basics.CalculationTargetList
 
toString() - Method in class com.opengamma.strata.basics.currency.AdjustablePayment
 
toString() - Method in class com.opengamma.strata.basics.currency.Currency
Returns a string representation of the currency, which is the three letter code.
toString() - Method in class com.opengamma.strata.basics.currency.CurrencyAmount
Gets the amount as a string.
toString() - Method in class com.opengamma.strata.basics.currency.CurrencyAmountArray
 
toString() - Method in class com.opengamma.strata.basics.currency.CurrencyPair
Returns the formatted string version of the currency pair.
toString() - Method in class com.opengamma.strata.basics.currency.FxMatrix
 
toString() - Method in class com.opengamma.strata.basics.currency.FxRate
Returns the formatted string version of the currency pair.
toString() - Method in class com.opengamma.strata.basics.currency.Money
Gets the amount as a string.
toString() - Method in class com.opengamma.strata.basics.currency.MultiCurrencyAmount
Gets the amount as a string.
toString() - Method in class com.opengamma.strata.basics.currency.MultiCurrencyAmountArray
 
toString() - Method in class com.opengamma.strata.basics.currency.Payment.Builder
 
toString() - Method in class com.opengamma.strata.basics.currency.Payment
 
toString() - Method in class com.opengamma.strata.basics.date.AdjustableDate
Returns a string describing the adjustable date.
toString() - Method in class com.opengamma.strata.basics.date.BusinessDayAdjustment.Builder
 
toString() - Method in class com.opengamma.strata.basics.date.BusinessDayAdjustment
Returns a string describing the adjustment.
toString() - Method in class com.opengamma.strata.basics.date.DaysAdjustment.Builder
 
toString() - Method in class com.opengamma.strata.basics.date.DaysAdjustment
Returns a string describing the adjustment.
toString() - Method in class com.opengamma.strata.basics.date.HolidayCalendarId
Returns the name of the identifier.
toString() - Method in class com.opengamma.strata.basics.date.ImmutableHolidayCalendar
Returns the name of the calendar.
toString() - Method in class com.opengamma.strata.basics.date.PeriodAdjustment.Builder
 
toString() - Method in class com.opengamma.strata.basics.date.PeriodAdjustment
Returns a string describing the adjustment.
toString() - Method in class com.opengamma.strata.basics.date.Tenor
Returns a formatted string representing the tenor.
toString() - Method in class com.opengamma.strata.basics.date.TenorAdjustment.Builder
 
toString() - Method in class com.opengamma.strata.basics.date.TenorAdjustment
Returns a string describing the adjustment.
toString() - Method in class com.opengamma.strata.basics.ImmutableReferenceData
 
toString() - Method in enum com.opengamma.strata.basics.index.FloatingRateType
Returns the formatted name of the type.
toString() - Method in class com.opengamma.strata.basics.index.FxIndexObservation
 
toString() - Method in class com.opengamma.strata.basics.index.IborIndexObservation
 
toString() - Method in class com.opengamma.strata.basics.index.ImmutableFloatingRateName
Returns the name of the index.
toString() - Method in class com.opengamma.strata.basics.index.ImmutableFxIndex.Builder
 
toString() - Method in class com.opengamma.strata.basics.index.ImmutableFxIndex
Returns the name of the index.
toString() - Method in class com.opengamma.strata.basics.index.ImmutableIborIndex.Builder
 
toString() - Method in class com.opengamma.strata.basics.index.ImmutableIborIndex
Returns the name of the index.
toString() - Method in class com.opengamma.strata.basics.index.ImmutableOvernightIndex.Builder
 
toString() - Method in class com.opengamma.strata.basics.index.ImmutableOvernightIndex
Returns the name of the index.
toString() - Method in class com.opengamma.strata.basics.index.ImmutablePriceIndex.Builder
 
toString() - Method in class com.opengamma.strata.basics.index.ImmutablePriceIndex
Returns the name of the index.
toString() - Method in class com.opengamma.strata.basics.index.OvernightIndexObservation.Builder
 
toString() - Method in class com.opengamma.strata.basics.index.OvernightIndexObservation
 
toString() - Method in class com.opengamma.strata.basics.index.PriceIndexObservation
 
toString() - Method in class com.opengamma.strata.basics.location.Country
Returns a string representation of the country, which is the two letter code.
toString() - Method in class com.opengamma.strata.basics.schedule.Frequency
Returns a formatted string representing the periodic frequency.
toString() - Method in class com.opengamma.strata.basics.schedule.PeriodicSchedule.Builder
 
toString() - Method in class com.opengamma.strata.basics.schedule.PeriodicSchedule
 
toString() - Method in class com.opengamma.strata.basics.schedule.Schedule.Builder
 
toString() - Method in class com.opengamma.strata.basics.schedule.Schedule
 
toString() - Method in class com.opengamma.strata.basics.schedule.SchedulePeriod.Builder
 
toString() - Method in class com.opengamma.strata.basics.schedule.SchedulePeriod
 
toString() - Method in enum com.opengamma.strata.basics.schedule.StubConvention
Returns the formatted name of the type.
toString() - Method in class com.opengamma.strata.basics.StandardId
Returns the identifier in a standard string format.
toString() - Method in class com.opengamma.strata.basics.value.ValueAdjustment
 
toString() - Method in enum com.opengamma.strata.basics.value.ValueAdjustmentType
Returns the formatted name of the type.
toString() - Method in class com.opengamma.strata.basics.value.ValueDerivatives
 
toString() - Method in class com.opengamma.strata.basics.value.ValueSchedule.Builder
 
toString() - Method in class com.opengamma.strata.basics.value.ValueSchedule
 
toString() - Method in class com.opengamma.strata.basics.value.ValueStep.Builder
 
toString() - Method in class com.opengamma.strata.basics.value.ValueStep
 
toString() - Method in class com.opengamma.strata.basics.value.ValueStepSequence
 
toString() - Method in class com.opengamma.strata.calc.CalculationRules
 
toString() - Method in class com.opengamma.strata.calc.Column.Builder
 
toString() - Method in class com.opengamma.strata.calc.Column
 
toString() - Method in class com.opengamma.strata.calc.ColumnHeader
 
toString() - Method in class com.opengamma.strata.calc.ImmutableMeasure
 
toString() - Method in class com.opengamma.strata.calc.marketdata.BuiltMarketData
 
toString() - Method in class com.opengamma.strata.calc.marketdata.BuiltScenarioMarketData
 
toString() - Method in class com.opengamma.strata.calc.marketdata.MarketDataConfig
 
toString() - Method in class com.opengamma.strata.calc.marketdata.MarketDataRequirements
 
toString() - Method in class com.opengamma.strata.calc.marketdata.PerturbationMapping.Builder
 
toString() - Method in class com.opengamma.strata.calc.marketdata.PerturbationMapping
 
toString() - Method in class com.opengamma.strata.calc.marketdata.ScenarioDefinition.Builder
 
toString() - Method in class com.opengamma.strata.calc.marketdata.ScenarioDefinition
 
toString() - Method in class com.opengamma.strata.calc.ReportingCurrency
 
toString() - Method in enum com.opengamma.strata.calc.ReportingCurrencyType
Returns the formatted name of the type.
toString() - Method in class com.opengamma.strata.calc.Results
 
toString() - Method in class com.opengamma.strata.calc.runner.CalculationParameters
 
toString() - Method in class com.opengamma.strata.calc.runner.CalculationResult
 
toString() - Method in class com.opengamma.strata.calc.runner.CalculationResults
 
toString() - Method in class com.opengamma.strata.calc.runner.CalculationTask
 
toString() - Method in class com.opengamma.strata.calc.runner.CalculationTaskCell
 
toString() - Method in class com.opengamma.strata.calc.runner.CalculationTasks
 
toString() - Method in class com.opengamma.strata.calc.runner.FunctionRequirements.Builder
 
toString() - Method in class com.opengamma.strata.calc.runner.FunctionRequirements
 
toString() - Method in class com.opengamma.strata.collect.array.DoubleArray
 
toString() - Method in class com.opengamma.strata.collect.array.DoubleMatrix
 
toString() - Method in class com.opengamma.strata.collect.array.IntArray
 
toString() - Method in class com.opengamma.strata.collect.io.ArrayByteSource
 
toString() - Method in enum com.opengamma.strata.collect.io.AsciiTableAlignment
Returns the formatted name of the type.
toString() - Method in class com.opengamma.strata.collect.io.CsvFile
Returns a string describing the CSV file.
toString() - Method in class com.opengamma.strata.collect.io.CsvIterator
Returns a string describing the CSV iterator.
toString() - Method in class com.opengamma.strata.collect.io.CsvRow
Returns a string describing the CSV file.
toString() - Method in class com.opengamma.strata.collect.io.IniFile
Returns a string describing the INI file.
toString() - Method in class com.opengamma.strata.collect.io.PropertiesFile
Returns a string describing the file.
toString() - Method in class com.opengamma.strata.collect.io.PropertySet
Returns a string describing the property set.
toString() - Method in class com.opengamma.strata.collect.io.ResourceLocator
Returns a string describing the locator.
toString(byte[]) - Static method in class com.opengamma.strata.collect.io.UnicodeBom
Converts a byte[] to a String.
toString() - Method in class com.opengamma.strata.collect.io.XmlElement
Returns a string summary of the element.
toString() - Method in class com.opengamma.strata.collect.io.XmlFile
Returns a string describing the file.
toString() - Method in class com.opengamma.strata.collect.named.CombinedExtendedEnum
 
toString() - Method in class com.opengamma.strata.collect.named.ExtendedEnum.ExternalEnumNames
 
toString() - Method in class com.opengamma.strata.collect.named.ExtendedEnum
 
toString() - Method in class com.opengamma.strata.collect.result.Failure
 
toString() - Method in class com.opengamma.strata.collect.result.FailureItem
Returns a string summary of the failure, as a single line excluding the stack trace.
toString() - Method in class com.opengamma.strata.collect.result.FailureItems
Returns a string summary of the failures, as a single line excluding the stack traces.
toString() - Method in enum com.opengamma.strata.collect.result.FailureReason
Returns the formatted name of the type.
toString() - Method in class com.opengamma.strata.collect.result.Result
 
toString() - Method in class com.opengamma.strata.collect.result.ValueWithFailures
 
toString() - Method in class com.opengamma.strata.collect.timeseries.LocalDateDoublePoint
Returns a string representation of the point.
toString() - Method in class com.opengamma.strata.collect.tuple.DoublesPair
Gets the pair using a standard string format.
toString() - Method in class com.opengamma.strata.collect.tuple.IntDoublePair
Gets the pair using a standard string format.
toString() - Method in class com.opengamma.strata.collect.tuple.LongDoublePair
Gets the pair using a standard string format.
toString() - Method in class com.opengamma.strata.collect.tuple.ObjDoublePair
Gets the pair using a standard string format.
toString() - Method in class com.opengamma.strata.collect.tuple.ObjIntPair
Gets the pair using a standard string format.
toString() - Method in class com.opengamma.strata.collect.tuple.Pair
Gets the pair using a standard string format.
toString() - Method in class com.opengamma.strata.collect.tuple.Triple
Gets the pair using a standard string format.
toString() - Method in class com.opengamma.strata.collect.TypedString
Returns the name.
toString() - Method in class com.opengamma.strata.data.FxMatrixId
 
toString() - Method in class com.opengamma.strata.data.FxRateId
 
toString() - Method in class com.opengamma.strata.data.ImmutableMarketData
 
toString() - Method in class com.opengamma.strata.data.MarketDataFxRateProvider
 
toString() - Method in class com.opengamma.strata.data.MarketDataName
Returns the name.
toString() - Method in class com.opengamma.strata.data.scenario.CurrencyScenarioArray
 
toString() - Method in class com.opengamma.strata.data.scenario.DoubleScenarioArray
 
toString() - Method in class com.opengamma.strata.data.scenario.FxRateScenarioArray
 
toString() - Method in class com.opengamma.strata.data.scenario.ImmutableScenarioMarketData
 
toString() - Method in class com.opengamma.strata.data.scenario.MultiCurrencyScenarioArray
 
toString() - Method in class com.opengamma.strata.market.amount.CashFlow
 
toString() - Method in class com.opengamma.strata.market.amount.CashFlows
 
toString() - Method in class com.opengamma.strata.market.amount.LegAmounts
 
toString() - Method in class com.opengamma.strata.market.amount.SwapLegAmount.Builder
 
toString() - Method in class com.opengamma.strata.market.amount.SwapLegAmount
 
toString() - Method in class com.opengamma.strata.market.curve.AddFixedCurve
 
toString() - Method in class com.opengamma.strata.market.curve.CombinedCurve
 
toString() - Method in class com.opengamma.strata.market.curve.ConstantCurve
 
toString() - Method in class com.opengamma.strata.market.curve.ConstantNodalCurve.Builder
 
toString() - Method in class com.opengamma.strata.market.curve.ConstantNodalCurve
 
toString() - Method in class com.opengamma.strata.market.curve.CurveId
 
toString() - Method in enum com.opengamma.strata.market.curve.CurveNodeClashAction
Returns the formatted name of the type.
toString() - Method in class com.opengamma.strata.market.curve.CurveNodeDate
 
toString() - Method in class com.opengamma.strata.market.curve.CurveNodeDateOrder
 
toString() - Method in enum com.opengamma.strata.market.curve.CurveNodeDateType
Returns the formatted name of the type.
toString() - Method in class com.opengamma.strata.market.curve.CurveParallelShifts
 
toString() - Method in class com.opengamma.strata.market.curve.CurveParameterSize
 
toString() - Method in class com.opengamma.strata.market.curve.DefaultCurveMetadata
 
toString() - Method in class com.opengamma.strata.market.curve.DepositIsdaCreditCurveNode.Builder
 
toString() - Method in class com.opengamma.strata.market.curve.DepositIsdaCreditCurveNode
 
toString() - Method in class com.opengamma.strata.market.curve.InflationNodalCurve
 
toString() - Method in class com.opengamma.strata.market.curve.InterpolatedNodalCurve.Builder
 
toString() - Method in class com.opengamma.strata.market.curve.InterpolatedNodalCurve
 
toString() - Method in class com.opengamma.strata.market.curve.InterpolatedNodalCurveDefinition.Builder
 
toString() - Method in class com.opengamma.strata.market.curve.InterpolatedNodalCurveDefinition
 
toString() - Method in class com.opengamma.strata.market.curve.IsdaCreditCurveDefinition
 
toString() - Method in class com.opengamma.strata.market.curve.IssuerCurveInputsId
 
toString() - Method in class com.opengamma.strata.market.curve.JacobianCalibrationMatrix
 
toString() - Method in class com.opengamma.strata.market.curve.LegalEntityCurveGroup.Builder
 
toString() - Method in class com.opengamma.strata.market.curve.LegalEntityCurveGroup
 
toString() - Method in class com.opengamma.strata.market.curve.LegalEntityCurveGroupId
 
toString() - Method in class com.opengamma.strata.market.curve.node.CdsIndexIsdaCreditCurveNode.Builder
 
toString() - Method in class com.opengamma.strata.market.curve.node.CdsIndexIsdaCreditCurveNode
 
toString() - Method in class com.opengamma.strata.market.curve.node.CdsIsdaCreditCurveNode.Builder
 
toString() - Method in class com.opengamma.strata.market.curve.node.CdsIsdaCreditCurveNode
 
toString() - Method in class com.opengamma.strata.market.curve.node.FixedIborSwapCurveNode.Builder
 
toString() - Method in class com.opengamma.strata.market.curve.node.FixedIborSwapCurveNode
 
toString() - Method in class com.opengamma.strata.market.curve.node.FixedInflationSwapCurveNode.Builder
 
toString() - Method in class com.opengamma.strata.market.curve.node.FixedInflationSwapCurveNode
 
toString() - Method in class com.opengamma.strata.market.curve.node.FixedOvernightSwapCurveNode.Builder
 
toString() - Method in class com.opengamma.strata.market.curve.node.FixedOvernightSwapCurveNode
 
toString() - Method in class com.opengamma.strata.market.curve.node.FraCurveNode.Builder
 
toString() - Method in class com.opengamma.strata.market.curve.node.FraCurveNode
 
toString() - Method in class com.opengamma.strata.market.curve.node.FxSwapCurveNode.Builder
 
toString() - Method in class com.opengamma.strata.market.curve.node.FxSwapCurveNode
 
toString() - Method in class com.opengamma.strata.market.curve.node.IborFixingDepositCurveNode.Builder
 
toString() - Method in class com.opengamma.strata.market.curve.node.IborFixingDepositCurveNode
 
toString() - Method in class com.opengamma.strata.market.curve.node.IborFutureCurveNode.Builder
 
toString() - Method in class com.opengamma.strata.market.curve.node.IborFutureCurveNode
 
toString() - Method in class com.opengamma.strata.market.curve.node.IborIborSwapCurveNode.Builder
 
toString() - Method in class com.opengamma.strata.market.curve.node.IborIborSwapCurveNode
 
toString() - Method in class com.opengamma.strata.market.curve.node.OvernightIborSwapCurveNode.Builder
 
toString() - Method in class com.opengamma.strata.market.curve.node.OvernightIborSwapCurveNode
 
toString() - Method in class com.opengamma.strata.market.curve.node.TermDepositCurveNode.Builder
 
toString() - Method in class com.opengamma.strata.market.curve.node.TermDepositCurveNode
 
toString() - Method in class com.opengamma.strata.market.curve.node.ThreeLegBasisSwapCurveNode.Builder
 
toString() - Method in class com.opengamma.strata.market.curve.node.ThreeLegBasisSwapCurveNode
 
toString() - Method in class com.opengamma.strata.market.curve.node.XCcyIborIborSwapCurveNode.Builder
 
toString() - Method in class com.opengamma.strata.market.curve.node.XCcyIborIborSwapCurveNode
 
toString() - Method in class com.opengamma.strata.market.curve.ParallelShiftedCurve
 
toString() - Method in class com.opengamma.strata.market.curve.ParameterizedFunctionalCurve.Builder
 
toString() - Method in class com.opengamma.strata.market.curve.ParameterizedFunctionalCurve
 
toString() - Method in class com.opengamma.strata.market.curve.ParameterizedFunctionalCurveDefinition.Builder
 
toString() - Method in class com.opengamma.strata.market.curve.ParameterizedFunctionalCurveDefinition
 
toString() - Method in class com.opengamma.strata.market.curve.RatesCurveGroup.Builder
 
toString() - Method in class com.opengamma.strata.market.curve.RatesCurveGroup
 
toString() - Method in class com.opengamma.strata.market.curve.RatesCurveGroupDefinition
 
toString() - Method in class com.opengamma.strata.market.curve.RatesCurveGroupEntry.Builder
 
toString() - Method in class com.opengamma.strata.market.curve.RatesCurveGroupEntry
 
toString() - Method in class com.opengamma.strata.market.curve.RatesCurveGroupId
 
toString() - Method in class com.opengamma.strata.market.curve.RatesCurveInputs.Builder
 
toString() - Method in class com.opengamma.strata.market.curve.RatesCurveInputs
 
toString() - Method in class com.opengamma.strata.market.curve.RatesCurveInputsId
 
toString() - Method in class com.opengamma.strata.market.curve.RepoCurveInputsId
 
toString() - Method in class com.opengamma.strata.market.curve.SeasonalityDefinition
 
toString() - Method in class com.opengamma.strata.market.curve.SimpleCurveParameterMetadata
 
toString() - Method in class com.opengamma.strata.market.curve.SwapIsdaCreditCurveNode.Builder
 
toString() - Method in class com.opengamma.strata.market.curve.SwapIsdaCreditCurveNode
 
toString() - Method in class com.opengamma.strata.market.explain.ExplainMap
 
toString() - Method in class com.opengamma.strata.market.FxRateShifts
 
toString() - Method in class com.opengamma.strata.market.GenericDoubleShifts
 
toString() - Method in enum com.opengamma.strata.market.model.MoneynessType
Returns the formatted name of the type.
toString() - Method in enum com.opengamma.strata.market.model.SabrParameterType
Returns the formatted name of the type.
toString() - Method in class com.opengamma.strata.market.observable.IndexQuoteId
 
toString() - Method in class com.opengamma.strata.market.observable.LegalEntityInformation
 
toString() - Method in class com.opengamma.strata.market.observable.LegalEntityInformationId
 
toString() - Method in class com.opengamma.strata.market.observable.Quote
 
toString() - Method in class com.opengamma.strata.market.observable.QuoteId
 
toString() - Method in class com.opengamma.strata.market.observable.QuoteScenarioArray
 
toString() - Method in class com.opengamma.strata.market.observable.QuoteScenarioArrayId
 
toString() - Method in class com.opengamma.strata.market.option.DeltaStrike
 
toString() - Method in class com.opengamma.strata.market.option.LogMoneynessStrike
 
toString() - Method in class com.opengamma.strata.market.option.MoneynessStrike
 
toString() - Method in class com.opengamma.strata.market.option.SimpleStrike
 
toString() - Method in class com.opengamma.strata.market.param.CrossGammaParameterSensitivities
 
toString() - Method in class com.opengamma.strata.market.param.CrossGammaParameterSensitivity
 
toString() - Method in class com.opengamma.strata.market.param.CurrencyParameterSensitivities
 
toString() - Method in class com.opengamma.strata.market.param.CurrencyParameterSensitivity
 
toString() - Method in class com.opengamma.strata.market.param.LabelDateParameterMetadata
 
toString() - Method in class com.opengamma.strata.market.param.LabelParameterMetadata
 
toString() - Method in class com.opengamma.strata.market.param.ParameterSize
 
toString() - Method in class com.opengamma.strata.market.param.PointShifts
 
toString() - Method in class com.opengamma.strata.market.param.ResolvedTradeParameterMetadata.Builder
 
toString() - Method in class com.opengamma.strata.market.param.ResolvedTradeParameterMetadata
 
toString() - Method in class com.opengamma.strata.market.param.TenorDateParameterMetadata
 
toString() - Method in class com.opengamma.strata.market.param.TenorParameterMetadata
 
toString() - Method in class com.opengamma.strata.market.param.UnitParameterSensitivities
 
toString() - Method in class com.opengamma.strata.market.param.UnitParameterSensitivity
 
toString() - Method in class com.opengamma.strata.market.param.YearMonthDateParameterMetadata
 
toString() - Method in class com.opengamma.strata.market.sensitivity.MutablePointSensitivities
 
toString() - Method in class com.opengamma.strata.market.sensitivity.PointSensitivities
 
toString() - Method in enum com.opengamma.strata.market.ShiftType
Returns the formatted name of the type.
toString() - Method in class com.opengamma.strata.market.surface.ConstantSurface
 
toString() - Method in class com.opengamma.strata.market.surface.DefaultSurfaceMetadata
 
toString() - Method in class com.opengamma.strata.market.surface.DeformedSurface.Builder
 
toString() - Method in class com.opengamma.strata.market.surface.DeformedSurface
 
toString() - Method in class com.opengamma.strata.market.surface.InterpolatedNodalSurface.Builder
 
toString() - Method in class com.opengamma.strata.market.surface.InterpolatedNodalSurface
 
toString() - Method in class com.opengamma.strata.market.surface.interpolator.GridSurfaceInterpolator
 
toString() - Method in class com.opengamma.strata.market.surface.SimpleSurfaceParameterMetadata
 
toString() - Method in class com.opengamma.strata.measure.calc.TargetTypeCalculationParameter
 
toString() - Method in class com.opengamma.strata.measure.calc.TradeCounterpartyCalculationParameter
 
toString() - Method in class com.opengamma.strata.measure.cms.CmsSabrExtrapolationParams
 
toString() - Method in class com.opengamma.strata.measure.curve.RootFinderConfig.Builder
 
toString() - Method in class com.opengamma.strata.measure.curve.RootFinderConfig
 
toString() - Method in class com.opengamma.strata.measure.fx.FxRateConfig.Builder
 
toString() - Method in class com.opengamma.strata.measure.fx.FxRateConfig
 
toString() - Method in class com.opengamma.strata.measure.fxopt.BlackFxOptionInterpolatedNodalSurfaceVolatilitiesSpecification.Builder
 
toString() - Method in class com.opengamma.strata.measure.fxopt.BlackFxOptionInterpolatedNodalSurfaceVolatilitiesSpecification
 
toString() - Method in class com.opengamma.strata.measure.fxopt.BlackFxOptionSmileVolatilitiesSpecification.Builder
 
toString() - Method in class com.opengamma.strata.measure.fxopt.BlackFxOptionSmileVolatilitiesSpecification
 
toString() - Method in class com.opengamma.strata.measure.fxopt.FxOptionVolatilitiesDefinition
 
toString() - Method in class com.opengamma.strata.measure.fxopt.FxOptionVolatilitiesNode.Builder
 
toString() - Method in class com.opengamma.strata.measure.fxopt.FxOptionVolatilitiesNode
 
toString() - Method in enum com.opengamma.strata.measure.fxopt.FxSingleBarrierOptionMethod
Returns the formatted name of the type.
toString() - Method in enum com.opengamma.strata.measure.fxopt.FxVanillaOptionMethod
Returns the formatted name of the type.
toString() - Method in class com.opengamma.strata.measure.ValuationZoneTimeDefinition
 
toString() - Method in class com.opengamma.strata.pricer.bond.BlackBondFutureExpiryLogMoneynessVolatilities.Builder
 
toString() - Method in class com.opengamma.strata.pricer.bond.BlackBondFutureExpiryLogMoneynessVolatilities
 
toString() - Method in class com.opengamma.strata.pricer.bond.BondFutureOptionSensitivity
 
toString() - Method in class com.opengamma.strata.pricer.bond.BondFutureVolatilitiesId
 
toString() - Method in class com.opengamma.strata.pricer.bond.ImmutableLegalEntityDiscountingProvider.Builder
 
toString() - Method in class com.opengamma.strata.pricer.bond.ImmutableLegalEntityDiscountingProvider
 
toString() - Method in class com.opengamma.strata.pricer.bond.IssuerCurveDiscountFactors
 
toString() - Method in class com.opengamma.strata.pricer.bond.IssuerCurveZeroRateSensitivity
 
toString() - Method in class com.opengamma.strata.pricer.bond.RepoCurveDiscountFactors
 
toString() - Method in class com.opengamma.strata.pricer.bond.RepoCurveZeroRateSensitivity
 
toString() - Method in class com.opengamma.strata.pricer.capfloor.BlackIborCapletFloorletExpiryStrikeVolatilities
 
toString() - Method in class com.opengamma.strata.pricer.capfloor.DirectIborCapletFloorletVolatilityDefinition.Builder
 
toString() - Method in class com.opengamma.strata.pricer.capfloor.DirectIborCapletFloorletVolatilityDefinition
 
toString() - Method in class com.opengamma.strata.pricer.capfloor.IborCapletFloorletSabrSensitivity
 
toString() - Method in class com.opengamma.strata.pricer.capfloor.IborCapletFloorletSensitivity
 
toString() - Method in class com.opengamma.strata.pricer.capfloor.IborCapletFloorletVolatilitiesId
 
toString() - Method in class com.opengamma.strata.pricer.capfloor.IborCapletFloorletVolatilityCalibrationResult
 
toString() - Method in class com.opengamma.strata.pricer.capfloor.NormalIborCapletFloorletExpiryStrikeVolatilities
 
toString() - Method in class com.opengamma.strata.pricer.capfloor.SabrIborCapletFloorletVolatilityBootstrapDefinition.Builder
 
toString() - Method in class com.opengamma.strata.pricer.capfloor.SabrIborCapletFloorletVolatilityBootstrapDefinition
 
toString() - Method in class com.opengamma.strata.pricer.capfloor.SabrIborCapletFloorletVolatilityCalibrationDefinition.Builder
 
toString() - Method in class com.opengamma.strata.pricer.capfloor.SabrIborCapletFloorletVolatilityCalibrationDefinition
 
toString() - Method in class com.opengamma.strata.pricer.capfloor.SabrParametersIborCapletFloorletVolatilities.Builder
 
toString() - Method in class com.opengamma.strata.pricer.capfloor.SabrParametersIborCapletFloorletVolatilities
 
toString() - Method in class com.opengamma.strata.pricer.capfloor.ShiftedBlackIborCapletFloorletExpiryStrikeVolatilities
 
toString() - Method in class com.opengamma.strata.pricer.capfloor.SurfaceIborCapletFloorletVolatilityBootstrapDefinition
 
toString() - Method in class com.opengamma.strata.pricer.common.GenericVolatilitySurfacePeriodParameterMetadata
 
toString() - Method in class com.opengamma.strata.pricer.common.GenericVolatilitySurfaceYearFractionParameterMetadata
 
toString() - Method in enum com.opengamma.strata.pricer.common.PriceType
Returns the formatted name of the type.
toString() - Method in enum com.opengamma.strata.pricer.CompoundedRateType
Returns the formatted name of the type.
toString() - Method in enum com.opengamma.strata.pricer.credit.AccrualOnDefaultFormula
Returns the formatted name of the type.
toString() - Method in enum com.opengamma.strata.pricer.credit.ArbitrageHandling
Returns the formatted name of the type.
toString() - Method in class com.opengamma.strata.pricer.credit.ConstantRecoveryRates
 
toString() - Method in class com.opengamma.strata.pricer.credit.CreditCurveZeroRateSensitivity
 
toString() - Method in class com.opengamma.strata.pricer.credit.ImmutableCreditRatesProvider.Builder
 
toString() - Method in class com.opengamma.strata.pricer.credit.ImmutableCreditRatesProvider
 
toString() - Method in class com.opengamma.strata.pricer.credit.IsdaCreditDiscountFactors
 
toString() - Method in class com.opengamma.strata.pricer.credit.JumpToDefault
 
toString() - Method in class com.opengamma.strata.pricer.credit.LegalEntitySurvivalProbabilities
 
toString() - Method in class com.opengamma.strata.pricer.curve.CalibrationMeasures
 
toString() - Method in class com.opengamma.strata.pricer.curve.MarketQuoteMeasure
 
toString() - Method in class com.opengamma.strata.pricer.curve.PresentValueCalibrationMeasure
 
toString() - Method in class com.opengamma.strata.pricer.curve.RatesCurveCalibrator
 
toString() - Method in class com.opengamma.strata.pricer.curve.SyntheticRatesCurveCalibrator
 
toString() - Method in class com.opengamma.strata.pricer.curve.TradeCalibrationMeasure
 
toString() - Method in class com.opengamma.strata.pricer.fx.DiscountFxForwardRates
 
toString() - Method in class com.opengamma.strata.pricer.fx.ForwardFxIndexRates
 
toString() - Method in class com.opengamma.strata.pricer.fx.FxForwardSensitivity
 
toString() - Method in class com.opengamma.strata.pricer.fx.FxIndexSensitivity
 
toString() - Method in class com.opengamma.strata.pricer.fxopt.BlackFxOptionFlatVolatilities.Builder
 
toString() - Method in class com.opengamma.strata.pricer.fxopt.BlackFxOptionFlatVolatilities
 
toString() - Method in class com.opengamma.strata.pricer.fxopt.BlackFxOptionSmileVolatilities.Builder
 
toString() - Method in class com.opengamma.strata.pricer.fxopt.BlackFxOptionSmileVolatilities
 
toString() - Method in class com.opengamma.strata.pricer.fxopt.BlackFxOptionSurfaceVolatilities.Builder
 
toString() - Method in class com.opengamma.strata.pricer.fxopt.BlackFxOptionSurfaceVolatilities
 
toString() - Method in class com.opengamma.strata.pricer.fxopt.FxOptionSensitivity
 
toString() - Method in class com.opengamma.strata.pricer.fxopt.FxOptionVolatilitiesId
 
toString() - Method in class com.opengamma.strata.pricer.fxopt.FxVolatilitySurfaceYearFractionParameterMetadata
 
toString() - Method in class com.opengamma.strata.pricer.fxopt.InterpolatedStrikeSmileDeltaTermStructure
 
toString() - Method in class com.opengamma.strata.pricer.fxopt.RecombiningTrinomialTreeData
 
toString() - Method in class com.opengamma.strata.pricer.fxopt.SmileAndBucketedSensitivities
 
toString() - Method in class com.opengamma.strata.pricer.fxopt.SmileDeltaParameters
 
toString() - Method in class com.opengamma.strata.pricer.fxopt.VolatilityAndBucketedSensitivities
 
toString() - Method in class com.opengamma.strata.pricer.index.IborFutureOptionSensitivity
 
toString() - Method in class com.opengamma.strata.pricer.index.IborFutureOptionVolatilitiesId
 
toString() - Method in class com.opengamma.strata.pricer.index.NormalIborFutureOptionExpirySimpleMoneynessVolatilities.Builder
 
toString() - Method in class com.opengamma.strata.pricer.index.NormalIborFutureOptionExpirySimpleMoneynessVolatilities
 
toString() - Method in class com.opengamma.strata.pricer.model.HullWhiteOneFactorPiecewiseConstantParameters
 
toString() - Method in class com.opengamma.strata.pricer.model.HullWhiteOneFactorPiecewiseConstantParametersProvider
 
toString() - Method in class com.opengamma.strata.pricer.model.SabrInterestRateParameters
 
toString() - Method in class com.opengamma.strata.pricer.model.SabrParameters
 
toString() - Method in class com.opengamma.strata.pricer.option.RawOptionData
 
toString() - Method in class com.opengamma.strata.pricer.option.TenorRawOptionData
 
toString() - Method in class com.opengamma.strata.pricer.rate.DiscountIborIndexRates
 
toString() - Method in class com.opengamma.strata.pricer.rate.DiscountOvernightIndexRates
 
toString() - Method in class com.opengamma.strata.pricer.rate.IborRateSensitivity
 
toString() - Method in class com.opengamma.strata.pricer.rate.ImmutableRatesProvider
 
toString() - Method in class com.opengamma.strata.pricer.rate.InflationRateSensitivity
 
toString() - Method in class com.opengamma.strata.pricer.rate.OvernightRateSensitivity
 
toString() - Method in class com.opengamma.strata.pricer.rate.SimpleIborIndexRates
 
toString() - Method in class com.opengamma.strata.pricer.rate.SimplePriceIndexValues
 
toString() - Method in class com.opengamma.strata.pricer.SimpleDiscountFactors
 
toString() - Method in class com.opengamma.strata.pricer.swaption.BlackSwaptionExpiryTenorVolatilities
 
toString() - Method in class com.opengamma.strata.pricer.swaption.NormalSwaptionExpirySimpleMoneynessVolatilities
 
toString() - Method in class com.opengamma.strata.pricer.swaption.NormalSwaptionExpiryStrikeVolatilities
 
toString() - Method in class com.opengamma.strata.pricer.swaption.NormalSwaptionExpiryTenorVolatilities
 
toString() - Method in class com.opengamma.strata.pricer.swaption.SabrParametersSwaptionVolatilities.Builder
 
toString() - Method in class com.opengamma.strata.pricer.swaption.SabrParametersSwaptionVolatilities
 
toString() - Method in class com.opengamma.strata.pricer.swaption.SabrSwaptionDefinition
 
toString() - Method in class com.opengamma.strata.pricer.swaption.SwaptionSabrSensitivity
 
toString() - Method in class com.opengamma.strata.pricer.swaption.SwaptionSensitivity
 
toString() - Method in class com.opengamma.strata.pricer.swaption.SwaptionSurfaceExpirySimpleMoneynessParameterMetadata
 
toString() - Method in class com.opengamma.strata.pricer.swaption.SwaptionSurfaceExpiryStrikeParameterMetadata
 
toString() - Method in class com.opengamma.strata.pricer.swaption.SwaptionSurfaceExpiryTenorParameterMetadata
 
toString() - Method in class com.opengamma.strata.pricer.swaption.SwaptionVolatilitiesId
 
toString() - Method in class com.opengamma.strata.pricer.ZeroRateDiscountFactors
 
toString() - Method in class com.opengamma.strata.pricer.ZeroRatePeriodicDiscountFactors
 
toString() - Method in class com.opengamma.strata.pricer.ZeroRateSensitivity
 
toString() - Method in class com.opengamma.strata.product.bond.Bill.Builder
 
toString() - Method in class com.opengamma.strata.product.bond.Bill
 
toString() - Method in class com.opengamma.strata.product.bond.BillPosition.Builder
 
toString() - Method in class com.opengamma.strata.product.bond.BillPosition
 
toString() - Method in class com.opengamma.strata.product.bond.BillSecurity.Builder
 
toString() - Method in class com.opengamma.strata.product.bond.BillSecurity
 
toString() - Method in class com.opengamma.strata.product.bond.BillTrade.Builder
 
toString() - Method in class com.opengamma.strata.product.bond.BillTrade
 
toString() - Method in enum com.opengamma.strata.product.bond.BillYieldConvention
Returns the formatted name of the type.
toString() - Method in class com.opengamma.strata.product.bond.BondFuture.Builder
 
toString() - Method in class com.opengamma.strata.product.bond.BondFuture
 
toString() - Method in class com.opengamma.strata.product.bond.BondFutureOption.Builder
 
toString() - Method in class com.opengamma.strata.product.bond.BondFutureOption
 
toString() - Method in class com.opengamma.strata.product.bond.BondFutureOptionPosition.Builder
 
toString() - Method in class com.opengamma.strata.product.bond.BondFutureOptionPosition
 
toString() - Method in class com.opengamma.strata.product.bond.BondFutureOptionSecurity.Builder
 
toString() - Method in class com.opengamma.strata.product.bond.BondFutureOptionSecurity
 
toString() - Method in class com.opengamma.strata.product.bond.BondFutureOptionTrade.Builder
 
toString() - Method in class com.opengamma.strata.product.bond.BondFutureOptionTrade
 
toString() - Method in class com.opengamma.strata.product.bond.BondFuturePosition.Builder
 
toString() - Method in class com.opengamma.strata.product.bond.BondFuturePosition
 
toString() - Method in class com.opengamma.strata.product.bond.BondFutureSecurity.Builder
 
toString() - Method in class com.opengamma.strata.product.bond.BondFutureSecurity
 
toString() - Method in class com.opengamma.strata.product.bond.BondFutureTrade.Builder
 
toString() - Method in class com.opengamma.strata.product.bond.BondFutureTrade
 
toString() - Method in class com.opengamma.strata.product.bond.CapitalIndexedBond.Builder
 
toString() - Method in class com.opengamma.strata.product.bond.CapitalIndexedBond
 
toString() - Method in class com.opengamma.strata.product.bond.CapitalIndexedBondPaymentPeriod.Builder
 
toString() - Method in class com.opengamma.strata.product.bond.CapitalIndexedBondPaymentPeriod
 
toString() - Method in class com.opengamma.strata.product.bond.CapitalIndexedBondPosition.Builder
 
toString() - Method in class com.opengamma.strata.product.bond.CapitalIndexedBondPosition
 
toString() - Method in class com.opengamma.strata.product.bond.CapitalIndexedBondSecurity.Builder
 
toString() - Method in class com.opengamma.strata.product.bond.CapitalIndexedBondSecurity
 
toString() - Method in class com.opengamma.strata.product.bond.CapitalIndexedBondTrade.Builder
 
toString() - Method in class com.opengamma.strata.product.bond.CapitalIndexedBondTrade
 
toString() - Method in enum com.opengamma.strata.product.bond.CapitalIndexedBondYieldConvention
Returns the formatted name of the type.
toString() - Method in class com.opengamma.strata.product.bond.FixedCouponBond.Builder
 
toString() - Method in class com.opengamma.strata.product.bond.FixedCouponBond
 
toString() - Method in class com.opengamma.strata.product.bond.FixedCouponBondPaymentPeriod.Builder
 
toString() - Method in class com.opengamma.strata.product.bond.FixedCouponBondPaymentPeriod
 
toString() - Method in class com.opengamma.strata.product.bond.FixedCouponBondPosition.Builder
 
toString() - Method in class com.opengamma.strata.product.bond.FixedCouponBondPosition
 
toString() - Method in class com.opengamma.strata.product.bond.FixedCouponBondSecurity.Builder
 
toString() - Method in class com.opengamma.strata.product.bond.FixedCouponBondSecurity
 
toString() - Method in class com.opengamma.strata.product.bond.FixedCouponBondTrade.Builder
 
toString() - Method in class com.opengamma.strata.product.bond.FixedCouponBondTrade
 
toString() - Method in enum com.opengamma.strata.product.bond.FixedCouponBondYieldConvention
Returns the formatted name of the type.
toString() - Method in class com.opengamma.strata.product.bond.KnownAmountBondPaymentPeriod.Builder
 
toString() - Method in class com.opengamma.strata.product.bond.KnownAmountBondPaymentPeriod
 
toString() - Method in class com.opengamma.strata.product.bond.ResolvedBill.Builder
 
toString(StringBuilder) - Method in class com.opengamma.strata.product.bond.ResolvedBill.Builder
 
toString() - Method in class com.opengamma.strata.product.bond.ResolvedBill
 
toString(StringBuilder) - Method in class com.opengamma.strata.product.bond.ResolvedBill
 
toString() - Method in class com.opengamma.strata.product.bond.ResolvedBillTrade.Builder
 
toString() - Method in class com.opengamma.strata.product.bond.ResolvedBillTrade
 
toString() - Method in class com.opengamma.strata.product.bond.ResolvedBondFuture.Builder
 
toString() - Method in class com.opengamma.strata.product.bond.ResolvedBondFuture
 
toString() - Method in class com.opengamma.strata.product.bond.ResolvedBondFutureOption.Builder
 
toString() - Method in class com.opengamma.strata.product.bond.ResolvedBondFutureOption
 
toString() - Method in class com.opengamma.strata.product.bond.ResolvedBondFutureOptionTrade.Builder
 
toString() - Method in class com.opengamma.strata.product.bond.ResolvedBondFutureOptionTrade
 
toString() - Method in class com.opengamma.strata.product.bond.ResolvedBondFutureTrade.Builder
 
toString() - Method in class com.opengamma.strata.product.bond.ResolvedBondFutureTrade
 
toString() - Method in class com.opengamma.strata.product.bond.ResolvedCapitalIndexedBond.Builder
 
toString() - Method in class com.opengamma.strata.product.bond.ResolvedCapitalIndexedBond
 
toString() - Method in class com.opengamma.strata.product.bond.ResolvedCapitalIndexedBondSettlement
 
toString() - Method in class com.opengamma.strata.product.bond.ResolvedCapitalIndexedBondTrade.Builder
 
toString() - Method in class com.opengamma.strata.product.bond.ResolvedCapitalIndexedBondTrade
 
toString() - Method in class com.opengamma.strata.product.bond.ResolvedFixedCouponBond.Builder
 
toString() - Method in class com.opengamma.strata.product.bond.ResolvedFixedCouponBond
 
toString() - Method in class com.opengamma.strata.product.bond.ResolvedFixedCouponBondSettlement
 
toString() - Method in class com.opengamma.strata.product.bond.ResolvedFixedCouponBondTrade.Builder
 
toString() - Method in class com.opengamma.strata.product.bond.ResolvedFixedCouponBondTrade
 
toString() - Method in class com.opengamma.strata.product.capfloor.IborCapFloor
 
toString() - Method in class com.opengamma.strata.product.capfloor.IborCapFloorLeg.Builder
 
toString() - Method in class com.opengamma.strata.product.capfloor.IborCapFloorLeg
 
toString() - Method in class com.opengamma.strata.product.capfloor.IborCapFloorTrade.Builder
 
toString() - Method in class com.opengamma.strata.product.capfloor.IborCapFloorTrade
 
toString() - Method in class com.opengamma.strata.product.capfloor.IborCapletFloorletPeriod.Builder
 
toString() - Method in class com.opengamma.strata.product.capfloor.IborCapletFloorletPeriod
 
toString() - Method in class com.opengamma.strata.product.capfloor.ResolvedIborCapFloor
 
toString() - Method in class com.opengamma.strata.product.capfloor.ResolvedIborCapFloorLeg.Builder
 
toString() - Method in class com.opengamma.strata.product.capfloor.ResolvedIborCapFloorLeg
 
toString() - Method in class com.opengamma.strata.product.capfloor.ResolvedIborCapFloorTrade.Builder
 
toString() - Method in class com.opengamma.strata.product.capfloor.ResolvedIborCapFloorTrade
 
toString() - Method in class com.opengamma.strata.product.cms.Cms
 
toString() - Method in class com.opengamma.strata.product.cms.CmsLeg.Builder
 
toString() - Method in class com.opengamma.strata.product.cms.CmsLeg
 
toString() - Method in class com.opengamma.strata.product.cms.CmsPeriod.Builder
 
toString() - Method in class com.opengamma.strata.product.cms.CmsPeriod
 
toString() - Method in enum com.opengamma.strata.product.cms.CmsPeriodType
Returns the formatted name of the type.
toString() - Method in class com.opengamma.strata.product.cms.CmsTrade.Builder
 
toString() - Method in class com.opengamma.strata.product.cms.CmsTrade
 
toString() - Method in class com.opengamma.strata.product.cms.ResolvedCms
 
toString() - Method in class com.opengamma.strata.product.cms.ResolvedCmsLeg.Builder
 
toString() - Method in class com.opengamma.strata.product.cms.ResolvedCmsLeg
 
toString() - Method in class com.opengamma.strata.product.cms.ResolvedCmsTrade.Builder
 
toString() - Method in class com.opengamma.strata.product.cms.ResolvedCmsTrade
 
toString() - Method in enum com.opengamma.strata.product.common.BuySell
Returns the formatted name of the type.
toString() - Method in class com.opengamma.strata.product.common.ExchangeId
 
toString() - Method in enum com.opengamma.strata.product.common.LongShort
Returns the formatted name of the type.
toString() - Method in enum com.opengamma.strata.product.common.PayReceive
Returns the formatted name of the type.
toString() - Method in enum com.opengamma.strata.product.common.PutCall
Returns the formatted name of the type.
toString() - Method in enum com.opengamma.strata.product.common.SettlementType
Returns the formatted name of the type.
toString() - Method in class com.opengamma.strata.product.credit.Cds.Builder
 
toString() - Method in class com.opengamma.strata.product.credit.Cds
 
toString() - Method in class com.opengamma.strata.product.credit.CdsCalibrationTrade
 
toString() - Method in class com.opengamma.strata.product.credit.CdsIndex.Builder
 
toString() - Method in class com.opengamma.strata.product.credit.CdsIndex
 
toString() - Method in class com.opengamma.strata.product.credit.CdsIndexCalibrationTrade
 
toString() - Method in class com.opengamma.strata.product.credit.CdsIndexTrade.Builder
 
toString() - Method in class com.opengamma.strata.product.credit.CdsIndexTrade
 
toString() - Method in class com.opengamma.strata.product.credit.CdsQuote
 
toString() - Method in class com.opengamma.strata.product.credit.CdsTrade.Builder
 
toString() - Method in class com.opengamma.strata.product.credit.CdsTrade
 
toString() - Method in class com.opengamma.strata.product.credit.CreditCouponPaymentPeriod.Builder
 
toString() - Method in class com.opengamma.strata.product.credit.CreditCouponPaymentPeriod
 
toString() - Method in enum com.opengamma.strata.product.credit.PaymentOnDefault
Returns the formatted name of the type.
toString() - Method in enum com.opengamma.strata.product.credit.ProtectionStartOfDay
Returns the formatted name of the type.
toString() - Method in class com.opengamma.strata.product.credit.ResolvedCds.Builder
 
toString() - Method in class com.opengamma.strata.product.credit.ResolvedCds
 
toString() - Method in class com.opengamma.strata.product.credit.ResolvedCdsIndex.Builder
 
toString() - Method in class com.opengamma.strata.product.credit.ResolvedCdsIndex
 
toString() - Method in class com.opengamma.strata.product.credit.ResolvedCdsIndexTrade.Builder
 
toString() - Method in class com.opengamma.strata.product.credit.ResolvedCdsIndexTrade
 
toString() - Method in class com.opengamma.strata.product.credit.ResolvedCdsTrade.Builder
 
toString() - Method in class com.opengamma.strata.product.credit.ResolvedCdsTrade
 
toString() - Method in enum com.opengamma.strata.product.credit.type.AccrualStart
Returns the formatted name of the type.
toString() - Method in enum com.opengamma.strata.product.credit.type.CdsQuoteConvention
Returns the formatted name of the type.
toString() - Method in class com.opengamma.strata.product.credit.type.DatesCdsTemplate
 
toString() - Method in class com.opengamma.strata.product.credit.type.ImmutableCdsConvention.Builder
 
toString() - Method in class com.opengamma.strata.product.credit.type.ImmutableCdsConvention
 
toString() - Method in class com.opengamma.strata.product.credit.type.TenorCdsTemplate
 
toString() - Method in class com.opengamma.strata.product.deposit.IborFixingDeposit.Builder
 
toString() - Method in class com.opengamma.strata.product.deposit.IborFixingDeposit
 
toString() - Method in class com.opengamma.strata.product.deposit.IborFixingDepositTrade.Builder
 
toString() - Method in class com.opengamma.strata.product.deposit.IborFixingDepositTrade
 
toString() - Method in class com.opengamma.strata.product.deposit.ResolvedIborFixingDeposit.Builder
 
toString() - Method in class com.opengamma.strata.product.deposit.ResolvedIborFixingDeposit
 
toString() - Method in class com.opengamma.strata.product.deposit.ResolvedIborFixingDepositTrade.Builder
 
toString() - Method in class com.opengamma.strata.product.deposit.ResolvedIborFixingDepositTrade
 
toString() - Method in class com.opengamma.strata.product.deposit.ResolvedTermDeposit.Builder
 
toString() - Method in class com.opengamma.strata.product.deposit.ResolvedTermDeposit
 
toString() - Method in class com.opengamma.strata.product.deposit.ResolvedTermDepositTrade.Builder
 
toString() - Method in class com.opengamma.strata.product.deposit.ResolvedTermDepositTrade
 
toString() - Method in class com.opengamma.strata.product.deposit.TermDeposit.Builder
 
toString() - Method in class com.opengamma.strata.product.deposit.TermDeposit
 
toString() - Method in class com.opengamma.strata.product.deposit.TermDepositTrade.Builder
 
toString() - Method in class com.opengamma.strata.product.deposit.TermDepositTrade
 
toString() - Method in class com.opengamma.strata.product.deposit.type.IborFixingDepositTemplate.Builder
 
toString() - Method in class com.opengamma.strata.product.deposit.type.IborFixingDepositTemplate
 
toString() - Method in class com.opengamma.strata.product.deposit.type.ImmutableIborFixingDepositConvention.Builder
 
toString() - Method in class com.opengamma.strata.product.deposit.type.ImmutableIborFixingDepositConvention
 
toString() - Method in class com.opengamma.strata.product.deposit.type.ImmutableTermDepositConvention.Builder
 
toString() - Method in class com.opengamma.strata.product.deposit.type.ImmutableTermDepositConvention
 
toString() - Method in class com.opengamma.strata.product.deposit.type.TermDepositTemplate.Builder
 
toString() - Method in class com.opengamma.strata.product.deposit.type.TermDepositTemplate
 
toString() - Method in class com.opengamma.strata.product.dsf.Dsf.Builder
 
toString() - Method in class com.opengamma.strata.product.dsf.Dsf
 
toString() - Method in class com.opengamma.strata.product.dsf.DsfPosition.Builder
 
toString() - Method in class com.opengamma.strata.product.dsf.DsfPosition
 
toString() - Method in class com.opengamma.strata.product.dsf.DsfSecurity.Builder
 
toString() - Method in class com.opengamma.strata.product.dsf.DsfSecurity
 
toString() - Method in class com.opengamma.strata.product.dsf.DsfTrade.Builder
 
toString() - Method in class com.opengamma.strata.product.dsf.DsfTrade
 
toString() - Method in class com.opengamma.strata.product.dsf.ResolvedDsf.Builder
 
toString() - Method in class com.opengamma.strata.product.dsf.ResolvedDsf
 
toString() - Method in class com.opengamma.strata.product.dsf.ResolvedDsfTrade.Builder
 
toString() - Method in class com.opengamma.strata.product.dsf.ResolvedDsfTrade
 
toString() - Method in class com.opengamma.strata.product.etd.EtdContractSpec
 
toString() - Method in class com.opengamma.strata.product.etd.EtdContractSpecId
Returns the identifier in a standard string format.
toString() - Method in enum com.opengamma.strata.product.etd.EtdExpiryType
Returns the formatted name of the type.
toString() - Method in class com.opengamma.strata.product.etd.EtdFuturePosition.Builder
 
toString() - Method in class com.opengamma.strata.product.etd.EtdFuturePosition
 
toString() - Method in class com.opengamma.strata.product.etd.EtdFutureSecurity.Builder
 
toString() - Method in class com.opengamma.strata.product.etd.EtdFutureSecurity
 
toString() - Method in class com.opengamma.strata.product.etd.EtdFutureTrade.Builder
 
toString() - Method in class com.opengamma.strata.product.etd.EtdFutureTrade
 
toString() - Method in class com.opengamma.strata.product.etd.EtdOptionPosition.Builder
 
toString() - Method in class com.opengamma.strata.product.etd.EtdOptionPosition
 
toString() - Method in class com.opengamma.strata.product.etd.EtdOptionSecurity.Builder
 
toString() - Method in class com.opengamma.strata.product.etd.EtdOptionSecurity
 
toString() - Method in class com.opengamma.strata.product.etd.EtdOptionTrade.Builder
 
toString() - Method in class com.opengamma.strata.product.etd.EtdOptionTrade
 
toString() - Method in enum com.opengamma.strata.product.etd.EtdOptionType
Returns the formatted name of the type.
toString() - Method in enum com.opengamma.strata.product.etd.EtdSettlementType
Returns the formatted name of the type.
toString() - Method in enum com.opengamma.strata.product.etd.EtdType
Returns the formatted name of the type.
toString() - Method in class com.opengamma.strata.product.etd.EtdVariant
 
toString() - Method in class com.opengamma.strata.product.fra.Fra.Builder
 
toString() - Method in class com.opengamma.strata.product.fra.Fra
 
toString() - Method in enum com.opengamma.strata.product.fra.FraDiscountingMethod
Returns the formatted name of the type.
toString() - Method in class com.opengamma.strata.product.fra.FraTrade.Builder
 
toString() - Method in class com.opengamma.strata.product.fra.FraTrade
 
toString() - Method in class com.opengamma.strata.product.fra.ResolvedFra.Builder
 
toString() - Method in class com.opengamma.strata.product.fra.ResolvedFra
 
toString() - Method in class com.opengamma.strata.product.fra.ResolvedFraTrade.Builder
 
toString() - Method in class com.opengamma.strata.product.fra.ResolvedFraTrade
 
toString() - Method in class com.opengamma.strata.product.fra.type.FraTemplate.Builder
 
toString() - Method in class com.opengamma.strata.product.fra.type.FraTemplate
 
toString() - Method in class com.opengamma.strata.product.fra.type.ImmutableFraConvention.Builder
 
toString() - Method in class com.opengamma.strata.product.fra.type.ImmutableFraConvention
 
toString() - Method in class com.opengamma.strata.product.fx.FxNdf.Builder
 
toString() - Method in class com.opengamma.strata.product.fx.FxNdf
 
toString() - Method in class com.opengamma.strata.product.fx.FxNdfTrade.Builder
 
toString() - Method in class com.opengamma.strata.product.fx.FxNdfTrade
 
toString() - Method in class com.opengamma.strata.product.fx.FxSingle
 
toString() - Method in class com.opengamma.strata.product.fx.FxSingleTrade.Builder
 
toString() - Method in class com.opengamma.strata.product.fx.FxSingleTrade
 
toString() - Method in class com.opengamma.strata.product.fx.FxSwap
 
toString() - Method in class com.opengamma.strata.product.fx.FxSwapTrade.Builder
 
toString() - Method in class com.opengamma.strata.product.fx.FxSwapTrade
 
toString() - Method in class com.opengamma.strata.product.fx.ResolvedFxNdf.Builder
 
toString() - Method in class com.opengamma.strata.product.fx.ResolvedFxNdf
 
toString() - Method in class com.opengamma.strata.product.fx.ResolvedFxNdfTrade.Builder
 
toString() - Method in class com.opengamma.strata.product.fx.ResolvedFxNdfTrade
 
toString() - Method in class com.opengamma.strata.product.fx.ResolvedFxSingle
 
toString() - Method in class com.opengamma.strata.product.fx.ResolvedFxSingleTrade.Builder
 
toString() - Method in class com.opengamma.strata.product.fx.ResolvedFxSingleTrade
 
toString() - Method in class com.opengamma.strata.product.fx.ResolvedFxSwap
 
toString() - Method in class com.opengamma.strata.product.fx.ResolvedFxSwapTrade.Builder
 
toString() - Method in class com.opengamma.strata.product.fx.ResolvedFxSwapTrade
 
toString() - Method in class com.opengamma.strata.product.fx.type.FxSwapTemplate.Builder
 
toString() - Method in class com.opengamma.strata.product.fx.type.FxSwapTemplate
 
toString() - Method in class com.opengamma.strata.product.fx.type.ImmutableFxSwapConvention.Builder
 
toString() - Method in class com.opengamma.strata.product.fx.type.ImmutableFxSwapConvention
 
toString() - Method in class com.opengamma.strata.product.fxopt.FxSingleBarrierOption.Builder
 
toString() - Method in class com.opengamma.strata.product.fxopt.FxSingleBarrierOption
 
toString() - Method in class com.opengamma.strata.product.fxopt.FxSingleBarrierOptionTrade.Builder
 
toString() - Method in class com.opengamma.strata.product.fxopt.FxSingleBarrierOptionTrade
 
toString() - Method in class com.opengamma.strata.product.fxopt.FxVanillaOption.Builder
 
toString() - Method in class com.opengamma.strata.product.fxopt.FxVanillaOption
 
toString() - Method in class com.opengamma.strata.product.fxopt.FxVanillaOptionTrade.Builder
 
toString() - Method in class com.opengamma.strata.product.fxopt.FxVanillaOptionTrade
 
toString() - Method in class com.opengamma.strata.product.fxopt.ResolvedFxSingleBarrierOption
 
toString() - Method in class com.opengamma.strata.product.fxopt.ResolvedFxSingleBarrierOptionTrade.Builder
 
toString() - Method in class com.opengamma.strata.product.fxopt.ResolvedFxSingleBarrierOptionTrade
 
toString() - Method in class com.opengamma.strata.product.fxopt.ResolvedFxVanillaOption.Builder
 
toString() - Method in class com.opengamma.strata.product.fxopt.ResolvedFxVanillaOption
 
toString() - Method in class com.opengamma.strata.product.fxopt.ResolvedFxVanillaOptionTrade.Builder
 
toString() - Method in class com.opengamma.strata.product.fxopt.ResolvedFxVanillaOptionTrade
 
toString() - Method in class com.opengamma.strata.product.GenericSecurity
 
toString() - Method in class com.opengamma.strata.product.GenericSecurityPosition.Builder
 
toString() - Method in class com.opengamma.strata.product.GenericSecurityPosition
 
toString() - Method in class com.opengamma.strata.product.GenericSecurityTrade.Builder
 
toString() - Method in class com.opengamma.strata.product.GenericSecurityTrade
 
toString() - Method in class com.opengamma.strata.product.index.IborFuture.Builder
 
toString() - Method in class com.opengamma.strata.product.index.IborFuture
 
toString() - Method in class com.opengamma.strata.product.index.IborFutureOption.Builder
 
toString() - Method in class com.opengamma.strata.product.index.IborFutureOption
 
toString() - Method in class com.opengamma.strata.product.index.IborFutureOptionPosition.Builder
 
toString() - Method in class com.opengamma.strata.product.index.IborFutureOptionPosition
 
toString() - Method in class com.opengamma.strata.product.index.IborFutureOptionSecurity.Builder
 
toString() - Method in class com.opengamma.strata.product.index.IborFutureOptionSecurity
 
toString() - Method in class com.opengamma.strata.product.index.IborFutureOptionTrade.Builder
 
toString() - Method in class com.opengamma.strata.product.index.IborFutureOptionTrade
 
toString() - Method in class com.opengamma.strata.product.index.IborFuturePosition.Builder
 
toString() - Method in class com.opengamma.strata.product.index.IborFuturePosition
 
toString() - Method in class com.opengamma.strata.product.index.IborFutureSecurity.Builder
 
toString() - Method in class com.opengamma.strata.product.index.IborFutureSecurity
 
toString() - Method in class com.opengamma.strata.product.index.IborFutureTrade.Builder
 
toString() - Method in class com.opengamma.strata.product.index.IborFutureTrade
 
toString() - Method in class com.opengamma.strata.product.index.OvernightFuture.Builder
 
toString() - Method in class com.opengamma.strata.product.index.OvernightFuture
 
toString() - Method in class com.opengamma.strata.product.index.OvernightFuturePosition.Builder
 
toString() - Method in class com.opengamma.strata.product.index.OvernightFuturePosition
 
toString() - Method in class com.opengamma.strata.product.index.OvernightFutureSecurity.Builder
 
toString() - Method in class com.opengamma.strata.product.index.OvernightFutureSecurity
 
toString() - Method in class com.opengamma.strata.product.index.OvernightFutureTrade.Builder
 
toString() - Method in class com.opengamma.strata.product.index.OvernightFutureTrade
 
toString() - Method in class com.opengamma.strata.product.index.ResolvedIborFuture.Builder
 
toString() - Method in class com.opengamma.strata.product.index.ResolvedIborFuture
 
toString() - Method in class com.opengamma.strata.product.index.ResolvedIborFutureOption.Builder
 
toString() - Method in class com.opengamma.strata.product.index.ResolvedIborFutureOption
 
toString() - Method in class com.opengamma.strata.product.index.ResolvedIborFutureOptionTrade.Builder
 
toString() - Method in class com.opengamma.strata.product.index.ResolvedIborFutureOptionTrade
 
toString() - Method in class com.opengamma.strata.product.index.ResolvedIborFutureTrade.Builder
 
toString() - Method in class com.opengamma.strata.product.index.ResolvedIborFutureTrade
 
toString() - Method in class com.opengamma.strata.product.index.ResolvedOvernightFuture.Builder
 
toString() - Method in class com.opengamma.strata.product.index.ResolvedOvernightFuture
 
toString() - Method in class com.opengamma.strata.product.index.ResolvedOvernightFutureTrade.Builder
 
toString() - Method in class com.opengamma.strata.product.index.ResolvedOvernightFutureTrade
 
toString() - Method in class com.opengamma.strata.product.index.type.ImmutableIborFutureConvention.Builder
 
toString() - Method in class com.opengamma.strata.product.index.type.ImmutableIborFutureConvention
 
toString() - Method in class com.opengamma.strata.product.LegalEntityId
Returns the identifier in a standard string format.
toString() - Method in enum com.opengamma.strata.product.option.BarrierType
Returns the formatted name of the type.
toString() - Method in enum com.opengamma.strata.product.option.FutureOptionPremiumStyle
Returns the formatted name of the type.
toString() - Method in enum com.opengamma.strata.product.option.KnockType
Returns the formatted name of the type.
toString() - Method in class com.opengamma.strata.product.option.SimpleConstantContinuousBarrier
 
toString() - Method in class com.opengamma.strata.product.payment.BulletPayment.Builder
 
toString() - Method in class com.opengamma.strata.product.payment.BulletPayment
 
toString() - Method in class com.opengamma.strata.product.payment.BulletPaymentTrade.Builder
 
toString() - Method in class com.opengamma.strata.product.payment.BulletPaymentTrade
 
toString() - Method in class com.opengamma.strata.product.payment.ResolvedBulletPayment.Builder
 
toString() - Method in class com.opengamma.strata.product.payment.ResolvedBulletPayment
 
toString() - Method in class com.opengamma.strata.product.payment.ResolvedBulletPaymentTrade.Builder
 
toString() - Method in class com.opengamma.strata.product.payment.ResolvedBulletPaymentTrade
 
toString() - Method in class com.opengamma.strata.product.PortfolioItemSummary.Builder
 
toString() - Method in class com.opengamma.strata.product.PortfolioItemSummary
 
toString() - Method in enum com.opengamma.strata.product.PortfolioItemType
Returns the formatted name of the type.
toString() - Method in class com.opengamma.strata.product.PositionInfo
 
toString() - Method in class com.opengamma.strata.product.rate.FixedRateComputation
 
toString() - Method in class com.opengamma.strata.product.rate.IborAveragedFixing.Builder
 
toString() - Method in class com.opengamma.strata.product.rate.IborAveragedFixing
 
toString() - Method in class com.opengamma.strata.product.rate.IborAveragedRateComputation
 
toString() - Method in class com.opengamma.strata.product.rate.IborInterpolatedRateComputation
 
toString() - Method in class com.opengamma.strata.product.rate.IborRateComputation
 
toString() - Method in class com.opengamma.strata.product.rate.InflationEndInterpolatedRateComputation
 
toString() - Method in class com.opengamma.strata.product.rate.InflationEndMonthRateComputation
 
toString() - Method in class com.opengamma.strata.product.rate.InflationInterpolatedRateComputation
 
toString() - Method in class com.opengamma.strata.product.rate.InflationMonthlyRateComputation
 
toString() - Method in class com.opengamma.strata.product.rate.OvernightAveragedDailyRateComputation.Builder
 
toString() - Method in class com.opengamma.strata.product.rate.OvernightAveragedDailyRateComputation
 
toString() - Method in class com.opengamma.strata.product.rate.OvernightAveragedRateComputation.Builder
 
toString() - Method in class com.opengamma.strata.product.rate.OvernightAveragedRateComputation
 
toString() - Method in class com.opengamma.strata.product.rate.OvernightCompoundedRateComputation.Builder
 
toString() - Method in class com.opengamma.strata.product.rate.OvernightCompoundedRateComputation
 
toString() - Method in class com.opengamma.strata.product.SecurityId
Returns the identifier in a standard string format.
toString() - Method in class com.opengamma.strata.product.SecurityInfo
 
toString() - Method in class com.opengamma.strata.product.SecurityPosition.Builder
 
toString() - Method in class com.opengamma.strata.product.SecurityPosition
 
toString() - Method in class com.opengamma.strata.product.SecurityPriceInfo
 
toString() - Method in class com.opengamma.strata.product.SecurityTrade.Builder
 
toString() - Method in class com.opengamma.strata.product.SecurityTrade
 
toString() - Method in enum com.opengamma.strata.product.swap.CompoundingMethod
Returns the formatted name of the type.
toString() - Method in class com.opengamma.strata.product.swap.FixedRateCalculation.Builder
 
toString() - Method in class com.opengamma.strata.product.swap.FixedRateCalculation
 
toString() - Method in class com.opengamma.strata.product.swap.FixedRateStubCalculation
 
toString() - Method in enum com.opengamma.strata.product.swap.FixingRelativeTo
Returns the formatted name of the type.
toString() - Method in class com.opengamma.strata.product.swap.FxReset
 
toString() - Method in class com.opengamma.strata.product.swap.FxResetCalculation.Builder
 
toString() - Method in class com.opengamma.strata.product.swap.FxResetCalculation
 
toString() - Method in enum com.opengamma.strata.product.swap.FxResetFixingRelativeTo
Returns the formatted name of the type.
toString() - Method in class com.opengamma.strata.product.swap.FxResetNotionalExchange
 
toString() - Method in class com.opengamma.strata.product.swap.IborRateCalculation.Builder
 
toString() - Method in class com.opengamma.strata.product.swap.IborRateCalculation
 
toString() - Method in enum com.opengamma.strata.product.swap.IborRateResetMethod
Returns the formatted name of the type.
toString() - Method in class com.opengamma.strata.product.swap.IborRateStubCalculation.Builder
 
toString() - Method in class com.opengamma.strata.product.swap.IborRateStubCalculation
 
toString() - Method in class com.opengamma.strata.product.swap.ImmutableSwapIndex.Builder
 
toString() - Method in class com.opengamma.strata.product.swap.ImmutableSwapIndex
Returns the name of the index.
toString() - Method in class com.opengamma.strata.product.swap.InflationRateCalculation.Builder
 
toString() - Method in class com.opengamma.strata.product.swap.InflationRateCalculation
 
toString() - Method in class com.opengamma.strata.product.swap.KnownAmountNotionalSwapPaymentPeriod.Builder
 
toString() - Method in class com.opengamma.strata.product.swap.KnownAmountNotionalSwapPaymentPeriod
 
toString() - Method in class com.opengamma.strata.product.swap.KnownAmountSwapLeg.Builder
 
toString() - Method in class com.opengamma.strata.product.swap.KnownAmountSwapLeg
 
toString() - Method in class com.opengamma.strata.product.swap.KnownAmountSwapPaymentPeriod.Builder
 
toString() - Method in class com.opengamma.strata.product.swap.KnownAmountSwapPaymentPeriod
 
toString() - Method in enum com.opengamma.strata.product.swap.NegativeRateMethod
Returns the formatted name of the type.
toString() - Method in class com.opengamma.strata.product.swap.NotionalExchange
 
toString() - Method in class com.opengamma.strata.product.swap.NotionalSchedule.Builder
 
toString() - Method in class com.opengamma.strata.product.swap.NotionalSchedule
 
toString() - Method in enum com.opengamma.strata.product.swap.OvernightAccrualMethod
Returns the formatted name of the type.
toString() - Method in class com.opengamma.strata.product.swap.OvernightRateCalculation.Builder
 
toString() - Method in class com.opengamma.strata.product.swap.OvernightRateCalculation
 
toString() - Method in enum com.opengamma.strata.product.swap.PaymentRelativeTo
Returns the formatted name of the type.
toString() - Method in class com.opengamma.strata.product.swap.PaymentSchedule.Builder
 
toString() - Method in class com.opengamma.strata.product.swap.PaymentSchedule
 
toString() - Method in enum com.opengamma.strata.product.swap.PriceIndexCalculationMethod
Returns the formatted name of the type.
toString() - Method in class com.opengamma.strata.product.swap.RateAccrualPeriod.Builder
 
toString() - Method in class com.opengamma.strata.product.swap.RateAccrualPeriod
 
toString() - Method in class com.opengamma.strata.product.swap.RateCalculationSwapLeg.Builder
 
toString() - Method in class com.opengamma.strata.product.swap.RateCalculationSwapLeg
 
toString() - Method in class com.opengamma.strata.product.swap.RatePaymentPeriod.Builder
 
toString() - Method in class com.opengamma.strata.product.swap.RatePaymentPeriod
 
toString() - Method in class com.opengamma.strata.product.swap.RatePeriodSwapLeg.Builder
 
toString() - Method in class com.opengamma.strata.product.swap.RatePeriodSwapLeg
 
toString() - Method in class com.opengamma.strata.product.swap.ResetSchedule.Builder
 
toString() - Method in class com.opengamma.strata.product.swap.ResetSchedule
 
toString() - Method in class com.opengamma.strata.product.swap.ResolvedSwap.Builder
 
toString() - Method in class com.opengamma.strata.product.swap.ResolvedSwap
 
toString() - Method in class com.opengamma.strata.product.swap.ResolvedSwapLeg.Builder
 
toString() - Method in class com.opengamma.strata.product.swap.ResolvedSwapLeg
 
toString() - Method in class com.opengamma.strata.product.swap.ResolvedSwapTrade.Builder
 
toString() - Method in class com.opengamma.strata.product.swap.ResolvedSwapTrade
 
toString() - Method in class com.opengamma.strata.product.swap.Swap.Builder
 
toString() - Method in class com.opengamma.strata.product.swap.Swap
 
toString() - Method in enum com.opengamma.strata.product.swap.SwapLegType
Returns the formatted name of the type.
toString() - Method in class com.opengamma.strata.product.swap.SwapTrade.Builder
 
toString() - Method in class com.opengamma.strata.product.swap.SwapTrade
 
toString() - Method in class com.opengamma.strata.product.swap.type.FixedIborSwapTemplate.Builder
 
toString() - Method in class com.opengamma.strata.product.swap.type.FixedIborSwapTemplate
 
toString() - Method in class com.opengamma.strata.product.swap.type.FixedInflationSwapTemplate.Builder
 
toString() - Method in class com.opengamma.strata.product.swap.type.FixedInflationSwapTemplate
 
toString() - Method in class com.opengamma.strata.product.swap.type.FixedOvernightSwapTemplate.Builder
 
toString() - Method in class com.opengamma.strata.product.swap.type.FixedOvernightSwapTemplate
 
toString() - Method in class com.opengamma.strata.product.swap.type.FixedRateSwapLegConvention.Builder
 
toString() - Method in class com.opengamma.strata.product.swap.type.FixedRateSwapLegConvention
 
toString() - Method in class com.opengamma.strata.product.swap.type.IborIborSwapTemplate.Builder
 
toString() - Method in class com.opengamma.strata.product.swap.type.IborIborSwapTemplate
 
toString() - Method in class com.opengamma.strata.product.swap.type.IborRateSwapLegConvention.Builder
 
toString() - Method in class com.opengamma.strata.product.swap.type.IborRateSwapLegConvention
 
toString() - Method in class com.opengamma.strata.product.swap.type.ImmutableFixedIborSwapConvention.Builder
 
toString() - Method in class com.opengamma.strata.product.swap.type.ImmutableFixedIborSwapConvention
 
toString() - Method in class com.opengamma.strata.product.swap.type.ImmutableFixedInflationSwapConvention.Builder
 
toString() - Method in class com.opengamma.strata.product.swap.type.ImmutableFixedInflationSwapConvention
 
toString() - Method in class com.opengamma.strata.product.swap.type.ImmutableFixedOvernightSwapConvention.Builder
 
toString() - Method in class com.opengamma.strata.product.swap.type.ImmutableFixedOvernightSwapConvention
 
toString() - Method in class com.opengamma.strata.product.swap.type.ImmutableIborIborSwapConvention.Builder
 
toString() - Method in class com.opengamma.strata.product.swap.type.ImmutableIborIborSwapConvention
 
toString() - Method in class com.opengamma.strata.product.swap.type.ImmutableOvernightIborSwapConvention.Builder
 
toString() - Method in class com.opengamma.strata.product.swap.type.ImmutableOvernightIborSwapConvention
 
toString() - Method in class com.opengamma.strata.product.swap.type.ImmutableThreeLegBasisSwapConvention.Builder
 
toString() - Method in class com.opengamma.strata.product.swap.type.ImmutableThreeLegBasisSwapConvention
 
toString() - Method in class com.opengamma.strata.product.swap.type.ImmutableXCcyIborIborSwapConvention.Builder
 
toString() - Method in class com.opengamma.strata.product.swap.type.ImmutableXCcyIborIborSwapConvention
 
toString() - Method in class com.opengamma.strata.product.swap.type.InflationRateSwapLegConvention.Builder
 
toString() - Method in class com.opengamma.strata.product.swap.type.InflationRateSwapLegConvention
 
toString() - Method in class com.opengamma.strata.product.swap.type.OvernightIborSwapTemplate.Builder
 
toString() - Method in class com.opengamma.strata.product.swap.type.OvernightIborSwapTemplate
 
toString() - Method in class com.opengamma.strata.product.swap.type.OvernightRateSwapLegConvention.Builder
 
toString() - Method in class com.opengamma.strata.product.swap.type.OvernightRateSwapLegConvention
 
toString() - Method in class com.opengamma.strata.product.swap.type.ThreeLegBasisSwapTemplate.Builder
 
toString() - Method in class com.opengamma.strata.product.swap.type.ThreeLegBasisSwapTemplate
 
toString() - Method in class com.opengamma.strata.product.swap.type.XCcyIborIborSwapTemplate.Builder
 
toString() - Method in class com.opengamma.strata.product.swap.type.XCcyIborIborSwapTemplate
 
toString() - Method in class com.opengamma.strata.product.swaption.CashSwaptionSettlement
 
toString() - Method in enum com.opengamma.strata.product.swaption.CashSwaptionSettlementMethod
Returns the formatted name of the type.
toString() - Method in class com.opengamma.strata.product.swaption.PhysicalSwaptionSettlement
 
toString() - Method in class com.opengamma.strata.product.swaption.ResolvedSwaption.Builder
 
toString() - Method in class com.opengamma.strata.product.swaption.ResolvedSwaption
 
toString() - Method in class com.opengamma.strata.product.swaption.ResolvedSwaptionTrade.Builder
 
toString() - Method in class com.opengamma.strata.product.swaption.ResolvedSwaptionTrade
 
toString() - Method in class com.opengamma.strata.product.swaption.Swaption.Builder
 
toString() - Method in class com.opengamma.strata.product.swaption.Swaption
 
toString() - Method in class com.opengamma.strata.product.swaption.SwaptionTrade.Builder
 
toString() - Method in class com.opengamma.strata.product.swaption.SwaptionTrade
 
toString() - Method in class com.opengamma.strata.product.TradedPrice
 
toString() - Method in class com.opengamma.strata.product.TradeInfo
 
toString() - Method in class com.opengamma.strata.report.cashflow.CashFlowReport.Builder
 
toString() - Method in class com.opengamma.strata.report.cashflow.CashFlowReport
 
toString() - Method in class com.opengamma.strata.report.framework.format.FormatSettings
 
toString() - Method in class com.opengamma.strata.report.ReportCalculationResults
 
toString() - Method in class com.opengamma.strata.report.ReportRequirements
 
toString() - Method in class com.opengamma.strata.report.trade.TradeReport.Builder
 
toString() - Method in class com.opengamma.strata.report.trade.TradeReport
 
toString() - Method in class com.opengamma.strata.report.trade.TradeReportColumn.Builder
 
toString() - Method in class com.opengamma.strata.report.trade.TradeReportColumn
 
toString() - Method in class com.opengamma.strata.report.trade.TradeReportTemplate.Builder
 
toString() - Method in class com.opengamma.strata.report.trade.TradeReportTemplate
 
total(Iterable<CurrencyAmount>) - Static method in class com.opengamma.strata.basics.currency.MultiCurrencyAmount
Obtains an instance from the total of a list of CurrencyAmount objects.
total(Iterable<CurrencyAmountArray>) - Static method in class com.opengamma.strata.basics.currency.MultiCurrencyAmountArray
Returns a multi currency amount array representing the total of the input arrays.
total() - Method in class com.opengamma.strata.collect.array.DoubleMatrix
Returns the total of all the values in the matrix.
total(Iterable<CurrencyScenarioArray>) - Static method in class com.opengamma.strata.data.scenario.MultiCurrencyScenarioArray
Returns a multi currency scenario array representing the total of the input arrays.
total(Currency, FxRateProvider) - Method in class com.opengamma.strata.market.param.CrossGammaParameterSensitivities
Returns the total of the sensitivity values.
total() - Method in class com.opengamma.strata.market.param.CrossGammaParameterSensitivities
Returns the total of the sensitivity values.
total() - Method in class com.opengamma.strata.market.param.CrossGammaParameterSensitivity
Returns the total of the sensitivity values.
total(Currency, FxRateProvider) - Method in class com.opengamma.strata.market.param.CurrencyParameterSensitivities
Returns the total of the sensitivity values.
total() - Method in class com.opengamma.strata.market.param.CurrencyParameterSensitivities
Returns the total of the sensitivity values.
total() - Method in class com.opengamma.strata.market.param.CurrencyParameterSensitivity
Returns the total of the sensitivity values.
total() - Method in class com.opengamma.strata.market.param.UnitParameterSensitivity
Returns the total of the sensitivity values.
toTrade(StandardId, TradeInfo, LocalDate, LocalDate, BuySell, double, double) - Method in interface com.opengamma.strata.product.credit.type.CdsConvention
Creates a CDS trade with TradeInfo.
toTrade(StandardId, TradeInfo, LocalDate, LocalDate, BuySell, double, double, AdjustablePayment) - Method in interface com.opengamma.strata.product.credit.type.CdsConvention
Creates a CDS trade with upfront fee and TradeInfo.
toTrade(StandardId, TradeInfo, LocalDate, LocalDate, BuySell, double, double) - Method in class com.opengamma.strata.product.credit.type.ImmutableCdsConvention
 
toTrade(StandardId, TradeInfo, LocalDate, LocalDate, BuySell, double, double, AdjustablePayment) - Method in class com.opengamma.strata.product.credit.type.ImmutableCdsConvention
 
toTrade(LocalDate, LocalDate, LocalDate, BuySell, double, double) - Method in interface com.opengamma.strata.product.deposit.type.IborFixingDepositConvention
Creates a trade based on this convention.
toTrade(TradeInfo, LocalDate, LocalDate, BuySell, double, double) - Method in interface com.opengamma.strata.product.deposit.type.IborFixingDepositConvention
Creates a trade based on this convention.
toTrade(TradeInfo, LocalDate, LocalDate, BuySell, double, double) - Method in class com.opengamma.strata.product.deposit.type.ImmutableIborFixingDepositConvention
 
toTrade(TradeInfo, LocalDate, LocalDate, BuySell, double, double) - Method in class com.opengamma.strata.product.deposit.type.ImmutableTermDepositConvention
 
toTrade(LocalDate, LocalDate, LocalDate, BuySell, double, double) - Method in interface com.opengamma.strata.product.deposit.type.TermDepositConvention
Creates a trade based on this convention.
toTrade(TradeInfo, LocalDate, LocalDate, BuySell, double, double) - Method in interface com.opengamma.strata.product.deposit.type.TermDepositConvention
Creates a trade based on this convention.
toTrade(LocalDate, LocalDate, LocalDate, LocalDate, BuySell, double, double) - Method in interface com.opengamma.strata.product.fra.type.FraConvention
Creates a trade based on this convention.
toTrade(TradeInfo, LocalDate, LocalDate, LocalDate, BuySell, double, double) - Method in interface com.opengamma.strata.product.fra.type.FraConvention
Creates a trade based on this convention.
toTrade(TradeInfo, LocalDate, LocalDate, LocalDate, BuySell, double, double) - Method in class com.opengamma.strata.product.fra.type.ImmutableFraConvention
 
toTrade(LocalDate, LocalDate, LocalDate, BuySell, double, double, double) - Method in interface com.opengamma.strata.product.fx.type.FxSwapConvention
Creates a trade based on this convention.
toTrade(TradeInfo, LocalDate, LocalDate, BuySell, double, double, double) - Method in interface com.opengamma.strata.product.fx.type.FxSwapConvention
Creates a trade based on this convention.
toTrade(TradeInfo, LocalDate, LocalDate, BuySell, double, double, double) - Method in class com.opengamma.strata.product.fx.type.ImmutableFxSwapConvention
 
toTrade(LocalDate, LocalDate, LocalDate, BuySell, double, double) - Method in interface com.opengamma.strata.product.swap.type.FixedIborSwapConvention
Creates a trade based on this convention.
toTrade(TradeInfo, LocalDate, LocalDate, BuySell, double, double) - Method in interface com.opengamma.strata.product.swap.type.FixedIborSwapConvention
Creates a trade based on this convention.
toTrade(LocalDate, LocalDate, LocalDate, BuySell, double, double) - Method in interface com.opengamma.strata.product.swap.type.FixedInflationSwapConvention
Creates a trade based on this convention.
toTrade(TradeInfo, LocalDate, LocalDate, BuySell, double, double) - Method in interface com.opengamma.strata.product.swap.type.FixedInflationSwapConvention
Creates a trade based on this convention.
toTrade(LocalDate, LocalDate, LocalDate, BuySell, double, double) - Method in interface com.opengamma.strata.product.swap.type.FixedOvernightSwapConvention
Creates a trade based on this convention.
toTrade(TradeInfo, LocalDate, LocalDate, BuySell, double, double) - Method in interface com.opengamma.strata.product.swap.type.FixedOvernightSwapConvention
Creates a trade based on this convention.
toTrade(LocalDate, LocalDate, LocalDate, BuySell, double, double) - Method in interface com.opengamma.strata.product.swap.type.IborIborSwapConvention
Creates a trade based on this convention.
toTrade(TradeInfo, LocalDate, LocalDate, BuySell, double, double) - Method in interface com.opengamma.strata.product.swap.type.IborIborSwapConvention
Creates a trade based on this convention.
toTrade(TradeInfo, LocalDate, LocalDate, BuySell, double, double) - Method in class com.opengamma.strata.product.swap.type.ImmutableFixedIborSwapConvention
 
toTrade(TradeInfo, LocalDate, LocalDate, BuySell, double, double) - Method in class com.opengamma.strata.product.swap.type.ImmutableFixedInflationSwapConvention
 
toTrade(TradeInfo, LocalDate, LocalDate, BuySell, double, double) - Method in class com.opengamma.strata.product.swap.type.ImmutableFixedOvernightSwapConvention
 
toTrade(TradeInfo, LocalDate, LocalDate, BuySell, double, double) - Method in class com.opengamma.strata.product.swap.type.ImmutableIborIborSwapConvention
 
toTrade(TradeInfo, LocalDate, LocalDate, BuySell, double, double) - Method in class com.opengamma.strata.product.swap.type.ImmutableOvernightIborSwapConvention
 
toTrade(TradeInfo, LocalDate, LocalDate, BuySell, double, double) - Method in class com.opengamma.strata.product.swap.type.ImmutableThreeLegBasisSwapConvention
 
toTrade(TradeInfo, LocalDate, LocalDate, BuySell, double, double, double) - Method in class com.opengamma.strata.product.swap.type.ImmutableXCcyIborIborSwapConvention
 
toTrade(LocalDate, LocalDate, LocalDate, BuySell, double, double) - Method in interface com.opengamma.strata.product.swap.type.OvernightIborSwapConvention
Creates a trade based on this convention.
toTrade(TradeInfo, LocalDate, LocalDate, BuySell, double, double) - Method in interface com.opengamma.strata.product.swap.type.OvernightIborSwapConvention
Creates a trade based on this convention.
toTrade(LocalDate, LocalDate, LocalDate, BuySell, double, double) - Method in interface com.opengamma.strata.product.swap.type.SingleCurrencySwapConvention
Creates a trade based on this convention.
toTrade(TradeInfo, LocalDate, LocalDate, BuySell, double, double) - Method in interface com.opengamma.strata.product.swap.type.SingleCurrencySwapConvention
Creates a trade based on this convention.
toTrade(LocalDate, LocalDate, LocalDate, BuySell, double, double) - Method in interface com.opengamma.strata.product.swap.type.ThreeLegBasisSwapConvention
Creates a trade based on this convention.
toTrade(TradeInfo, LocalDate, LocalDate, BuySell, double, double) - Method in interface com.opengamma.strata.product.swap.type.ThreeLegBasisSwapConvention
Creates a trade based on this convention.
toTrade(LocalDate, LocalDate, LocalDate, BuySell, double, double, double) - Method in interface com.opengamma.strata.product.swap.type.XCcyIborIborSwapConvention
Creates a trade based on this convention.
toTrade(TradeInfo, LocalDate, LocalDate, BuySell, double, double, double) - Method in interface com.opengamma.strata.product.swap.type.XCcyIborIborSwapConvention
Creates a trade based on this convention.
toUnadjusted() - Method in class com.opengamma.strata.basics.schedule.Schedule
Converts this schedule to a schedule where every adjusted date is reset to the unadjusted equivalent.
toUnadjusted() - Method in class com.opengamma.strata.basics.schedule.SchedulePeriod
Converts this period to one where the start and end dates are set to the unadjusted dates.
toUnitParameterSensitivity() - Method in class com.opengamma.strata.market.param.CurrencyParameterSensitivity
Converts this instance to the equivalent unit sensitivity.
toValueAdjustment(double) - Method in enum com.opengamma.strata.market.ShiftType
Returns a value adjustment that applies the shift amount using appropriate logic for the shift type.
toValuesArray() - Static method in class com.opengamma.strata.calc.runner.FunctionUtils
Returns a collector that builds a scenario result based on Double.
toValueWithFailures(T, BinaryOperator<T>) - Static method in class com.opengamma.strata.collect.result.ValueWithFailures
Returns a collector that can be used to create a ValueWithFailure instance from a stream of ValueWithFailure instances.
toZeroRateSensitivity() - Method in class com.opengamma.strata.pricer.credit.CreditCurveZeroRateSensitivity
Obtains the underlying ZeroRateSensitivity.
toZonedDateTime(MarketDataBox<LocalDate>) - Method in class com.opengamma.strata.measure.ValuationZoneTimeDefinition
Creates zoned date time.
TR - Static variable in class com.opengamma.strata.basics.location.Country
The country 'TR' - Turkey.
trade(double, MarketData, ReferenceData) - Method in interface com.opengamma.strata.market.curve.CurveNode
Creates a trade representing the instrument at the node.
trade(double, MarketData, ReferenceData) - Method in class com.opengamma.strata.market.curve.node.CdsIndexIsdaCreditCurveNode
Creates a trade representing the CDS index at the node.
trade(double, MarketData, ReferenceData) - Method in class com.opengamma.strata.market.curve.node.CdsIsdaCreditCurveNode
Creates a trade representing the CDS at the node.
trade(double, MarketData, ReferenceData) - Method in class com.opengamma.strata.market.curve.node.FixedIborSwapCurveNode
 
trade(double, MarketData, ReferenceData) - Method in class com.opengamma.strata.market.curve.node.FixedInflationSwapCurveNode
 
trade(double, MarketData, ReferenceData) - Method in class com.opengamma.strata.market.curve.node.FixedOvernightSwapCurveNode
 
trade(double, MarketData, ReferenceData) - Method in class com.opengamma.strata.market.curve.node.FraCurveNode
 
trade(double, MarketData, ReferenceData) - Method in class com.opengamma.strata.market.curve.node.FxSwapCurveNode
 
trade(double, MarketData, ReferenceData) - Method in class com.opengamma.strata.market.curve.node.IborFixingDepositCurveNode
 
trade(double, MarketData, ReferenceData) - Method in class com.opengamma.strata.market.curve.node.IborFutureCurveNode
 
trade(double, MarketData, ReferenceData) - Method in class com.opengamma.strata.market.curve.node.IborIborSwapCurveNode
 
trade(double, MarketData, ReferenceData) - Method in class com.opengamma.strata.market.curve.node.OvernightIborSwapCurveNode
 
trade(double, MarketData, ReferenceData) - Method in class com.opengamma.strata.market.curve.node.TermDepositCurveNode
 
trade(double, MarketData, ReferenceData) - Method in class com.opengamma.strata.market.curve.node.ThreeLegBasisSwapCurveNode
 
trade(double, MarketData, ReferenceData) - Method in class com.opengamma.strata.market.curve.node.XCcyIborIborSwapCurveNode
 
trade(ResolvedTrade) - Method in class com.opengamma.strata.market.param.ResolvedTradeParameterMetadata.Builder
Sets the trade that describes the parameter.
trade() - Method in class com.opengamma.strata.market.param.ResolvedTradeParameterMetadata.Meta
The meta-property for the trade property.
TRADE - Static variable in class com.opengamma.strata.measure.bond.BillTradeCalculationFunction
The trade instance
TRADE - Static variable in class com.opengamma.strata.measure.bond.BondFutureOptionTradeCalculationFunction
The trade instance
TRADE - Static variable in class com.opengamma.strata.measure.bond.BondFutureTradeCalculationFunction
The trade instance
TRADE - Static variable in class com.opengamma.strata.measure.bond.CapitalIndexedBondTradeCalculationFunction
The trade instance
TRADE - Static variable in class com.opengamma.strata.measure.bond.FixedCouponBondTradeCalculationFunction
The trade instance
TRADE - Static variable in class com.opengamma.strata.measure.dsf.DsfTradeCalculationFunction
The trade instance
TRADE - Static variable in class com.opengamma.strata.measure.index.IborFutureOptionTradeCalculationFunction
The trade instance
TRADE - Static variable in class com.opengamma.strata.measure.index.IborFutureTradeCalculationFunction
The trade instance
TRADE - Static variable in class com.opengamma.strata.measure.index.OvernightFutureTradeCalculationFunction
The trade instance
Trade - Interface in com.opengamma.strata.product
A trade with additional structured information.
TRADE_NOTIONAL - Static variable in class com.opengamma.strata.market.explain.ExplainKey
The notional, as defined in the trade.
TradeCalibrationMeasure<T extends ResolvedTrade> - Class in com.opengamma.strata.pricer.curve
Provides calibration measures for a single type of trade based on functions.
TradeConvention - Interface in com.opengamma.strata.product
A market convention for trades.
TradeCounterpartyCalculationParameter - Class in com.opengamma.strata.measure.calc
A calculation parameter that selects the parameter based on the counterparty of the target.
TradeCsvInfoResolver - Interface in com.opengamma.strata.loader.csv
Resolves additional information when parsing trade CSV files.
TradeCsvLoader - Class in com.opengamma.strata.loader.csv
Loads trades from CSV files.
tradeDate() - Method in class com.opengamma.strata.product.TradeInfo.Meta
The meta-property for the tradeDate property.
tradeDate(LocalDate) - Method in class com.opengamma.strata.product.TradeInfoBuilder
Sets the trade date, optional.
tradedPrice(TradedPrice) - Method in class com.opengamma.strata.product.bond.ResolvedBondFutureOptionTrade.Builder
Sets the price that was traded, together with the trade date, optional.
tradedPrice() - Method in class com.opengamma.strata.product.bond.ResolvedBondFutureOptionTrade.Meta
The meta-property for the tradedPrice property.
tradedPrice(TradedPrice) - Method in class com.opengamma.strata.product.bond.ResolvedBondFutureTrade.Builder
Sets the price that was traded, together with the trade date, optional.
tradedPrice() - Method in class com.opengamma.strata.product.bond.ResolvedBondFutureTrade.Meta
The meta-property for the tradedPrice property.
tradedPrice(TradedPrice) - Method in class com.opengamma.strata.product.dsf.ResolvedDsfTrade.Builder
Sets the price that was traded, together with the trade date, optional.
tradedPrice() - Method in class com.opengamma.strata.product.dsf.ResolvedDsfTrade.Meta
The meta-property for the tradedPrice property.
tradedPrice(TradedPrice) - Method in class com.opengamma.strata.product.index.ResolvedIborFutureOptionTrade.Builder
Sets the price that was traded, together with the trade date, optional.
tradedPrice() - Method in class com.opengamma.strata.product.index.ResolvedIborFutureOptionTrade.Meta
The meta-property for the tradedPrice property.
tradedPrice(TradedPrice) - Method in class com.opengamma.strata.product.index.ResolvedIborFutureTrade.Builder
Sets the price that was traded, together with the trade date, optional.
tradedPrice() - Method in class com.opengamma.strata.product.index.ResolvedIborFutureTrade.Meta
The meta-property for the tradedPrice property.
tradedPrice(TradedPrice) - Method in class com.opengamma.strata.product.index.ResolvedOvernightFutureTrade.Builder
Sets the price that was traded, together with the trade date, optional.
tradedPrice() - Method in class com.opengamma.strata.product.index.ResolvedOvernightFutureTrade.Meta
The meta-property for the tradedPrice property.
TradedPrice - Class in com.opengamma.strata.product
The traded price of a security-based trade.
TradeInfo - Class in com.opengamma.strata.product
Additional information about a trade.
TradeInfo.Meta - Class in com.opengamma.strata.product
The meta-bean for TradeInfo.
TradeInfoBuilder - Class in com.opengamma.strata.product
Builder to create TradeInfo.
tradeMeasureRequirements() - Method in class com.opengamma.strata.report.ReportRequirements.Meta
The meta-property for the tradeMeasureRequirements property.
TradeReport - Class in com.opengamma.strata.report.trade
Represents a trade report.
TradeReport.Builder - Class in com.opengamma.strata.report.trade
The bean-builder for TradeReport.
TradeReport.Meta - Class in com.opengamma.strata.report.trade
The meta-bean for TradeReport.
TradeReportColumn - Class in com.opengamma.strata.report.trade
Describes a column in a trade report.
TradeReportColumn.Builder - Class in com.opengamma.strata.report.trade
The bean-builder for TradeReportColumn.
TradeReportColumn.Meta - Class in com.opengamma.strata.report.trade
The meta-bean for TradeReportColumn.
TradeReportFormatter - Class in com.opengamma.strata.report.trade
Formatter for trade reports.
TradeReportRunner - Class in com.opengamma.strata.report.trade
Report runner for trade reports.
TradeReportTemplate - Class in com.opengamma.strata.report.trade
Describes the contents and layout of a trade report.
TradeReportTemplate.Builder - Class in com.opengamma.strata.report.trade
The bean-builder for TradeReportTemplate.
TradeReportTemplate.Meta - Class in com.opengamma.strata.report.trade
The meta-bean for TradeReportTemplate.
TradeReportTemplateIniLoader - Class in com.opengamma.strata.report.trade
Loads a trade report template from the standard INI file format.
TradeReportTemplateIniLoader() - Constructor for class com.opengamma.strata.report.trade.TradeReportTemplateIniLoader
 
TradeTemplate - Interface in com.opengamma.strata.product
A template used to create a trade.
tradeTime() - Method in class com.opengamma.strata.product.TradeInfo.Meta
The meta-property for the tradeTime property.
tradeTime(LocalTime) - Method in class com.opengamma.strata.product.TradeInfoBuilder
Sets the trade time, optional.
TradeTokenEvaluator - Class in com.opengamma.strata.report.framework.expression
Evaluates a token against a trade to produce another object.
TradeTokenEvaluator() - Constructor for class com.opengamma.strata.report.framework.expression.TradeTokenEvaluator
 
transitionProbability() - Method in class com.opengamma.strata.pricer.fxopt.RecombiningTrinomialTreeData.Meta
The meta-property for the transitionProbability property.
transpose() - Method in class com.opengamma.strata.collect.array.DoubleMatrix
Transposes the matrix.
Triple<A,B,C> - Class in com.opengamma.strata.collect.tuple
An immutable triple consisting of three elements.
Triple.Meta<A,B,C> - Class in com.opengamma.strata.collect.tuple
The meta-bean for Triple.
truncateSetInclusive(double, double, DoubleArray) - Static method in class com.opengamma.strata.pricer.credit.DoublesScheduleGenerator
Truncates an array of doubles.
TRY - Static variable in class com.opengamma.strata.basics.currency.Currency
The currency 'TRY' - Turkish Lira.
Tuple - Interface in com.opengamma.strata.collect.tuple
Base interface for all tuple types.
TWD - Static variable in class com.opengamma.strata.basics.currency.Currency
The currency 'TWD' - New Taiwan Dollar.
type() - Method in class com.opengamma.strata.basics.index.ImmutableFloatingRateName.Meta
The meta-property for the type property.
type() - Method in class com.opengamma.strata.basics.value.ValueAdjustment.Meta
The meta-property for the type property.
type() - Method in class com.opengamma.strata.calc.ReportingCurrency.Meta
The meta-property for the type property.
type(SwapLegType) - Method in class com.opengamma.strata.market.amount.SwapLegAmount.Builder
Sets the type of the leg, such as Fixed or Ibor.
type() - Method in class com.opengamma.strata.market.amount.SwapLegAmount.Meta
The meta-property for the type property.
type() - Method in class com.opengamma.strata.market.curve.CurveNodeDate.Meta
The meta-property for the type property.
type() - Method in class com.opengamma.strata.product.etd.EtdContractSpec.Meta
The meta-property for the type property.
type(EtdType) - Method in class com.opengamma.strata.product.etd.EtdContractSpecBuilder
Sets the type of the contract specification.
type() - Method in class com.opengamma.strata.product.swap.KnownAmountSwapLeg.Meta
The meta-property for the type property.
type() - Method in class com.opengamma.strata.product.swap.RateCalculationSwapLeg.Meta
The meta-property for the type property.
type(SwapLegType) - Method in class com.opengamma.strata.product.swap.RatePeriodSwapLeg.Builder
Sets the type of the leg, such as Fixed or Ibor.
type() - Method in class com.opengamma.strata.product.swap.RatePeriodSwapLeg.Meta
The meta-property for the type property.
type(SwapLegType) - Method in class com.opengamma.strata.product.swap.ResolvedSwapLeg.Builder
Sets the type of the leg, such as Fixed or Ibor.
type() - Method in class com.opengamma.strata.product.swap.ResolvedSwapLeg.Meta
The meta-property for the type property.
TypedString<T extends TypedString<T>> - Class in com.opengamma.strata.collect
An abstract class designed to enable typed strings.
TypedString(String) - Constructor for class com.opengamma.strata.collect.TypedString
Creates an instance.
TypedString(String, Pattern, String) - Constructor for class com.opengamma.strata.collect.TypedString
Creates an instance, validating the name against a regex.
TypedString(String, CharMatcher, String) - Constructor for class com.opengamma.strata.collect.TypedString
Creates an instance, validating the name against a matcher.

U

UAH - Static variable in class com.opengamma.strata.basics.currency.Currency
The currency 'UAH' - Ukrainian Hryvnia.
unadjusted() - Method in class com.opengamma.strata.basics.date.AdjustableDate.Meta
The meta-property for the unadjusted property.
UNADJUSTED_END_DATE - Static variable in class com.opengamma.strata.market.explain.ExplainKey
The accrual end date, before any business day adjustment.
UNADJUSTED_PAYMENT_DATE - Static variable in class com.opengamma.strata.market.explain.ExplainKey
The payment date, before any business day adjustment.
UNADJUSTED_START_DATE - Static variable in class com.opengamma.strata.market.explain.ExplainKey
The accrual start date, before any business day adjustment.
unadjustedEndDate(LocalDate) - Method in class com.opengamma.strata.basics.schedule.SchedulePeriod.Builder
Sets the unadjusted end date.
unadjustedEndDate() - Method in class com.opengamma.strata.basics.schedule.SchedulePeriod.Meta
The meta-property for the unadjustedEndDate property.
unadjustedEndDate(LocalDate) - Method in class com.opengamma.strata.product.bond.CapitalIndexedBondPaymentPeriod.Builder
Sets the unadjusted end date.
unadjustedEndDate() - Method in class com.opengamma.strata.product.bond.CapitalIndexedBondPaymentPeriod.Meta
The meta-property for the unadjustedEndDate property.
unadjustedEndDate(LocalDate) - Method in class com.opengamma.strata.product.bond.FixedCouponBondPaymentPeriod.Builder
Sets the unadjusted end date.
unadjustedEndDate() - Method in class com.opengamma.strata.product.bond.FixedCouponBondPaymentPeriod.Meta
The meta-property for the unadjustedEndDate property.
unadjustedEndDate(LocalDate) - Method in class com.opengamma.strata.product.bond.KnownAmountBondPaymentPeriod.Builder
Sets the unadjusted end date.
unadjustedEndDate() - Method in class com.opengamma.strata.product.bond.KnownAmountBondPaymentPeriod.Meta
The meta-property for the unadjustedEndDate property.
unadjustedEndDate(LocalDate) - Method in class com.opengamma.strata.product.capfloor.IborCapletFloorletPeriod.Builder
Sets the unadjusted end date.
unadjustedEndDate() - Method in class com.opengamma.strata.product.capfloor.IborCapletFloorletPeriod.Meta
The meta-property for the unadjustedEndDate property.
unadjustedEndDate(LocalDate) - Method in class com.opengamma.strata.product.cms.CmsPeriod.Builder
Sets the unadjusted end date.
unadjustedEndDate() - Method in class com.opengamma.strata.product.cms.CmsPeriod.Meta
The meta-property for the unadjustedEndDate property.
unadjustedEndDate(LocalDate) - Method in class com.opengamma.strata.product.credit.CreditCouponPaymentPeriod.Builder
Sets the unadjusted end date.
unadjustedEndDate() - Method in class com.opengamma.strata.product.credit.CreditCouponPaymentPeriod.Meta
The meta-property for the unadjustedEndDate property.
unadjustedEndDate(LocalDate) - Method in class com.opengamma.strata.product.swap.KnownAmountNotionalSwapPaymentPeriod.Builder
Sets the unadjusted end date.
unadjustedEndDate() - Method in class com.opengamma.strata.product.swap.KnownAmountNotionalSwapPaymentPeriod.Meta
The meta-property for the unadjustedEndDate property.
unadjustedEndDate(LocalDate) - Method in class com.opengamma.strata.product.swap.KnownAmountSwapPaymentPeriod.Builder
Sets the unadjusted end date.
unadjustedEndDate() - Method in class com.opengamma.strata.product.swap.KnownAmountSwapPaymentPeriod.Meta
The meta-property for the unadjustedEndDate property.
unadjustedEndDate(LocalDate) - Method in class com.opengamma.strata.product.swap.RateAccrualPeriod.Builder
Sets the unadjusted end date.
unadjustedEndDate() - Method in class com.opengamma.strata.product.swap.RateAccrualPeriod.Meta
The meta-property for the unadjustedEndDate property.
unadjustedStartDate(LocalDate) - Method in class com.opengamma.strata.basics.schedule.SchedulePeriod.Builder
Sets the unadjusted start date.
unadjustedStartDate() - Method in class com.opengamma.strata.basics.schedule.SchedulePeriod.Meta
The meta-property for the unadjustedStartDate property.
unadjustedStartDate(LocalDate) - Method in class com.opengamma.strata.product.bond.CapitalIndexedBondPaymentPeriod.Builder
Sets the unadjusted start date.
unadjustedStartDate() - Method in class com.opengamma.strata.product.bond.CapitalIndexedBondPaymentPeriod.Meta
The meta-property for the unadjustedStartDate property.
unadjustedStartDate(LocalDate) - Method in class com.opengamma.strata.product.bond.FixedCouponBondPaymentPeriod.Builder
Sets the unadjusted start date.
unadjustedStartDate() - Method in class com.opengamma.strata.product.bond.FixedCouponBondPaymentPeriod.Meta
The meta-property for the unadjustedStartDate property.
unadjustedStartDate(LocalDate) - Method in class com.opengamma.strata.product.bond.KnownAmountBondPaymentPeriod.Builder
Sets the unadjusted start date.
unadjustedStartDate() - Method in class com.opengamma.strata.product.bond.KnownAmountBondPaymentPeriod.Meta
The meta-property for the unadjustedStartDate property.
unadjustedStartDate(LocalDate) - Method in class com.opengamma.strata.product.capfloor.IborCapletFloorletPeriod.Builder
Sets the unadjusted start date.
unadjustedStartDate() - Method in class com.opengamma.strata.product.capfloor.IborCapletFloorletPeriod.Meta
The meta-property for the unadjustedStartDate property.
unadjustedStartDate(LocalDate) - Method in class com.opengamma.strata.product.cms.CmsPeriod.Builder
Sets the unadjusted start date.
unadjustedStartDate() - Method in class com.opengamma.strata.product.cms.CmsPeriod.Meta
The meta-property for the unadjustedStartDate property.
unadjustedStartDate(LocalDate) - Method in class com.opengamma.strata.product.credit.CreditCouponPaymentPeriod.Builder
Sets the unadjusted start date.
unadjustedStartDate() - Method in class com.opengamma.strata.product.credit.CreditCouponPaymentPeriod.Meta
The meta-property for the unadjustedStartDate property.
unadjustedStartDate(LocalDate) - Method in class com.opengamma.strata.product.swap.KnownAmountNotionalSwapPaymentPeriod.Builder
Sets the unadjusted start date.
unadjustedStartDate() - Method in class com.opengamma.strata.product.swap.KnownAmountNotionalSwapPaymentPeriod.Meta
The meta-property for the unadjustedStartDate property.
unadjustedStartDate(LocalDate) - Method in class com.opengamma.strata.product.swap.KnownAmountSwapPaymentPeriod.Builder
Sets the unadjusted start date.
unadjustedStartDate() - Method in class com.opengamma.strata.product.swap.KnownAmountSwapPaymentPeriod.Meta
The meta-property for the unadjustedStartDate property.
unadjustedStartDate(LocalDate) - Method in class com.opengamma.strata.product.swap.RateAccrualPeriod.Builder
Sets the unadjusted start date.
unadjustedStartDate() - Method in class com.opengamma.strata.product.swap.RateAccrualPeriod.Meta
The meta-property for the unadjustedStartDate property.
unaryOperator(CheckedUnaryOperator<T>) - Static method in class com.opengamma.strata.collect.Unchecked
Converts checked exceptions to unchecked based on the UnaryOperator interface.
Unchecked - Class in com.opengamma.strata.collect
Static utility methods that convert checked exceptions to unchecked.
UncheckedReflectiveOperationException - Exception in com.opengamma.strata.collect
An unchecked reflection exception.
UncheckedReflectiveOperationException(ReflectiveOperationException) - Constructor for exception com.opengamma.strata.collect.UncheckedReflectiveOperationException
Creates an instance that wraps the underlying exception.
underlying() - Method in class com.opengamma.strata.calc.marketdata.BuiltMarketData.Meta
The meta-property for the underlying property.
underlying() - Method in class com.opengamma.strata.calc.marketdata.BuiltScenarioMarketData.Meta
The meta-property for the underlying property.
underlying() - Method in class com.opengamma.strata.market.curve.InflationNodalCurve.Meta
The meta-property for the underlying property.
underlying(FxSingle) - Method in class com.opengamma.strata.product.fxopt.FxVanillaOption.Builder
Sets the underlying foreign exchange transaction.
underlying() - Method in class com.opengamma.strata.product.fxopt.FxVanillaOption.Meta
The meta-property for the underlying property.
underlying(ResolvedFxSingle) - Method in class com.opengamma.strata.product.fxopt.ResolvedFxVanillaOption.Builder
Sets the underlying foreign exchange transaction.
underlying() - Method in class com.opengamma.strata.product.fxopt.ResolvedFxVanillaOption.Meta
The meta-property for the underlying property.
underlying(ResolvedSwap) - Method in class com.opengamma.strata.product.swaption.ResolvedSwaption.Builder
Sets the underlying swap.
underlying() - Method in class com.opengamma.strata.product.swaption.ResolvedSwaption.Meta
The meta-property for the underlying property.
underlying(Swap) - Method in class com.opengamma.strata.product.swaption.Swaption.Builder
Sets the underlying swap.
underlying() - Method in class com.opengamma.strata.product.swaption.Swaption.Meta
The meta-property for the underlying property.
UNDERLYING_EXPIRY_FIELD - Static variable in class com.opengamma.strata.loader.csv.CsvLoaderUtils
The column name for the underlying expiry month/year.
underlyingCurve() - Method in class com.opengamma.strata.market.curve.ParallelShiftedCurve.Meta
The meta-property for the underlyingCurve property.
underlyingExpiryMonth(YearMonth) - Method in class com.opengamma.strata.product.etd.EtdOptionSecurity.Builder
Sets the expiry year-month of the underlying instrument.
underlyingExpiryMonth() - Method in class com.opengamma.strata.product.etd.EtdOptionSecurity.Meta
The meta-property for the underlyingExpiryMonth property.
underlyingFuture(BondFuture) - Method in class com.opengamma.strata.product.bond.BondFutureOption.Builder
Sets the underlying future.
underlyingFuture() - Method in class com.opengamma.strata.product.bond.BondFutureOption.Meta
The meta-property for the underlyingFuture property.
underlyingFuture(ResolvedBondFuture) - Method in class com.opengamma.strata.product.bond.ResolvedBondFutureOption.Builder
Sets the underlying future.
underlyingFuture() - Method in class com.opengamma.strata.product.bond.ResolvedBondFutureOption.Meta
The meta-property for the underlyingFuture property.
underlyingFuture(IborFuture) - Method in class com.opengamma.strata.product.index.IborFutureOption.Builder
Sets the underlying future.
underlyingFuture() - Method in class com.opengamma.strata.product.index.IborFutureOption.Meta
The meta-property for the underlyingFuture property.
underlyingFuture(ResolvedIborFuture) - Method in class com.opengamma.strata.product.index.ResolvedIborFutureOption.Builder
Sets the underlying future.
underlyingFuture() - Method in class com.opengamma.strata.product.index.ResolvedIborFutureOption.Meta
The meta-property for the underlyingFuture property.
underlyingFutureId(SecurityId) - Method in class com.opengamma.strata.product.bond.BondFutureOptionSecurity.Builder
Sets the identifier of the underlying future.
underlyingFutureId() - Method in class com.opengamma.strata.product.bond.BondFutureOptionSecurity.Meta
The meta-property for the underlyingFutureId property.
underlyingFutureId(SecurityId) - Method in class com.opengamma.strata.product.index.IborFutureOptionSecurity.Builder
Sets the identifier of the underlying future.
underlyingFutureId() - Method in class com.opengamma.strata.product.index.IborFutureOptionSecurity.Meta
The meta-property for the underlyingFutureId property.
underlyingOption(FxVanillaOption) - Method in class com.opengamma.strata.product.fxopt.FxSingleBarrierOption.Builder
Sets the underlying FX vanilla option.
underlyingOption() - Method in class com.opengamma.strata.product.fxopt.FxSingleBarrierOption.Meta
The meta-property for the underlyingOption property.
underlyingOption() - Method in class com.opengamma.strata.product.fxopt.ResolvedFxSingleBarrierOption.Meta
The meta-property for the underlyingOption property.
underlyingSwap(ResolvedSwap) - Method in class com.opengamma.strata.product.cms.CmsPeriod.Builder
Sets the underlying swap.
underlyingSwap() - Method in class com.opengamma.strata.product.cms.CmsPeriod.Meta
The meta-property for the underlyingSwap property.
underlyingSwap(Swap) - Method in class com.opengamma.strata.product.dsf.Dsf.Builder
Sets the underlying swap.
underlyingSwap() - Method in class com.opengamma.strata.product.dsf.Dsf.Meta
The meta-property for the underlyingSwap property.
underlyingSwap(Swap) - Method in class com.opengamma.strata.product.dsf.DsfSecurity.Builder
Sets the underlying swap.
underlyingSwap() - Method in class com.opengamma.strata.product.dsf.DsfSecurity.Meta
The meta-property for the underlyingSwap property.
underlyingSwap(ResolvedSwap) - Method in class com.opengamma.strata.product.dsf.ResolvedDsf.Builder
Sets the underlying swap.
underlyingSwap() - Method in class com.opengamma.strata.product.dsf.ResolvedDsf.Meta
The meta-property for the underlyingSwap property.
underlyingTrade() - Method in class com.opengamma.strata.product.credit.CdsCalibrationTrade.Meta
The meta-property for the underlyingTrade property.
underlyingTrade() - Method in class com.opengamma.strata.product.credit.CdsIndexCalibrationTrade.Meta
The meta-property for the underlyingTrade property.
underlyingWithParameter(int, Class<R>, int, double) - Method in class com.opengamma.strata.market.param.ParameterizedDataCombiner
Updates a parameter on the specified underlying.
underlyingWithPerturbation(int, Class<R>, ParameterPerturbation) - Method in class com.opengamma.strata.market.param.ParameterizedDataCombiner
Applies a perturbation to the specified underlying.
UnicodeBom - Class in com.opengamma.strata.collect.io
Utilities that allow code to use the Unicode Byte Order Mark.
union(LocalDateDoubleTimeSeries, DoubleBinaryOperator) - Method in interface com.opengamma.strata.collect.timeseries.LocalDateDoubleTimeSeries
Obtains the union of a pair of time series.
UNIT_AMOUNT - Static variable in class com.opengamma.strata.market.explain.ExplainKey
The unit amount.
UNIT_PRICE - Static variable in class com.opengamma.strata.measure.Measures
Measure representing the unit price of the instrument.
UnitParameterSensitivities - Class in com.opengamma.strata.market.param
Unit parameter sensitivity for parameterized market data, such as curves.
UnitParameterSensitivities.Meta - Class in com.opengamma.strata.market.param
The meta-bean for UnitParameterSensitivities.
UnitParameterSensitivity - Class in com.opengamma.strata.market.param
Unit parameter sensitivity for parameterized market data, such as a curve.
UnitParameterSensitivity.Meta - Class in com.opengamma.strata.market.param
The meta-bean for UnitParameterSensitivity.
unitPrice(ResolvedBondFutureOptionTrade, LegalEntityDiscountingMarketDataLookup, BondFutureOptionMarketDataLookup, ScenarioMarketData) - Method in class com.opengamma.strata.measure.bond.BondFutureOptionTradeCalculations
Calculates unit price across one or more scenarios.
unitPrice(ResolvedBondFutureOptionTrade, LegalEntityDiscountingProvider, BondFutureVolatilities) - Method in class com.opengamma.strata.measure.bond.BondFutureOptionTradeCalculations
Calculates unit price for a single set of market data.
unitPrice(ResolvedBondFutureTrade, LegalEntityDiscountingMarketDataLookup, ScenarioMarketData) - Method in class com.opengamma.strata.measure.bond.BondFutureTradeCalculations
Calculates unit price across one or more scenarios.
unitPrice(ResolvedBondFutureTrade, LegalEntityDiscountingProvider) - Method in class com.opengamma.strata.measure.bond.BondFutureTradeCalculations
Calculates unit price for a single set of market data.
unitPrice(ResolvedDsfTrade, RatesMarketDataLookup, ScenarioMarketData) - Method in class com.opengamma.strata.measure.dsf.DsfTradeCalculations
Calculates unit price across one or more scenarios.
unitPrice(ResolvedDsfTrade, RatesProvider) - Method in class com.opengamma.strata.measure.dsf.DsfTradeCalculations
Calculates unit price for a single set of market data.
unitPrice(ResolvedIborFutureOptionTrade, RatesMarketDataLookup, IborFutureOptionMarketDataLookup, ScenarioMarketData) - Method in class com.opengamma.strata.measure.index.IborFutureOptionTradeCalculations
Calculates unit price across one or more scenarios.
unitPrice(ResolvedIborFutureOptionTrade, RatesProvider, IborFutureOptionVolatilities) - Method in class com.opengamma.strata.measure.index.IborFutureOptionTradeCalculations
Calculates unit price for a single set of market data.
unitPrice(ResolvedIborFutureTrade, RatesMarketDataLookup, ScenarioMarketData) - Method in class com.opengamma.strata.measure.index.IborFutureTradeCalculations
Calculates unit price across one or more scenarios.
unitPrice(ResolvedIborFutureTrade, RatesProvider) - Method in class com.opengamma.strata.measure.index.IborFutureTradeCalculations
Calculates unit price for a single set of market data.
unitPrice(ResolvedOvernightFutureTrade, RatesMarketDataLookup, ScenarioMarketData) - Method in class com.opengamma.strata.measure.index.OvernightFutureTradeCalculations
Calculates unit price across one or more scenarios.
unitPrice(ResolvedOvernightFutureTrade, RatesProvider) - Method in class com.opengamma.strata.measure.index.OvernightFutureTradeCalculations
Calculates unit price for a single set of market data.
UNKNOWN - Static variable in class com.opengamma.strata.market.ValueType
Type used when the meaning of each value is not known - 'Unknown'.
unordered() - Method in class com.opengamma.strata.collect.MapStream
 
UNSUPPORTED - Static variable in class com.opengamma.strata.report.framework.format.ValueFormatters
The formatter to be used when no specific formatter exists for the object.
upfrontFee(AdjustablePayment) - Method in class com.opengamma.strata.product.credit.CdsIndexTrade.Builder
Sets the upfront fee of the product.
upfrontFee() - Method in class com.opengamma.strata.product.credit.CdsIndexTrade.Meta
The meta-property for the upfrontFee property.
upfrontFee(AdjustablePayment) - Method in class com.opengamma.strata.product.credit.CdsTrade.Builder
Sets the upfront fee of the product.
upfrontFee() - Method in class com.opengamma.strata.product.credit.CdsTrade.Meta
The meta-property for the upfrontFee property.
upfrontFee(Payment) - Method in class com.opengamma.strata.product.credit.ResolvedCdsIndexTrade.Builder
Sets the upfront fee of the product.
upfrontFee() - Method in class com.opengamma.strata.product.credit.ResolvedCdsIndexTrade.Meta
The meta-property for the upfrontFee property.
upfrontFee(Payment) - Method in class com.opengamma.strata.product.credit.ResolvedCdsTrade.Builder
Sets the upfront fee of the product.
upfrontFee() - Method in class com.opengamma.strata.product.credit.ResolvedCdsTrade.Meta
The meta-property for the upfrontFee property.
upfrontPayment(ResolvedFixedCouponBondTrade) - Method in class com.opengamma.strata.pricer.bond.DiscountingFixedCouponBondTradePricer
Calculates the payment that was made for the trade.
URL_PREFIX - Static variable in class com.opengamma.strata.collect.io.ResourceLocator
The prefix for URL resource locators.
US - Static variable in class com.opengamma.strata.basics.location.Country
The country 'US' - United States.
US_CPI_U - Static variable in class com.opengamma.strata.basics.index.FloatingRateNames
Constant for US-CPI-U Price index.
US_CPI_U - Static variable in class com.opengamma.strata.basics.index.PriceIndices
The consumer price index for US Urban consumers, "Non-revised index of Consumer Prices for All Urban Consumers (CPI-U) before seasonal adjustment".
USD - Static variable in class com.opengamma.strata.basics.currency.Currency
The currency 'USD' - United States Dollar.
USD_CHF_WM - Static variable in class com.opengamma.strata.basics.index.FxIndices
The FX index for conversion from USD to CHF, as defined by the WM company "Closing Spot rates".
USD_DEPOSIT_T2 - Static variable in class com.opengamma.strata.product.deposit.type.TermDepositConventions
The 'USD-Deposit-T2' term deposit convention with T+2 settlement date.
USD_FED_FUND - Static variable in class com.opengamma.strata.basics.index.FloatingRateNames
Constant for USD-FED-FUND Overnight index.
USD_FED_FUND - Static variable in class com.opengamma.strata.basics.index.OvernightIndices
The Fed Fund index for USD.
USD_FED_FUND_AA_LIBOR_3M - Static variable in class com.opengamma.strata.product.swap.type.OvernightIborSwapConventions
The 'USD-FED-FUND-AA-LIBOR-3M' swap convention.
USD_FED_FUND_AVG - Static variable in class com.opengamma.strata.basics.index.FloatingRateNames
Constant for USD-FED-FUND Overnight index using averaging.
USD_FIXED_1Y_FED_FUND_OIS - Static variable in class com.opengamma.strata.product.swap.type.FixedOvernightSwapConventions
The 'USD-FIXED-1Y-FED-FUND-OIS' swap convention.
USD_FIXED_1Y_LIBOR_3M - Static variable in class com.opengamma.strata.product.swap.type.FixedIborSwapConventions
The 'USD-FIXED-1Y-LIBOR-3M' swap convention.
USD_FIXED_1Y_SOFR_OIS - Static variable in class com.opengamma.strata.product.swap.type.FixedOvernightSwapConventions
The 'USD-FIXED-1Y-SOFR-OIS' swap convention.
USD_FIXED_6M_LIBOR_3M - Static variable in class com.opengamma.strata.product.swap.type.FixedIborSwapConventions
The 'USD-FIXED-6M-LIBOR-3M' swap convention.
USD_FIXED_TERM_FED_FUND_OIS - Static variable in class com.opengamma.strata.product.swap.type.FixedOvernightSwapConventions
The 'USD-FIXED-TERM-FED-FUND-OIS' swap convention.
USD_FIXED_ZC_US_CPI - Static variable in class com.opengamma.strata.product.swap.type.FixedInflationSwapConventions
USD(NY) vanilla fixed vs US Urban consumers CPI swap.
USD_JPY_WM - Static variable in class com.opengamma.strata.basics.index.FxIndices
The FX index for conversion from USD to JPY, as defined by the WM company "Closing Spot rates".
USD_LIBOR - Static variable in class com.opengamma.strata.basics.index.FloatingRateNames
Constant for USD-LIBOR.
USD_LIBOR_1100_10Y - Static variable in class com.opengamma.strata.product.swap.SwapIndices
USD Rates 1100 for tenor of 10 years.
USD_LIBOR_1100_15Y - Static variable in class com.opengamma.strata.product.swap.SwapIndices
USD Rates 1100 for tenor of 15 years.
USD_LIBOR_1100_1Y - Static variable in class com.opengamma.strata.product.swap.SwapIndices
USD Rates 1100 for tenor of 1 year.
USD_LIBOR_1100_20Y - Static variable in class com.opengamma.strata.product.swap.SwapIndices
USD Rates 1100 for tenor of 20 years.
USD_LIBOR_1100_2Y - Static variable in class com.opengamma.strata.product.swap.SwapIndices
USD Rates 1100 for tenor of 2 years.
USD_LIBOR_1100_30Y - Static variable in class com.opengamma.strata.product.swap.SwapIndices
USD Rates 1100 for tenor of 30 years.
USD_LIBOR_1100_3Y - Static variable in class com.opengamma.strata.product.swap.SwapIndices
USD Rates 1100 for tenor of 3 years.
USD_LIBOR_1100_4Y - Static variable in class com.opengamma.strata.product.swap.SwapIndices
USD Rates 1100 for tenor of 4 years.
USD_LIBOR_1100_5Y - Static variable in class com.opengamma.strata.product.swap.SwapIndices
USD Rates 1100 for tenor of 5 years.
USD_LIBOR_1100_6Y - Static variable in class com.opengamma.strata.product.swap.SwapIndices
USD Rates 1100 for tenor of 6 years.
USD_LIBOR_1100_7Y - Static variable in class com.opengamma.strata.product.swap.SwapIndices
USD Rates 1100 for tenor of 7 years.
USD_LIBOR_1100_8Y - Static variable in class com.opengamma.strata.product.swap.SwapIndices
USD Rates 1100 for tenor of 8 years.
USD_LIBOR_1100_9Y - Static variable in class com.opengamma.strata.product.swap.SwapIndices
USD Rates 1100 for tenor of 9 years.
USD_LIBOR_12M - Static variable in class com.opengamma.strata.basics.index.IborIndices
The 12 month LIBOR index for USD.
USD_LIBOR_1500_1Y - Static variable in class com.opengamma.strata.product.swap.SwapIndices
USD Rates 1500 for tenor of 1 year.
USD_LIBOR_1M - Static variable in class com.opengamma.strata.basics.index.IborIndices
The 1 month LIBOR index for USD.
USD_LIBOR_1M_LIBOR_3M - Static variable in class com.opengamma.strata.product.swap.type.IborIborSwapConventions
The 'USD-LIBOR-1M-LIBOR-3M' swap convention.
USD_LIBOR_1W - Static variable in class com.opengamma.strata.basics.index.IborIndices
The 1 week LIBOR index for USD.
USD_LIBOR_2M - Static variable in class com.opengamma.strata.basics.index.IborIndices
The 2 month LIBOR index for USD.
USD_LIBOR_3M - Static variable in class com.opengamma.strata.basics.index.IborIndices
The 3 month LIBOR index for USD.
USD_LIBOR_3M_LIBOR_6M - Static variable in class com.opengamma.strata.product.swap.type.IborIborSwapConventions
The 'USD-LIBOR-3M-LIBOR-6M' swap convention.
USD_LIBOR_3M_MONTHLY_IMM - Static variable in class com.opengamma.strata.product.index.type.IborFutureConventions
The 'USD-LIBOR-3M-Monthly-IMM' convention.
USD_LIBOR_3M_QUARTERLY_IMM - Static variable in class com.opengamma.strata.product.index.type.IborFutureConventions
The 'USD-LIBOR-3M-Quarterly-IMM' convention.
USD_LIBOR_6M - Static variable in class com.opengamma.strata.basics.index.IborIndices
The 6 month LIBOR index for USD.
USD_SHORT_DEPOSIT_T0 - Static variable in class com.opengamma.strata.product.deposit.type.TermDepositConventions
The 'USD-ShortDeposit-T0' term deposit convention with T+0 settlement date.
USD_SHORT_DEPOSIT_T1 - Static variable in class com.opengamma.strata.product.deposit.type.TermDepositConventions
The 'USD-ShortDeposit-T1' term deposit convention with T+1 settlement date This has the following business day convention and is typically used for T/N.
USD_SHORT_DEPOSIT_T2 - Static variable in class com.opengamma.strata.product.deposit.type.TermDepositConventions
The 'USD-ShortDeposit-T2' term deposit convention with T+2 settlement date This has the following business day convention and is typically used for deposits up to one month.
USD_SOFR - Static variable in class com.opengamma.strata.basics.index.FloatingRateNames
Constant for USD-SOFR Overnight index.
USD_SOFR - Static variable in class com.opengamma.strata.basics.index.OvernightIndices
The SOFR index for USD.
USD_STANDARD - Static variable in class com.opengamma.strata.product.credit.type.CdsConventions
USD-dominated standardized credit default swap.
USGS - Static variable in class com.opengamma.strata.basics.date.HolidayCalendarIds
An identifier for the holiday calendar of United States Government Securities, with code 'USGS'.
USNY - Static variable in class com.opengamma.strata.basics.date.HolidayCalendarIds
An identifier for the holiday calendar of New York, United States, with code 'USNY'.

V

validate(IborCapletFloorletVolatilities) - Method in class com.opengamma.strata.pricer.capfloor.BlackIborCapletFloorletPeriodPricer
 
validate(IborCapletFloorletVolatilities) - Method in class com.opengamma.strata.pricer.capfloor.NormalIborCapletFloorletPeriodPricer
 
validate(IborCapletFloorletVolatilities) - Method in class com.opengamma.strata.pricer.capfloor.SabrIborCapletFloorletPeriodPricer
 
validate(RatesProvider, IborCapletFloorletVolatilities) - Method in class com.opengamma.strata.pricer.capfloor.VolatilityIborCapFloorLegPricer
 
validate(IborCapletFloorletVolatilities) - Method in class com.opengamma.strata.pricer.capfloor.VolatilityIborCapletFloorletPeriodPricer
Validate the volatilities provider.
validate(ResolvedSwaption, RatesProvider, SwaptionVolatilities) - Method in class com.opengamma.strata.pricer.swaption.VolatilitySwaptionCashParYieldProductPricer
Validates that the rates and volatilities providers are coherent and that the swaption is single currency cash par-yield.
validate(ResolvedSwaption, RatesProvider, SwaptionVolatilities) - Method in class com.opengamma.strata.pricer.swaption.VolatilitySwaptionPhysicalProductPricer
Validates that the rates and volatilities providers are coherent and that the swaption is single currency physical.
validateNotPresent(XmlElement, String) - Method in class com.opengamma.strata.loader.fpml.FpmlDocument
Validates that a specific element is not present.
validateScheme(XmlElement, String, String...) - Method in class com.opengamma.strata.loader.fpml.FpmlDocument
Validates that the scheme attribute is known.
validateSwaption(ResolvedSwaption) - Method in class com.opengamma.strata.pricer.swaption.VolatilitySwaptionCashParYieldProductPricer
Validates that the swaption is single currency cash par-yield.
validateSwaption(ResolvedSwaption) - Method in class com.opengamma.strata.pricer.swaption.VolatilitySwaptionPhysicalProductPricer
Validates that the swaption is single currency physical.
valuationDate() - Method in class com.opengamma.strata.data.ImmutableMarketData.Meta
The meta-property for the valuationDate property.
valuationDate(LocalDate) - Method in class com.opengamma.strata.data.ImmutableMarketDataBuilder
Sets the valuation date.
valuationDate() - Method in class com.opengamma.strata.data.scenario.ImmutableScenarioMarketData.Meta
The meta-property for the valuationDate property.
valuationDate(LocalDate) - Method in class com.opengamma.strata.pricer.bond.ImmutableLegalEntityDiscountingProvider.Builder
Sets the valuation date.
valuationDate() - Method in class com.opengamma.strata.pricer.bond.ImmutableLegalEntityDiscountingProvider.Meta
The meta-property for the valuationDate property.
valuationDate() - Method in class com.opengamma.strata.pricer.credit.ConstantRecoveryRates.Meta
The meta-property for the valuationDate property.
valuationDate(LocalDate) - Method in class com.opengamma.strata.pricer.credit.ImmutableCreditRatesProvider.Builder
Sets the valuation date.
valuationDate() - Method in class com.opengamma.strata.pricer.credit.ImmutableCreditRatesProvider.Meta
The meta-property for the valuationDate property.
valuationDate() - Method in class com.opengamma.strata.pricer.credit.IsdaCreditDiscountFactors.Meta
The meta-property for the valuationDate property.
valuationDate() - Method in class com.opengamma.strata.pricer.rate.ImmutableRatesProvider.Meta
The meta-property for the valuationDate property.
valuationDate() - Method in class com.opengamma.strata.pricer.rate.SimpleIborIndexRates.Meta
The meta-property for the valuationDate property.
valuationDate() - Method in class com.opengamma.strata.pricer.rate.SimplePriceIndexValues.Meta
The meta-property for the valuationDate property.
valuationDate() - Method in class com.opengamma.strata.pricer.SimpleDiscountFactors.Meta
The meta-property for the valuationDate property.
valuationDate() - Method in class com.opengamma.strata.pricer.ZeroRateDiscountFactors.Meta
The meta-property for the valuationDate property.
valuationDate() - Method in class com.opengamma.strata.pricer.ZeroRatePeriodicDiscountFactors.Meta
The meta-property for the valuationDate property.
valuationDate(LocalDate) - Method in class com.opengamma.strata.report.cashflow.CashFlowReport.Builder
Sets the valuation date.
valuationDate() - Method in class com.opengamma.strata.report.cashflow.CashFlowReport.Meta
The meta-property for the valuationDate property.
valuationDate() - Method in class com.opengamma.strata.report.ReportCalculationResults.Meta
The meta-property for the valuationDate property.
valuationDate(LocalDate) - Method in class com.opengamma.strata.report.trade.TradeReport.Builder
Sets the valuation date.
valuationDate() - Method in class com.opengamma.strata.report.trade.TradeReport.Meta
The meta-property for the valuationDate property.
valuationDateTime(ZonedDateTime) - Method in class com.opengamma.strata.pricer.bond.BlackBondFutureExpiryLogMoneynessVolatilities.Builder
Sets the valuation date-time.
valuationDateTime() - Method in class com.opengamma.strata.pricer.bond.BlackBondFutureExpiryLogMoneynessVolatilities.Meta
The meta-property for the valuationDateTime property.
valuationDateTime() - Method in class com.opengamma.strata.pricer.capfloor.BlackIborCapletFloorletExpiryStrikeVolatilities.Meta
The meta-property for the valuationDateTime property.
valuationDateTime() - Method in class com.opengamma.strata.pricer.capfloor.NormalIborCapletFloorletExpiryStrikeVolatilities.Meta
The meta-property for the valuationDateTime property.
valuationDateTime(ZonedDateTime) - Method in class com.opengamma.strata.pricer.capfloor.SabrParametersIborCapletFloorletVolatilities.Builder
Sets the valuation date-time.
valuationDateTime() - Method in class com.opengamma.strata.pricer.capfloor.SabrParametersIborCapletFloorletVolatilities.Meta
The meta-property for the valuationDateTime property.
valuationDateTime() - Method in class com.opengamma.strata.pricer.capfloor.ShiftedBlackIborCapletFloorletExpiryStrikeVolatilities.Meta
The meta-property for the valuationDateTime property.
valuationDateTime(ZonedDateTime) - Method in class com.opengamma.strata.pricer.fxopt.BlackFxOptionFlatVolatilities.Builder
Sets the valuation date-time.
valuationDateTime() - Method in class com.opengamma.strata.pricer.fxopt.BlackFxOptionFlatVolatilities.Meta
The meta-property for the valuationDateTime property.
valuationDateTime(ZonedDateTime) - Method in class com.opengamma.strata.pricer.fxopt.BlackFxOptionSmileVolatilities.Builder
Sets the valuation date-time.
valuationDateTime() - Method in class com.opengamma.strata.pricer.fxopt.BlackFxOptionSmileVolatilities.Meta
The meta-property for the valuationDateTime property.
valuationDateTime(ZonedDateTime) - Method in class com.opengamma.strata.pricer.fxopt.BlackFxOptionSurfaceVolatilities.Builder
Sets the valuation date-time.
valuationDateTime() - Method in class com.opengamma.strata.pricer.fxopt.BlackFxOptionSurfaceVolatilities.Meta
The meta-property for the valuationDateTime property.
valuationDateTime(ZonedDateTime) - Method in class com.opengamma.strata.pricer.index.NormalIborFutureOptionExpirySimpleMoneynessVolatilities.Builder
Sets the valuation date-time.
valuationDateTime() - Method in class com.opengamma.strata.pricer.index.NormalIborFutureOptionExpirySimpleMoneynessVolatilities.Meta
The meta-property for the valuationDateTime property.
valuationDateTime() - Method in class com.opengamma.strata.pricer.model.HullWhiteOneFactorPiecewiseConstantParametersProvider.Meta
The meta-property for the valuationDateTime property.
valuationDateTime() - Method in class com.opengamma.strata.pricer.swaption.BlackSwaptionExpiryTenorVolatilities.Meta
The meta-property for the valuationDateTime property.
valuationDateTime() - Method in class com.opengamma.strata.pricer.swaption.NormalSwaptionExpirySimpleMoneynessVolatilities.Meta
The meta-property for the valuationDateTime property.
valuationDateTime() - Method in class com.opengamma.strata.pricer.swaption.NormalSwaptionExpiryStrikeVolatilities.Meta
The meta-property for the valuationDateTime property.
valuationDateTime() - Method in class com.opengamma.strata.pricer.swaption.NormalSwaptionExpiryTenorVolatilities.Meta
The meta-property for the valuationDateTime property.
valuationDateTime(ZonedDateTime) - Method in class com.opengamma.strata.pricer.swaption.SabrParametersSwaptionVolatilities.Builder
Sets the valuation date-time.
valuationDateTime() - Method in class com.opengamma.strata.pricer.swaption.SabrParametersSwaptionVolatilities.Meta
The meta-property for the valuationDateTime property.
ValuationZoneTimeDefinition - Class in com.opengamma.strata.measure
Definition of valuation zone and time.
ValuationZoneTimeDefinition.Meta - Class in com.opengamma.strata.measure
The meta-bean for ValuationZoneTimeDefinition.
value() - Method in class com.opengamma.strata.basics.currency.AdjustablePayment.Meta
The meta-property for the value property.
value(CurrencyAmount) - Method in class com.opengamma.strata.basics.currency.Payment.Builder
Sets the amount of the payment.
value() - Method in class com.opengamma.strata.basics.currency.Payment.Meta
The meta-property for the value property.
value() - Method in class com.opengamma.strata.basics.StandardId.Meta
The meta-property for the value property.
value(ValueAdjustment) - Method in class com.opengamma.strata.basics.value.ValueStep.Builder
Sets the value representing the change that occurs.
value() - Method in class com.opengamma.strata.basics.value.ValueStep.Meta
The meta-property for the value property.
value(String) - Method in class com.opengamma.strata.collect.io.PropertySet
Gets a single value from this property set.
value() - Method in class com.opengamma.strata.collect.result.Result.Meta
The meta-property for the value property.
value() - Method in class com.opengamma.strata.collect.result.ValueWithFailures.Meta
The meta-property for the value property.
value() - Method in class com.opengamma.strata.market.observable.Quote.Meta
The meta-property for the value property.
value() - Method in class com.opengamma.strata.market.option.DeltaStrike.Meta
The meta-property for the value property.
value() - Method in class com.opengamma.strata.market.option.LogMoneynessStrike.Meta
The meta-property for the value property.
value() - Method in class com.opengamma.strata.market.option.MoneynessStrike.Meta
The meta-property for the value property.
value() - Method in class com.opengamma.strata.market.option.SimpleStrike.Meta
The meta-property for the value property.
value(T, RatesProvider) - Method in interface com.opengamma.strata.pricer.curve.CalibrationMeasure
Calculates the value, such as par spread.
value(ResolvedTrade, RatesProvider) - Method in class com.opengamma.strata.pricer.curve.CalibrationMeasures
Calculates the value, such as par spread.
value(T, RatesProvider) - Method in class com.opengamma.strata.pricer.curve.MarketQuoteMeasure
 
value(T, RatesProvider) - Method in class com.opengamma.strata.pricer.curve.PresentValueCalibrationMeasure
 
value(T, RatesProvider) - Method in class com.opengamma.strata.pricer.curve.TradeCalibrationMeasure
 
value(PriceIndexObservation) - Method in interface com.opengamma.strata.pricer.rate.PriceIndexValues
Gets the historic or forward rate at the specified fixing month.
value(PriceIndexObservation) - Method in class com.opengamma.strata.pricer.rate.SimplePriceIndexValues
 
value(double) - Static method in class com.opengamma.strata.product.common.SummarizerUtils
Converts a value to a string.
value(CurrencyAmount) - Method in class com.opengamma.strata.product.payment.BulletPayment.Builder
Sets the amount of the payment.
value() - Method in class com.opengamma.strata.product.payment.BulletPayment.Meta
The meta-property for the value property.
value(String) - Method in class com.opengamma.strata.report.trade.TradeReportColumn.Builder
Sets the reference to a value to display in this column.
value() - Method in class com.opengamma.strata.report.trade.TradeReportColumn.Meta
The meta-property for the value property.
ValueAdjustment - Class in com.opengamma.strata.basics.value
An adjustment to a value, describing how to change one value into another.
ValueAdjustment.Meta - Class in com.opengamma.strata.basics.value
The meta-bean for ValueAdjustment.
ValueAdjustmentType - Enum in com.opengamma.strata.basics.value
The type of value adjustment.
ValueDerivatives - Class in com.opengamma.strata.basics.value
A value and its derivatives.
valueFailures() - Method in class com.opengamma.strata.calc.marketdata.BuiltScenarioMarketData.Meta
The meta-property for the valueFailures property.
ValueFormatter<T> - Interface in com.opengamma.strata.report.framework.format
Formats a value into a string.
ValueFormatters - Class in com.opengamma.strata.report.framework.format
Provides standard formatters.
valueFunction(BiFunction<DoubleArray, Double, Double>) - Method in class com.opengamma.strata.market.curve.ParameterizedFunctionalCurve.Builder
Sets the y-value function.
valueFunction() - Method in class com.opengamma.strata.market.curve.ParameterizedFunctionalCurve.Meta
The meta-property for the valueFunction property.
valueFunction(BiFunction<DoubleArray, Double, Double>) - Method in class com.opengamma.strata.market.curve.ParameterizedFunctionalCurveDefinition.Builder
Sets the y-value function.
valueFunction() - Method in class com.opengamma.strata.market.curve.ParameterizedFunctionalCurveDefinition.Meta
The meta-property for the valueFunction property.
valueList(String) - Method in class com.opengamma.strata.collect.io.PropertySet
Gets the list of values associated with the specified key.
valueOf(String) - Static method in enum com.opengamma.strata.basics.index.FloatingRateType
Returns the enum constant of this type with the specified name.
valueOf(String) - Static method in enum com.opengamma.strata.basics.schedule.StubConvention
Returns the enum constant of this type with the specified name.
valueOf(String) - Static method in enum com.opengamma.strata.basics.value.ValueAdjustmentType
Returns the enum constant of this type with the specified name.
valueOf(String) - Static method in enum com.opengamma.strata.calc.ReportingCurrencyType
Returns the enum constant of this type with the specified name.
valueOf(String) - Static method in enum com.opengamma.strata.collect.io.AsciiTableAlignment
Returns the enum constant of this type with the specified name.
valueOf(String) - Static method in enum com.opengamma.strata.collect.result.FailureReason
Returns the enum constant of this type with the specified name.
valueOf(String) - Static method in enum com.opengamma.strata.market.curve.CurveNodeClashAction
Returns the enum constant of this type with the specified name.
valueOf(String) - Static method in enum com.opengamma.strata.market.curve.CurveNodeDateType
Returns the enum constant of this type with the specified name.
valueOf(String) - Static method in enum com.opengamma.strata.market.model.MoneynessType
Returns the enum constant of this type with the specified name.
valueOf(String) - Static method in enum com.opengamma.strata.market.model.SabrParameterType
Returns the enum constant of this type with the specified name.
valueOf(String) - Static method in enum com.opengamma.strata.market.ShiftType
Returns the enum constant of this type with the specified name.
valueOf(String) - Static method in enum com.opengamma.strata.measure.fxopt.FxSingleBarrierOptionMethod
Returns the enum constant of this type with the specified name.
valueOf(String) - Static method in enum com.opengamma.strata.measure.fxopt.FxVanillaOptionMethod
Returns the enum constant of this type with the specified name.
valueOf(String) - Static method in enum com.opengamma.strata.pricer.common.PriceType
Returns the enum constant of this type with the specified name.
valueOf(String) - Static method in enum com.opengamma.strata.pricer.CompoundedRateType
Returns the enum constant of this type with the specified name.
valueOf(String) - Static method in enum com.opengamma.strata.pricer.credit.AccrualOnDefaultFormula
Returns the enum constant of this type with the specified name.
valueOf(String) - Static method in enum com.opengamma.strata.pricer.credit.ArbitrageHandling
Returns the enum constant of this type with the specified name.
valueOf(String) - Static method in enum com.opengamma.strata.product.bond.BillYieldConvention
Returns the enum constant of this type with the specified name.
valueOf(String) - Static method in enum com.opengamma.strata.product.bond.CapitalIndexedBondYieldConvention
Returns the enum constant of this type with the specified name.
valueOf(String) - Static method in enum com.opengamma.strata.product.bond.FixedCouponBondYieldConvention
Returns the enum constant of this type with the specified name.
valueOf(String) - Static method in enum com.opengamma.strata.product.cms.CmsPeriodType
Returns the enum constant of this type with the specified name.
valueOf(String) - Static method in enum com.opengamma.strata.product.common.BuySell
Returns the enum constant of this type with the specified name.
valueOf(String) - Static method in enum com.opengamma.strata.product.common.LongShort
Returns the enum constant of this type with the specified name.
valueOf(String) - Static method in enum com.opengamma.strata.product.common.PayReceive
Returns the enum constant of this type with the specified name.
valueOf(String) - Static method in enum com.opengamma.strata.product.common.PutCall
Returns the enum constant of this type with the specified name.
valueOf(String) - Static method in enum com.opengamma.strata.product.common.SettlementType
Returns the enum constant of this type with the specified name.
valueOf(String) - Static method in enum com.opengamma.strata.product.credit.PaymentOnDefault
Returns the enum constant of this type with the specified name.
valueOf(String) - Static method in enum com.opengamma.strata.product.credit.ProtectionStartOfDay
Returns the enum constant of this type with the specified name.
valueOf(String) - Static method in enum com.opengamma.strata.product.credit.type.AccrualStart
Returns the enum constant of this type with the specified name.
valueOf(String) - Static method in enum com.opengamma.strata.product.credit.type.CdsQuoteConvention
Returns the enum constant of this type with the specified name.
valueOf(String) - Static method in enum com.opengamma.strata.product.etd.EtdExpiryType
Returns the enum constant of this type with the specified name.
valueOf(String) - Static method in enum com.opengamma.strata.product.etd.EtdOptionType
Returns the enum constant of this type with the specified name.
valueOf(String) - Static method in enum com.opengamma.strata.product.etd.EtdSettlementType
Returns the enum constant of this type with the specified name.
valueOf(String) - Static method in enum com.opengamma.strata.product.etd.EtdType
Returns the enum constant of this type with the specified name.
valueOf(String) - Static method in enum com.opengamma.strata.product.fra.FraDiscountingMethod
Returns the enum constant of this type with the specified name.
valueOf(String) - Static method in enum com.opengamma.strata.product.option.BarrierType
Returns the enum constant of this type with the specified name.
valueOf(String) - Static method in enum com.opengamma.strata.product.option.FutureOptionPremiumStyle
Returns the enum constant of this type with the specified name.
valueOf(String) - Static method in enum com.opengamma.strata.product.option.KnockType
Returns the enum constant of this type with the specified name.
valueOf(String) - Static method in enum com.opengamma.strata.product.PortfolioItemType
Returns the enum constant of this type with the specified name.
valueOf(String) - Static method in enum com.opengamma.strata.product.swap.CompoundingMethod
Returns the enum constant of this type with the specified name.
valueOf(String) - Static method in enum com.opengamma.strata.product.swap.FixingRelativeTo
Returns the enum constant of this type with the specified name.
valueOf(String) - Static method in enum com.opengamma.strata.product.swap.FxResetFixingRelativeTo
Returns the enum constant of this type with the specified name.
valueOf(String) - Static method in enum com.opengamma.strata.product.swap.IborRateResetMethod
Returns the enum constant of this type with the specified name.
valueOf(String) - Static method in enum com.opengamma.strata.product.swap.NegativeRateMethod
Returns the enum constant of this type with the specified name.
valueOf(String) - Static method in enum com.opengamma.strata.product.swap.OvernightAccrualMethod
Returns the enum constant of this type with the specified name.
valueOf(String) - Static method in enum com.opengamma.strata.product.swap.PaymentRelativeTo
Returns the enum constant of this type with the specified name.
valueOf(String) - Static method in enum com.opengamma.strata.product.swap.PriceIndexCalculationMethod
Returns the enum constant of this type with the specified name.
valueOf(String) - Static method in enum com.opengamma.strata.product.swap.SwapLegType
Returns the enum constant of this type with the specified name.
valueOf(String) - Static method in enum com.opengamma.strata.product.swaption.CashSwaptionSettlementMethod
Returns the enum constant of this type with the specified name.
valueOf(String) - Static method in enum com.opengamma.strata.report.framework.expression.ValueRootType
Returns the enum constant of this type with the specified name.
valueOf(String) - Static method in enum com.opengamma.strata.report.framework.format.FormatCategory
Returns the enum constant of this type with the specified name.
valueOf(String) - Static method in enum com.opengamma.strata.report.framework.format.ReportOutputFormat
Returns the enum constant of this type with the specified name.
ValuePathEvaluator - Class in com.opengamma.strata.report.framework.expression
Evaluates a path describing a value to be shown in a trade report.
valuePointSensitivity(PriceIndexObservation) - Method in interface com.opengamma.strata.pricer.rate.PriceIndexValues
Calculates the point sensitivity of the historic or forward value at the specified fixing month.
valuePointSensitivity(PriceIndexObservation) - Method in class com.opengamma.strata.pricer.rate.SimplePriceIndexValues
 
valueRequirements(Set<? extends MarketDataId<?>>) - Method in class com.opengamma.strata.calc.runner.FunctionRequirements.Builder
Sets the market data identifiers of the values required for the calculation.
valueRequirements(MarketDataId<?>...) - Method in class com.opengamma.strata.calc.runner.FunctionRequirements.Builder
Sets the valueRequirements property in the builder from an array of objects.
valueRequirements() - Method in class com.opengamma.strata.calc.runner.FunctionRequirements.Meta
The meta-property for the valueRequirements property.
ValueRootType - Enum in com.opengamma.strata.report.framework.expression
Enumerates the possible value path roots.
values() - Method in class com.opengamma.strata.basics.currency.CurrencyAmountArray.Meta
The meta-property for the values property.
values() - Method in class com.opengamma.strata.basics.currency.MultiCurrencyAmountArray.Meta
The meta-property for the values property.
values() - Method in class com.opengamma.strata.basics.ImmutableReferenceData.Meta
The meta-property for the values property.
values() - Static method in enum com.opengamma.strata.basics.index.FloatingRateType
Returns an array containing the constants of this enum type, in the order they are declared.
values() - Static method in enum com.opengamma.strata.basics.schedule.StubConvention
Returns an array containing the constants of this enum type, in the order they are declared.
values() - Static method in enum com.opengamma.strata.basics.value.ValueAdjustmentType
Returns an array containing the constants of this enum type, in the order they are declared.
values() - Static method in enum com.opengamma.strata.calc.ReportingCurrencyType
Returns an array containing the constants of this enum type, in the order they are declared.
values() - Static method in enum com.opengamma.strata.collect.io.AsciiTableAlignment
Returns an array containing the constants of this enum type, in the order they are declared.
values() - Method in class com.opengamma.strata.collect.MapStream
Returns the values as a stream, dropping the keys.
values() - Static method in enum com.opengamma.strata.collect.result.FailureReason
Returns an array containing the constants of this enum type, in the order they are declared.
values() - Method in interface com.opengamma.strata.collect.timeseries.LocalDateDoubleTimeSeries
Returns a stream over the values of this time-series.
values() - Method in class com.opengamma.strata.data.ImmutableMarketData.Meta
The meta-property for the values property.
values(Map<? extends MarketDataId<?>, ?>) - Method in class com.opengamma.strata.data.ImmutableMarketDataBuilder
Sets the values in the builder, replacing any existing values.
values() - Method in class com.opengamma.strata.data.scenario.DoubleScenarioArray.Meta
The meta-property for the values property.
values() - Method in class com.opengamma.strata.data.scenario.ImmutableScenarioMarketData.Meta
The meta-property for the values property.
values(Map<? extends MarketDataId<?>, ?>) - Method in class com.opengamma.strata.data.scenario.ImmutableScenarioMarketDataBuilder
Sets the values in the builder, replacing any existing values.
values() - Static method in enum com.opengamma.strata.market.curve.CurveNodeClashAction
Returns an array containing the constants of this enum type, in the order they are declared.
values() - Static method in enum com.opengamma.strata.market.curve.CurveNodeDateType
Returns an array containing the constants of this enum type, in the order they are declared.
values() - Static method in enum com.opengamma.strata.market.model.MoneynessType
Returns an array containing the constants of this enum type, in the order they are declared.
values() - Static method in enum com.opengamma.strata.market.model.SabrParameterType
Returns an array containing the constants of this enum type, in the order they are declared.
values() - Static method in enum com.opengamma.strata.market.ShiftType
Returns an array containing the constants of this enum type, in the order they are declared.
values() - Static method in enum com.opengamma.strata.measure.fxopt.FxSingleBarrierOptionMethod
Returns an array containing the constants of this enum type, in the order they are declared.
values() - Static method in enum com.opengamma.strata.measure.fxopt.FxVanillaOptionMethod
Returns an array containing the constants of this enum type, in the order they are declared.
values() - Static method in enum com.opengamma.strata.pricer.common.PriceType
Returns an array containing the constants of this enum type, in the order they are declared.
values() - Static method in enum com.opengamma.strata.pricer.CompoundedRateType
Returns an array containing the constants of this enum type, in the order they are declared.
values() - Static method in enum com.opengamma.strata.pricer.credit.AccrualOnDefaultFormula
Returns an array containing the constants of this enum type, in the order they are declared.
values() - Static method in enum com.opengamma.strata.pricer.credit.ArbitrageHandling
Returns an array containing the constants of this enum type, in the order they are declared.
values() - Static method in enum com.opengamma.strata.product.bond.BillYieldConvention
Returns an array containing the constants of this enum type, in the order they are declared.
values() - Static method in enum com.opengamma.strata.product.bond.CapitalIndexedBondYieldConvention
Returns an array containing the constants of this enum type, in the order they are declared.
values() - Static method in enum com.opengamma.strata.product.bond.FixedCouponBondYieldConvention
Returns an array containing the constants of this enum type, in the order they are declared.
values() - Static method in enum com.opengamma.strata.product.cms.CmsPeriodType
Returns an array containing the constants of this enum type, in the order they are declared.
values() - Static method in enum com.opengamma.strata.product.common.BuySell
Returns an array containing the constants of this enum type, in the order they are declared.
values() - Static method in enum com.opengamma.strata.product.common.LongShort
Returns an array containing the constants of this enum type, in the order they are declared.
values() - Static method in enum com.opengamma.strata.product.common.PayReceive
Returns an array containing the constants of this enum type, in the order they are declared.
values() - Static method in enum com.opengamma.strata.product.common.PutCall
Returns an array containing the constants of this enum type, in the order they are declared.
values() - Static method in enum com.opengamma.strata.product.common.SettlementType
Returns an array containing the constants of this enum type, in the order they are declared.
values() - Static method in enum com.opengamma.strata.product.credit.PaymentOnDefault
Returns an array containing the constants of this enum type, in the order they are declared.
values() - Static method in enum com.opengamma.strata.product.credit.ProtectionStartOfDay
Returns an array containing the constants of this enum type, in the order they are declared.
values() - Static method in enum com.opengamma.strata.product.credit.type.AccrualStart
Returns an array containing the constants of this enum type, in the order they are declared.
values() - Static method in enum com.opengamma.strata.product.credit.type.CdsQuoteConvention
Returns an array containing the constants of this enum type, in the order they are declared.
values() - Static method in enum com.opengamma.strata.product.etd.EtdExpiryType
Returns an array containing the constants of this enum type, in the order they are declared.
values() - Static method in enum com.opengamma.strata.product.etd.EtdOptionType
Returns an array containing the constants of this enum type, in the order they are declared.
values() - Static method in enum com.opengamma.strata.product.etd.EtdSettlementType
Returns an array containing the constants of this enum type, in the order they are declared.
values() - Static method in enum com.opengamma.strata.product.etd.EtdType
Returns an array containing the constants of this enum type, in the order they are declared.
values() - Static method in enum com.opengamma.strata.product.fra.FraDiscountingMethod
Returns an array containing the constants of this enum type, in the order they are declared.
values() - Static method in enum com.opengamma.strata.product.option.BarrierType
Returns an array containing the constants of this enum type, in the order they are declared.
values() - Static method in enum com.opengamma.strata.product.option.FutureOptionPremiumStyle
Returns an array containing the constants of this enum type, in the order they are declared.
values() - Static method in enum com.opengamma.strata.product.option.KnockType
Returns an array containing the constants of this enum type, in the order they are declared.
values() - Static method in enum com.opengamma.strata.product.PortfolioItemType
Returns an array containing the constants of this enum type, in the order they are declared.
values() - Static method in enum com.opengamma.strata.product.swap.CompoundingMethod
Returns an array containing the constants of this enum type, in the order they are declared.
values() - Static method in enum com.opengamma.strata.product.swap.FixingRelativeTo
Returns an array containing the constants of this enum type, in the order they are declared.
values() - Static method in enum com.opengamma.strata.product.swap.FxResetFixingRelativeTo
Returns an array containing the constants of this enum type, in the order they are declared.
values() - Static method in enum com.opengamma.strata.product.swap.IborRateResetMethod
Returns an array containing the constants of this enum type, in the order they are declared.
values() - Static method in enum com.opengamma.strata.product.swap.NegativeRateMethod
Returns an array containing the constants of this enum type, in the order they are declared.
values() - Static method in enum com.opengamma.strata.product.swap.OvernightAccrualMethod
Returns an array containing the constants of this enum type, in the order they are declared.
values() - Static method in enum com.opengamma.strata.product.swap.PaymentRelativeTo
Returns an array containing the constants of this enum type, in the order they are declared.
values() - Static method in enum com.opengamma.strata.product.swap.PriceIndexCalculationMethod
Returns an array containing the constants of this enum type, in the order they are declared.
values() - Static method in enum com.opengamma.strata.product.swap.SwapLegType
Returns an array containing the constants of this enum type, in the order they are declared.
values() - Static method in enum com.opengamma.strata.product.swaption.CashSwaptionSettlementMethod
Returns an array containing the constants of this enum type, in the order they are declared.
values() - Static method in enum com.opengamma.strata.report.framework.expression.ValueRootType
Returns an array containing the constants of this enum type, in the order they are declared.
values() - Static method in enum com.opengamma.strata.report.framework.format.FormatCategory
Returns an array containing the constants of this enum type, in the order they are declared.
values() - Static method in enum com.opengamma.strata.report.framework.format.ReportOutputFormat
Returns an array containing the constants of this enum type, in the order they are declared.
ValueSchedule - Class in com.opengamma.strata.basics.value
A value that can vary over time.
ValueSchedule.Builder - Class in com.opengamma.strata.basics.value
The bean-builder for ValueSchedule.
ValueSchedule.Meta - Class in com.opengamma.strata.basics.value
The meta-bean for ValueSchedule.
ValueStep - Class in com.opengamma.strata.basics.value
A single step in the variation of a value over time.
ValueStep.Builder - Class in com.opengamma.strata.basics.value
The bean-builder for ValueStep.
ValueStep.Meta - Class in com.opengamma.strata.basics.value
The meta-bean for ValueStep.
ValueStepSequence - Class in com.opengamma.strata.basics.value
A sequence of steps that vary a value over time.
ValueStepSequence.Meta - Class in com.opengamma.strata.basics.value
The meta-bean for ValueStepSequence.
ValueType - Class in com.opengamma.strata.market
The type of a value.
ValueWithFailures<T> - Class in com.opengamma.strata.collect.result
A value with associated failures.
ValueWithFailures.Meta<T> - Class in com.opengamma.strata.collect.result
The meta-bean for ValueWithFailures.
VannaVolgaFxVanillaOptionProductPricer - Class in com.opengamma.strata.pricer.fxopt
Pricing method for vanilla Forex option transactions with Vanna-Volga method.
VannaVolgaFxVanillaOptionProductPricer(DiscountingFxSingleProductPricer) - Constructor for class com.opengamma.strata.pricer.fxopt.VannaVolgaFxVanillaOptionProductPricer
Creates an instance.
VannaVolgaFxVanillaOptionTradePricer - Class in com.opengamma.strata.pricer.fxopt
Pricer for FX vanilla option trades with a Vanna-Volga method.
VannaVolgaFxVanillaOptionTradePricer(VannaVolgaFxVanillaOptionProductPricer, DiscountingPaymentPricer) - Constructor for class com.opengamma.strata.pricer.fxopt.VannaVolgaFxVanillaOptionTradePricer
Creates an instance.
variant(EtdVariant) - Method in class com.opengamma.strata.product.etd.EtdFutureSecurity.Builder
Sets the variant of ETD.
variant() - Method in class com.opengamma.strata.product.etd.EtdFutureSecurity.Meta
The meta-property for the variant property.
variant(EtdVariant) - Method in class com.opengamma.strata.product.etd.EtdOptionSecurity.Builder
Sets the variant of ETD.
variant() - Method in class com.opengamma.strata.product.etd.EtdOptionSecurity.Meta
The meta-property for the variant property.
vega(ResolvedFxSingleBarrierOption, RatesProvider, BlackFxOptionVolatilities) - Method in class com.opengamma.strata.pricer.fxopt.BlackFxSingleBarrierOptionProductPricer
Calculates the vega of the FX barrier option product.
vega(ResolvedFxVanillaOption, RatesProvider, BlackFxOptionVolatilities) - Method in class com.opengamma.strata.pricer.fxopt.BlackFxVanillaOptionProductPricer
Calculates the vega of the foreign exchange vanilla option product.
Version - Class in com.opengamma.strata.collect
Provides access to the version of Strata.
version(int) - Method in class com.opengamma.strata.product.etd.EtdOptionSecurity.Builder
Sets the version of the option, defaulted to zero.
version() - Method in class com.opengamma.strata.product.etd.EtdOptionSecurity.Meta
The meta-property for the version property.
VERSION_FIELD - Static variable in class com.opengamma.strata.loader.csv.CsvLoaderUtils
The column name for the option version.
volatilities(SecurityId) - Method in interface com.opengamma.strata.measure.bond.BondFutureOptionMarketData
Gets the volatilities for the specified security ID.
volatilities(SecurityId, MarketData) - Method in interface com.opengamma.strata.measure.bond.BondFutureOptionMarketDataLookup
Obtains bond future volatilities based on the specified market data.
volatilities(IborIndex) - Method in interface com.opengamma.strata.measure.capfloor.IborCapFloorMarketData
Gets the volatilities for the specified Ibor index.
volatilities(IborIndex, MarketData) - Method in interface com.opengamma.strata.measure.capfloor.IborCapFloorMarketDataLookup
Obtains cap/floor volatilities based on the specified market data.
volatilities(ZonedDateTime, DoubleArray, ReferenceData) - Method in class com.opengamma.strata.measure.fxopt.BlackFxOptionInterpolatedNodalSurfaceVolatilitiesSpecification
 
volatilities(ZonedDateTime, DoubleArray, ReferenceData) - Method in class com.opengamma.strata.measure.fxopt.BlackFxOptionSmileVolatilitiesSpecification
 
volatilities(CurrencyPair) - Method in interface com.opengamma.strata.measure.fxopt.FxOptionMarketData
Gets the volatilities for the specified currency pair.
volatilities(CurrencyPair, MarketData) - Method in interface com.opengamma.strata.measure.fxopt.FxOptionMarketDataLookup
Obtains FX options volatilities based on the specified market data.
volatilities(ZonedDateTime, DoubleArray, ReferenceData) - Method in class com.opengamma.strata.measure.fxopt.FxOptionVolatilitiesDefinition
Creates FX option volatilities.
volatilities(ZonedDateTime, DoubleArray, ReferenceData) - Method in interface com.opengamma.strata.measure.fxopt.FxOptionVolatilitiesSpecification
Creates FX option volatilities.
volatilities(IborIndex) - Method in interface com.opengamma.strata.measure.index.IborFutureOptionMarketData
Gets the volatilities for the specified Ibor index.
volatilities(IborIndex, MarketData) - Method in interface com.opengamma.strata.measure.index.IborFutureOptionMarketDataLookup
Obtains Ibor future option volatilities based on the specified market data.
volatilities(IborIndex) - Method in interface com.opengamma.strata.measure.swaption.SwaptionMarketData
Gets the volatilities for the specified Ibor index.
volatilities(IborIndex, MarketData) - Method in interface com.opengamma.strata.measure.swaption.SwaptionMarketDataLookup
Obtains swaption volatilities based on the specified market data.
volatilities() - Method in class com.opengamma.strata.pricer.capfloor.IborCapletFloorletVolatilityCalibrationResult.Meta
The meta-property for the volatilities property.
volatilitiesInputs() - Method in class com.opengamma.strata.measure.fxopt.FxOptionVolatilitiesDefinition
Obtains the inputs required to create the FX option volatilities.
volatilitiesInputs() - Method in interface com.opengamma.strata.measure.fxopt.FxOptionVolatilitiesSpecification
Obtains the inputs required to create the FX option volatilities.
volatilitiesName() - Method in class com.opengamma.strata.pricer.bond.BondFutureOptionSensitivity.Meta
The meta-property for the volatilitiesName property.
volatilitiesName() - Method in class com.opengamma.strata.pricer.capfloor.IborCapletFloorletSabrSensitivity.Meta
The meta-property for the volatilitiesName property.
volatilitiesName() - Method in class com.opengamma.strata.pricer.capfloor.IborCapletFloorletSensitivity.Meta
The meta-property for the volatilitiesName property.
volatilitiesName() - Method in class com.opengamma.strata.pricer.fxopt.FxOptionSensitivity.Meta
The meta-property for the volatilitiesName property.
volatilitiesName() - Method in class com.opengamma.strata.pricer.index.IborFutureOptionSensitivity.Meta
The meta-property for the volatilitiesName property.
volatilitiesName() - Method in class com.opengamma.strata.pricer.swaption.SwaptionSabrSensitivity.Meta
The meta-property for the volatilitiesName property.
volatilitiesName() - Method in class com.opengamma.strata.pricer.swaption.SwaptionSensitivity.Meta
The meta-property for the volatilitiesName property.
volatility(double, LocalDate, double, double) - Method in class com.opengamma.strata.pricer.bond.BlackBondFutureExpiryLogMoneynessVolatilities
 
volatility(ZonedDateTime, LocalDate, double, double) - Method in interface com.opengamma.strata.pricer.bond.BondFutureVolatilities
Calculates the volatility at the specified expiry.
volatility(double, LocalDate, double, double) - Method in interface com.opengamma.strata.pricer.bond.BondFutureVolatilities
Calculates the volatility at the specified expiry.
volatility(double, double, double) - Method in class com.opengamma.strata.pricer.capfloor.BlackIborCapletFloorletExpiryStrikeVolatilities
 
volatility(ZonedDateTime, double, double) - Method in interface com.opengamma.strata.pricer.capfloor.IborCapletFloorletVolatilities
Calculates the volatility at the specified expiry.
volatility(double, double, double) - Method in interface com.opengamma.strata.pricer.capfloor.IborCapletFloorletVolatilities
Calculates the volatility at the specified expiry.
volatility(double, double, double) - Method in class com.opengamma.strata.pricer.capfloor.NormalIborCapletFloorletExpiryStrikeVolatilities
 
volatility(double, double, double) - Method in class com.opengamma.strata.pricer.capfloor.SabrParametersIborCapletFloorletVolatilities
 
volatility(double, double, double) - Method in class com.opengamma.strata.pricer.capfloor.ShiftedBlackIborCapletFloorletExpiryStrikeVolatilities
 
volatility(CurrencyPair, double, double, double) - Method in class com.opengamma.strata.pricer.fxopt.BlackFxOptionFlatVolatilities
 
volatility(CurrencyPair, double, double, double) - Method in class com.opengamma.strata.pricer.fxopt.BlackFxOptionSmileVolatilities
 
volatility(CurrencyPair, double, double, double) - Method in class com.opengamma.strata.pricer.fxopt.BlackFxOptionSurfaceVolatilities
 
volatility(CurrencyPair, ZonedDateTime, double, double) - Method in interface com.opengamma.strata.pricer.fxopt.FxOptionVolatilities
Calculates the volatility at the specified expiry.
volatility(CurrencyPair, double, double, double) - Method in interface com.opengamma.strata.pricer.fxopt.FxOptionVolatilities
Calculates the volatility at the specified expiry.
volatility(double, double, double) - Method in class com.opengamma.strata.pricer.fxopt.InterpolatedStrikeSmileDeltaTermStructure
 
volatility() - Method in class com.opengamma.strata.pricer.fxopt.SmileDeltaParameters.Meta
The meta-property for the volatility property.
volatility(double, double, double) - Method in interface com.opengamma.strata.pricer.fxopt.SmileDeltaTermStructure
Calculates the volatility at a given time/strike/forward from the term structure.
volatility() - Method in class com.opengamma.strata.pricer.fxopt.VolatilityAndBucketedSensitivities.Meta
The meta-property for the volatility property.
volatility(ZonedDateTime, LocalDate, double, double) - Method in interface com.opengamma.strata.pricer.index.IborFutureOptionVolatilities
Calculates the volatility at the specified expiry.
volatility(double, LocalDate, double, double) - Method in interface com.opengamma.strata.pricer.index.IborFutureOptionVolatilities
Calculates the volatility at the specified expiry.
volatility(double, LocalDate, double, double) - Method in class com.opengamma.strata.pricer.index.NormalIborFutureOptionExpirySimpleMoneynessVolatilities
 
volatility(double, double, double, double) - Method in class com.opengamma.strata.pricer.model.SabrInterestRateParameters
Calculates the volatility for given expiry, tenor, strike and forward rate.
volatility(double, double, double) - Method in class com.opengamma.strata.pricer.model.SabrParameters
Calculates the volatility for given expiry, strike and forward rate.
volatility(double, double, double, double, double, double, double) - Method in interface com.opengamma.strata.pricer.model.SabrVolatilityFormula
Calculates the volatility.
volatility(double, double, double, double) - Method in class com.opengamma.strata.pricer.swaption.BlackSwaptionExpiryTenorVolatilities
 
volatility(double, double, double, double) - Method in class com.opengamma.strata.pricer.swaption.NormalSwaptionExpirySimpleMoneynessVolatilities
 
volatility(double, double, double, double) - Method in class com.opengamma.strata.pricer.swaption.NormalSwaptionExpiryStrikeVolatilities
 
volatility(double, double, double, double) - Method in class com.opengamma.strata.pricer.swaption.NormalSwaptionExpiryTenorVolatilities
 
volatility(double, double, double, double) - Method in class com.opengamma.strata.pricer.swaption.SabrParametersSwaptionVolatilities
 
volatility(ZonedDateTime, double, double, double) - Method in interface com.opengamma.strata.pricer.swaption.SwaptionVolatilities
Calculates the volatility at the specified expiry.
volatility(double, double, double, double) - Method in interface com.opengamma.strata.pricer.swaption.SwaptionVolatilities
Calculates the volatility at the specified expiry.
volatilityAdjoint(double, double, double) - Method in interface com.opengamma.strata.pricer.capfloor.SabrIborCapletFloorletVolatilities
Calculates the volatility and associated sensitivities.
volatilityAdjoint(double, double, double) - Method in class com.opengamma.strata.pricer.capfloor.SabrParametersIborCapletFloorletVolatilities
 
volatilityAdjoint(double, double, double, double) - Method in class com.opengamma.strata.pricer.model.SabrInterestRateParameters
Calculates the volatility and associated sensitivities.
volatilityAdjoint(double, double, double) - Method in class com.opengamma.strata.pricer.model.SabrParameters
Calculates the volatility and associated sensitivities.
volatilityAdjoint(double, double, double, double, double, double, double) - Method in interface com.opengamma.strata.pricer.model.SabrVolatilityFormula
Calculates volatility and the adjoint (volatility sensitivity to forward, strike and model parameters).
volatilityAdjoint(double, double, double, double) - Method in class com.opengamma.strata.pricer.swaption.SabrParametersSwaptionVolatilities
 
volatilityAdjoint(double, double, double, double) - Method in interface com.opengamma.strata.pricer.swaption.SabrSwaptionVolatilities
Calculates the volatility and associated sensitivities.
VolatilityAndBucketedSensitivities - Class in com.opengamma.strata.pricer.fxopt
Combines information about a volatility and its sensitivities.
VolatilityAndBucketedSensitivities.Meta - Class in com.opengamma.strata.pricer.fxopt
The meta-bean for VolatilityAndBucketedSensitivities.
volatilityAndSensitivities(double, double, double) - Method in class com.opengamma.strata.pricer.fxopt.InterpolatedStrikeSmileDeltaTermStructure
 
volatilityAndSensitivities(double, double, double) - Method in interface com.opengamma.strata.pricer.fxopt.SmileDeltaTermStructure
Calculates the volatility and the volatility sensitivity with respect to the volatility data points.
VolatilityIborCapFloorLegPricer - Class in com.opengamma.strata.pricer.capfloor
Pricer for cap/floor legs based on volatilities.
VolatilityIborCapFloorLegPricer(VolatilityIborCapletFloorletPeriodPricer) - Constructor for class com.opengamma.strata.pricer.capfloor.VolatilityIborCapFloorLegPricer
Creates an instance.
VolatilityIborCapFloorProductPricer - Class in com.opengamma.strata.pricer.capfloor
Pricer for cap/floor products based on volatilities.
VolatilityIborCapFloorProductPricer(VolatilityIborCapFloorLegPricer, DiscountingSwapLegPricer) - Constructor for class com.opengamma.strata.pricer.capfloor.VolatilityIborCapFloorProductPricer
Creates an instance.
VolatilityIborCapFloorTradePricer - Class in com.opengamma.strata.pricer.capfloor
Pricer for cap/floor trades based on volatilities.
VolatilityIborCapFloorTradePricer(VolatilityIborCapFloorProductPricer, DiscountingPaymentPricer) - Constructor for class com.opengamma.strata.pricer.capfloor.VolatilityIborCapFloorTradePricer
Creates an instance.
VolatilityIborCapletFloorletPeriodPricer - Class in com.opengamma.strata.pricer.capfloor
Pricer for caplet/floorlet based on volatilities.
VolatilityIborCapletFloorletPeriodPricer() - Constructor for class com.opengamma.strata.pricer.capfloor.VolatilityIborCapletFloorletPeriodPricer
 
VolatilitySwaptionCashParYieldProductPricer - Class in com.opengamma.strata.pricer.swaption
Pricer for swaption with par yield curve method of cash settlement based on volatilities.
VolatilitySwaptionCashParYieldProductPricer(DiscountingSwapProductPricer) - Constructor for class com.opengamma.strata.pricer.swaption.VolatilitySwaptionCashParYieldProductPricer
Creates an instance.
VolatilitySwaptionPhysicalProductPricer - Class in com.opengamma.strata.pricer.swaption
Pricer for swaption with physical settlement based on volatilities.
VolatilitySwaptionPhysicalProductPricer(DiscountingSwapProductPricer) - Constructor for class com.opengamma.strata.pricer.swaption.VolatilitySwaptionPhysicalProductPricer
Creates an instance.
VolatilitySwaptionProductPricer - Class in com.opengamma.strata.pricer.swaption
Pricer for swaptions handling physical and cash par yield settlement based on volatilities.
VolatilitySwaptionProductPricer(VolatilitySwaptionCashParYieldProductPricer, VolatilitySwaptionPhysicalProductPricer) - Constructor for class com.opengamma.strata.pricer.swaption.VolatilitySwaptionProductPricer
Creates an instance.
VolatilitySwaptionTradePricer - Class in com.opengamma.strata.pricer.swaption
Pricer for swaptions handling physical and cash par yield settlement based on volatilities.
VolatilitySwaptionTradePricer(VolatilitySwaptionProductPricer, DiscountingPaymentPricer) - Constructor for class com.opengamma.strata.pricer.swaption.VolatilitySwaptionTradePricer
Creates an instance.
volatilityTerm() - Method in class com.opengamma.strata.pricer.fxopt.InterpolatedStrikeSmileDeltaTermStructure.Meta
The meta-property for the volatilityTerm property.

W

weekends() - Method in class com.opengamma.strata.basics.date.ImmutableHolidayCalendar.Meta
The meta-property for the weekends property.
WEIGHT - Static variable in class com.opengamma.strata.market.explain.ExplainKey
The weight of this observation.
weight(double) - Method in class com.opengamma.strata.product.rate.IborAveragedFixing.Builder
Sets the weight to apply to this fixing.
weight() - Method in class com.opengamma.strata.product.rate.IborAveragedFixing.Meta
The meta-property for the weight property.
weight() - Method in class com.opengamma.strata.product.rate.InflationEndInterpolatedRateComputation.Meta
The meta-property for the weight property.
weight() - Method in class com.opengamma.strata.product.rate.InflationInterpolatedRateComputation.Meta
The meta-property for the weight property.
with(CalculationParameter) - Method in class com.opengamma.strata.calc.runner.CalculationParameters
Returns a copy of this instance with the specified parameter added.
with(int, double) - Method in class com.opengamma.strata.collect.array.DoubleArray
Returns an instance with the value at the specified index changed.
with(int, int, double) - Method in class com.opengamma.strata.collect.array.DoubleMatrix
Returns an instance with the value at the specified index changed.
with(int, int) - Method in class com.opengamma.strata.collect.array.IntArray
Returns an instance with the value at the specified index changed.
withAttribute(String, String) - Method in class com.opengamma.strata.collect.result.FailureItem
Returns an instance with the specified attribute added.
withAttribute(AttributeType<T>, T) - Method in interface com.opengamma.strata.product.Attributes
Returns a copy of this instance with the attribute added.
withAttribute(AttributeType<T>, T) - Method in class com.opengamma.strata.product.etd.EtdContractSpec
 
withAttribute(AttributeType<T>, T) - Method in interface com.opengamma.strata.product.PortfolioItemInfo
 
withAttribute(AttributeType<T>, T) - Method in class com.opengamma.strata.product.PositionInfo
 
withAttribute(AttributeType<T>, T) - Method in class com.opengamma.strata.product.SecurityInfo
Returns a copy of this instance with attribute added.
withAttribute(AttributeType<T>, T) - Method in class com.opengamma.strata.product.TradeInfo
 
withCurrency(Currency) - Method in class com.opengamma.strata.market.sensitivity.MutablePointSensitivities
 
withCurrency(Currency) - Method in interface com.opengamma.strata.market.sensitivity.PointSensitivity
Returns an instance with the specified sensitivity currency set.
withCurrency(Currency) - Method in interface com.opengamma.strata.market.sensitivity.PointSensitivityBuilder
Returns an instance with the specified currency applied to the sensitivities in this builder.
withCurrency(Currency) - Method in class com.opengamma.strata.pricer.bond.BondFutureOptionSensitivity
 
withCurrency(Currency) - Method in class com.opengamma.strata.pricer.bond.IssuerCurveZeroRateSensitivity
 
withCurrency(Currency) - Method in class com.opengamma.strata.pricer.bond.RepoCurveZeroRateSensitivity
 
withCurrency(Currency) - Method in class com.opengamma.strata.pricer.capfloor.IborCapletFloorletSabrSensitivity
 
withCurrency(Currency) - Method in class com.opengamma.strata.pricer.capfloor.IborCapletFloorletSensitivity
 
withCurrency(Currency) - Method in class com.opengamma.strata.pricer.credit.CreditCurveZeroRateSensitivity
 
withCurrency(Currency) - Method in class com.opengamma.strata.pricer.fx.FxForwardSensitivity
 
withCurrency(Currency) - Method in class com.opengamma.strata.pricer.fx.FxIndexSensitivity
 
withCurrency(Currency) - Method in class com.opengamma.strata.pricer.fxopt.FxOptionSensitivity
 
withCurrency(Currency) - Method in class com.opengamma.strata.pricer.index.IborFutureOptionSensitivity
 
withCurrency(Currency) - Method in class com.opengamma.strata.pricer.rate.IborRateSensitivity
 
withCurrency(Currency) - Method in class com.opengamma.strata.pricer.rate.InflationRateSensitivity
 
withCurrency(Currency) - Method in class com.opengamma.strata.pricer.rate.OvernightRateSensitivity
 
withCurrency(Currency) - Method in class com.opengamma.strata.pricer.swaption.SwaptionSabrSensitivity
 
withCurrency(Currency) - Method in class com.opengamma.strata.pricer.swaption.SwaptionSensitivity
 
withCurrency(Currency) - Method in class com.opengamma.strata.pricer.ZeroRateSensitivity
 
withCurve(NodalCurve) - Method in class com.opengamma.strata.pricer.credit.IsdaCreditDiscountFactors
Returns a new instance with a different curve.
withCurve(Curve) - Method in class com.opengamma.strata.pricer.rate.SimpleIborIndexRates
Returns a new instance with a different curve.
withCurve(NodalCurve) - Method in class com.opengamma.strata.pricer.rate.SimplePriceIndexValues
Returns a new instance with a different curve.
withCurve(Curve) - Method in class com.opengamma.strata.pricer.SimpleDiscountFactors
Returns a new instance with a different curve.
withCurve(Curve) - Method in class com.opengamma.strata.pricer.ZeroRateDiscountFactors
Returns a new instance with a different curve.
withCurve(Curve) - Method in class com.opengamma.strata.pricer.ZeroRatePeriodicDiscountFactors
Returns a new instance with a different curve.
withCurveDefinitions(List<CurveDefinition>) - Method in class com.opengamma.strata.market.curve.RatesCurveGroupDefinition
Returns a copy of this object containing the specified curve definitions.
withDate(LocalDate) - Method in class com.opengamma.strata.collect.timeseries.LocalDateDoublePoint
Returns a copy of this point with another date.
withDate(CurveNodeDate) - Method in class com.opengamma.strata.market.curve.node.FixedIborSwapCurveNode
Returns a copy of this node with the specified date.
withDate(CurveNodeDate) - Method in class com.opengamma.strata.market.curve.node.FixedInflationSwapCurveNode
Returns a copy of this node with the specified date.
withDate(CurveNodeDate) - Method in class com.opengamma.strata.market.curve.node.FixedOvernightSwapCurveNode
Returns a copy of this node with the specified date.
withDate(CurveNodeDate) - Method in class com.opengamma.strata.market.curve.node.FraCurveNode
Returns a copy of this node with the specified date.
withDate(CurveNodeDate) - Method in class com.opengamma.strata.market.curve.node.FxSwapCurveNode
Returns a copy of this node with the specified date.
withDate(CurveNodeDate) - Method in class com.opengamma.strata.market.curve.node.IborFixingDepositCurveNode
Returns a copy of this node with the specified date.
withDate(CurveNodeDate) - Method in class com.opengamma.strata.market.curve.node.IborFutureCurveNode
Returns a copy of this node with the specified date.
withDate(CurveNodeDate) - Method in class com.opengamma.strata.market.curve.node.IborIborSwapCurveNode
Returns a copy of this node with the specified date.
withDate(CurveNodeDate) - Method in class com.opengamma.strata.market.curve.node.OvernightIborSwapCurveNode
Returns a copy of this node with the specified date.
withDate(CurveNodeDate) - Method in class com.opengamma.strata.market.curve.node.TermDepositCurveNode
Returns a copy of this node with the specified date.
withDate(CurveNodeDate) - Method in class com.opengamma.strata.market.curve.node.ThreeLegBasisSwapCurveNode
Returns a copy of this node with the specified date.
withDate(CurveNodeDate) - Method in class com.opengamma.strata.market.curve.node.XCcyIborIborSwapCurveNode
Returns a copy of this node with the specified date.
withDiscountFactors(DiscountFactors, DiscountFactors) - Method in class com.opengamma.strata.pricer.fx.DiscountFxForwardRates
Returns a new instance with different discount factors.
withDiscountFactors(DiscountFactors) - Method in class com.opengamma.strata.pricer.rate.DiscountIborIndexRates
Returns a new instance with different discount factors.
withDiscountFactors(DiscountFactors) - Method in class com.opengamma.strata.pricer.rate.DiscountOvernightIndexRates
Returns a new instance with different discount factors.
withFxForwardRates(FxForwardRates) - Method in class com.opengamma.strata.pricer.fx.ForwardFxIndexRates
Returns a new instance with different FX forward rates.
withInfo(CurveInfoType<T>, T) - Method in interface com.opengamma.strata.market.curve.CurveMetadata
Returns an instance where the specified additional information has been added.
withInfo(CurveInfoType<T>, T) - Method in class com.opengamma.strata.market.curve.DefaultCurveMetadata
 
withInfo(SurfaceInfoType<T>, T) - Method in class com.opengamma.strata.market.surface.DefaultSurfaceMetadata
 
withInfo(SurfaceInfoType<T>, T) - Method in interface com.opengamma.strata.market.surface.SurfaceMetadata
Returns an instance where the specified additional information has been added.
withInfo(PositionInfo) - Method in class com.opengamma.strata.product.bond.BillPosition
 
withInfo(SecurityInfo) - Method in class com.opengamma.strata.product.bond.BillSecurity
 
withInfo(TradeInfo) - Method in class com.opengamma.strata.product.bond.BillTrade
 
withInfo(PositionInfo) - Method in class com.opengamma.strata.product.bond.BondFutureOptionPosition
 
withInfo(SecurityInfo) - Method in class com.opengamma.strata.product.bond.BondFutureOptionSecurity
 
withInfo(TradeInfo) - Method in class com.opengamma.strata.product.bond.BondFutureOptionTrade
 
withInfo(PositionInfo) - Method in class com.opengamma.strata.product.bond.BondFuturePosition
 
withInfo(SecurityInfo) - Method in class com.opengamma.strata.product.bond.BondFutureSecurity
 
withInfo(TradeInfo) - Method in class com.opengamma.strata.product.bond.BondFutureTrade
 
withInfo(PositionInfo) - Method in class com.opengamma.strata.product.bond.CapitalIndexedBondPosition
 
withInfo(SecurityInfo) - Method in class com.opengamma.strata.product.bond.CapitalIndexedBondSecurity
 
withInfo(TradeInfo) - Method in class com.opengamma.strata.product.bond.CapitalIndexedBondTrade
 
withInfo(PositionInfo) - Method in class com.opengamma.strata.product.bond.FixedCouponBondPosition
 
withInfo(SecurityInfo) - Method in class com.opengamma.strata.product.bond.FixedCouponBondSecurity
 
withInfo(TradeInfo) - Method in class com.opengamma.strata.product.bond.FixedCouponBondTrade
 
withInfo(SecurityInfo) - Method in interface com.opengamma.strata.product.bond.LegalEntitySecurity
 
withInfo(TradeInfo) - Method in class com.opengamma.strata.product.capfloor.IborCapFloorTrade
 
withInfo(TradeInfo) - Method in class com.opengamma.strata.product.cms.CmsTrade
 
withInfo(TradeInfo) - Method in class com.opengamma.strata.product.credit.CdsCalibrationTrade
 
withInfo(TradeInfo) - Method in class com.opengamma.strata.product.credit.CdsIndexCalibrationTrade
 
withInfo(TradeInfo) - Method in class com.opengamma.strata.product.credit.CdsIndexTrade
 
withInfo(TradeInfo) - Method in class com.opengamma.strata.product.credit.CdsTrade
 
withInfo(TradeInfo) - Method in class com.opengamma.strata.product.deposit.IborFixingDepositTrade
 
withInfo(TradeInfo) - Method in class com.opengamma.strata.product.deposit.TermDepositTrade
 
withInfo(PositionInfo) - Method in class com.opengamma.strata.product.dsf.DsfPosition
 
withInfo(SecurityInfo) - Method in class com.opengamma.strata.product.dsf.DsfSecurity
 
withInfo(TradeInfo) - Method in class com.opengamma.strata.product.dsf.DsfTrade
 
withInfo(PositionInfo) - Method in class com.opengamma.strata.product.etd.EtdFuturePosition
 
withInfo(SecurityInfo) - Method in class com.opengamma.strata.product.etd.EtdFutureSecurity
 
withInfo(TradeInfo) - Method in class com.opengamma.strata.product.etd.EtdFutureTrade
 
withInfo(PositionInfo) - Method in class com.opengamma.strata.product.etd.EtdOptionPosition
 
withInfo(SecurityInfo) - Method in class com.opengamma.strata.product.etd.EtdOptionSecurity
 
withInfo(TradeInfo) - Method in class com.opengamma.strata.product.etd.EtdOptionTrade
 
withInfo(PositionInfo) - Method in interface com.opengamma.strata.product.etd.EtdPosition
Returns an instance with the specified info.
withInfo(SecurityInfo) - Method in interface com.opengamma.strata.product.etd.EtdSecurity
 
withInfo(TradeInfo) - Method in class com.opengamma.strata.product.fra.FraTrade
 
withInfo(TradeInfo) - Method in class com.opengamma.strata.product.fx.FxNdfTrade
 
withInfo(TradeInfo) - Method in class com.opengamma.strata.product.fx.FxSingleTrade
 
withInfo(TradeInfo) - Method in class com.opengamma.strata.product.fx.FxSwapTrade
 
withInfo(TradeInfo) - Method in interface com.opengamma.strata.product.fx.FxTrade
 
withInfo(TradeInfo) - Method in class com.opengamma.strata.product.fxopt.FxSingleBarrierOptionTrade
 
withInfo(TradeInfo) - Method in class com.opengamma.strata.product.fxopt.FxVanillaOptionTrade
 
withInfo(SecurityInfo) - Method in class com.opengamma.strata.product.GenericSecurity
 
withInfo(PositionInfo) - Method in class com.opengamma.strata.product.GenericSecurityPosition
 
withInfo(TradeInfo) - Method in class com.opengamma.strata.product.GenericSecurityTrade
 
withInfo(PositionInfo) - Method in class com.opengamma.strata.product.index.IborFutureOptionPosition
 
withInfo(SecurityInfo) - Method in class com.opengamma.strata.product.index.IborFutureOptionSecurity
 
withInfo(TradeInfo) - Method in class com.opengamma.strata.product.index.IborFutureOptionTrade
 
withInfo(PositionInfo) - Method in class com.opengamma.strata.product.index.IborFuturePosition
 
withInfo(SecurityInfo) - Method in class com.opengamma.strata.product.index.IborFutureSecurity
 
withInfo(TradeInfo) - Method in class com.opengamma.strata.product.index.IborFutureTrade
 
withInfo(PositionInfo) - Method in class com.opengamma.strata.product.index.OvernightFuturePosition
 
withInfo(SecurityInfo) - Method in class com.opengamma.strata.product.index.OvernightFutureSecurity
 
withInfo(TradeInfo) - Method in class com.opengamma.strata.product.index.OvernightFutureTrade
 
withInfo(SecurityInfo) - Method in interface com.opengamma.strata.product.index.RateIndexSecurity
 
withInfo(TradeInfo) - Method in class com.opengamma.strata.product.payment.BulletPaymentTrade
 
withInfo(PositionInfo) - Method in interface com.opengamma.strata.product.Position
Returns an instance with the specified info.
withInfo(TradeInfo) - Method in interface com.opengamma.strata.product.ProductTrade
Returns an instance with the specified info.
withInfo(PositionInfo) - Method in interface com.opengamma.strata.product.ResolvableSecurityPosition
Returns an instance with the specified info.
withInfo(TradeInfo) - Method in interface com.opengamma.strata.product.ResolvableSecurityTrade
Returns an instance with the specified info.
withInfo(TradeInfo) - Method in interface com.opengamma.strata.product.ResolvableTrade
Returns an instance with the specified info.
withInfo(PositionInfo) - Method in interface com.opengamma.strata.product.SecuritizedProductPosition
Returns an instance with the specified info.
withInfo(TradeInfo) - Method in interface com.opengamma.strata.product.SecuritizedProductTrade
Returns an instance with the specified info.
withInfo(SecurityInfo) - Method in interface com.opengamma.strata.product.Security
Returns an instance with the specified info.
withInfo(PositionInfo) - Method in class com.opengamma.strata.product.SecurityPosition
 
withInfo(TradeInfo) - Method in interface com.opengamma.strata.product.SecurityQuantityTrade
Returns an instance with the specified info.
withInfo(TradeInfo) - Method in class com.opengamma.strata.product.SecurityTrade
 
withInfo(TradeInfo) - Method in class com.opengamma.strata.product.swap.SwapTrade
 
withInfo(TradeInfo) - Method in class com.opengamma.strata.product.swaption.SwaptionTrade
 
withInfo(TradeInfo) - Method in interface com.opengamma.strata.product.Trade
Returns an instance with the specified info.
withLastVolatility(double) - Method in class com.opengamma.strata.pricer.model.HullWhiteOneFactorPiecewiseConstantParameters
Returns a copy with the last volatility of the volatility parameters changed.
withMarketData(MarketData) - Method in interface com.opengamma.strata.measure.bond.BondFutureOptionMarketData
Returns a copy of this instance with the specified market data.
withMarketData(ScenarioMarketData) - Method in interface com.opengamma.strata.measure.bond.BondFutureOptionScenarioMarketData
Returns a copy of this instance with the specified market data.
withMarketData(MarketData) - Method in interface com.opengamma.strata.measure.bond.LegalEntityDiscountingMarketData
Returns a copy of this instance with the specified market data.
withMarketData(ScenarioMarketData) - Method in interface com.opengamma.strata.measure.bond.LegalEntityDiscountingScenarioMarketData
Returns a copy of this instance with the specified market data.
withMarketData(MarketData) - Method in interface com.opengamma.strata.measure.capfloor.IborCapFloorMarketData
Returns a copy of this instance with the specified market data.
withMarketData(ScenarioMarketData) - Method in interface com.opengamma.strata.measure.capfloor.IborCapFloorScenarioMarketData
Returns a copy of this instance with the specified market data.
withMarketData(MarketData) - Method in interface com.opengamma.strata.measure.credit.CreditRatesMarketData
Returns a copy of this instance with the specified market data.
withMarketData(ScenarioMarketData) - Method in interface com.opengamma.strata.measure.credit.CreditRatesScenarioMarketData
Returns a copy of this instance with the specified market data.
withMarketData(MarketData) - Method in interface com.opengamma.strata.measure.fxopt.FxOptionMarketData
Returns a copy of this instance with the specified market data.
withMarketData(ScenarioMarketData) - Method in interface com.opengamma.strata.measure.fxopt.FxOptionScenarioMarketData
Returns a copy of this instance with the specified market data.
withMarketData(MarketData) - Method in interface com.opengamma.strata.measure.index.IborFutureOptionMarketData
Returns a copy of this instance with the specified market data.
withMarketData(ScenarioMarketData) - Method in interface com.opengamma.strata.measure.index.IborFutureOptionScenarioMarketData
Returns a copy of this instance with the specified market data.
withMarketData(MarketData) - Method in interface com.opengamma.strata.measure.rate.RatesMarketData
Returns a copy of this instance with the specified market data.
withMarketData(ScenarioMarketData) - Method in interface com.opengamma.strata.measure.rate.RatesScenarioMarketData
Returns a copy of this instance with the specified market data.
withMarketData(MarketData) - Method in interface com.opengamma.strata.measure.swaption.SwaptionMarketData
Returns a copy of this instance with the specified market data.
withMarketData(ScenarioMarketData) - Method in interface com.opengamma.strata.measure.swaption.SwaptionScenarioMarketData
Returns a copy of this instance with the specified market data.
withMetadata(CurveMetadata) - Method in class com.opengamma.strata.market.curve.AddFixedCurve
 
withMetadata(CurveMetadata) - Method in class com.opengamma.strata.market.curve.CombinedCurve
 
withMetadata(CurveMetadata) - Method in class com.opengamma.strata.market.curve.ConstantCurve
 
withMetadata(CurveMetadata) - Method in class com.opengamma.strata.market.curve.ConstantNodalCurve
 
withMetadata(CurveMetadata) - Method in interface com.opengamma.strata.market.curve.Curve
Returns a new curve with the specified metadata.
withMetadata(CurveMetadata) - Method in class com.opengamma.strata.market.curve.InflationNodalCurve
 
withMetadata(CurveMetadata) - Method in class com.opengamma.strata.market.curve.InterpolatedNodalCurve
 
withMetadata(CurveMetadata) - Method in interface com.opengamma.strata.market.curve.NodalCurve
Returns a new curve with the specified metadata.
withMetadata(CurveMetadata) - Method in class com.opengamma.strata.market.curve.ParallelShiftedCurve
 
withMetadata(CurveMetadata) - Method in class com.opengamma.strata.market.curve.ParameterizedFunctionalCurve
 
withMetadata(SurfaceMetadata) - Method in class com.opengamma.strata.market.surface.ConstantSurface
 
withMetadata(SurfaceMetadata) - Method in class com.opengamma.strata.market.surface.DeformedSurface
 
withMetadata(SurfaceMetadata) - Method in class com.opengamma.strata.market.surface.InterpolatedNodalSurface
 
withMetadata(SurfaceMetadata) - Method in interface com.opengamma.strata.market.surface.NodalSurface
Returns a new surface with the specified metadata.
withMetadata(SurfaceMetadata) - Method in interface com.opengamma.strata.market.surface.Surface
Returns a new surface with the specified metadata.
withName(CurveGroupName) - Method in class com.opengamma.strata.market.curve.RatesCurveGroupDefinition
Returns a copy of this definition with a different name.
withNode(double, double, ParameterMetadata) - Method in class com.opengamma.strata.market.curve.ConstantNodalCurve
 
withNode(double, double, ParameterMetadata) - Method in class com.opengamma.strata.market.curve.InflationNodalCurve
 
withNode(double, double, ParameterMetadata) - Method in class com.opengamma.strata.market.curve.InterpolatedNodalCurve
Returns a new curve with an additional node, specifying the parameter metadata.
withNode(double, double, ParameterMetadata) - Method in interface com.opengamma.strata.market.curve.NodalCurve
Returns a new curve with an additional node, specifying the parameter metadata.
withObservableSource(ObservableSource) - Method in interface com.opengamma.strata.data.ObservableId
Returns an identifier equivalent to this with the specified source.
withObservableSource(ObservableSource) - Method in class com.opengamma.strata.market.observable.IndexQuoteId
 
withObservableSource(ObservableSource) - Method in class com.opengamma.strata.market.observable.QuoteId
 
without(Class<? extends CalculationParameter>) - Method in class com.opengamma.strata.calc.runner.CalculationParameters
Filters the parameters, returning a set without the specified type.
withParameter(int, double) - Method in class com.opengamma.strata.market.curve.AddFixedCurve
 
withParameter(int, double) - Method in class com.opengamma.strata.market.curve.CombinedCurve
 
withParameter(int, double) - Method in class com.opengamma.strata.market.curve.ConstantCurve
 
withParameter(int, double) - Method in class com.opengamma.strata.market.curve.ConstantNodalCurve
 
withParameter(int, double) - Method in interface com.opengamma.strata.market.curve.Curve
 
withParameter(int, double) - Method in class com.opengamma.strata.market.curve.InflationNodalCurve
 
withParameter(int, double) - Method in class com.opengamma.strata.market.curve.InterpolatedNodalCurve
 
withParameter(int, double) - Method in interface com.opengamma.strata.market.curve.NodalCurve
 
withParameter(int, double) - Method in class com.opengamma.strata.market.curve.ParallelShiftedCurve
 
withParameter(int, double) - Method in class com.opengamma.strata.market.curve.ParameterizedFunctionalCurve
 
withParameter(int, double) - Method in interface com.opengamma.strata.market.param.ParameterizedData
Returns a copy of the data with the value at the specified index altered.
withParameter(Class<R>, int, double) - Method in class com.opengamma.strata.market.param.ParameterizedDataCombiner
Updates a parameter on the specified list of underlying instances.
withParameter(int, double) - Method in class com.opengamma.strata.market.surface.ConstantSurface
 
withParameter(int, double) - Method in class com.opengamma.strata.market.surface.DeformedSurface
 
withParameter(int, double) - Method in class com.opengamma.strata.market.surface.InterpolatedNodalSurface
 
withParameter(int, double) - Method in interface com.opengamma.strata.market.surface.NodalSurface
 
withParameter(int, double) - Method in interface com.opengamma.strata.market.surface.Surface
 
withParameter(int, double) - Method in class com.opengamma.strata.pricer.bond.BlackBondFutureExpiryLogMoneynessVolatilities
 
withParameter(int, double) - Method in interface com.opengamma.strata.pricer.bond.BlackBondFutureVolatilities
 
withParameter(int, double) - Method in interface com.opengamma.strata.pricer.bond.BondFutureVolatilities
 
withParameter(int, double) - Method in class com.opengamma.strata.pricer.capfloor.BlackIborCapletFloorletExpiryStrikeVolatilities
 
withParameter(int, double) - Method in interface com.opengamma.strata.pricer.capfloor.BlackIborCapletFloorletVolatilities
 
withParameter(int, double) - Method in interface com.opengamma.strata.pricer.capfloor.IborCapletFloorletVolatilities
 
withParameter(int, double) - Method in class com.opengamma.strata.pricer.capfloor.NormalIborCapletFloorletExpiryStrikeVolatilities
 
withParameter(int, double) - Method in interface com.opengamma.strata.pricer.capfloor.NormalIborCapletFloorletVolatilities
 
withParameter(int, double) - Method in interface com.opengamma.strata.pricer.capfloor.SabrIborCapletFloorletVolatilities
 
withParameter(int, double) - Method in class com.opengamma.strata.pricer.capfloor.SabrParametersIborCapletFloorletVolatilities
 
withParameter(int, double) - Method in class com.opengamma.strata.pricer.capfloor.ShiftedBlackIborCapletFloorletExpiryStrikeVolatilities
 
withParameter(int, double) - Method in class com.opengamma.strata.pricer.credit.ConstantRecoveryRates
 
withParameter(int, double) - Method in interface com.opengamma.strata.pricer.credit.CreditDiscountFactors
 
withParameter(int, double) - Method in class com.opengamma.strata.pricer.credit.IsdaCreditDiscountFactors
 
withParameter(int, double) - Method in interface com.opengamma.strata.pricer.credit.RecoveryRates
 
withParameter(int, double) - Method in interface com.opengamma.strata.pricer.DiscountFactors
 
withParameter(int, double) - Method in class com.opengamma.strata.pricer.fx.DiscountFxForwardRates
 
withParameter(int, double) - Method in class com.opengamma.strata.pricer.fx.ForwardFxIndexRates
 
withParameter(int, double) - Method in interface com.opengamma.strata.pricer.fx.FxForwardRates
 
withParameter(int, double) - Method in interface com.opengamma.strata.pricer.fx.FxIndexRates
 
withParameter(int, double) - Method in class com.opengamma.strata.pricer.fxopt.BlackFxOptionFlatVolatilities
 
withParameter(int, double) - Method in class com.opengamma.strata.pricer.fxopt.BlackFxOptionSmileVolatilities
 
withParameter(int, double) - Method in class com.opengamma.strata.pricer.fxopt.BlackFxOptionSurfaceVolatilities
 
withParameter(int, double) - Method in interface com.opengamma.strata.pricer.fxopt.BlackFxOptionVolatilities
 
withParameter(int, double) - Method in interface com.opengamma.strata.pricer.fxopt.FxOptionVolatilities
 
withParameter(int, double) - Method in class com.opengamma.strata.pricer.fxopt.InterpolatedStrikeSmileDeltaTermStructure
 
withParameter(int, double) - Method in class com.opengamma.strata.pricer.fxopt.SmileDeltaParameters
 
withParameter(int, double) - Method in interface com.opengamma.strata.pricer.fxopt.SmileDeltaTermStructure
 
withParameter(int, double) - Method in interface com.opengamma.strata.pricer.index.IborFutureOptionVolatilities
 
withParameter(int, double) - Method in class com.opengamma.strata.pricer.index.NormalIborFutureOptionExpirySimpleMoneynessVolatilities
 
withParameter(int, double) - Method in interface com.opengamma.strata.pricer.index.NormalIborFutureOptionVolatilities
 
withParameter(int, double) - Method in class com.opengamma.strata.pricer.model.SabrInterestRateParameters
 
withParameter(int, double) - Method in class com.opengamma.strata.pricer.model.SabrParameters
 
withParameter(int, double) - Method in class com.opengamma.strata.pricer.rate.DiscountIborIndexRates
 
withParameter(int, double) - Method in class com.opengamma.strata.pricer.rate.DiscountOvernightIndexRates
 
withParameter(int, double) - Method in interface com.opengamma.strata.pricer.rate.IborIndexRates
 
withParameter(int, double) - Method in interface com.opengamma.strata.pricer.rate.OvernightIndexRates
 
withParameter(int, double) - Method in interface com.opengamma.strata.pricer.rate.PriceIndexValues
 
withParameter(int, double) - Method in class com.opengamma.strata.pricer.rate.SimpleIborIndexRates
 
withParameter(int, double) - Method in class com.opengamma.strata.pricer.rate.SimplePriceIndexValues
 
withParameter(int, double) - Method in class com.opengamma.strata.pricer.SimpleDiscountFactors
 
withParameter(int, double) - Method in class com.opengamma.strata.pricer.swaption.BlackSwaptionExpiryTenorVolatilities
 
withParameter(int, double) - Method in interface com.opengamma.strata.pricer.swaption.BlackSwaptionVolatilities
 
withParameter(int, double) - Method in class com.opengamma.strata.pricer.swaption.NormalSwaptionExpirySimpleMoneynessVolatilities
 
withParameter(int, double) - Method in class com.opengamma.strata.pricer.swaption.NormalSwaptionExpiryStrikeVolatilities
 
withParameter(int, double) - Method in class com.opengamma.strata.pricer.swaption.NormalSwaptionExpiryTenorVolatilities
 
withParameter(int, double) - Method in interface com.opengamma.strata.pricer.swaption.NormalSwaptionVolatilities
 
withParameter(int, double) - Method in class com.opengamma.strata.pricer.swaption.SabrParametersSwaptionVolatilities
 
withParameter(int, double) - Method in interface com.opengamma.strata.pricer.swaption.SabrSwaptionVolatilities
 
withParameter(int, double) - Method in interface com.opengamma.strata.pricer.swaption.SwaptionVolatilities
 
withParameter(int, double) - Method in class com.opengamma.strata.pricer.ZeroRateDiscountFactors
 
withParameter(int, double) - Method in class com.opengamma.strata.pricer.ZeroRatePeriodicDiscountFactors
 
withParameterMetadata(List<? extends ParameterMetadata>) - Method in interface com.opengamma.strata.market.curve.CurveMetadata
Returns an instance where the parameter metadata has been changed.
withParameterMetadata(List<? extends ParameterMetadata>) - Method in class com.opengamma.strata.market.curve.DefaultCurveMetadata
 
withParameterMetadata(List<? extends ParameterMetadata>) - Method in class com.opengamma.strata.market.surface.DefaultSurfaceMetadata
 
withParameterMetadata(List<? extends ParameterMetadata>) - Method in interface com.opengamma.strata.market.surface.SurfaceMetadata
Returns an instance where the parameter metadata has been changed.
withParameters(DoubleArray) - Method in class com.opengamma.strata.market.curve.ParameterizedFunctionalCurve
Returns a copy of the curve with all of the parameters altered.
withPerturbation(MarketDataId<T>, ScenarioPerturbation<T>, ReferenceData) - Method in interface com.opengamma.strata.data.scenario.ScenarioMarketData
Returns a copy of this market data with the specified value perturbed.
withPerturbation(ParameterPerturbation) - Method in class com.opengamma.strata.market.curve.AddFixedCurve
 
withPerturbation(ParameterPerturbation) - Method in class com.opengamma.strata.market.curve.CombinedCurve
 
withPerturbation(ParameterPerturbation) - Method in class com.opengamma.strata.market.curve.ConstantCurve
 
withPerturbation(ParameterPerturbation) - Method in class com.opengamma.strata.market.curve.ConstantNodalCurve
 
withPerturbation(ParameterPerturbation) - Method in interface com.opengamma.strata.market.curve.Curve
 
withPerturbation(ParameterPerturbation) - Method in class com.opengamma.strata.market.curve.InterpolatedNodalCurve
 
withPerturbation(ParameterPerturbation) - Method in interface com.opengamma.strata.market.curve.NodalCurve
 
withPerturbation(ParameterPerturbation) - Method in class com.opengamma.strata.market.curve.ParallelShiftedCurve
 
withPerturbation(ParameterPerturbation) - Method in class com.opengamma.strata.market.curve.ParameterizedFunctionalCurve
 
withPerturbation(ParameterPerturbation) - Method in interface com.opengamma.strata.market.param.ParameterizedData
Returns a perturbed copy of the data.
withPerturbation(Class<R>, ParameterPerturbation) - Method in class com.opengamma.strata.market.param.ParameterizedDataCombiner
Applies a perturbation to each underlying.
withPerturbation(ParameterPerturbation) - Method in class com.opengamma.strata.market.surface.ConstantSurface
 
withPerturbation(ParameterPerturbation) - Method in class com.opengamma.strata.market.surface.InterpolatedNodalSurface
 
withPerturbation(ParameterPerturbation) - Method in interface com.opengamma.strata.market.surface.NodalSurface
 
withPerturbation(ParameterPerturbation) - Method in interface com.opengamma.strata.market.surface.Surface
 
withPerturbation(ParameterPerturbation) - Method in class com.opengamma.strata.pricer.bond.BlackBondFutureExpiryLogMoneynessVolatilities
 
withPerturbation(ParameterPerturbation) - Method in interface com.opengamma.strata.pricer.bond.BlackBondFutureVolatilities
 
withPerturbation(ParameterPerturbation) - Method in interface com.opengamma.strata.pricer.bond.BondFutureVolatilities
 
withPerturbation(ParameterPerturbation) - Method in class com.opengamma.strata.pricer.capfloor.BlackIborCapletFloorletExpiryStrikeVolatilities
 
withPerturbation(ParameterPerturbation) - Method in interface com.opengamma.strata.pricer.capfloor.BlackIborCapletFloorletVolatilities
 
withPerturbation(ParameterPerturbation) - Method in interface com.opengamma.strata.pricer.capfloor.IborCapletFloorletVolatilities
 
withPerturbation(ParameterPerturbation) - Method in class com.opengamma.strata.pricer.capfloor.NormalIborCapletFloorletExpiryStrikeVolatilities
 
withPerturbation(ParameterPerturbation) - Method in interface com.opengamma.strata.pricer.capfloor.NormalIborCapletFloorletVolatilities
 
withPerturbation(ParameterPerturbation) - Method in interface com.opengamma.strata.pricer.capfloor.SabrIborCapletFloorletVolatilities
 
withPerturbation(ParameterPerturbation) - Method in class com.opengamma.strata.pricer.capfloor.SabrParametersIborCapletFloorletVolatilities
 
withPerturbation(ParameterPerturbation) - Method in class com.opengamma.strata.pricer.capfloor.ShiftedBlackIborCapletFloorletExpiryStrikeVolatilities
 
withPerturbation(ParameterPerturbation) - Method in class com.opengamma.strata.pricer.credit.ConstantRecoveryRates
 
withPerturbation(ParameterPerturbation) - Method in interface com.opengamma.strata.pricer.credit.CreditDiscountFactors
 
withPerturbation(ParameterPerturbation) - Method in class com.opengamma.strata.pricer.credit.IsdaCreditDiscountFactors
 
withPerturbation(ParameterPerturbation) - Method in interface com.opengamma.strata.pricer.credit.RecoveryRates
 
withPerturbation(ParameterPerturbation) - Method in interface com.opengamma.strata.pricer.DiscountFactors
 
withPerturbation(ParameterPerturbation) - Method in class com.opengamma.strata.pricer.fx.DiscountFxForwardRates
 
withPerturbation(ParameterPerturbation) - Method in class com.opengamma.strata.pricer.fx.ForwardFxIndexRates
 
withPerturbation(ParameterPerturbation) - Method in interface com.opengamma.strata.pricer.fx.FxForwardRates
 
withPerturbation(ParameterPerturbation) - Method in interface com.opengamma.strata.pricer.fx.FxIndexRates
 
withPerturbation(ParameterPerturbation) - Method in class com.opengamma.strata.pricer.fxopt.BlackFxOptionFlatVolatilities
 
withPerturbation(ParameterPerturbation) - Method in class com.opengamma.strata.pricer.fxopt.BlackFxOptionSmileVolatilities
 
withPerturbation(ParameterPerturbation) - Method in class com.opengamma.strata.pricer.fxopt.BlackFxOptionSurfaceVolatilities
 
withPerturbation(ParameterPerturbation) - Method in interface com.opengamma.strata.pricer.fxopt.BlackFxOptionVolatilities
 
withPerturbation(ParameterPerturbation) - Method in interface com.opengamma.strata.pricer.fxopt.FxOptionVolatilities
 
withPerturbation(ParameterPerturbation) - Method in class com.opengamma.strata.pricer.fxopt.InterpolatedStrikeSmileDeltaTermStructure
 
withPerturbation(ParameterPerturbation) - Method in class com.opengamma.strata.pricer.fxopt.SmileDeltaParameters
 
withPerturbation(ParameterPerturbation) - Method in interface com.opengamma.strata.pricer.fxopt.SmileDeltaTermStructure
 
withPerturbation(ParameterPerturbation) - Method in interface com.opengamma.strata.pricer.index.IborFutureOptionVolatilities
 
withPerturbation(ParameterPerturbation) - Method in class com.opengamma.strata.pricer.index.NormalIborFutureOptionExpirySimpleMoneynessVolatilities
 
withPerturbation(ParameterPerturbation) - Method in interface com.opengamma.strata.pricer.index.NormalIborFutureOptionVolatilities
 
withPerturbation(ParameterPerturbation) - Method in class com.opengamma.strata.pricer.model.SabrInterestRateParameters
 
withPerturbation(ParameterPerturbation) - Method in class com.opengamma.strata.pricer.model.SabrParameters
 
withPerturbation(ParameterPerturbation) - Method in class com.opengamma.strata.pricer.rate.DiscountIborIndexRates
 
withPerturbation(ParameterPerturbation) - Method in class com.opengamma.strata.pricer.rate.DiscountOvernightIndexRates
 
withPerturbation(ParameterPerturbation) - Method in interface com.opengamma.strata.pricer.rate.IborIndexRates
 
withPerturbation(ParameterPerturbation) - Method in interface com.opengamma.strata.pricer.rate.OvernightIndexRates
 
withPerturbation(ParameterPerturbation) - Method in interface com.opengamma.strata.pricer.rate.PriceIndexValues
 
withPerturbation(ParameterPerturbation) - Method in class com.opengamma.strata.pricer.rate.SimpleIborIndexRates
 
withPerturbation(ParameterPerturbation) - Method in class com.opengamma.strata.pricer.rate.SimplePriceIndexValues
 
withPerturbation(ParameterPerturbation) - Method in class com.opengamma.strata.pricer.SimpleDiscountFactors
 
withPerturbation(ParameterPerturbation) - Method in class com.opengamma.strata.pricer.swaption.BlackSwaptionExpiryTenorVolatilities
 
withPerturbation(ParameterPerturbation) - Method in interface com.opengamma.strata.pricer.swaption.BlackSwaptionVolatilities
 
withPerturbation(ParameterPerturbation) - Method in class com.opengamma.strata.pricer.swaption.NormalSwaptionExpirySimpleMoneynessVolatilities
 
withPerturbation(ParameterPerturbation) - Method in class com.opengamma.strata.pricer.swaption.NormalSwaptionExpiryStrikeVolatilities
 
withPerturbation(ParameterPerturbation) - Method in class com.opengamma.strata.pricer.swaption.NormalSwaptionExpiryTenorVolatilities
 
withPerturbation(ParameterPerturbation) - Method in interface com.opengamma.strata.pricer.swaption.NormalSwaptionVolatilities
 
withPerturbation(ParameterPerturbation) - Method in class com.opengamma.strata.pricer.swaption.SabrParametersSwaptionVolatilities
 
withPerturbation(ParameterPerturbation) - Method in interface com.opengamma.strata.pricer.swaption.SabrSwaptionVolatilities
 
withPerturbation(ParameterPerturbation) - Method in interface com.opengamma.strata.pricer.swaption.SwaptionVolatilities
 
withPerturbation(ParameterPerturbation) - Method in class com.opengamma.strata.pricer.ZeroRateDiscountFactors
 
withPerturbation(ParameterPerturbation) - Method in class com.opengamma.strata.pricer.ZeroRatePeriodicDiscountFactors
 
withPrice(double) - Method in class com.opengamma.strata.product.bond.BillTrade
 
withPrice(double) - Method in class com.opengamma.strata.product.bond.BondFutureOptionTrade
 
withPrice(double) - Method in class com.opengamma.strata.product.bond.BondFutureTrade
 
withPrice(double) - Method in class com.opengamma.strata.product.bond.CapitalIndexedBondTrade
 
withPrice(double) - Method in class com.opengamma.strata.product.bond.FixedCouponBondTrade
 
withPrice(double) - Method in class com.opengamma.strata.product.dsf.DsfTrade
 
withPrice(double) - Method in class com.opengamma.strata.product.etd.EtdFutureTrade
 
withPrice(double) - Method in class com.opengamma.strata.product.etd.EtdOptionTrade
 
withPrice(double) - Method in class com.opengamma.strata.product.GenericSecurityTrade
 
withPrice(double) - Method in class com.opengamma.strata.product.index.IborFutureOptionTrade
 
withPrice(double) - Method in class com.opengamma.strata.product.index.IborFutureTrade
 
withPrice(double) - Method in class com.opengamma.strata.product.index.OvernightFutureTrade
 
withPrice(double) - Method in interface com.opengamma.strata.product.ResolvableSecurityTrade
Returns an instance with the specified price.
withPrice(double) - Method in interface com.opengamma.strata.product.SecuritizedProductTrade
Returns an instance with the specified price.
withPrice(double) - Method in interface com.opengamma.strata.product.SecurityQuantityTrade
Returns an instance with the specified price.
withPrice(double) - Method in class com.opengamma.strata.product.SecurityTrade
 
withQuantity(double) - Method in class com.opengamma.strata.product.bond.BillPosition
 
withQuantity(double) - Method in class com.opengamma.strata.product.bond.BillTrade
 
withQuantity(double) - Method in class com.opengamma.strata.product.bond.BondFutureOptionPosition
 
withQuantity(double) - Method in class com.opengamma.strata.product.bond.BondFutureOptionTrade
 
withQuantity(double) - Method in class com.opengamma.strata.product.bond.BondFuturePosition
 
withQuantity(double) - Method in class com.opengamma.strata.product.bond.BondFutureTrade
 
withQuantity(double) - Method in class com.opengamma.strata.product.bond.CapitalIndexedBondPosition
 
withQuantity(double) - Method in class com.opengamma.strata.product.bond.CapitalIndexedBondTrade
 
withQuantity(double) - Method in class com.opengamma.strata.product.bond.FixedCouponBondPosition
 
withQuantity(double) - Method in class com.opengamma.strata.product.bond.FixedCouponBondTrade
 
withQuantity(double) - Method in class com.opengamma.strata.product.dsf.DsfPosition
 
withQuantity(double) - Method in class com.opengamma.strata.product.dsf.DsfTrade
 
withQuantity(double) - Method in class com.opengamma.strata.product.etd.EtdFuturePosition
 
withQuantity(double) - Method in class com.opengamma.strata.product.etd.EtdFutureTrade
 
withQuantity(double) - Method in class com.opengamma.strata.product.etd.EtdOptionPosition
 
withQuantity(double) - Method in class com.opengamma.strata.product.etd.EtdOptionTrade
 
withQuantity(double) - Method in interface com.opengamma.strata.product.etd.EtdPosition
Returns an instance with the specified quantity.
withQuantity(double) - Method in class com.opengamma.strata.product.GenericSecurityPosition
 
withQuantity(double) - Method in class com.opengamma.strata.product.GenericSecurityTrade
 
withQuantity(double) - Method in class com.opengamma.strata.product.index.IborFutureOptionPosition
 
withQuantity(double) - Method in class com.opengamma.strata.product.index.IborFutureOptionTrade
 
withQuantity(double) - Method in class com.opengamma.strata.product.index.IborFuturePosition
 
withQuantity(double) - Method in class com.opengamma.strata.product.index.IborFutureTrade
 
withQuantity(double) - Method in class com.opengamma.strata.product.index.OvernightFuturePosition
 
withQuantity(double) - Method in class com.opengamma.strata.product.index.OvernightFutureTrade
 
withQuantity(double) - Method in interface com.opengamma.strata.product.Position
Returns an instance with the specified quantity.
withQuantity(double) - Method in interface com.opengamma.strata.product.ResolvableSecurityPosition
Returns an instance with the specified quantity.
withQuantity(double) - Method in interface com.opengamma.strata.product.ResolvableSecurityTrade
Returns an instance with the specified quantity.
withQuantity(double) - Method in interface com.opengamma.strata.product.SecuritizedProductPortfolioItem
Returns an instance with the specified quantity.
withQuantity(double) - Method in interface com.opengamma.strata.product.SecuritizedProductPosition
Returns an instance with the specified quantity.
withQuantity(double) - Method in interface com.opengamma.strata.product.SecuritizedProductTrade
Returns an instance with the specified quantity.
withQuantity(double) - Method in class com.opengamma.strata.product.SecurityPosition
 
withQuantity(double) - Method in interface com.opengamma.strata.product.SecurityQuantityTrade
Returns an instance with the specified quantity.
withQuantity(double) - Method in class com.opengamma.strata.product.SecurityTrade
 
withResult(Result<?>) - Method in class com.opengamma.strata.calc.runner.CalculationResult
Returns a copy of this result with the underlying result updated.
withSeasonalityDefinitions(Map<CurveName, SeasonalityDefinition>) - Method in class com.opengamma.strata.market.curve.RatesCurveGroupDefinition
Returns a copy of this object containing the specified seasonality definitions.
withSensitivity(DoubleMatrix) - Method in class com.opengamma.strata.market.param.CrossGammaParameterSensitivity
Returns an instance with new parameter sensitivity values.
withSensitivity(DoubleArray) - Method in class com.opengamma.strata.market.param.CurrencyParameterSensitivity
Returns an instance with new parameter sensitivity values.
withSensitivity(DoubleArray) - Method in class com.opengamma.strata.market.param.UnitParameterSensitivity
Returns an instance with new parameter sensitivity values.
withSensitivity(double) - Method in interface com.opengamma.strata.market.sensitivity.PointSensitivity
Returns an instance with the new point sensitivity value.
withSensitivity(double) - Method in class com.opengamma.strata.pricer.bond.BondFutureOptionSensitivity
 
withSensitivity(double) - Method in class com.opengamma.strata.pricer.bond.IssuerCurveZeroRateSensitivity
 
withSensitivity(double) - Method in class com.opengamma.strata.pricer.bond.RepoCurveZeroRateSensitivity
 
withSensitivity(double) - Method in class com.opengamma.strata.pricer.capfloor.IborCapletFloorletSabrSensitivity
 
withSensitivity(double) - Method in class com.opengamma.strata.pricer.capfloor.IborCapletFloorletSensitivity
 
withSensitivity(double) - Method in class com.opengamma.strata.pricer.credit.CreditCurveZeroRateSensitivity
 
withSensitivity(double) - Method in class com.opengamma.strata.pricer.fx.FxForwardSensitivity
 
withSensitivity(double) - Method in class com.opengamma.strata.pricer.fx.FxIndexSensitivity
 
withSensitivity(double) - Method in class com.opengamma.strata.pricer.fxopt.FxOptionSensitivity
 
withSensitivity(double) - Method in class com.opengamma.strata.pricer.index.IborFutureOptionSensitivity
 
withSensitivity(double) - Method in class com.opengamma.strata.pricer.rate.IborRateSensitivity
 
withSensitivity(double) - Method in class com.opengamma.strata.pricer.rate.InflationRateSensitivity
 
withSensitivity(double) - Method in class com.opengamma.strata.pricer.rate.OvernightRateSensitivity
 
withSensitivity(double) - Method in class com.opengamma.strata.pricer.swaption.SwaptionSabrSensitivity
 
withSensitivity(double) - Method in class com.opengamma.strata.pricer.swaption.SwaptionSensitivity
 
withSensitivity(double) - Method in class com.opengamma.strata.pricer.ZeroRateSensitivity
 
withUnderlyingCurve(int, Curve) - Method in class com.opengamma.strata.market.curve.AddFixedCurve
 
withUnderlyingCurve(int, Curve) - Method in class com.opengamma.strata.market.curve.CombinedCurve
 
withUnderlyingCurve(int, Curve) - Method in interface com.opengamma.strata.market.curve.Curve
Replaces an underlying curve by a new curve.
withValue(double) - Method in class com.opengamma.strata.collect.timeseries.LocalDateDoublePoint
Returns a copy of this point with another value.
withValue(MarketDataId<T>, T) - Method in interface com.opengamma.strata.data.MarketData
Returns a copy of this market data with the specified value.
withValue(MarketDataId<T>, MarketDataBox<T>) - Method in interface com.opengamma.strata.data.scenario.ScenarioMarketData
Returns a copy of this market data with the specified value.
withValue(double) - Method in class com.opengamma.strata.market.option.DeltaStrike
 
withValue(double) - Method in class com.opengamma.strata.market.option.LogMoneynessStrike
 
withValue(double) - Method in class com.opengamma.strata.market.option.MoneynessStrike
 
withValue(double) - Method in class com.opengamma.strata.market.option.SimpleStrike
 
withValue(double) - Method in interface com.opengamma.strata.market.option.Strike
Creates an new instance of the same strike type with value.
withValues(DoubleArray, DoubleArray) - Method in class com.opengamma.strata.market.curve.ConstantNodalCurve
 
withValues(DoubleArray, DoubleArray) - Method in class com.opengamma.strata.market.curve.InflationNodalCurve
 
withValues(DoubleArray, DoubleArray) - Method in class com.opengamma.strata.market.curve.InterpolatedNodalCurve
 
withValues(DoubleArray, DoubleArray) - Method in interface com.opengamma.strata.market.curve.NodalCurve
Returns a new curve with the specified x-values and y-values.
withVolatility(DoubleArray) - Method in class com.opengamma.strata.pricer.model.HullWhiteOneFactorPiecewiseConstantParameters
Returns a copy with the volatility parameters changed.
withVolatilityAdded(double, double) - Method in class com.opengamma.strata.pricer.model.HullWhiteOneFactorPiecewiseConstantParameters
Returns a copy with an extra volatility and volatility time added at the end of the respective arrays.
withYValues(DoubleArray) - Method in class com.opengamma.strata.market.curve.ConstantNodalCurve
 
withYValues(DoubleArray) - Method in class com.opengamma.strata.market.curve.InflationNodalCurve
 
withYValues(DoubleArray) - Method in class com.opengamma.strata.market.curve.InterpolatedNodalCurve
 
withYValues(DoubleArray) - Method in interface com.opengamma.strata.market.curve.NodalCurve
Returns a new curve with the specified values.
withZValues(DoubleArray) - Method in class com.opengamma.strata.market.surface.InterpolatedNodalSurface
 
withZValues(DoubleArray) - Method in interface com.opengamma.strata.market.surface.NodalSurface
Returns a new surface with the specified values.
wrap(Supplier<Result<T>>) - Static method in class com.opengamma.strata.collect.result.Result
Creates a Result wrapping the result produced by the supplier.
wrap(CheckedRunnable) - Static method in class com.opengamma.strata.collect.Unchecked
Wraps a block of code, converting checked exceptions to unchecked.
wrap(CheckedSupplier<T>) - Static method in class com.opengamma.strata.collect.Unchecked
Wraps a block of code, converting checked exceptions to unchecked.
writeAsciiTable(OutputStream) - Method in class com.opengamma.strata.report.cashflow.CashFlowReport
 
writeAsciiTable(R, OutputStream) - Method in class com.opengamma.strata.report.framework.format.ReportFormatter
Outputs the report as an ASCII table.
writeAsciiTable(OutputStream) - Method in interface com.opengamma.strata.report.Report
Writes this report out as an ASCII table.
writeAsciiTable(OutputStream) - Method in class com.opengamma.strata.report.trade.TradeReport
 
writeCsv(OutputStream) - Method in class com.opengamma.strata.report.cashflow.CashFlowReport
 
writeCsv(R, OutputStream) - Method in class com.opengamma.strata.report.framework.format.ReportFormatter
Outputs the report table in CSV format.
writeCsv(OutputStream) - Method in interface com.opengamma.strata.report.Report
Writes this report out in a CSV format.
writeCsv(OutputStream) - Method in class com.opengamma.strata.report.trade.TradeReport
 
writeCurveGroup(File, RatesCurveGroup...) - Static method in class com.opengamma.strata.loader.csv.RatesCurveGroupDefinitionCsvLoader
Writes the curve group in a CSV format to a file.
writeCurveGroup(Appendable, RatesCurveGroup...) - Static method in class com.opengamma.strata.loader.csv.RatesCurveGroupDefinitionCsvLoader
Writes the curve group in a CSV format to an appendable.
writeCurveGroupDefinition(File, RatesCurveGroupDefinition...) - Static method in class com.opengamma.strata.loader.csv.RatesCurveGroupDefinitionCsvLoader
Writes the curve groups definition in a CSV format to a file.
writeCurveGroupDefinition(Appendable, RatesCurveGroupDefinition...) - Static method in class com.opengamma.strata.loader.csv.RatesCurveGroupDefinitionCsvLoader
Writes the curve groups definition in a CSV format to an appendable.
writeCurveNodes(File, LocalDate, RatesCurveGroup) - Static method in class com.opengamma.strata.loader.csv.RatesCurvesCsvLoader
Writes the curve groups definition in a CSV format to a file.
writeCurveNodes(Appendable, LocalDate, RatesCurveGroup) - Static method in class com.opengamma.strata.loader.csv.RatesCurvesCsvLoader
Writes the curve nodes in a CSV format to an appendable.
writeCurveSettings(File, RatesCurveGroup) - Static method in class com.opengamma.strata.loader.csv.RatesCurvesCsvLoader
Writes the curve settings in a CSV format to a file.
writeCurveSettings(Appendable, RatesCurveGroup) - Static method in class com.opengamma.strata.loader.csv.RatesCurvesCsvLoader
Writes the curve settings in a CSV format to an appendable.
writeLine(List<String>) - Method in class com.opengamma.strata.collect.io.CsvOutput
Writes a CSV line to the underlying, only quoting if needed.
writeLine(List<String>, boolean) - Method in class com.opengamma.strata.collect.io.CsvOutput
Writes a CSV line to the underlying.
writeLines(Iterable<? extends List<String>>, boolean) - Method in class com.opengamma.strata.collect.io.CsvOutput
Writes CSV lines to the underlying.

X

XAG - Static variable in class com.opengamma.strata.basics.currency.Currency
The currency 'XAG' - Silver (troy ounce).
XASX - Static variable in class com.opengamma.strata.product.common.ExchangeIds
Australian Securities Exchange.
XAU - Static variable in class com.opengamma.strata.basics.currency.Currency
The currency 'XAU' - Gold (troy ounce).
XCBO - Static variable in class com.opengamma.strata.product.common.ExchangeIds
Chicago Board Options Exchange.
XCBT - Static variable in class com.opengamma.strata.product.common.ExchangeIds
Chicago Board of Trade (CBOT).
XCcyIborIborSwapConvention - Interface in com.opengamma.strata.product.swap.type
A market convention for cross-currency Ibor-Ibor swap trades without FX reset.
XCcyIborIborSwapConventions - Class in com.opengamma.strata.product.swap.type
Market standard cross-currency Ibor-Ibor swap conventions.
XCcyIborIborSwapCurveNode - Class in com.opengamma.strata.market.curve.node
A curve node whose instrument is a cross-currency Ibor-Ibor interest rate swap.
XCcyIborIborSwapCurveNode.Builder - Class in com.opengamma.strata.market.curve.node
The bean-builder for XCcyIborIborSwapCurveNode.
XCcyIborIborSwapCurveNode.Meta - Class in com.opengamma.strata.market.curve.node
The meta-bean for XCcyIborIborSwapCurveNode.
XCcyIborIborSwapTemplate - Class in com.opengamma.strata.product.swap.type
A template for creating cross-currency Ibor-Ibor swap trades.
XCcyIborIborSwapTemplate.Builder - Class in com.opengamma.strata.product.swap.type
The bean-builder for XCcyIborIborSwapTemplate.
XCcyIborIborSwapTemplate.Meta - Class in com.opengamma.strata.product.swap.type
The meta-bean for XCcyIborIborSwapTemplate.
XCEC - Static variable in class com.opengamma.strata.product.common.ExchangeIds
Commodities Exchange Center (COMEX).
XCME - Static variable in class com.opengamma.strata.product.common.ExchangeIds
Chicago Mercantile Exchange (CME).
xExtrapolatorLeft() - Method in class com.opengamma.strata.market.surface.interpolator.GridSurfaceInterpolator.Meta
The meta-property for the xExtrapolatorLeft property.
xExtrapolatorRight() - Method in class com.opengamma.strata.market.surface.interpolator.GridSurfaceInterpolator.Meta
The meta-property for the xExtrapolatorRight property.
XFNO - Static variable in class com.opengamma.strata.product.common.ExchangeIds
Borsa Istanbul Exchange
XHKF - Static variable in class com.opengamma.strata.product.common.ExchangeIds
Hong Kong Futures Exchange Ltd.
XHKG - Static variable in class com.opengamma.strata.product.common.ExchangeIds
Hong Kong Exchanges And Clearing Ltd.
xInterpolator() - Method in class com.opengamma.strata.market.surface.interpolator.GridSurfaceInterpolator.Meta
The meta-property for the xInterpolator property.
XJSE - Static variable in class com.opengamma.strata.product.common.ExchangeIds
Johannesburg Stock Exchange.
XKLS - Static variable in class com.opengamma.strata.product.common.ExchangeIds
Bursa Malaysia.
XLME - Static variable in class com.opengamma.strata.product.common.ExchangeIds
London Metal Exchange.
XMGE - Static variable in class com.opengamma.strata.product.common.ExchangeIds
Minneapolis Grain Exchange.
XmlElement - Class in com.opengamma.strata.collect.io
A single element in the tree structure of XML.
XmlFile - Class in com.opengamma.strata.collect.io
An XML file.
XMOD - Static variable in class com.opengamma.strata.product.common.ExchangeIds
The Montreal Exchange.
XMRV - Static variable in class com.opengamma.strata.product.common.ExchangeIds
Mercado Español de Futuros Financiero (MEFF).
XNYM - Static variable in class com.opengamma.strata.product.common.ExchangeIds
New York Mercantile Exchange (NYMEX).
XOSE - Static variable in class com.opengamma.strata.product.common.ExchangeIds
Osaka Exchange.
XPD - Static variable in class com.opengamma.strata.basics.currency.Currency
The currency 'XPD' - Paladium (troy ounce).
XPT - Static variable in class com.opengamma.strata.basics.currency.Currency
The currency 'XPT' - Platinum (troy ounce).
XSAF - Static variable in class com.opengamma.strata.product.common.ExchangeIds
JSE - Equity Derivatives Market.
XSES - Static variable in class com.opengamma.strata.product.common.ExchangeIds
Singapore Exchange Ltd.
XSFE - Static variable in class com.opengamma.strata.product.common.ExchangeIds
ASX - Trade24 (formerly Sydney Futures Exchange).
XTFF - Static variable in class com.opengamma.strata.product.common.ExchangeIds
Tokyo Financial Exchange.
XTKS - Static variable in class com.opengamma.strata.product.common.ExchangeIds
Tokyo Stock Exchange.
XTKT - Static variable in class com.opengamma.strata.product.common.ExchangeIds
Tokyo Commodity Exchange.
xValue(double) - Method in class com.opengamma.strata.market.curve.ConstantNodalCurve.Builder
Sets the single x-value.
xValue() - Method in class com.opengamma.strata.market.curve.ConstantNodalCurve.Meta
The meta-property for the xValue property.
xValue() - Method in class com.opengamma.strata.market.curve.SimpleCurveParameterMetadata.Meta
The meta-property for the xValue property.
xValue() - Method in class com.opengamma.strata.market.surface.SimpleSurfaceParameterMetadata.Meta
The meta-property for the xValue property.
xValues(DoubleArray) - Method in class com.opengamma.strata.market.curve.InterpolatedNodalCurve.Builder
Sets the array of x-values, one for each point.
xValues() - Method in class com.opengamma.strata.market.curve.InterpolatedNodalCurve.Meta
The meta-property for the xValues property.
xValues(DoubleArray) - Method in class com.opengamma.strata.market.surface.InterpolatedNodalSurface.Builder
Sets the array of x-values, one for each point.
xValues() - Method in class com.opengamma.strata.market.surface.InterpolatedNodalSurface.Meta
The meta-property for the xValues property.
xValueType() - Method in class com.opengamma.strata.market.curve.DefaultCurveMetadata.Meta
The meta-property for the xValueType property.
xValueType(ValueType) - Method in class com.opengamma.strata.market.curve.DefaultCurveMetadataBuilder
Sets the x-value type, providing meaning to the x-values of the curve.
xValueType(ValueType) - Method in class com.opengamma.strata.market.curve.InterpolatedNodalCurveDefinition.Builder
Sets the x-value type, providing meaning to the x-values of the curve.
xValueType() - Method in class com.opengamma.strata.market.curve.InterpolatedNodalCurveDefinition.Meta
The meta-property for the xValueType property.
xValueType(ValueType) - Method in class com.opengamma.strata.market.curve.ParameterizedFunctionalCurveDefinition.Builder
Sets the x-value type, providing meaning to the x-values of the curve.
xValueType() - Method in class com.opengamma.strata.market.curve.ParameterizedFunctionalCurveDefinition.Meta
The meta-property for the xValueType property.
xValueType() - Method in class com.opengamma.strata.market.curve.SimpleCurveParameterMetadata.Meta
The meta-property for the xValueType property.
xValueType() - Method in class com.opengamma.strata.market.surface.DefaultSurfaceMetadata.Meta
The meta-property for the xValueType property.
xValueType(ValueType) - Method in class com.opengamma.strata.market.surface.DefaultSurfaceMetadataBuilder
Sets the x-value type, providing meaning to the x-values of the surface.
xValueType() - Method in class com.opengamma.strata.market.surface.SimpleSurfaceParameterMetadata.Meta
The meta-property for the xValueType property.
XWAR - Static variable in class com.opengamma.strata.product.common.ExchangeIds
Warsaw Stock Exchange.
XXX - Static variable in class com.opengamma.strata.basics.currency.Currency
The currency 'XXX' - No applicable currency.

Y

YEAR_FRACTION - Static variable in class com.opengamma.strata.market.ValueType
Type used when each value is a year fraction relative to a base date - 'YearFraction'.
yearFraction(LocalDate, LocalDate) - Method in interface com.opengamma.strata.basics.date.DayCount
Gets the year fraction between the specified dates.
yearFraction(LocalDate, LocalDate, DayCount.ScheduleInfo) - Method in interface com.opengamma.strata.basics.date.DayCount
Gets the year fraction between the specified dates.
yearFraction() - Method in class com.opengamma.strata.basics.index.IborIndexObservation.Meta
The meta-property for the yearFraction property.
yearFraction(double) - Method in class com.opengamma.strata.basics.index.OvernightIndexObservation.Builder
Sets the year fraction of the investment implied by the fixing date.
yearFraction() - Method in class com.opengamma.strata.basics.index.OvernightIndexObservation.Meta
The meta-property for the yearFraction property.
yearFraction(DayCount, Schedule) - Method in class com.opengamma.strata.basics.schedule.SchedulePeriod
Calculates the year fraction using the specified day count.
yearFraction() - Method in class com.opengamma.strata.pricer.bond.IssuerCurveZeroRateSensitivity.Meta
The meta-property for the yearFraction property.
yearFraction() - Method in class com.opengamma.strata.pricer.bond.RepoCurveZeroRateSensitivity.Meta
The meta-property for the yearFraction property.
yearFraction() - Method in class com.opengamma.strata.pricer.common.GenericVolatilitySurfaceYearFractionParameterMetadata.Meta
The meta-property for the yearFraction property.
yearFraction() - Method in class com.opengamma.strata.pricer.fxopt.FxVolatilitySurfaceYearFractionParameterMetadata.Meta
The meta-property for the yearFraction property.
yearFraction() - Method in class com.opengamma.strata.pricer.swaption.SwaptionSurfaceExpirySimpleMoneynessParameterMetadata.Meta
The meta-property for the yearFraction property.
yearFraction() - Method in class com.opengamma.strata.pricer.swaption.SwaptionSurfaceExpiryStrikeParameterMetadata.Meta
The meta-property for the yearFraction property.
yearFraction() - Method in class com.opengamma.strata.pricer.swaption.SwaptionSurfaceExpiryTenorParameterMetadata.Meta
The meta-property for the yearFraction property.
yearFraction() - Method in class com.opengamma.strata.pricer.ZeroRateSensitivity.Meta
The meta-property for the yearFraction property.
yearFraction(double) - Method in class com.opengamma.strata.product.bond.FixedCouponBondPaymentPeriod.Builder
Sets the year fraction that the accrual period represents.
yearFraction() - Method in class com.opengamma.strata.product.bond.FixedCouponBondPaymentPeriod.Meta
The meta-property for the yearFraction property.
yearFraction(LocalDate, LocalDate) - Method in class com.opengamma.strata.product.bond.ResolvedCapitalIndexedBond
Calculates the year fraction within the specified period.
yearFraction(LocalDate, LocalDate, DayCount) - Method in class com.opengamma.strata.product.bond.ResolvedCapitalIndexedBond
Calculates the year fraction within the specified period and day count.
yearFraction(LocalDate, LocalDate) - Method in class com.opengamma.strata.product.bond.ResolvedFixedCouponBond
Calculates the year fraction within the specified period.
yearFraction(double) - Method in class com.opengamma.strata.product.capfloor.IborCapletFloorletPeriod.Builder
Sets the year fraction that the accrual period represents.
yearFraction() - Method in class com.opengamma.strata.product.capfloor.IborCapletFloorletPeriod.Meta
The meta-property for the yearFraction property.
yearFraction(double) - Method in class com.opengamma.strata.product.cms.CmsPeriod.Builder
Sets the year fraction that the accrual period represents.
yearFraction() - Method in class com.opengamma.strata.product.cms.CmsPeriod.Meta
The meta-property for the yearFraction property.
yearFraction(double) - Method in class com.opengamma.strata.product.credit.CreditCouponPaymentPeriod.Builder
Sets the year fraction that the accrual period represents.
yearFraction() - Method in class com.opengamma.strata.product.credit.CreditCouponPaymentPeriod.Meta
The meta-property for the yearFraction property.
yearFraction(double) - Method in class com.opengamma.strata.product.deposit.ResolvedIborFixingDeposit.Builder
Sets the year fraction between the start and end date.
yearFraction() - Method in class com.opengamma.strata.product.deposit.ResolvedIborFixingDeposit.Meta
The meta-property for the yearFraction property.
yearFraction(double) - Method in class com.opengamma.strata.product.deposit.ResolvedTermDeposit.Builder
Sets the year fraction between the start and end date.
yearFraction() - Method in class com.opengamma.strata.product.deposit.ResolvedTermDeposit.Meta
The meta-property for the yearFraction property.
yearFraction(double) - Method in class com.opengamma.strata.product.fra.ResolvedFra.Builder
Sets the year fraction between the start and end date.
yearFraction() - Method in class com.opengamma.strata.product.fra.ResolvedFra.Meta
The meta-property for the yearFraction property.
yearFraction(double) - Method in class com.opengamma.strata.product.swap.RateAccrualPeriod.Builder
Sets the year fraction that the accrual period represents.
yearFraction() - Method in class com.opengamma.strata.product.swap.RateAccrualPeriod.Meta
The meta-property for the yearFraction property.
yearMonth() - Method in class com.opengamma.strata.market.param.YearMonthDateParameterMetadata.Meta
The meta-property for the yearMonth property.
YearMonthDateParameterMetadata - Class in com.opengamma.strata.market.param
Parameter metadata based on a date and year-month.
YearMonthDateParameterMetadata.Meta - Class in com.opengamma.strata.market.param
The meta-bean for YearMonthDateParameterMetadata.
yExtrapolatorLeft() - Method in class com.opengamma.strata.market.surface.interpolator.GridSurfaceInterpolator.Meta
The meta-property for the yExtrapolatorLeft property.
yExtrapolatorRight() - Method in class com.opengamma.strata.market.surface.interpolator.GridSurfaceInterpolator.Meta
The meta-property for the yExtrapolatorRight property.
yieldConvention(BillYieldConvention) - Method in class com.opengamma.strata.product.bond.Bill.Builder
Sets yield convention.
yieldConvention() - Method in class com.opengamma.strata.product.bond.Bill.Meta
The meta-property for the yieldConvention property.
yieldConvention(BillYieldConvention) - Method in class com.opengamma.strata.product.bond.BillSecurity.Builder
Sets yield convention.
yieldConvention() - Method in class com.opengamma.strata.product.bond.BillSecurity.Meta
The meta-property for the yieldConvention property.
yieldConvention(CapitalIndexedBondYieldConvention) - Method in class com.opengamma.strata.product.bond.CapitalIndexedBond.Builder
Sets yield convention.
yieldConvention() - Method in class com.opengamma.strata.product.bond.CapitalIndexedBond.Meta
The meta-property for the yieldConvention property.
yieldConvention(CapitalIndexedBondYieldConvention) - Method in class com.opengamma.strata.product.bond.CapitalIndexedBondSecurity.Builder
Sets yield convention.
yieldConvention() - Method in class com.opengamma.strata.product.bond.CapitalIndexedBondSecurity.Meta
The meta-property for the yieldConvention property.
yieldConvention(FixedCouponBondYieldConvention) - Method in class com.opengamma.strata.product.bond.FixedCouponBond.Builder
Sets yield convention.
yieldConvention() - Method in class com.opengamma.strata.product.bond.FixedCouponBond.Meta
The meta-property for the yieldConvention property.
yieldConvention(FixedCouponBondYieldConvention) - Method in class com.opengamma.strata.product.bond.FixedCouponBondSecurity.Builder
Sets yield convention.
yieldConvention() - Method in class com.opengamma.strata.product.bond.FixedCouponBondSecurity.Meta
The meta-property for the yieldConvention property.
yieldConvention(BillYieldConvention) - Method in class com.opengamma.strata.product.bond.ResolvedBill.Builder
Sets yield convention.
yieldConvention() - Method in class com.opengamma.strata.product.bond.ResolvedBill.Meta
The meta-property for the yieldConvention property.
yieldConvention(CapitalIndexedBondYieldConvention) - Method in class com.opengamma.strata.product.bond.ResolvedCapitalIndexedBond.Builder
Sets yield convention.
yieldConvention() - Method in class com.opengamma.strata.product.bond.ResolvedCapitalIndexedBond.Meta
The meta-property for the yieldConvention property.
yieldConvention(FixedCouponBondYieldConvention) - Method in class com.opengamma.strata.product.bond.ResolvedFixedCouponBond.Builder
Sets yield convention.
yieldConvention() - Method in class com.opengamma.strata.product.bond.ResolvedFixedCouponBond.Meta
The meta-property for the yieldConvention property.
yieldFromCurves(ResolvedBill, LegalEntityDiscountingProvider, LocalDate) - Method in class com.opengamma.strata.pricer.bond.DiscountingBillProductPricer
Calculates the yield for settlement at a given settlement date using curves.
yieldFromCurvesWithZSpread(ResolvedBill, LegalEntityDiscountingProvider, LocalDate, double, CompoundedRateType, int) - Method in class com.opengamma.strata.pricer.bond.DiscountingBillProductPricer
Calculates the yield for settlement at a given settlement date using curves with z-spread.
yieldFromDirtyPrice(ResolvedFixedCouponBond, LocalDate, double) - Method in class com.opengamma.strata.pricer.bond.DiscountingFixedCouponBondProductPricer
Calculates the yield of the fixed coupon bond product from dirty price.
yieldFromPrice(double, LocalDate) - Method in class com.opengamma.strata.product.bond.Bill
Computes the yield from the price at a given settlement date.
yieldFromPrice(double, double) - Method in enum com.opengamma.strata.product.bond.BillYieldConvention
Computes the yield from a price and a accrual factor.
yieldFromPrice(double, LocalDate) - Method in class com.opengamma.strata.product.bond.ResolvedBill
Computes the yield from the price at a given settlement date.
yInterpolator() - Method in class com.opengamma.strata.market.surface.interpolator.GridSurfaceInterpolator.Meta
The meta-property for the yInterpolator property.
yValue(double) - Method in class com.opengamma.strata.market.curve.AddFixedCurve
 
yValue(double) - Method in class com.opengamma.strata.market.curve.CombinedCurve
 
yValue() - Method in class com.opengamma.strata.market.curve.ConstantCurve.Meta
The meta-property for the yValue property.
yValue(double) - Method in class com.opengamma.strata.market.curve.ConstantCurve
 
yValue(double) - Method in class com.opengamma.strata.market.curve.ConstantNodalCurve.Builder
Sets the single y-value.
yValue() - Method in class com.opengamma.strata.market.curve.ConstantNodalCurve.Meta
The meta-property for the yValue property.
yValue(double) - Method in class com.opengamma.strata.market.curve.ConstantNodalCurve
 
yValue(double) - Method in interface com.opengamma.strata.market.curve.Curve
Computes the y-value for the specified x-value.
yValue(double) - Method in class com.opengamma.strata.market.curve.InflationNodalCurve
 
yValue(double) - Method in class com.opengamma.strata.market.curve.InterpolatedNodalCurve
 
yValue(double) - Method in class com.opengamma.strata.market.curve.ParallelShiftedCurve
 
yValue(double) - Method in class com.opengamma.strata.market.curve.ParameterizedFunctionalCurve
 
yValue() - Method in class com.opengamma.strata.market.surface.SimpleSurfaceParameterMetadata.Meta
The meta-property for the yValue property.
yValueParameterSensitivity(double) - Method in class com.opengamma.strata.market.curve.AddFixedCurve
 
yValueParameterSensitivity(double) - Method in class com.opengamma.strata.market.curve.CombinedCurve
 
yValueParameterSensitivity(double) - Method in class com.opengamma.strata.market.curve.ConstantCurve
 
yValueParameterSensitivity(double) - Method in class com.opengamma.strata.market.curve.ConstantNodalCurve
 
yValueParameterSensitivity(double) - Method in interface com.opengamma.strata.market.curve.Curve
Computes the sensitivity of the y-value with respect to the curve parameters.
yValueParameterSensitivity(double) - Method in class com.opengamma.strata.market.curve.InflationNodalCurve
 
yValueParameterSensitivity(double) - Method in class com.opengamma.strata.market.curve.InterpolatedNodalCurve
 
yValueParameterSensitivity(double) - Method in class com.opengamma.strata.market.curve.ParallelShiftedCurve
 
yValueParameterSensitivity(double) - Method in class com.opengamma.strata.market.curve.ParameterizedFunctionalCurve
 
yValues(DoubleArray) - Method in class com.opengamma.strata.market.curve.InterpolatedNodalCurve.Builder
Sets the array of y-values, one for each point.
yValues() - Method in class com.opengamma.strata.market.curve.InterpolatedNodalCurve.Meta
The meta-property for the yValues property.
yValues(DoubleArray) - Method in class com.opengamma.strata.market.surface.InterpolatedNodalSurface.Builder
Sets the array of y-values, one for each point.
yValues() - Method in class com.opengamma.strata.market.surface.InterpolatedNodalSurface.Meta
The meta-property for the yValues property.
yValueType() - Method in class com.opengamma.strata.market.curve.DefaultCurveMetadata.Meta
The meta-property for the yValueType property.
yValueType(ValueType) - Method in class com.opengamma.strata.market.curve.DefaultCurveMetadataBuilder
Sets the y-value type, providing meaning to the y-values of the curve.
yValueType(ValueType) - Method in class com.opengamma.strata.market.curve.InterpolatedNodalCurveDefinition.Builder
Sets the y-value type, providing meaning to the y-values of the curve.
yValueType() - Method in class com.opengamma.strata.market.curve.InterpolatedNodalCurveDefinition.Meta
The meta-property for the yValueType property.
yValueType(ValueType) - Method in class com.opengamma.strata.market.curve.ParameterizedFunctionalCurveDefinition.Builder
Sets the y-value type, providing meaning to the y-values of the curve.
yValueType() - Method in class com.opengamma.strata.market.curve.ParameterizedFunctionalCurveDefinition.Meta
The meta-property for the yValueType property.
yValueType() - Method in class com.opengamma.strata.market.surface.DefaultSurfaceMetadata.Meta
The meta-property for the yValueType property.
yValueType(ValueType) - Method in class com.opengamma.strata.market.surface.DefaultSurfaceMetadataBuilder
Sets the y-value type, providing meaning to the y-values of the surface.
yValueType() - Method in class com.opengamma.strata.market.surface.SimpleSurfaceParameterMetadata.Meta
The meta-property for the yValueType property.

Z

ZA - Static variable in class com.opengamma.strata.basics.location.Country
The country 'ZA' - South Africa.
ZAJO - Static variable in class com.opengamma.strata.basics.date.HolidayCalendarIds
An identifier for the holiday calendar of Johannesburg, South Africa, with code 'ZAJO'.
ZAR - Static variable in class com.opengamma.strata.basics.currency.Currency
The currency 'ZAR' - South African Rand.
ZAR_JIBAR - Static variable in class com.opengamma.strata.basics.index.FloatingRateNames
Constant for ZAR-JIBAR.
ZAR_JIBAR_12M - Static variable in class com.opengamma.strata.basics.index.IborIndices
The 12 month JIBAR index.
ZAR_JIBAR_1M - Static variable in class com.opengamma.strata.basics.index.IborIndices
The 1 month JIBAR index.
ZAR_JIBAR_3M - Static variable in class com.opengamma.strata.basics.index.IborIndices
The 3 month JIBAR index.
ZAR_JIBAR_6M - Static variable in class com.opengamma.strata.basics.index.IborIndices
The 6 month JIBAR index.
ZAR_SABOR - Static variable in class com.opengamma.strata.basics.index.OvernightIndices
The SABOR index for ZAR.
zero(Currency) - Static method in class com.opengamma.strata.basics.currency.CurrencyAmount
Obtains a zero amount instance of CurrencyAmount for the specified currency.
ZERO_RATE - Static variable in class com.opengamma.strata.market.ValueType
Type used when each value is a zero rate - 'ZeroRate'.
zeroRate(LocalDate) - Method in interface com.opengamma.strata.pricer.credit.CreditDiscountFactors
Gets the continuously compounded zero rate for the specified date.
zeroRate(double) - Method in interface com.opengamma.strata.pricer.credit.CreditDiscountFactors
Gets the continuously compounded zero rate for specified year fraction.
zeroRate(double) - Method in class com.opengamma.strata.pricer.credit.IsdaCreditDiscountFactors
 
zeroRate(double) - Method in class com.opengamma.strata.pricer.credit.LegalEntitySurvivalProbabilities
Gets the continuously compounded zero hazard rate for specified year fraction.
zeroRate(LocalDate) - Method in interface com.opengamma.strata.pricer.DiscountFactors
Gets the continuously compounded zero rate for the specified date.
zeroRate(double) - Method in interface com.opengamma.strata.pricer.DiscountFactors
Gets the continuously compounded zero rate for specified year fraction.
zeroRate(double) - Method in class com.opengamma.strata.pricer.SimpleDiscountFactors
 
zeroRate(double) - Method in class com.opengamma.strata.pricer.ZeroRateDiscountFactors
 
zeroRate(double) - Method in class com.opengamma.strata.pricer.ZeroRatePeriodicDiscountFactors
 
ZeroRateDiscountFactors - Class in com.opengamma.strata.pricer
Provides access to discount factors for a currency based on a zero rate continuously compounded curve.
ZeroRateDiscountFactors.Meta - Class in com.opengamma.strata.pricer
The meta-bean for ZeroRateDiscountFactors.
ZeroRatePeriodicDiscountFactors - Class in com.opengamma.strata.pricer
Provides access to discount factors for a currency based on a zero rate periodically-compounded curve.
ZeroRatePeriodicDiscountFactors.Meta - Class in com.opengamma.strata.pricer
The meta-bean for ZeroRatePeriodicDiscountFactors.
zeroRatePointSensitivity(LocalDate) - Method in class com.opengamma.strata.pricer.bond.IssuerCurveDiscountFactors
Calculates the zero rate point sensitivity at the specified date.
zeroRatePointSensitivity(LocalDate, Currency) - Method in class com.opengamma.strata.pricer.bond.IssuerCurveDiscountFactors
Calculates the zero rate point sensitivity at the specified date specifying the currency of the sensitivity.
zeroRatePointSensitivity(LocalDate) - Method in class com.opengamma.strata.pricer.bond.RepoCurveDiscountFactors
Calculates the zero rate point sensitivity at the specified date.
zeroRatePointSensitivity(LocalDate, Currency) - Method in class com.opengamma.strata.pricer.bond.RepoCurveDiscountFactors
Calculates the zero rate point sensitivity at the specified date specifying the currency of the sensitivity.
zeroRatePointSensitivity(LocalDate) - Method in interface com.opengamma.strata.pricer.credit.CreditDiscountFactors
Calculates the zero rate point sensitivity at the specified date.
zeroRatePointSensitivity(double) - Method in interface com.opengamma.strata.pricer.credit.CreditDiscountFactors
Calculates the zero rate point sensitivity at the specified year fraction.
zeroRatePointSensitivity(LocalDate, Currency) - Method in interface com.opengamma.strata.pricer.credit.CreditDiscountFactors
Calculates the zero rate point sensitivity at the specified date specifying the currency of the sensitivity.
zeroRatePointSensitivity(double, Currency) - Method in interface com.opengamma.strata.pricer.credit.CreditDiscountFactors
Calculates the zero rate point sensitivity at the specified year fraction specifying the currency of the sensitivity.
zeroRatePointSensitivity(double, Currency) - Method in class com.opengamma.strata.pricer.credit.IsdaCreditDiscountFactors
 
zeroRatePointSensitivity(LocalDate) - Method in class com.opengamma.strata.pricer.credit.LegalEntitySurvivalProbabilities
Calculates the zero rate point sensitivity at the specified date.
zeroRatePointSensitivity(double) - Method in class com.opengamma.strata.pricer.credit.LegalEntitySurvivalProbabilities
Calculates the zero rate point sensitivity at the specified year fraction.
zeroRatePointSensitivity(LocalDate, Currency) - Method in class com.opengamma.strata.pricer.credit.LegalEntitySurvivalProbabilities
Calculates the zero rate point sensitivity at the specified date specifying the currency of the sensitivity.
zeroRatePointSensitivity(double, Currency) - Method in class com.opengamma.strata.pricer.credit.LegalEntitySurvivalProbabilities
Calculates the zero rate point sensitivity at the specified year fraction specifying the currency of the sensitivity.
zeroRatePointSensitivity(LocalDate) - Method in interface com.opengamma.strata.pricer.DiscountFactors
Calculates the zero rate point sensitivity at the specified date.
zeroRatePointSensitivity(double) - Method in interface com.opengamma.strata.pricer.DiscountFactors
Calculates the zero rate point sensitivity at the specified year fraction.
zeroRatePointSensitivity(LocalDate, Currency) - Method in interface com.opengamma.strata.pricer.DiscountFactors
Calculates the zero rate point sensitivity at the specified date specifying the currency of the sensitivity.
zeroRatePointSensitivity(double, Currency) - Method in interface com.opengamma.strata.pricer.DiscountFactors
Calculates the zero rate point sensitivity at the specified year fraction specifying the currency of the sensitivity.
zeroRatePointSensitivity(double, Currency) - Method in class com.opengamma.strata.pricer.SimpleDiscountFactors
 
zeroRatePointSensitivity(double, Currency) - Method in class com.opengamma.strata.pricer.ZeroRateDiscountFactors
 
zeroRatePointSensitivity(double, Currency) - Method in class com.opengamma.strata.pricer.ZeroRatePeriodicDiscountFactors
 
zeroRatePointSensitivityWithSpread(LocalDate, double, CompoundedRateType, int) - Method in interface com.opengamma.strata.pricer.DiscountFactors
Calculates the zero rate point sensitivity with z-spread at the specified date.
zeroRatePointSensitivityWithSpread(double, double, CompoundedRateType, int) - Method in interface com.opengamma.strata.pricer.DiscountFactors
Calculates the zero rate point sensitivity with z-spread at the specified year fraction.
zeroRatePointSensitivityWithSpread(LocalDate, Currency, double, CompoundedRateType, int) - Method in interface com.opengamma.strata.pricer.DiscountFactors
Calculates the zero rate point sensitivity with z-spread at the specified date specifying the currency of the sensitivity.
zeroRatePointSensitivityWithSpread(double, Currency, double, CompoundedRateType, int) - Method in interface com.opengamma.strata.pricer.DiscountFactors
Calculates the zero rate point sensitivity with z-spread at the specified year fraction specifying the currency of the sensitivity.
zeroRatePointSensitivityWithSpread(double, Currency, double, CompoundedRateType, int) - Method in class com.opengamma.strata.pricer.ZeroRatePeriodicDiscountFactors
 
zeroRates(String, DayCount) - Static method in class com.opengamma.strata.market.curve.Curves
Creates curve metadata for a curve providing zero rates.
zeroRates(CurveName, DayCount) - Static method in class com.opengamma.strata.market.curve.Curves
Creates curve metadata for a curve providing zero rates.
zeroRates(CurveName, DayCount, List<? extends ParameterMetadata>) - Static method in class com.opengamma.strata.market.curve.Curves
Creates curve metadata for a curve providing zero rates.
zeroRateSensitivity() - Method in class com.opengamma.strata.pricer.credit.CreditCurveZeroRateSensitivity.Meta
The meta-property for the zeroRateSensitivity property.
ZeroRateSensitivity - Class in com.opengamma.strata.pricer
Point sensitivity to the zero rate curve.
ZeroRateSensitivity.Meta - Class in com.opengamma.strata.pricer
The meta-bean for ZeroRateSensitivity.
zip(Stream<A>, Stream<B>) - Static method in class com.opengamma.strata.collect.Guavate
Creates a stream that combines two other streams, continuing until either stream ends.
zipWithIndex(Stream<T>) - Static method in class com.opengamma.strata.collect.Guavate
Creates a stream that wraps a stream with the index.
zipWithIndex(Stream<V>) - Static method in class com.opengamma.strata.collect.MapStream
Returns a stream of map entries where each key is the index of the value in the original stream.
zone() - Method in class com.opengamma.strata.product.TradeInfo.Meta
The meta-property for the zone property.
zone(ZoneId) - Method in class com.opengamma.strata.product.TradeInfoBuilder
Sets the trade time-zone, optional.
zoneId() - Method in class com.opengamma.strata.measure.ValuationZoneTimeDefinition.Meta
The meta-property for the zoneId property.
zSpreadFromCurvesAndCleanPrice(ResolvedCapitalIndexedBond, RatesProvider, LegalEntityDiscountingProvider, ReferenceData, double, CompoundedRateType, int) - Method in class com.opengamma.strata.pricer.bond.DiscountingCapitalIndexedBondProductPricer
Calculates the z-spread of the bond from curves and clean price.
zSpreadFromCurvesAndDirtyPrice(ResolvedFixedCouponBond, LegalEntityDiscountingProvider, ReferenceData, double, CompoundedRateType, int) - Method in class com.opengamma.strata.pricer.bond.DiscountingFixedCouponBondProductPricer
Calculates the z-spread of the fixed coupon bond from curves and dirty price.
zSpreadFromCurvesAndPv(ResolvedCapitalIndexedBond, RatesProvider, LegalEntityDiscountingProvider, ReferenceData, CurrencyAmount, CompoundedRateType, int) - Method in class com.opengamma.strata.pricer.bond.DiscountingCapitalIndexedBondProductPricer
Calculates the z-spread of the bond from curves and present value.
zValue() - Method in class com.opengamma.strata.market.surface.ConstantSurface.Meta
The meta-property for the zValue property.
zValue(double, double) - Method in class com.opengamma.strata.market.surface.ConstantSurface
 
zValue(double, double) - Method in class com.opengamma.strata.market.surface.DeformedSurface
 
zValue(double, double) - Method in class com.opengamma.strata.market.surface.InterpolatedNodalSurface
 
zValue(double, double) - Method in interface com.opengamma.strata.market.surface.Surface
Computes the z-value for the specified x-value and y-value.
zValue(DoublesPair) - Method in interface com.opengamma.strata.market.surface.Surface
Computes the z-value for the specified pair of x-value and y-value.
zValueParameterSensitivity(double, double) - Method in class com.opengamma.strata.market.surface.ConstantSurface
 
zValueParameterSensitivity(double, double) - Method in class com.opengamma.strata.market.surface.DeformedSurface
 
zValueParameterSensitivity(double, double) - Method in class com.opengamma.strata.market.surface.InterpolatedNodalSurface
 
zValueParameterSensitivity(double, double) - Method in interface com.opengamma.strata.market.surface.Surface
Computes the sensitivity of the z-value with respect to the surface parameters.
zValueParameterSensitivity(DoublesPair) - Method in interface com.opengamma.strata.market.surface.Surface
Computes the sensitivity of the z-value with respect to the surface parameters.
zValues(DoubleArray) - Method in class com.opengamma.strata.market.surface.InterpolatedNodalSurface.Builder
Sets the array of z-values, one for each point.
zValues() - Method in class com.opengamma.strata.market.surface.InterpolatedNodalSurface.Meta
The meta-property for the zValues property.
zValueType() - Method in class com.opengamma.strata.market.surface.DefaultSurfaceMetadata.Meta
The meta-property for the zValueType property.
zValueType(ValueType) - Method in class com.opengamma.strata.market.surface.DefaultSurfaceMetadataBuilder
Sets the z-value type, providing meaning to the z-values of the surface.
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Copyright 2009-Present by OpenGamma Inc. and individual contributors
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Additional documentation can be found at strata.opengamma.io.